<SEC-DOCUMENT>0001628280-23-003895.txt : 20230216
<SEC-HEADER>0001628280-23-003895.hdr.sgml : 20230216
<ACCEPTANCE-DATETIME>20230216163225
ACCESSION NUMBER:		0001628280-23-003895
CONFORMED SUBMISSION TYPE:	10-K
PUBLIC DOCUMENT COUNT:		125
CONFORMED PERIOD OF REPORT:	20221231
FILED AS OF DATE:		20230216
DATE AS OF CHANGE:		20230216

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			ANNALY CAPITAL MANAGEMENT INC
		CENTRAL INDEX KEY:			0001043219
		STANDARD INDUSTRIAL CLASSIFICATION:	REAL ESTATE INVESTMENT TRUSTS [6798]
		IRS NUMBER:				223479661
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		10-K
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	001-13447
		FILM NUMBER:		23638937

	BUSINESS ADDRESS:	
		STREET 1:		1211 AVENUE OF THE AMERICAS
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10036
		BUSINESS PHONE:		212 696 0100

	MAIL ADDRESS:	
		STREET 1:		1211 AVENUE OF THE AMERICAS
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10036

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	ANNALY MORTGAGE MANAGEMENT INC
		DATE OF NAME CHANGE:	19970729
</SEC-HEADER>
<DOCUMENT>
<TYPE>10-K
<SEQUENCE>1
<FILENAME>nly-20221231.htm
<DESCRIPTION>10-K
<TEXT>
<XBRL>
<?xml version="1.0" ?><!--XBRL Document Created with Wdesk from Workiva--><!--Copyright 2023 Workiva--><!--r:8283f2a1-4ded-4d91-9c69-89acb0846785,g:7a65753d-199a-48a0-b389-5a375b28fd73,d:700770ee33434e33a71763c387c61302--><html xmlns:dei="http://xbrl.sec.gov/dei/2022" xmlns:stpr="http://xbrl.sec.gov/stpr/2022" xmlns:ix="http://www.xbrl.org/2013/inlineXBRL" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:ixt-sec="http://www.sec.gov/inlineXBRL/transformation/2015-08-31" xmlns:xbrli="http://www.xbrl.org/2003/instance" xmlns:ixt="http://www.xbrl.org/inlineXBRL/transformation/2020-02-12" xmlns:xbrldi="http://xbrl.org/2006/xbrldi" xmlns:nly="http://annaly.com/20221231" xmlns:iso4217="http://www.xbrl.org/2003/iso4217" xmlns:us-gaap="http://fasb.org/us-gaap/2022" xmlns:srt="http://fasb.org/srt/2022" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.w3.org/1999/xhtml" xml:lang="en-US"><head><meta http-equiv="Content-Type" content="text/html"/>


<title>nly-20221231</title></head><body><div style="display:none"><ix:header><ix:hidden><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:AmendmentFlag" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80L2ZyYWc6MDRkY2IwZTE1ZGNlNGRhMTg0Y2I0MjcyMGUxNTZhYjMvdGFibGU6YjExMDcwNWI3N2Y4NGEzNGIyZGRmOTIxOGRkMDQ5MjIvdGFibGVyYW5nZTpiMTEwNzA1Yjc3Zjg0YTM0YjJkZGY5MjE4ZGQwNDkyMl8xLTEtMS0xLTExMjE1Mg_c90b692b-0992-4ca7-b598-752a22a883ad">false</ix:nonNumeric><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:DocumentFiscalYearFocus" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80L2ZyYWc6MDRkY2IwZTE1ZGNlNGRhMTg0Y2I0MjcyMGUxNTZhYjMvdGFibGU6YjExMDcwNWI3N2Y4NGEzNGIyZGRmOTIxOGRkMDQ5MjIvdGFibGVyYW5nZTpiMTEwNzA1Yjc3Zjg0YTM0YjJkZGY5MjE4ZGQwNDkyMl8yLTEtMS0xLTExMjE1Mg_7d751649-5c12-4259-b205-edfbe512b924">2022</ix:nonNumeric><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:DocumentFiscalPeriodFocus" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80L2ZyYWc6MDRkY2IwZTE1ZGNlNGRhMTg0Y2I0MjcyMGUxNTZhYjMvdGFibGU6YjExMDcwNWI3N2Y4NGEzNGIyZGRmOTIxOGRkMDQ5MjIvdGFibGVyYW5nZTpiMTEwNzA1Yjc3Zjg0YTM0YjJkZGY5MjE4ZGQwNDkyMl8zLTEtMS0xLTExMjE1Mg_e01656e0-9442-4b0c-aade-8da4c0a45f54">FY</ix:nonNumeric><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityCentralIndexKey" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80L2ZyYWc6MDRkY2IwZTE1ZGNlNGRhMTg0Y2I0MjcyMGUxNTZhYjMvdGFibGU6YjExMDcwNWI3N2Y4NGEzNGIyZGRmOTIxOGRkMDQ5MjIvdGFibGVyYW5nZTpiMTEwNzA1Yjc3Zjg0YTM0YjJkZGY5MjE4ZGQwNDkyMl80LTEtMS0xLTExMjE1Mg_4f1a4b7d-1760-4198-ad76-cb60e2f885e1">0001043219</ix:nonNumeric><ix:nonFraction unitRef="usd" contextRef="i8deee8cbe9b24486bd79fa4199981eec_I20221231" decimals="-5" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzQ1L2ZyYWc6ZTI2ZDExOTFlN2E3NDM0Yzk3Y2QxMDA1YmIwYjc1MGYvdGV4dHJlZ2lvbjplMjZkMTE5MWU3YTc0MzRjOTdjZDEwMDViYjBiNzUwZl8zODQ4MjkwNjk3MjI0_174e7f21-066a-4d8a-a475-39a4f2fce282">0.0 million</ix:nonFraction><ix:nonFraction unitRef="usd" contextRef="i7b2d46e0db3a4ce48f4506d5abbe919f_I20211231" decimals="-5" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzQ1L2ZyYWc6ZTI2ZDExOTFlN2E3NDM0Yzk3Y2QxMDA1YmIwYjc1MGYvdGV4dHJlZ2lvbjplMjZkMTE5MWU3YTc0MzRjOTdjZDEwMDViYjBiNzUwZl8zODQ4MjkwNjk3MjMy_3666771e-27cb-4bdc-8333-6971599f68bf">0.0 million</ix:nonFraction><ix:nonFraction unitRef="number" contextRef="ib187820dbc484f5895547728ae34b90b_D20220908-20220908" decimals="INF" name="us-gaap:StockholdersEquityNoteStockSplitConversionRatio1" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzEzL2ZyYWc6MGYyZTM4ODFhNGQxNGU4MGJjY2YzMjA1YmIwYTdmNWUvdGV4dHJlZ2lvbjowZjJlMzg4MWE0ZDE0ZTgwYmNjZjMyMDViYjBhN2Y1ZV8yNzQ4Nzc5MDY5NDY5_869a5ab3-e86b-4ffd-b66e-66c86203298e">.25</ix:nonFraction><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzEtNS0xLTEtMTEyMTUy_c80e36bc-51c1-4ece-89c4-00673ecdca6e">http://annaly.com/20221231#DerivativeGainLossonDerivativeNetIncludingUSTreasuries</ix:nonNumeric><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzUtMC0xLTEtMTEyMTUy_5315bb52-9a6d-4403-947a-d4cdfa882ce7">http://fasb.org/us-gaap/2022#GainLossOnSaleOfBusiness</ix:nonNumeric><ix:nonNumeric contextRef="ieaba532ca69f4288b40f799d833ba829_I20221231" name="nly:DebtInstrumentMaturity" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzU0OTc1NTgxNzU3Nw_703bc674-1561-49c5-8e1c-08197695d618">P1Y</ix:nonNumeric><ix:nonFraction unitRef="number" contextRef="i28af6559c5914da7a046140ad277d925_D20200211-20200211" decimals="6" name="nly:MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzAvZnJhZzo4ODQ1NjEwZDZmOGI0YjdiYjI1OTNiMDExMDUwMjZkZi90YWJsZTpiYTcxZDU5MjY2NjU0ZTlhODI1YzIzNTE5ZjRlMmQ5Ny90YWJsZXJhbmdlOmJhNzFkNTkyNjY2NTRlOWE4MjVjMjM1MTlmNGUyZDk3XzAtMS0xLTEtMTEyMTUy_ef66dc82-f114-4282-ae86-ad0b6f5a3bbb">0.000875</ix:nonFraction><ix:nonNumeric contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" name="us-gaap:OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzMtMS0xLTEtMTEyMTUy_9594b59e-9bba-418e-b471-a7e7b0b9d8a7">http://fasb.org/us-gaap/2022#OtherAssets</ix:nonNumeric><ix:nonNumeric contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" name="us-gaap:OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzYtMS0xLTEtMTEyMTUy_60097d50-cbdd-46c0-8873-9f3829f99931">http://fasb.org/us-gaap/2022#OtherLiabilities</ix:nonNumeric></ix:hidden><ix:references xml:lang="en-US"><link:schemaRef xlink:type="simple" xlink:href="nly-20221231.xsd"></link:schemaRef></ix:references><ix:resources><xbrli:context id="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i323e84ce32fc46409077cfb21bae3e29_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:CommonStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ice77f9ce03754fd7b796dfcc75468470_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i06548076c5d6464ab5affa65c9212fb6_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i2b8893deb36949ada57d9f6596b3cb8a_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i533d8a890fc74cfaa189b60b72bd3d52_I20220630"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:instant>2022-06-30</xbrli:instant></xbrli:period></xbrli:context><xbrli:unit id="usd"><xbrli:measure>iso4217:USD</xbrli:measure></xbrli:unit><xbrli:context id="i84012f7a9a0948658a25bb2e6022e9b0_I20230131"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:instant>2023-01-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:unit id="shares"><xbrli:measure>xbrli:shares</xbrli:measure></xbrli:unit><xbrli:context id="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4fa6e9620bc6410e83a2688d49bb246c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i6599002f99b1424a89fecb1b572b358a_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i035d2a134c7443bdae4c38ced897f36f_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">us-gaap:AssetPledgedAsCollateralWithoutRightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if83c3063368549089df1c3d915754763_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">us-gaap:AssetPledgedAsCollateralWithoutRightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i434f5ede3b7f4fe4bccf5cdf8f74202c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i99997957348c42d2aded99daac89a170_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:unit id="usdPerShare"><xbrli:divide><xbrli:unitNumerator><xbrli:measure>iso4217:USD</xbrli:measure></xbrli:unitNumerator><xbrli:unitDenominator><xbrli:measure>xbrli:shares</xbrli:measure></xbrli:unitDenominator></xbrli:divide></xbrli:unit><xbrli:context id="i29ccddc88f984e98b8f579f3f605ea8e_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2274fa962d18442c91efb2130f982a6d_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i414044f432914aabb6ad1f72da07ed82_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1128008f76754d289442dfd1023626fa_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2d7ae28c21d5405bbb2c877079b29828_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5cd3ab17514045e7acd36b8295b64a12_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie3990415b64a4858b1074888ea943c72_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7a09738ebe0b47089de79bc591848a0f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8deee8cbe9b24486bd79fa4199981eec_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialMortgageLoanMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidationItemsAxis">srt:ConsolidationEliminationsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7b2d46e0db3a4ce48f4506d5abbe919f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialMortgageLoanMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidationItemsAxis">srt:ConsolidationEliminationsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i959942eb51754a8298d040552bac45e9_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="iaafd65330ef4426cab1a525dc1d12d07_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i3eac4d3c06d947839f51afcde806325b_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i21e2cc66fd7f47fa89351a4c7088b7ce_I20191231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2019-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i0cc54b183a06443aa94ab381541e9802_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i77517b9f6d3f4a06ac5fb18991df6dce_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ib099fca9239f4709be11a60c232b0c39_D20200101-20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i622f37d064b64b5a98373b4a7ab51c99_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iff0a234d3cdc438a84805c2e2c0376d4_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1833150a97c54e958f99fd97f44227f0_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia82135b5e6cd4925976658d70df99600_I20191231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2019-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i2dbf1a78bfe6414aa2642ec48e8b8747_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie86bcbd954be4709bb4638e0b8dcaddd_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i6b5f2066f7a3427fa7adc0c7341d8aae_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia0a16f5f30ff48e1b8246f0765747f94_I20191231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2019-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i11d72f808506420d8c9bcb04ad63fa8b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="icf520e7c63054769b8d106510b70c19b_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1b1fc02776f14127ba211ce32b3461f9_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if435e3d4479b45399b3435c4daed36f6_I20191231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2019-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2c9b7d59505642b3bd04a5836ccc01a5_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ie5a94cca203c4f87adc2e8ea6d7f86d6_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i84c2735b3478415a926f6d19a583036b_D20200101-20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i21732d9c0ec149519fcb5de93b8f81fa_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i83043a3d84ea4b6a90fd9f64cd96f4c3_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4a3e622bfbaa43e8bf2307a38254ca19_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2532cbce88a84157aa132a9eab4bb3a9_I20191231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2019-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iad1c1c1248d34815a94b20b475691451_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2d1deb20160346f5b8a57fe0138352f0_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id51557df95944b7585db1f922f0c93c4_I20191231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2019-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5e37a5f699c947048adf2ca17b3dff29_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i63b4c7f9e7a843728fccf14724e1e015_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i56ee41e7963749f8bfbb7179133ad7b2_I20191231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2019-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia4590a6366434967a107006eb47868a1_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="iacdbd0bffabc405b8835624dc5433111_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ie845dda40a1f42979ed05d7f4c573f1f_D20200101-20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i9cc97e99b9b548c1b58b51a0d1368348_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i40e5cf072d6f4297b18ebc8432866d56_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:ParentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i661f31ce7c204133ab21fec09a084d26_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:ParentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia92634961c634e2bbe5a12c674f5c7ff_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:ParentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1ec89dba98ae46ef998d7f8ed701ce44_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i667c94ad27a04c7d8247e4d4604bdef9_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i672eeb80da344e2aaa6ab6e9157e28a9_I20191231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2019-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i0c75470116844805bb036e9b4b75a78f_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i588001d04941479fb9831fb07c19189b_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="if093a9222d0f4b34850534f34b1cf288_D20200101-20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i0069c41b6ec644a6bd3b13737031d4e2_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i6c589c7729574f33a050cbce15906304_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7fd95b1d1c71441a92d393531523717b_I20191231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:instant>2019-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:unit id="investmentgroup"><xbrli:measure>nly:investmentGroup</xbrli:measure></xbrli:unit><xbrli:context id="idec7d8a3638c4527bd18e87515ca5eda_I20220908"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:instant>2022-09-08</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib187820dbc484f5895547728ae34b90b_D20220908-20220908"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:startDate>2022-09-08</xbrli:startDate><xbrli:endDate>2022-09-08</xbrli:endDate></xbrli:period></xbrli:context><xbrli:unit id="number"><xbrli:measure>xbrli:pure</xbrli:measure></xbrli:unit><xbrli:context id="ie09fc239320d4b1e95030f575ed59db8_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i594ba279b2fd4b77a62a9065241630f5_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i34acb9e21e544e23b0768a49ffd33a0d_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic3de02b482d44fcdbb6c3423483e3438_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i3a258192084b4c43b84f2e5f4b4623a7_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i830ee6417ee743a5ad17e6e7bcb808dd_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i26d4657ce6184ca7a486cd5f18ba70a2_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie4a7af10b14546dc907c4bd37e4d682d_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i30b89f4d49594947b19e0c2a69af51a5_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i74d4260b17fe4036bf04f5e5ffcd88cc_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibf7a5ba5a6354e00925bbe8c6d78e524_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if1973c2aea35441aaa467971e7aa5d94_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic3cec4e06f0b46eca833edcf09480e66_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8b64c246c321443e9a8a6c388b4e2373_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i39663b06b19744e896bea62c61b52f5a_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecurities1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id188a864d114410989ceffb15dbfc59f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecurities1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia9c461be57754a3aa4346792a9c14623_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i808258adf40b4e028659d92a76170c1d_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iacb53a6ed38a4e24bbc1a32430261b3f_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoanWarehouseFacilityMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib0dbfc8961c54fffab685b26757b2690_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoanWarehouseFacilityMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib29731c8a53b43168dfbfba459e5e285_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CorporateDebtHeldForInvestmentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i752d2d74c73c40aab179856b3dfca289_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CorporateDebtHeldForInvestmentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7b8e859f35f94268913f626a02713e88_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FinanceReceivablesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1d4d31dcdfd04d0ba5f10339f707af0a_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FinanceReceivablesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="idc5d1c038e3d443481c51e897c454e27_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ExcessSpreadAgreementsRecognizedThroughEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i312697cd971c43dea180fd741c5f2926_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ExcessSpreadAgreementsRecognizedThroughEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic3af8809674645fc897d00bd7fa0a8be_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i94ec13d3193045088534c013ce9fc20b_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="icdca4db5c95c4c149ca1cc4cf639df61_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iac3121e1206b4ec7bf95f53aa5fa5b9f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i41fc884d7c4f49b5b1b52b49a6d6250c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AssetsTransferredOrPledgedToSecuritizationMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i99a3dd0f661f4c85a3661f26e16dd598_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AssetsTransferredOrPledgedToSecuritizationMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8252b01520594e418328a332a662d558_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:RepurchaseAgreementsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i734489a65cfb44b8b2a24fb194dd71da_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:RepurchaseAgreementsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="icdbb1cc9183140f79cbbe7f00b7742c4_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:OtherDebtSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7729e5300c5d49aa9e58aacfb51ce61c_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:OtherDebtSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i065d36b585884f2a9e2b4c3a404555ef_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:SecuritizedDebtOfConsolidatedVIEsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ieb8ad33e4d284e07a3e37bbb74e990f7_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:SecuritizedDebtOfConsolidatedVIEsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if10cdbe6b7fa4893bf9d20994cc62b98_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ParticipatingMortgagesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i67b54cdee02b4797bf2f38e1a8434ab2_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ParticipatingMortgagesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i3874e9cfd6d440938c91ed5a44b5a5ed_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i6969e87cb93d4b7b84743bcbbb9e5cb1_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ice8c9263df2b4b148fa8f698fd4ec5e0_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1329b64292d248f1bc58910e4c05d485_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="icb2af5c117c149659d0e5f176876125b_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i1324688cd8e740cb99c68c1f96eb6914_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia77ca0377fea4e82a6e56e87bc260f03_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ida3f2fd8af6a4d96b9dc4a2f147d4556_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i691e1b438273413b9a1c722ead613a59_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ife807db10a6040faa0f3a63b030a5c46_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i19aaf083609142958b7848b68335f791_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">us-gaap:CollateralizedMortgageObligationsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if65a39badda04946bd411854c5c36298_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i56fd68bc499049fcaba9fd9c547de373_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:MultifamilyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:ReverseMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i244b47934c8949c486be554665f1e35b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:AltaMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id9db21c120e641e48b2720e02e5202c0_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:SubprimeMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2b2fc4f57c97447b89c47ab232704a21_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:NplRplMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8fa0710526f649d796f51a6a6bdba968_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i0eea0033220b40e09619ff1be00e9f3a_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibd943c48b2304d58ac3eb084576900eb_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialInvestmentsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if2801ec32fb34447a95c87682682725e_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia861d861f9414da28be42460b53f2747_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8fb17addb1e948209eabcc96a885d6c3_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1e913eec4a814fafad3d166ffa8bd734_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">us-gaap:CollateralizedMortgageObligationsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i83f0140faba3491f84c2debbe9347287_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ifcaab0312ede439885a45c095f5a56ef_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:MultifamilyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1b46b118c2a44febbba588aced192118_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:ReverseMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2b4b1103e705485bae77a5146ed5a878_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i06cf5540ff7a4939b83fe57f6c768384_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id5592ce5bbc142fcb21c300392ff22cd_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:AltaMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibd231d53c4224ff69bb2abdbed5713ce_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5ab0c063788542599dab6e4af6e4c073_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:SubprimeMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:NplRplMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i582c3d5b466b4da486f586ffa625fbe6_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie108bf27cdb44af19a66520977feddd7_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i610dd2a6785642eca995f42c9f25097c_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialInvestmentsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia25cacf4dd2440ff88fe278ce92e4200_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic358914593a84b52ba6030a376411400_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:MultifamilyInterestOnlySecurityMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i938edb22a06c498387d47039640c0ac5_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:MultifamilyInterestOnlySecurityMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ieec3599729324dbcb9dacaa7e51664ba_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i86abdd7d50454326b9f482cfc6e4c224_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id3e10a0586f24e28867332c58265d8df_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7ac77913140d4266ac30ae430aecd466_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i3dc08f97a8f24159a851de8ac1738420_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id527bb2d7de34808a1b5d607bdd8e3a9_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib0b694c18e984ac49f401e138f36f6fe_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i0d99690d918142a5abbe13f34632fd48_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7cdc208437f4475fa8d3c1fb4af6a70d_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="icbfc82015e6240b88ca71aea440a3e3e_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8d7bb77846f84a51afff336c5ac2c0d9_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i16f6df0ed7974c25953754c59e978e24_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i94cdfb5142504d57b35059fc9eae0c05_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i509b2b9f0cd248cb9102c2099cdef190_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2bfa7d8459864067828dd2ef174cdeb8_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:unit id="security"><xbrli:measure>nly:security</xbrli:measure></xbrli:unit><xbrli:context id="i18d24a09f7ae4fc1ac3d6363e504508e_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i03057f354af04ce3a94920ebd9dc8163_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i544d69762ec344a7a593b013d3da78eb_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8ad666d17fcf48d48407c9f15cc2e83e_D20221001-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:startDate>2022-10-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ibe4a1efebfe948d6b3f6d3977160e60b_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">us-gaap:ResidentialPortfolioSegmentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i090d51346c5a4ff7be48f76610ac9086_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:CorporatePortfolioSegmentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i624f2954f0734189878e3c576defe7f0_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">us-gaap:ResidentialPortfolioSegmentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:CorporatePortfolioSegmentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="iacbdafd53db64be990256ca034126f9c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">us-gaap:ResidentialPortfolioSegmentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i12765511af2149e58e70652eb429a704_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:CorporatePortfolioSegmentMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i291a9c82e6f4422296eae2e7e5c7284d_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i2f2b13d5b29540bdad0e62308454e4e7_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:CA</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i57e5c348395841798ef3889969e408f7_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:CA</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i228c1ef05ea643159122f6cbe9648569_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:NY</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i83dad02eafb14e4083695ad772597377_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:NY</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i762aa7ce151c45dc9c83c721f0d58547_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:FL</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i479a1d300dc94ff295c83264f36dacba_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:FL</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="id2e0b67af70041bc9ca11b1e281476f9_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:TX</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i1852511a30a740d8b11eb122a3e89093_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">nly:OtherLocationMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i309bde3d7040463793717cab3c2aa88a_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">nly:OtherLocationMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i44ac78daf02843b3ba08a476dc82e47f_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ie90df1926fe64e72af7b2e306c3cd5dc_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i8afcd0f3868c4507a3d493d8d49e1ef7_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i86d55abd42ad4a0b9c936018fbf98aff_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic1dd4be6b18c4e738bec85130f614c07_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i21e9b956d21a4356879fdc204e32bdd8_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie1729eedc69744dd85c3a03716de5c75_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4da234ee9bef488bbe2ae665d9f88b98_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id1e986dd53c440cdb87366ff5439927e_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="icd0b67d178f7412ba31c094ab9c9377f_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i4bfb31ddcbf7463ab24f836eaa6f53b7_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i6e4298453c234b69a209f3abd60172de_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ib0d1d900ed054259989b252a00728f2a_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i4bd44d3a2f0243f899ed2cc2335b81f9_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:unit id="point"><xbrli:measure>nly:point</xbrli:measure></xbrli:unit><xbrli:context id="i205c71d70055483da27452fdaf641a2b_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i71c372cd02574b1fb3e86631ab5ad077_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ieaf58c231a854a4c9d12fa353b8038cd_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i3fa0bd9fb6ea4718ab6438f3fde567ca_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i3120e31ce2d4424cba3cccbe0badce44_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i141606cb87bf4ce0807c099fe620ceae_I20200331"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis">srt:MultifamilyMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-03-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id11f948d11c644049636f3c2c9ea86d0_I20200331"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis">srt:MultifamilyMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">us-gaap:RetainedInterestMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-03-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ifdd6e3484e3a409fae13836ea130c945_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis">srt:MultifamilyMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i58f394f5637c4080b1544803644619dd_I20220131"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-01-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iff32d93dae3c422b988a5845ba12b53a_I20220131"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022INV1Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-01-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibbba2488463a470c9f1ec9dcbdebcdb9_I20220228"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022INV2Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-02-28</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i88c82a27d8d545ca80983cd063da07e4_I20220228"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-02-28</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i12b715c2bb3f42f6987ef2f844822bc1_I20220331"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022INV3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-03-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4d677a69f99f44188cf9b64b3300c5ee_I20220331"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-03-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibda9fd8e7266490ca6b5c2e6957644ba_I20220531"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM4Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-05-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id02c9994c65440fdb0a23eaf21e75a96_I20220531"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-05-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i29960dc3cec34ccf9a5d8c7768884b27_I20220630"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM5Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-06-30</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i3081f63b204a4b1aa5cf24704b290241_I20220630"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-06-30</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i62b61b7f8aad42afa3bb9bb243066094_I20220630"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM6Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-06-30</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4bd7e6261ae94d1e9b0d0a19b3c68265_I20220831"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022J2Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-08-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i09108806778c436686298d7b54d42002_I20220831"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM7Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-08-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie1f41b51d09946cd9506096bc141a8db_I20220930"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM8Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-09-30</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i28e3705615444a73b234dd27139dc11f_I20221130"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022INV5Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-11-30</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8b4a5fbec2ee4788977c0b0d9f736278_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM9Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1a02593eeaaa4ed0ab53ec6bcd8c3524_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i29c4db11a8c74aeb844e1510c84085ad_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i994c29c355974d92b92781581a2be87a_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidationItemsAxis">srt:ConsolidationEliminationsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ifae3b3f3f54c443c92d0e54987e710a7_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidationItemsAxis">srt:ConsolidationEliminationsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibb6bd86a7b34426eb07274d5ce748ac0_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="icd169a83205740adbef663fa7acf37fc_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i13743ff584a341abac51ab3d69b77af3_D20170801-20170831"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:MSRSiloMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2017-08-01</xbrli:startDate><xbrli:endDate>2017-08-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="id0d962eb3eda428d97662505068deb9c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis">nly:MortgageServicingRightsSilosMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i44b202a42950451593ab0f9ff80e928c_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis">nly:MortgageServicingRightsSilosMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibfbb03fd740a4391a3e3c54d889b13fc_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i6003367fd0cf457a9344879661023ed1_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2650fbb9c86b4f5786af0d0a2621175e_I20210325"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:CommercialRealEstateBusinessMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-03-25</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if5010aac59c9465398ad91ca9ce263f3_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:CommercialRealEstateBusinessMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i44dc3dfbc17a4b409f1f1bdd2c79f6e4_I20220430"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:MiddleMarketLendingPortfolioMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-04-30</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ifc722d3c3b524f2dbe8b902bb2b04896_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:MiddleMarketLendingPortfolioMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia633f7b307a2404da36b66cf938b2bf1_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:MiddleMarketLendingPortfolioMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwaptionMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibd5af9ec869d42f798f5994ed3b81530_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwaptionMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i71038c0a17b04c82a542b2fed142b564_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="idc1fc643b8404a6e904290495d86c032_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic5a7506bc8614531890ed409d90eb685_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i48d92875665e48d9ad7dc5f35576342b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:LoanPurchaseCommitmentsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="idc3f180ca6704e54b0521023b5217573_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:LoanPurchaseCommitmentsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic981697f9e8e4350aadc351b1c89f98b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:CreditRiskContractMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:CreditRiskContractMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if557acf974fb4d9ba7448a01b1758d0a_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:CreditRiskContractMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i641b866c844e457fbba7b292d054222c_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:CreditRiskContractMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic5f6405019374571877d495385450ffb_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodOneMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i528c1da4b7984ac8a41b816110c3b907_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodOneMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iee0be1b357d74d4280e7206139879a16_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodTwoMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ic4737d4b23e34dfbafb36f303ae30371_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodTwoMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i44c8210676cc420994ce21694b5f3be2_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodThreeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ic9e0ec2b2207460fb67dd176f7a38b2e_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodThreeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4e0ca2df786c41f5bd809495879a3615_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFourMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i067f210046d146038eef4a39a221f16e_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFourMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7b7c74aaffae42d1bd62c739d2ec5b2c_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i120fd340bfc148d8805a79669f4a4656_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodOneMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i380ec3d968e545c5bcc550b114595be6_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodOneMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ied0a337fa8a445fc842e4c2d8d1ae5d0_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodTwoMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i159843cce3914c0c9b513f688572bc6e_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodTwoMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if78c918d9f65470bb14398327dd845a9_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodThreeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i931dcde5e965446a9274ec9446c94b63_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodThreeMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i158ed9243e1d4360a57bb9218422a62b_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFourMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ib476e2db5d4e4886899638d60a3c72eb_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFourMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5a0a8633efd04d8cbd8a75fe73813c0e_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ia6c0fca56ea645b0937e61bda72879a9_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:LondonInterbankOfferedRateLIBORMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i273ebc2629814d93ae6a12d1ef5ba2d3_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:FederalFundsEffectiveSwapRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i9a89cb6fea36491692a5286f0a82732c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ieaeaf8e4aedf48cbb54f12b6b1b7d4ee_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:LondonInterbankOfferedRateLIBORMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i0230c14b23f64ff6baffc3d0c5919679_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:FederalFundsEffectiveSwapRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i75f6dd992da54199b961975150565887_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i3171147db3f1422cba32f25f970fb617_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ForwardStartingPayFixedSwapsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i3858a8cd1e26445db377205c600920ea_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ForwardStartingPayFixedSwapsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib57eb268e94f4d0aaa095b55dc88d799_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionPayMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4702a772347a44de97968f1e8f0a3d1d_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionPayMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ic197d51abf85454bb9c1c66e3dea55ad_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionReceiveMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i93449bff1fb14625901fe3edd33a952d_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionReceiveMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="iedcc073f5dbf4099a01b8981d39bd389_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionPayMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2aa2d9c1eb9e4ab79687f23352f978a4_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionPayMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ie1c49327c55e40d190ef56fb530bf29f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionReceiveMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ica62655d8c494224870eabde9b6a7839_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionReceiveMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="iabfe8cca91ad4e2385e5a76d375f5e47_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i9043c141f5f74ef9889c3979cc30b34d_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="id1b17bcb6981462a8aa04e77080fe9f7_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic76e541705f14450ac853b5327b9f8ca_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i9f0d1c25573b48e9a9b68440e0a5b01e_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibf055974c74f40a8a1e8e908195ebc1b_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ic42bfaf8fcad456e85f1cbf9d37ada72_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesTwoYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i8dc2379002ec4c4e80e17ca873cbab00_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesTwoYearMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i546f43a76cdb406ba2154c7d6eb6dab8_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesTwoYearMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8c08dabbb1cf473da412ed16afc9044c_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i7b6cfa55da61411383b193a3d763e66e_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibbcf8c1063f94b4081f8cd1007458de2_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iaefdfafb5d774ccea4c11fd098420ca9_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i19f4459687af4b1c8012b1618dc9ad69_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iee95f4e1cd474368be29a46f1ef442ad_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ida94004310654c2eb59ec959e71f2a61_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8ea90e09bca5493884d0d5b5c74c9517_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5cabdfbbdf21408ca538dfe920d5df06_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ib70b2b83ee4942bcabe063d8d568c990_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFiveMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i6c9c19fa849d4a6285cf679ebba8d521_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFiveMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i0f9074d3c2244ccf9a2cbcfe727c9c79_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFiveMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i94d3384b6cb448acaa28d2b9220d5951_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i237759e5f4434c34b4d24b0c79c0c51f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="idd904803333e463b85a94a780a81c39c_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i42fde8126abd4c42af5e61e310427040_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ib07338fe1dfd457fa487b468e71980ca_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i27ffa1701ed648ddb5d4e5c34687e194_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i064625bb8c0e476b9f5bc1357d52d6ab_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if0c5f8251f1c48aba3ad1afc8853e947_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i81093ade6fa74dbf9c8ae8bf06c6bc58_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i0ca7d92442da4192adde6a5c6e465384_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwaptionMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i6f51e5f47faf458aa2d1e6a23bdf175e_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i23cf0f705f9e497e9596b76f7dd0437c_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:LoanPurchaseCommitmentsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="idc9188a2e182487c8ed7561922d0e12c_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:CreditDerivativesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ifa8852416059440b9be6723f60586886_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ib526074b87f74d598b5a5430cdbb8761_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwaptionMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i4840bda5805945b4a8aff83dfb36cdf3_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ifdbffaa41bf64b07a4a0e9536e68554c_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:LoanPurchaseCommitmentsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i53b76195b24948a0ac23a94e3fdb6dfb_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:CreditDerivativesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i63fbb89737584a75880cdf3c26232db9_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib01b8216347847e7963d15fcd7beabfd_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i560c8aa7a15348c694751e3563c73f2a_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8013377fdb0d41b8a800dcf44c77f0b1_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i00bb9bf9654341a38405633a98f7a477_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="idf6f4a5869034524ad9d136bfc0bb50a_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i9eb5bdb495c7426b858919d1feaeb899_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8a403ea2fcec405382b130394882bd3b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic06239ce38fb4323a68b0ddf533a5038_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id8a71b2f11614a43af1b0aaecf246ec2_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibe62bc03d57e4fbe9ef7f0557e7bf3da_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iec7a901650504799a49c50ae7f5191dd_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i99b769758b8e457abdfb42ac8faf3c64_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if1326d591f894c95985716c9359b3881_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i388d5c3bc1ac42f0a127728d913a661e_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie5447a9365874c3992afffd7a905a3a1_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i949d8694a3b841048765c20485b1d055_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i20efd593461e4d159d7e9c31be9129bc_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia671e5feb50d48ea815b270b3d92b82c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i103d231928b840278fbabc08887b7c8b_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5d73f279a6eb416081e350d981e91ac2_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7008d8cb9909467c94256b86ec776ec8_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7164b1f4163f4e1cb3503dc6471b9f6c_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if16a3ec1db994504952f44be91af1b60_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i858bafc64ad54f31b1bc0fdfc48a0534_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i6eeb7a7c50ef496d9af71d9c2bc8a40f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iccb9e06a079f4293b444107c203dd37c_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib6ce3750e37f4ae096881d8f42acb000_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic031c943057c45a2a30747ad2570029e_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i426aa459134740daacef0dbfa49cf931_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i643e7a54c4374fe99a39a4022759dead_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i9b24f8c723a0454f96053994aab24487_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1cd378f2bb01426cba6fabec8fee52cb_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i162ad38f06664fa49ed2812ab45574ea_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ifea3bf3c28aa4131ad301f7c84406720_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i287603f760fa42f298725fb2d0adc9f6_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i9f1dae94633844f8975fea8e5022e3e9_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i3469201e327a407bb7d239fef1273c06_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i888397da4c5245949c6a1981d4a12724_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib9b1d5d575324a89880c634301a750dc_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if623fb8925d24680b92098710172cdef_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie0ab03a91c024a8082654f26ff9d0abc_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie3fae5a118cf4adeb4884894afe6d434_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie98fa190f015440f92114c106d3cb05b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i54eb8fe48b5e444d919c9c68ae656d4b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1410cfb41fa44896b04b7a648183fec2_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib80ead57fa5c4fd3b2d12a93ebbbaffa_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ide8ab9f6c009432faab8be73269c6a21_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ic4e0ba8d366447dca75cafeb2c2fa200_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="idffff1e3df5b4ba3898611002434b26e_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ifd21efebec014c02b352b3983f87b780_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia0cb572eee784adf87eecfaa1530a6bd_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id4007e1d1bca4e93a84b6e5fb50e3746_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8f98319f53eb42bbb2be3b9a9d50894e_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i29fb366f193346ba8052617a7b852f94_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iaa7398ea98084c56b725e9a08ec417f4_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i42d2351f90d74c71b6419df878fd8582_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5a797c020fb8488b976f9eaaac269bae_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i99e53b339b3b4eb7bbd4f0ab4a3fe750_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ide68f4fccfee4b64bcede1bbc10ea5f7_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i5008841934504116be6081bca2ff4e3e_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="id2a3fcf3fcef4c10a9c78b39e639aa38_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="icbb66d657c5640968f4b59602e6e8f06_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4478cc0d76e94c008a27932d5b1f3b5c_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i520b9b23588e400e81173353ebbb3b11_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i060f5700d8b04093ad2b06e470924914_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i72faf16a5e70466eace6d81718c2d880_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ia085d4bd0788485e851ee95c3095397f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib1b0d225e11e4e71a6e4fd1fb4e554ea_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7639676bdc1443e2a217db1c725d732b_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i476c80ca824b45aa94b442fca46df740_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i38740f7aa6ca425498b663355e9faee4_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i78b97c45e71d434e974f297311a3fb1b_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i6a4509ffcee04e098d2cd07ad6ae3053_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:CarryingReportedAmountFairValueDisclosureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id780aa91cf7644fca7c22198e6890bd7_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:EstimateOfFairValueFairValueDisclosureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i806bf507ff174e588171ecf302773395_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:CarryingReportedAmountFairValueDisclosureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="icc342160a49749c1945c62c456c40272_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:EstimateOfFairValueFairValueDisclosureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id6b4246668744186afccaebec98742b9_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:CarryingReportedAmountFairValueDisclosureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4c9dcc6f211d46aa9fc4639ac90039e6_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:EstimateOfFairValueFairValueDisclosureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i689af9d1102c48cea18c3f337af8611b_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:CarryingReportedAmountFairValueDisclosureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5f0a75c92ed64185b946e9a5b9efefe5_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:EstimateOfFairValueFairValueDisclosureMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i6ad26db08f984cc1868787569fc75662_D20200630-20200630"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FiniteLivedIntangibleAssetsByMajorClassAxis">us-gaap:EmploymentContractsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-06-30</xbrli:startDate><xbrli:endDate>2020-06-30</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ibd3eaaddaef44092916c35a424fa4bf7_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ica60325cb7e5418aabdaa4bf2cdfa22b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ida1bda8ecedf43f68ee2ed4ad914d16c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i90bc0179f489443a9c94058eadd8913e_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="idc0522df0eca41c2ba35c874c7f6df53_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i24e5c095c2e64c739c02c4a04ecacb46_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8735ac64061b4efeb70296b95c0b48b5_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1563f33f17684193aaa390b6039aa44d_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="icc39e203cd7546e29a1a9eaed7405152_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5fc3cb5669cd4ba28ee72d454a659091_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i27a7be4c6d314ec0a8e5a010499e9afe_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id5b5ccb9d0034ab1bed298a03895ee91_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i2155af1b845048cfb69ca7e73893c623_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5b45e663fcbb4149beb7b9af9b80759c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i233712138179404da2aeb163b27d5b56_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4991175052994a21b4b92f26b201314b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic1f39e39c99642eeb6e84b62f65b6028_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i08338adaaebb467981803a0ecbdf49e5_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id60caca219564f7eabf58d214aa5beda_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8a884f2f87b64902b5e892432e249dd7_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4e54e6042a7c4578a48ceda39372e927_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic29543cd76f141928814e3edfaa31961_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i6bb81508fe1a4fcc832b43cedbf20fc6_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i4e0c153b6ec745dcb6318c523ccbdb42_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i76280b6ba03841b5a8e13b81fcdb7ee2_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i065d24675c9d4e1c9106b7dc964ac1dd_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie89bee4d65d24921b8cf6cdf762fd82b_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic9e4f2c7a024465bb3b596e8e37bb76c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8959d600bc864d6990dfaddab1362808_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id5ef8aefa8d94850a653a1379f5c06d5_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id80122d8470943da83f6c7a706ecb1f4_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i66a3487ba7a4449c8aeaef941ca3683d_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7cdd818268684db5ac30becb00c86d99_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic23bf4ec5e5c445aaec7b2affb5be6a9_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie0214bb77dc54c478b7e89ede712da03_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i05cb740bf4b64e36b0bd838c603445ef_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i27c0221a6d774f43a5fbc7742d51c454_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i548a02657a8f4bc9a5acebe866a9b0fb_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i16267ed73ad84b1286edc4ec0c4837db_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i397810a998fc4f13a23c9f275cacb238_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibd27c6746116493b8e447691101140be_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5f3e79873c8f4551bac7a88ced275561_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i1207cbdb9fd9404ebafa32c0a593cfc0_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i75721baf46a64dc2a7432e5198219f6d_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ica71c847bdb24af686964f4ee43f9cb5_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i54245b0db7294102a7dfddb230348b14_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i17866c0448d747c6bf75d9002937549b_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ice267c10714e406b9555b410b0bf17e6_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i17d46aeb3de3432194e94f7ca0cbce81_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ic64a29a1d4e3416b9cacd52b6d044404_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7b89d47404c84710a7918b3f0069c1f5_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i25513d07c3dc4c5bb71d1f9b03eebdb6_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i247ccb53786e468ba5da751e72d508ee_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i973585ba409745a1bcb02fa627788610_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="idb537b8f985c4b17bbd933bcab43529d_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iecd57cb4bf2f468f9fa29d814e3ed91f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie8916c187eab479a900b45409c6feb6b_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibd2ad6995c7946369b58b89f344ad35f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i8f3d871e05684d1b990b92b697ae0dfd_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i111dc28e4289412e8bb47836cfa7ad83_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if7b4d3ce89934d24b38a2da47d5eb476_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="if2ae1028b5604d818b642261e9aa32d3_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i21ab76da400648718eb2a031da2fab69_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ibd8feb71838c475591a430b4bbba5187_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i0bd6b2238e2444c08067ee2ed189ed72_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i197c19f790474f7abebcf0d7cf227a4e_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i11dea8527d3d49b691083985bee2117f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ib43ff40932154358a96dafa2f0173d0f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i435a160b0f97483a90b18663b25280bd_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5bb383f5a87246e6aa06efc52d920356_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i5a982a7981614e10a4f91eab3d225b9f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id48f04c2e40b4662a111540cabd60552_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id8d089396f0d427ea86b8dcbc5b73508_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i7c887978594246b8b95f69a7e213e0da_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="iab40f01b8bd14674948a64ddd092f81c_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentAxis">nly:MortgageServicingRightsCommittedCreditFacilityMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:LongtermDebtTypeAxis">us-gaap:LineOfCreditMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ieaba532ca69f4288b40f799d833ba829_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i205a03da68bb4c84adef1a58acd432c3_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i062cfcf21f0648b2b7d8d9262d4e8bd8_I20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:ShareRepurchaseProgramAxis">nly:A20192020ShareRepurchaseProgramMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2020-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i13cce04320bd453a9d136413b050abcd_I20220131"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:ShareRepurchaseProgramAxis">nly:A2021ShareRepurchaseProgramMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-01-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i74291f3505374862b9bffe8b716b00bd_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:PublicOfferingMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i46cca9e584a74e52a226a86e11609f61_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:PublicOfferingAdditionalSharePurchaseOptionMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ic4a7e4c43a1e4aaab84b773013dc0172_D20200806-20200806"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:AtthemarketSaleProgramMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-08-06</xbrli:startDate><xbrli:endDate>2020-08-06</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i3e5cd63e9a72497da80b8019153aaabf_D20221001-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:AtthemarketSaleProgramMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-10-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i6e3cfe5f829840568839f51aebb9f27d_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:AtthemarketSaleProgramMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i37e4bde0febb424188e8b0da33e8eb11_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i0719d81ec93342139603a51dbefc783d_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i29ea28fa2d85458189cba5f5d67d8243_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="id8a91da812c449f1853c991947739d88_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id2415da0391a4a16a8aec6917c249e2a_I20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2021-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ic739e5a4a76b4921af09ef91824887cb_I20221103"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-11-03</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i84fcdac7658b4996852a96b55c229b53_I20221103"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-11-03</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i9063b69aaa314c37aa94b745f14f9c11_D20221103-20221103"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-11-03</xbrli:startDate><xbrli:endDate>2022-11-03</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ifea5bd7bc8f84009b83985225154f037_I20221103"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-11-03</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i89c11d7741834a5f83123e5d1d2c5874_D20221103-20221103"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-11-03</xbrli:startDate><xbrli:endDate>2022-11-03</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i730bd95a05be4ff3b1133a62c55c682d_I20221103"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-11-03</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i55fb64a7e0464de4ab3075dc8e257ecb_D20221103-20221103"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-11-03</xbrli:startDate><xbrli:endDate>2022-11-03</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i7cf457817a6647b1926c99b960dc19eb_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i9208b155a52d438a8315fac5faf67ac3_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i0fdd4ee28dfb4d268fff65110cac0c58_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i992243b8f0cf4f0986fb4bcb44863c39_I20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:PlanNameAxis">nly:EquityIncentivePlan2020Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2022-12-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i6fd0b0396985434185a268e39d486807_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:AwardTypeAxis">us-gaap:PerformanceSharesMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="idd43b2270f584a1fa851ed2f7bdcb508_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:AwardTypeAxis">us-gaap:PerformanceSharesMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ie5311f34d61b474a9595ed45f0bbc16b_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:TaxableREITSubsidiaryMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ia2b5833fb5e04d1d917ef2f05059f1de_D20210101-20211231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:TaxableREITSubsidiaryMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2021-01-01</xbrli:startDate><xbrli:endDate>2021-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ieff5cefe0c844f8594eaf15dcf595be5_D20200101-20201231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:TaxableREITSubsidiaryMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="id0ee1ed8eddd476fb9d87fb7a8ee9d28_I20200212"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:instant>2020-02-12</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i95b8e3b07d97453187b1bcf8729ff3f3_I20200211"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:instant>2020-02-11</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="i28af6559c5914da7a046140ad277d925_D20200211-20200211"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:startDate>2020-02-11</xbrli:startDate><xbrli:endDate>2020-02-11</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="idde5ba474a1a4f9f80b505fbbbafb28a_D20200101-20200630"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-06-30</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i32368e832785429f98a364ed40e042c1_D20200101-20200630"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:RelatedPartyTransactionAxis">nly:ManagementAgreementMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2020-01-01</xbrli:startDate><xbrli:endDate>2020-06-30</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="ib40d41b2ec1b455e8da67b2dbe0b6f2f_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="i296056625e2343ddbaf5fb3e9e169217_D20220101-20221231"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:startDate>2022-01-01</xbrli:startDate><xbrli:endDate>2022-12-31</xbrli:endDate></xbrli:period></xbrli:context><xbrli:context id="iaa31b793c5454e4b94b8b52c390bea8b_I20230131"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:SubsequentEventTypeAxis">us-gaap:SubsequentEventMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBX2022NQM1Member</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2023-01-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="ifeadf2c3188046c0be11df1850d20335_I20230131"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:SubsequentEventTypeAxis">us-gaap:SubsequentEventMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentAxis">nly:MortgageServicingRightsCommittedCreditFacilityMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:LongtermDebtTypeAxis">us-gaap:LineOfCreditMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2023-01-31</xbrli:instant></xbrli:period></xbrli:context><xbrli:context id="id542aa2518ab48d2a2db05d3dfe7fb7a_I20230228"><xbrli:entity><xbrli:identifier scheme="http://www.sec.gov/CIK">0001043219</xbrli:identifier><xbrli:segment><xbrldi:explicitMember dimension="us-gaap:DebtInstrumentAxis">nly:MortgageServicingRightsIncrementalFacilityMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:SubsequentEventTypeAxis">us-gaap:SubsequentEventMember</xbrldi:explicitMember><xbrldi:explicitMember dimension="us-gaap:LongtermDebtTypeAxis">us-gaap:LineOfCreditMember</xbrldi:explicitMember></xbrli:segment></xbrli:entity><xbrli:period><xbrli:instant>2023-02-28</xbrli:instant></xbrli:period></xbrli:context><ix:relationship arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote" fromRefs="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMS0xLTEtMTEyMTUy_9b2ea377-4b5b-4cb2-8589-d7a0445f58a8 id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMy0xLTEtMTEyMTUy_06c9b9f5-6e1e-48cc-bb26-96dece784204" linkRole="http://www.xbrl.org/2003/role/link" toRefs="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mg_ad5f8250-285a-4ab8-9c75-71d86cc9c265" order="1"></ix:relationship><ix:relationship arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote" fromRefs="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMy0xLTEtMTEyMTUy_ed52f935-61b6-4be4-989d-4cb5f4e181b3 id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTItMS0xLTExMjE1Mg_38a2729b-fdc6-4045-b5f9-76e57656551f id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTYtMS0xLTExMjE1Mg_c80af597-8d38-42a5-9cfd-d56f14c13df0 id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTQtMS0xLTExMjE1Mg_9ec71129-d3f9-456a-9ee8-983a044e5ccb id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTQtMS0xLTExMjE1Mg_464ea255-86df-44a1-83ac-ad9c4bdf7053 id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTYtMS0xLTExMjE1Mg_5c202a13-31af-43c0-8136-a60673196e7a id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMS0xLTEtMTEyMTUy_1f405e5b-1e50-4e05-9b6a-ebdba565b031 id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTItMS0xLTExMjE1Mg_b1886e0d-28b3-4595-8dc1-0ec29a7a8c4d" linkRole="http://www.xbrl.org/2003/role/link" toRefs="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30" order="1"></ix:relationship><ix:relationship arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote" fromRefs="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMy0xLTEtMTEyMTUy_53a59709-8289-4ef7-9d97-9f8217ae0633 id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMS0xLTEtMTEyMTUy_b6518272-3a46-431d-865f-b66d77fad84f" linkRole="http://www.xbrl.org/2003/role/link" toRefs="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mg_4d8f0e1d-feee-4df0-a695-9ace711c7bbf" order="1"></ix:relationship><ix:relationship arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote" fromRefs="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMy0xLTEtMTEyMTUy_d1e9feca-2671-4e15-8381-f9aeea71b49e id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMS0xLTEtMTEyMTUy_f3a38e3b-c56e-4062-bca8-7de52ae268ad" linkRole="http://www.xbrl.org/2003/role/link" toRefs="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mg_24c2db01-9525-4f56-99dc-5fcb465e4e3b" order="1"></ix:relationship></ix:resources></ix:header></div><div id="i700770ee33434e33a71763c387c61302_1"></div><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.789%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="border-bottom:1pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:16pt;font-weight:700;line-height:100%">UNITED STATES</span></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:16pt;font-weight:700;line-height:100%">SECURITIES AND EXCHANGE COMMISSION</span></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">WASHINGTON, D.C. 20549</span></div><div><span><br/></span></div></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:16pt;font-weight:700;line-height:120%">FORM <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:DocumentType" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjcx_3022de0a-35f6-46b5-886c-a1c37096b538">10-K</ix:nonNumeric> </span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:DocumentAnnualReport" format="ixt-sec:boolballotbox" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjYy_5f51fae6-5d92-4fe9-8674-ec68b09b72ee">&#9746;</ix:nonNumeric></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">FOR THE FISCAL YEAR ENDED:&#160; <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:DocumentPeriodEndDate" format="ixt:date-monthname-day-year-en" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8xMzY_867ce2a0-d974-4429-9fc7-aba1c9d075ad"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:CurrentFiscalYearEndDate" format="ixt:date-monthname-day-en" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8xMzY_13fe81fd-f59a-4edd-8c68-1bd94af9270a">December 31</ix:nonNumeric>, 2022</ix:nonNumeric> </span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">OR</span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:DocumentTransitionReport" format="ixt-sec:boolballotbox" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY4_66c7ac2c-25e0-4037-bb6c-2560e7df549f">&#9744;</ix:nonNumeric></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center;text-indent:29.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">FOR THE TRANSITION PERIOD FROM _______________ TO _________________</span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">COMMISSION FILE NUMBER:&#160; <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityFileNumber" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjU4_ca271451-5d8f-440d-8337-5d54496d1c47">1-13447</ix:nonNumeric> </span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><img src="nly-20221231_g1.jpg" alt="nly-20221231_g1.jpg" style="height:45px;margin-bottom:5pt;vertical-align:text-bottom;width:277px"/></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:16pt;font-weight:700;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityRegistrantName" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY0_e893670e-a314-4b9f-a551-22e27dfe4fc9">ANNALY CAPITAL MANAGEMENT INC</ix:nonNumeric> </span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(Exact Name of Registrant as Specified in its Charter)</span></div><div style="margin-top:5pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:86.988%"><tr><td style="width:1.0%"></td><td style="width:31.000%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:31.000%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:34.700%"></td><td style="width:0.1%"></td></tr><tr><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="margin-bottom:1pt;padding-left:2.25pt;padding-right:2.25pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityIncorporationStateCountryCode" format="ixt-sec:stateprovnameen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV8wLTAtMS0xLTExMjE1Mg_08e2eb53-235b-4351-a0cf-8cbf118a0729">Maryland</ix:nonNumeric></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityTaxIdentificationNumber" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV8wLTItMS0xLTExMjE1Mg_8ed47eed-60e3-4d19-9f00-ed4cc7068876">22-3479661</ix:nonNumeric></span></td></tr><tr><td colspan="6" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">(State or other jurisdiction of incorporation or organization)</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">(IRS Employer Identification No.)</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="6" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityAddressAddressLine1" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV8zLTAtMS0xLTExMjE1Mg_6fb56403-cb71-4005-a0e7-322b017473d4">1211 Avenue of the Americas</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityAddressCityOrTown" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV80LTAtMS0xLTExMjE1Mg_c1a9aac6-921a-4334-b4e5-5696041b9d0a">New York,</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="margin-bottom:1pt;padding-right:2.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityAddressStateOrProvince" format="ixt-sec:stateprovnameen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV80LTEtMS0xLTExMjE1Mg_f24cdb05-4b9e-405a-809f-e3e111139389">New York</ix:nonNumeric></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityAddressPostalZipCode" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV80LTItMS0xLTExMjE1Mg_2a87fcb6-fcfc-4e88-9641-cf9416ed2431">10036</ix:nonNumeric></span></td></tr><tr><td colspan="6" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">(Address of principal executive offices)</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">(Zip Code)</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(<ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:CityAreaCode" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY5_326d6945-ebba-4adb-b298-72d29c168181">212</ix:nonNumeric>) <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:LocalPhoneNumber" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY1_7c2df6aa-22f3-4999-a2d2-a73ad2ccf23c">696-0100</ix:nonNumeric> </span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(Registrant&#8217;s telephone number, including area code)</span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Securities registered pursuant to Section 12(b) of the Act:</span></div><div style="margin-top:5pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:43.848%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.372%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:34.480%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Title of Each Class</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Trading Symbol(s)</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Name of Each Exchange on Which Registered</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i323e84ce32fc46409077cfb21bae3e29_D20220101-20221231" name="dei:Security12bTitle" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY18yLTAtMS0xLTExMjE1Mg_9e2ad005-bbc0-45ff-95ba-57ee0489bb91">Common Stock, par value $0.01 per share</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i323e84ce32fc46409077cfb21bae3e29_D20220101-20221231" name="dei:TradingSymbol" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY18yLTEtMS0xLTExMjE1Mg_88e2650e-7490-43be-994f-e2ba617ef639">NLY</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i323e84ce32fc46409077cfb21bae3e29_D20220101-20221231" name="dei:SecurityExchangeName" format="ixt-sec:exchnameen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY18yLTItMS0xLTExMjE1Mg_604e0794-e6f8-469a-9705-8c236724c4ca">New York Stock Exchange</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="ice77f9ce03754fd7b796dfcc75468470_D20220101-20221231" name="dei:Security12bTitle" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY183LTAtMS0xLTExMjE1Mg_ab432ba0-4a00-4b29-8411-7f8590f0e3ea">6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="ice77f9ce03754fd7b796dfcc75468470_D20220101-20221231" name="dei:TradingSymbol" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY183LTEtMS0xLTExMjE1Mg_01748838-d02e-44ae-a40b-2f14dd82ac4d">NLY.F</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="ice77f9ce03754fd7b796dfcc75468470_D20220101-20221231" name="dei:SecurityExchangeName" format="ixt-sec:exchnameen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY183LTItMS0xLTExMjE1Mg_e20e115f-6698-470f-9cb2-5f0db7f24d8a">New York Stock Exchange</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i06548076c5d6464ab5affa65c9212fb6_D20220101-20221231" name="dei:Security12bTitle" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY184LTAtMS0xLTExMjE1Mg_769f5ea1-d152-44a0-a5c6-ce9c07401d9f">6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i06548076c5d6464ab5affa65c9212fb6_D20220101-20221231" name="dei:TradingSymbol" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY184LTEtMS0xLTExMjE1Mg_bef81185-0a51-466b-b5c1-f877e6645eff">NLY.G</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i06548076c5d6464ab5affa65c9212fb6_D20220101-20221231" name="dei:SecurityExchangeName" format="ixt-sec:exchnameen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY184LTItMS0xLTExMjE1Mg_8bfdbc10-0147-4660-9edb-f59926a79f35">New York Stock Exchange</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i2b8893deb36949ada57d9f6596b3cb8a_D20220101-20221231" name="dei:Security12bTitle" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY185LTAtMS0xLTExMjE1Mg_11b1b9f9-f2ce-48c0-a1ee-6a0fee2e7ea5">6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i2b8893deb36949ada57d9f6596b3cb8a_D20220101-20221231" name="dei:TradingSymbol" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY185LTEtMS0xLTExMjE1Mg_6d902459-4592-4e66-9979-f9e58f4bfb97">NLY.I</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i2b8893deb36949ada57d9f6596b3cb8a_D20220101-20221231" name="dei:SecurityExchangeName" format="ixt-sec:exchnameen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY185LTItMS0xLTExMjE1Mg_26eba87f-a431-4358-90f0-e3d82cc7e851">New York Stock Exchange</ix:nonNumeric></span></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Securities registered pursuant to Section 12(g) of the Act:&#160; None</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Indicate by check mark whether the registrant is a well-known seasoned issuer, as defined in Rule 405 of the Securities Act.&#160;</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityWellKnownSeasonedIssuer" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjU5_18d6ee89-dac0-45d4-aaf9-89ed0d320b3f">Yes</ix:nonNumeric> </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9745;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160; &#160; No </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9744;</span></div><div style="text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt"><span><br/></span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Indicate by check mark if the registrant is not required to file reports pursuant to Section 13 or Section 15(d) of the Act.&#160;&#160;</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Yes&#160;</span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9744;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;&#160; <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityVoluntaryFilers" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjYw_b8eb5232-30b8-4d0c-be75-09ed369f9709">No</ix:nonNumeric> </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9745;</span></div><div style="text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.  <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityCurrentReportingStatus" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY2_6136e7c9-884a-4a42-994e-a16a643f1722">Yes</ix:nonNumeric> </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9745;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160; &#160; No </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9744;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T (&#167; 232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit such files).  <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityInteractiveDataCurrent" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY3_7dfcfb4e-4b00-4117-874d-bf521d2a239b">Yes</ix:nonNumeric> </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9745;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160; &#160; No </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9744;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company, or an emerging growth company. See the definitions of &#8220;large accelerated filer,&#8221; &#8220;accelerated filer,&#8221; &#8220;smaller reporting company,&#8221; and &#8220;emerging growth company&#8221; in Rule 12b-2 of the Exchange Act.</span></div><div style="margin-top:5pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:510.00pt"><tr><td style="width:1.0pt"></td><td style="width:75.25pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:10.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:19.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:52.75pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:10.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:19.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:76.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:10.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:19.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:76.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:10.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:19.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:76.00pt"></td><td style="width:1.0pt"></td><td style="width:1.0pt"></td><td style="width:10.00pt"></td><td style="width:1.0pt"></td></tr><tr style="height:32pt"><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityFilerCategory" format="ixt-sec:entityfilercategoryen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6MjJkMTgzNGM3OGVlNGExOTg1OTlhYzUzNTdmNzJmZGUvdGFibGVyYW5nZToyMmQxODM0Yzc4ZWU0YTE5ODU5OWFjNTM1N2Y3MmZkZV8wLTAtMS0xLTExMjE1Mg_faff33c1-8ddd-458c-922e-3d67e013e46a">Large accelerated filer</ix:nonNumeric></span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9745;</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Accelerated filer</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9744;</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Non-accelerated filer</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9744;</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Smaller reporting company</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntitySmallBusiness" format="ixt-sec:boolballotbox" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6MjJkMTgzNGM3OGVlNGExOTg1OTlhYzUzNTdmNzJmZGUvdGFibGVyYW5nZToyMmQxODM0Yzc4ZWU0YTE5ODU5OWFjNTM1N2Y3MmZkZV8wLTEwLTEtMS0xMTIxNTI_4aeffce8-ea14-4c4b-b7ee-e942afde2b56">&#9744;</ix:nonNumeric></span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Emerging growth company</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityEmergingGrowthCompany" format="ixt-sec:boolballotbox" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6MjJkMTgzNGM3OGVlNGExOTg1OTlhYzUzNTdmNzJmZGUvdGFibGVyYW5nZToyMmQxODM0Yzc4ZWU0YTE5ODU5OWFjNTM1N2Y3MmZkZV8wLTEzLTEtMS0xMTIxNTI_5fa1ea20-78aa-490c-9165-f785c878c3e1">&#9744;</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Indicate by check mark whether the registrant has filed a report on and attestation to its management&#8217;s assessment of the effectiveness of its internal control over financial reporting under Section 404(b) of the Sarbanes-Oxley Act (15 U.S.C. 7262(b)) by the registered public accounting firm that prepared or issued its audit report.    </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:IcfrAuditorAttestationFlag" format="ixt-sec:boolballotbox" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjYz_dcca1b5b-266c-46b6-b2f9-9f1f1bedbe2d">&#9745;</ix:nonNumeric></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9744;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Act).&#160; Yes </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:EntityShellCompany" format="ixt-sec:boolballotbox" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjcw_25977018-35e0-4b85-889c-2297cbff0ae5">&#9744;</ix:nonNumeric></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;&#160; No&#160; </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9745;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If securities are registered pursuant to Section 12(b) of the Act, indicate by check mark whether the financial statements of the registrant included in the filing reflect the correction of an error to previously issued financial statements</span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">. &#9744;</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Indicate by check mark whether any of those error corrections are restatements that required a recovery analysis of incentive-based compensation received by any of the registrant&#8217;s executive o&#64259;cers during the relevant recovery period pursuant to &#167;240.10D-1(b). </span><span style="color:#000000;font-family:'Arial Unicode MS',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#9744;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">At June&#160;30, 2022, the aggregate market value of the voting common stock held by non-affiliates of the registrant was approximately $<ix:nonFraction unitRef="usd" contextRef="i533d8a890fc74cfaa189b60b72bd3d52_I20220630" decimals="-8" name="dei:EntityPublicFloat" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8yNzc2_f476bab8-f0c5-4221-b723-12778dec4da0">9.5</ix:nonFraction> billion, based on the closing sales price of the registrant&#8217;s common stock on such date as reported on the New York Stock Exchange.</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The number of shares of the registrant&#8217;s common stock outstanding on January 31, 2023 was <ix:nonFraction unitRef="shares" contextRef="i84012f7a9a0948658a25bb2e6022e9b0_I20230131" decimals="INF" name="dei:EntityCommonStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8yOTc5_9a8348e1-cac6-4374-a998-35352e092352">493,615,144</ix:nonFraction>.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:12pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">DOCUMENTS INCORPORATED BY REFERENCE</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10.1pt;font-style:italic;font-weight:700;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:DocumentsIncorporatedByReferenceTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjYx_ccd4d263-a5de-4083-ad82-14356dc36a25" escape="true">The registrant intends to file a definitive proxy statement pursuant to Regulation 14A within 120 days of the end of the fiscal year ended December 31, 2022.&#160; Portions of such proxy statement are incorporated by reference into Part III of this Form 10-K.</ix:nonNumeric></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt"><span><br/></span></div></div></div><div id="i700770ee33434e33a71763c387c61302_7"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:12.369%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:79.134%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:5.197%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">ANNALY CAPITAL MANAGEMENT, INC.</span></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">2022 FORM 10-K ANNUAL REPORT</span></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">TABLE OF CONTENTS&#160;</span></div></td><td colspan="3" style="padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_10">PART I</a></span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Page</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_13">Item 1.</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_13">Business</a></span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_13">1</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_73">Item 1A.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_73">Risk Factors</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_73">11</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_109">Item 1B.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_109">Unresolved Staff Comments</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_109">43</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_112">Item 2.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_112">Properties</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_112">43</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_115">Item 3.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_115">Legal Proceedings</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_115">43</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_118">Item 4.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_118">Mine Safety Disclosures</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_118">43</a></span></div></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_121">PART II</a></span></div></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_124">Item 5.</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_124">Market For Registrant's Common Equity, Related Stockholder Matters and Issuer Purchases of Equity Securities</a></span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_124">44</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_127">Item 6.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_127">Reserved</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_127">46</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_130">Item 7.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_130">Management's Discussion and Analysis of Financial Condition and Results of Operations</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_130">47</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_298">Item 7A.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_298">Quantitative and Qualitative Disclosures About Market Risk</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_298">90</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_301">Item 8.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_301">Financial Statements and Supplementary Data</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_301">90</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_304">Item 9.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_304">Changes in and Disagreements with Accountants on Accounting and Financial Disclosure</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_304">90</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_307">Item 9A.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_307">Controls and Procedures</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_307">90</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_313">Item 9B.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_313">Other Information</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_313">93</a></span></div></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_316">Item 9C.</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_316">Disclosure Regarding Foreign Jurisdictions that Prevent Inspections</a></span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_316">93</a></span></div></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_319">PART III</a></span></div></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_322">Item 10.</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_322">Directors, Executive Officers and Corporate Governance</a></span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_322">94</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_325">Item 11.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_325">Executive Compensation</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_325">94</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_328">Item 12.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_328">Security Ownership of Certain Beneficial Owners and Management and Related Stockholder Matters</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_328">94</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_331">Item 13.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_331">Certain Relationships and Related Transactions, and Director Independence</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_331">95</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_334">Item 14.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_334">Principal Accounting Fees and Services</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_334">95</a></span></div></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_337">PART IV</a></span></div></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_340">Item 15.</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_340">Exhibits, Financial Statement Schedules</a></span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_340">96</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_343">Exhibit Index</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_343">96</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:11.25pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_346">Item 16.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_346">Form 10-K Summary</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_346">100</a></span></div></td></tr><tr><td colspan="6" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_349">Financial Statements</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_349">101</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_442">Signatures&#160;</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="margin-bottom:10pt;text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_442">II-1</a></span></div></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt"><span><br/></span></div></div></div><div id="i700770ee33434e33a71763c387c61302_3647"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Special Note Regarding Forward-Looking Statements</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">This presentation, other written or oral communications, and our public documents to which we refer contain or incorporate by reference certain forward-looking statements which are based on various assumptions (some of which are beyond our control) and may be identified by reference to a future period or periods or by the use of forward-looking terminology, such as &#8220;may,&#8221; &#8220;will,&#8221; &#8220;believe,&#8221; &#8220;expect,&#8221; &#8220;anticipate,&#8221; &#8220;continue,&#8221; or similar terms or variations on those terms or the negative of those terms. Such statements include those relating to the Company&#8217;s future performance, macro outlook, the interest rate and credit environments, tax reform and future opportunities. Actual results could differ materially from those set forth in forward-looking statements due to a variety of factors, including, but not limited to, changes in interest rates; changes in the yield curve; changes in prepayment rates; the availability of mortgage-backed securities (&#8220;MBS&#8221;) and other securities for purchase; the availability of financing and, if available, the terms of any financing; changes in the market value of the Company&#8217;s assets; changes in business conditions and the general economy; the Company&#8217;s ability to grow its residential credit business; the Company's ability to grow its mortgage servicing rights business; credit risks related to the Company&#8217;s investments in credit risk transfer securities and residential mortgage-backed securities and related residential mortgage credit assets; risks related to investments in mortgage servicing rights; the Company&#8217;s ability to consummate any contemplated investment opportunities; changes in government regulations or policy affecting the Company&#8217;s business; the Company&#8217;s ability to maintain its qualification as a REIT for U.S. federal income tax purposes; the Company&#8217;s ability to maintain its exemption from registration under the Investment Company Act of 1940; operational risks or risk management failures by us or critical third parties, including cybersecurity incidents; and risks and uncertainties related to the COVID-19 pandemic, including as related to adverse economic conditions on real estate-related assets and financing conditions. For a discussion of the risks and uncertainties which could cause actual results to differ from those contained in the forward-looking statements, see &#8220;Risk Factors&#8221; in our most recent Annual Report on Form 10-K and any subsequent Quarterly Reports on Form 10-Q. The Company does not undertake, and specifically disclaims any obligation, to publicly release the result of any revisions which may be made to any forward-looking statements to reflect the occurrence of anticipated or unanticipated events or circumstances after the date of such statements, except as required by law.</span></div><div style="text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Website and Social Media Disclosure</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We use our website (www.annaly.com) and LinkedIn account (www.linkedin.com/company/annaly-capital-management) as channels of distribution of company information. The information we post through these channels may be deemed material. Accordingly, investors should monitor these channels, in addition to following our press releases, SEC filings and public conference calls and webcasts. In addition, you may automatically receive email alerts and other information about Annaly when you enroll your email address by visiting the &#8220;Investors&#8221; section of our website, then clicking on &#8220;Investor Resources&#8221; and selecting &#8220;Email Alerts&#8221; to complete the email notification form. Our website, any alerts and social media channels are not incorporated into this annual report on Form 10-K.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt"><span><br/></span></div></div></div><div id="i700770ee33434e33a71763c387c61302_10"></div><hr style="page-break-after:always"/><div style="min-height:49.5pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="text-align:center"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:120%">PART I</span></div><div style="text-align:center"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_13"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 1. BUSINESS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">&#8220;Annaly,&#8221; &#8220;we,&#8221; &#8220;us,&#8221; or &#8220;our&#8221; refers to Annaly Capital Management, Inc. and our wholly-owned subsidiaries, except where it is made clear that the term means only the parent company.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Refer to the section titled &#8220;Glossary of Terms&#8221; located at the end of Part II, Item 7. &#8220;Management&#8217;s Discussion and Analysis of Financial Condition and Results of Operations.&#8221; for definitions of certain of the commonly used terms in this annual report on Form 10-K.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">The following description of our business should be read in conjunction with the Consolidated Financial Statements and the related Notes thereto, and the information set forth under the heading &#8220;Special Note Regarding Forward-Looking Statements&#8221; in Item 7.&#160; &#8220;Management&#8217;s Discussion and Analysis of Financial Condition and Results of Operations.&#8221;</span></div><div id="i700770ee33434e33a71763c387c61302_16"></div><div style="text-align:center"><span><br/></span></div><div style="text-align:center"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">INDEX TO ITEM 1. BUSINESS</span></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">&#160;</span></div><div style="margin-top:5pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:61.549%"><tr><td style="width:1.0%"></td><td style="width:82.747%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.053%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">&#160;&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Page</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_19">Business Overview</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_19">2</a></span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_31">Business and Investment Strategy</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_31">2</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_34">Our Portfolio and Capital Allocation</a> Policy</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_34">3</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_37">Risk Appetite</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_37">3</a></span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_43">Capital Structure and Financing</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_43">5</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_46">Operating Platform</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_46">6</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_49">Risk Management</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_49">6</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_52">Information about our Executive Officers</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_52">6</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_55">Human Capital</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_55">7</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_58">Regulatory Requirements</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_58">8</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_61">Competition</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_61">9</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_64">Corporate Governance</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_64">9</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_67">Distributions</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_67">10</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_70">Available Information</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_70">10</a></span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="height:45pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">1</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_19"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Business Overview</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Introduction</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We are a leading diversified capital manager with investment strategies across mortgage finance. Our principal business objective is to generate net income for distribution to our stockholders and optimize our returns through prudent management of our diversified investment strategies. We are an internally-managed Maryland corporation founded in 1997 that has elected to be taxed as a real estate investment trust (&#8220;REIT&#8221;). Our common stock is listed on the New York Stock Exchange under the symbol &#8220;NLY.&#8221;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We use our capital coupled with borrowed funds to invest primarily in real estate related investments, earning the spread between the yield on our assets and the cost of our borrowings and hedging activities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We believe that our business objectives are supported by our size and conservative financial posture relative to the industry, the extensive experience of our employees, the diversity of our investment strategy, a comprehensive risk management approach, the availability and diversification of financing sources and our operational efficiencies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_22"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Investment Groups</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our three investment groups are primarily comprised of the following:&#160;</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:33.453%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:64.347%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Investment Groups</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Description</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Annaly Agency Group</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Invests in Agency mortgage-backed securities (&#8220;MBS&#8221;) collateralized by residential mortgages which are guaranteed by Fannie Mae, Freddie Mac or Ginnie Mae and complementary investments within the Agency market, including  Agency commercial mortgage-backed securities.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Annaly Residential Credit Group</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Invests primarily in non-Agency residential whole loans and securitized products within the residential and commercial markets.</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Annaly Mortgage Servicing Rights Group</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Invests in MSR, which provide the right to service residential mortgage loans in exchange for a portion of the interest payments made on the loans.</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In April 2022, we entered into a definitive agreement to sell substantially all of the assets that comprise our Middle Market Lending (&#8220;MML&#8221;) portfolio, including assets held on balance sheet as well as assets managed for third parties. During the year ended December 31, 2022, the assets comprising the MML portfolio were legally transferred. For additional information about this transaction, see the Note titled &#8220;Sale of Middle Market Lending Portfolio&#8221; in the Notes to the Consolidated Financial Statements included in Item 15. &#8220;Exhibits, Financial Statement Schedules.&#8221;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In March 2021, we entered into a definitive agreement to sell and exit our Commercial Real Estate (&#8220;CRE&#8221;) business with the platform and the significant majority of the assets transferred during the year ended December 31, 2021. During the year ended December 31, 2022, the remaining CRE assets and associated liabilities were transferred. For additional information about this transaction, see the Note titled &#8220;Sale of Commercial Real Estate Business&#8221; in the Notes to the Consolidated Financial Statements included in Item 15. &#8220;Exhibits, Financial Statement Schedules.&#8221; </span></div><div id="i700770ee33434e33a71763c387c61302_25"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Operating Platform</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our operating platform reflects our investments in systems, infrastructure and personnel. Our technology investments have led to the development of proprietary portfolio analytics, financial and capital allocation modeling, portfolio cash and accounting sub-ledger systems, and other risk and reporting tools, which, coupled with cutting-edge digital transformation applications, support the diversification and operating efficiency of our business and our ability to implement new investment strategies. Our operating platform supports our investments in Agency assets as well as residential credit assets, commercial real estate assets, residential mortgage loans, and mortgage servicing rights. We believe that the diversity of our investment alternatives provides us the flexibility to adapt to changes in market conditions and to take advantage of potential opportunities.</span></div><div id="i700770ee33434e33a71763c387c61302_31"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Business and Investment Strategy</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Shared Capital Model</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our company is comprised of three investment groups, each of which has multiple investment options to capitalize on attractive relative returns and market opportunities. In aggregate, we maintain numerous investment options across our investment groups. Our shared capital model drives our capital allocation strategy allowing us to rotate our investments based on relative value while also managing risk.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Strategic Relationships</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A key element of our strategy is to establish and grow strategic relationships with industry leading partners in order to develop and broaden access to quality originations flow as well as to leverage third party operations to efficiently manage operating </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">2</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">costs, all in an effort to generate attractive risk adjusted returns for our shareholders. Additionally, we have attracted capital partners to our business, augmenting our public capital markets efforts, which has resulted in increased scale without sacrificing balance sheet liquidity. Certain of our strategic relationships also afford us the opportunity to support communities through socially responsible investing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have created multiple strategic and capital partnerships across our investment groups including the following:</span></div><div style="margin-bottom:6pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:13pt">Annaly Residential Credit Group has established relationships with key mortgage loan originators and aggregators including well-known money center banks, allowing us to efficiently source proprietary originations suited to our risk parameters.</span></div><div style="margin-bottom:6pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:13pt">We have partnered with GIC Private Limited (&#8220;GIC&#8221;), a leading Sovereign Wealth Fund, through the creation of a joint venture with the purpose of investing in residential credit assets, including newly-originated residential loans and securities issued by our subsidiaries.</span></div><div style="margin-bottom:6pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:13pt">We have partnered with Capital Impact Partners, a national community development financial institution, to create a social impact joint venture supporting projects in underserved communities across the country.</span></div><div style="margin-bottom:6pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:13pt">We have partnered with Fifth Wall Ventures, the largest venture capital firm focused on technology for the real estate industry, through a commitment to invest in their funds that target investments in North American early- and late-stage real estate software and marketplace companies. The partnership aims to identify innovative platforms and services that provide efficiencies across our core investment strategies.</span></div><div style="padding-left:36pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_34"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Our Portfolio and Capital Allocation Policy</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Under our capital allocation policy and subject to oversight by our Board of Directors (&#8220;Board&#8221;), we may allocate our investments within our target asset classes as we determine to be appropriate from time to time.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our Board may adopt changes to our capital allocation policy and targeted assets at its discretion.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The nature of our assets and our operations are intended to meet our REIT qualification requirements and our exemption from registration as an investment company under the Investment Company Act of 1940, as amended (&#8220;Investment Company Act&#8221;).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our portfolio composition and capital allocation at December 31, 2022 and 2021 were as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.064%"><tr><td style="width:1.0%"></td><td style="width:35.769%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.030%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.669%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.030%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.669%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.030%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.669%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.034%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Asset Classes</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Percentage of Portfolio</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Capital</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Allocation </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)(3)</span></div></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Percentage of Portfolio</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Capital</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Allocation </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)(3)</span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)(3)</span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">90%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">66%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">91%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential Credit </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">19%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">24%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">MSR</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">14%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5%</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial Real Estate </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Corporate Debt </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(5)</span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8%</span></td></tr><tr><td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="padding-left:6.75pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Capital allocation for each of the investment strategies is calculated as the difference between each of the investment strategy&#8217;s allocated assets and liabilities. It represents the percentage of equity allocated to each category. Dedicated capital allocations as of December 31, 2021 assume capital related to held for sale assets will be redeployed with the Agency business. Dedicated capital allocations as of December 31, 2021 exclude commercial real estate assets.</span></div><div style="padding-left:6.75pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes to-be-announced forward contracts (&#8220;TBAs&#8221;).</span></div><div style="padding-left:6.75pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Assets exclude assets transferred or pledged to securitization vehicles, include TBA purchase contracts (market value), unsettled MSR commitments, CMBX derivatives (market value), and retained securities that are eliminated in consolidation and are shown net of participations issued.</span></div><div style="padding-left:6.75pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> During the year ended December 31, 2021, a significant majority of assets were transferred in connection with a definitive agreement to sell and exit our CRE business. During the year ended December 31, 2022, the remaining CRE assets and liabilities were transferred.</span></div><div style="padding-left:6.75pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(5)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> During the year ended December 31, 2022, we sold all of the assets that comprised the MML portfolio.</span></div></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_37"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Risk Appetite</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We maintain a firm-wide risk appetite statement which defines the types and levels of risk we are willing to take in order to achieve our business objectives, and reflects our risk management philosophy. We engage in risk activities based on our core expertise that aim to enhance value for our stockholders. Our activities focus on income generation and capital preservation through proactive portfolio management, supported by a conservative liquidity and leverage posture. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The risk appetite statement asserts the following key risk parameters to guide our investment management activities:</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">3</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.397%"><tr><td style="width:1.0%"></td><td style="width:18.045%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:79.755%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Risk Parameter</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Description</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio Composition</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">We will maintain a portfolio comprised of target assets approved by our Board and in accordance with our capital allocation policy.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Leverage</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">We generally expect to maintain an economic leverage ratio no greater than 10:1 considerate of our overall capital allocation framework.</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liquidity Risk</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">We will seek to maintain an unencumbered asset portfolio sufficient to meet our liquidity needs under adverse market conditions.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest Rate Risk</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">We will seek to manage interest rate risk to protect the portfolio from adverse rate movements utilizing derivative instruments targeting both income and capital preservation.</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Credit Risk</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">We will seek to manage credit risk by making investments which conform within our specific investment policy parameters and optimize risk-adjusted returns.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Capital Preservation</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">We will seek to protect our capital base through disciplined risk management practices.</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Operational Risk</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">We will seek to limit impacts to our business through disciplined operational risk management practices addressing areas including but not limited to, management of key third party relationships (i.e. originators, sub-servicers), human capital management, cybersecurity and technology related matters, business continuity and financial reporting risk.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Compliance, Regulatory and Legal</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">We will seek to comply with regulatory requirements needed to maintain our REIT status and our exemption from registration under the Investment Company Act and the licenses and approvals of our regulated and licensed subsidiaries.</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our Board has reviewed and approved the investment and operating policies and strategies that support our risk appetite statement set forth in this Form 10-K. Our Board has the power to modify or waive these policies and strategies to the extent that our Board, in its discretion, determines that the modification or waiver is in our best interests. Among other factors, market developments that affect our policies and strategies or that change our assessment of the market may cause our Board to revise our policies and strategies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We may seek to expand our capital base in order to further increase our ability to acquire new and different types of assets when the potential returns from new investments appear attractive relative to the targeted risk-adjusted returns. We may in the future acquire assets or companies by offering our debt or equity securities in exchange for such opportunities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_40"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:6pt;font-style:italic;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Target Assets</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Within the confines of the risk appetite statement, we seek to generate the highest risk-adjusted returns on capital invested, after consideration of the following:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The amount, nature and variability of anticipated cash flows from the asset across a variety of interest rate, yield, spread, financing cost, credit loss and prepayment scenarios;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The liquidity of the asset;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The ability to pledge the asset to secure collateralized borrowings;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">When applicable, the credit of the underlying borrower;</span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The costs of financing, hedging and managing the asset;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The impact of the asset to our REIT compliance and our exemption from registration under the Investment Company Act; and</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The capital and operational requirements associated with the purchase and financing of the asset.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify"><span><br/></span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We target the purchase and sale of the assets listed below as part of our investment strategy. Our targeted assets and asset acquisition strategy may change over time as market conditions change and as our business evolves.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">4</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:18.665%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:22.326%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:55.709%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Investment Group</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Targeted Asset Class</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Description</span></td></tr><tr style="height:33pt"><td colspan="3" rowspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;border-top:0.5pt solid #dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Agency Group</span></td><td colspan="3" style="border-left:0.5pt solid #dbdbdb;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Agency pass-through certificates issued or guaranteed by Agencies. Other Agency MBS include collateralized mortgage obligations (&#8220;CMOs&#8221;), interest-only securities and inverse floaters</span></td></tr><tr style="height:23pt"><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #dbdbdb;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">To-be-announced forward contracts (&#8220;TBAs&#8221;)</span></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Forward contracts for Agency pass-through certificates</span></td></tr><tr style="height:23pt"><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #dbdbdb;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Agency commercial mortgage-backed securities</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Pass-through certificates collateralized by commercial mortgages guaranteed by the Agencies</span></td></tr><tr style="height:23pt"><td colspan="3" rowspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;border-top:0.5pt solid #dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Residential Credit Group</span></td><td colspan="3" style="border-left:0.5pt solid #dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="3" style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Residential mortgage loans that are not guaranteed by the Agencies</span></td></tr><tr style="height:23pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #dbdbdb;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Residential mortgage-backed securities</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Securities collateralized by pools of residential loans that are not guaranteed by one of the Agencies</span></td></tr><tr style="height:33pt"><td colspan="3" style="border-left:0.5pt solid #dbdbdb;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Agency or private label credit risk transfer securities (&#8220;CRT&#8221;)</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Risk sharing transactions issued by Freddie Mac and Fannie Mae and similarly structured transactions arranged by third party market participants, designed to synthetically transfer mortgage credit risk to private investors</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;border-top:0.5pt solid #dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Mortgage Servicing Rights Group</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Mortgage Servicing Rights (&#8220;MSR&#8221;)</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Rights to service a pool of residential mortgage loans in exchange for a portion of the interest payments made on the loans</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We believe that future interest rates and mortgage prepayment rates are very difficult to predict. Therefore, we seek to acquire assets which we believe will provide attractive returns over a broad range of interest rate and prepayment scenarios.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_43"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Capital Structure and Financing</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our capital structure is designed to offer an efficient complement of funding sources to generate positive risk-adjusted returns for our stockholders while maintaining appropriate liquidity to support our business and meet our financial obligations under periods of market stress. To maintain our desired capital profile, we utilize a mix of debt and equity funding.&#160;Debt funding may include the use of repurchase agreements, loans, securitizations, participations issued, lines of credit, asset backed lending facilities, corporate bond issuance, convertible bonds, mortgages payable or other liabilities.&#160;Equity capital primarily consists of common and preferred stock.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We finance our Agency mortgage-backed securities and residential credit investments primarily with repurchase agreements. We seek to diversify our exposure and limit concentrations by entering into repurchase agreements with multiple counterparties. We enter into repurchase agreements with  broker-dealers, commercial banks and other lenders that typically offer this type of financing. We enter into collateralized borrowings with financial institutions meeting internal credit standards and we monitor the financial condition of these institutions on a regular basis. At December 31, 2022, we had $59.5 billion of repurchase agreements outstanding.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Additionally, our wholly-owned subsidiary, Arcola Securities, Inc. (&#8220;Arcola&#8221;), provides direct access to third party funding as a member  broker-dealer of the Financial Industry Regulatory Authority (&#8220;FINRA&#8221;). As an eligible institution, Arcola also raises funds through the General Collateral Finance Repo service offered by the Fixed Income Clearing Corporation (&#8220;FICC&#8221;), with FICC acting as the central counterparty. Arcola provides us greater depth and diversity of repurchase agreement funding while also limiting our counterparty exposure.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To reduce our liquidity risk we maintain a laddered approach to our repurchase agreements. At December 31, 2022, the weighted average days to maturity was <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1" format="ixt-sec:durday" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80My9mcmFnOmYyNGIzOGRiMzcxMjQ2YTc4N2Y4OTliYzM4MGZmMTg5L3RleHRyZWdpb246ZjI0YjM4ZGIzNzEyNDZhNzg3Zjg5OWJjMzgwZmYxODlfMjAyMQ_dc461176-aa23-4186-b562-295ac6f13a7c">27</ix:nonNumeric> days.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We also finance our investments in residential mortgage loans through the issuance of securitization transactions sponsored by our wholly-owned subsidiary Onslow Bay Financial LLC (&#8220;Onslow Bay&#8221;) under the Onslow Bay private-label securitization program (&#8220;OBX&#8221;). We are a programmatic securitization sponsor of new origination, residential whole loans with 39 deals comprising $15.5 billion of issuance since the beginning of 2018. During the year ended December 31, 2022, we issued 16 OBX securitizations backed by $6.2 billion of residential whole loans.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We utilize leverage to enhance the risk-adjusted returns generated for our stockholders. We generally expect to maintain an economic leverage ratio of no greater than 10:1 considerate of our overall capital allocation framework. This ratio varies from time to time based upon various factors, including our management&#8217;s opinion of the level of risk of our assets and liabilities, our mix of assets, our liquidity position, our level of unused borrowing capacity, the availability of credit, over-collateralization levels required by lenders when we pledge assets to secure borrowings and, lastly, our assessment of domestic and international market conditions. Since the financial crisis beginning in 2007, we have maintained an economic leverage ratio below 8:1, and since the Coronavirus Disease 2019 (&#8220;COVID-19&#8221;) pandemic began an economic leverage ratio closer to or below 7:1. For </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">5</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">purposes of calculating this ratio, our economic leverage ratio is equal to the sum of Recourse Debt, cost basis of TBA and CMBX derivatives outstanding, and net forward purchases (sales) of investments divided by total equity.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our target economic leverage ratio is determined under our capital management policy. Should our actual economic leverage ratio increase above the target level, we will&#160;consider appropriate measures. Our actions may include asset&#160;sales, changes in asset mix, reductions in asset purchases or originations, issuance of capital or other capital&#160;enhancing or risk reduction strategies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents our leverage and capital ratios as of the periods presented.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.239%"><tr><td style="width:1.0%"></td><td style="width:51.730%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:21.811%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.147%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:21.812%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">GAAP leverage ratio</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">6.0:1</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">4.7:1</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Economic leverage ratio </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">*</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">6.3:1</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">5.7:1</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">GAAP capital ratio</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">13.9%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">17.2%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Economic capital ratio </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">*</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">13.4%</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">14.4%</span></td></tr><tr><td colspan="12" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">* Represents a non-GAAP financial measure. Refer to the &#8220;Non-GAAP Financial Measures&#8221; section for additional information.</span></div></td></tr></table></div><div id="i700770ee33434e33a71763c387c61302_46"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Operating Platform</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We maintain a flexible and scalable operating platform to support the management and maintenance of our diverse asset portfolio. We have invested in our infrastructure to enhance resiliency, efficiency, cybersecurity and scalability while also ensuring coverage of our target assets. Our information technology applications span the portfolio life-cycle including pre-trade analysis, trade execution and capture, trade settlement and financing, monitoring, management and financial accounting and reporting.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Technology applications also support our control functions including risk, compliance, and middle- and back-offices. We have added breadth to our operating platform to accommodate diverse asset classes and drive automation-based efficiencies. Our business operations include a centralized collateral management function that permits in-house settlement and self-clearing, thereby creating greater control and management of our collateral. Through technology, we have also incorporated exception based processing, critical data assurance and paperless workflows. Our infrastructure investment has driven operating efficiencies while expanding the platform. Routine disaster recovery and penetration testing enhances our systems resiliency, security and recovery of critical systems throughout the computing estate.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_49"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Risk Management</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Risk is a natural element of our business. Effective risk management is of critical importance to our business strategy. The objective of our risk management framework is to identify, measure, monitor and control the key risks to which we are subject. Our approach to risk management is comprehensive and has been designed to foster a holistic view of risk. For a full discussion of our risk management process and policies please refer to the section titled &#8220;Risk Management&#8221; of Part II, Item 7. &#8220;Management&#8217;s Discussion and Analysis of Financial Condition and Results of Operations.&#8221;</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_52"></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Information about our Executive Officers</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table sets forth certain information as of February 16, 2023 concerning our executive officers:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:78.801%"><tr><td style="width:1.0%"></td><td style="width:30.625%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.968%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:50.107%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Name</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Age</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Title</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">David L. Finkelstein</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">50</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Chief Executive Officer and Chief Investment Officer</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Serena Wolfe</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">43</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Chief Financial Officer</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Steven F. Campbell</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">50</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">President and Chief Operating Officer </span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Anthony C. Green</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">48</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Chief Corporate Officer, Chief Legal Officer and Secretary</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">David L. Finkelstein has served as the Chief Executive Officer of Annaly since March 2020 and Chief Investment Officer since November 2022. Mr. Finkelstein previously served as President of Annaly from March 2020 until December 2022 and Annaly&#8217;s Chief Investment Officer from November 2016 until December 2021. Prior to that, Mr. Finkelstein served as Annaly&#8217;s Chief Investment Officer, Agency and RMBS beginning in February 2015 and as Annaly&#8217;s Head of Agency Trading beginning in August 2013.&#160; Prior to joining Annaly in 2013, Mr. Finkelstein served for four years as an Officer in the Markets Group of the Federal Reserve Bank of New York where he was the primary strategist and policy advisor for the MBS purchase </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">6</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">program. Mr. Finkelstein has over 25 years of experience in fixed income investments. Prior to the Federal Reserve Bank of New York, Mr. Finkelstein held Agency MBS trading positions at Salomon Smith Barney, Citigroup Inc. and Barclays PLC. Mr. Finkelstein is a member of the Treasury Market Practices Group sponsored by the Federal Reserve Bank of New York. Mr. Finkelstein received his B.A. in Business Administration from the University of Washington and his M.B.A. from the University of Chicago, Booth School of Business. Mr. Finkelstein also holds the Chartered Financial Analyst&#174; designation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Serena Wolfe has served as Chief Financial Officer of Annaly since December 2019. Prior to joining Annaly in 2019, Ms. Wolfe served as a Partner at Ernst &amp; Young (&#8220;EY&#8221;) since 2011 and as its Central Region Real Estate Hospitality &amp; Construction (&#8220;RHC&#8221;) leader from 2017 to November 2019, managing the go-to-market efforts and client relationships across the sector. Ms. Wolfe was previously also EY&#8217;s Global RHC Assurance Leader. Ms. Wolfe practiced with EY for over 20 years, including six years with EY Australia and 16 years with the U.S. practice. Ms. Wolfe currently serves on the boards of Berkshire Grey, Inc. and Doma Holdings, Inc. Ms. Wolfe graduated from the University of Queensland with a Bachelor of Commerce in Accounting.&#160;She is a Certified Public Accountant in the states of&#160;New York,&#160;California,&#160;Illinois and&#160;Pennsylvania.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Steven F. Campbell has served as President of Annaly since December 2022 and Chief Operating Officer of Annaly since June 2020. Prior to these positions, Mr. Campbell served in a number of other senior roles at Annaly, including as Head of Business Operations from September 2019 to June 2020, Head of Credit Operations and Enterprise Risk from February 2018 to September 2019, Chief Operating Officer of Annaly Commercial Real Estate Group from December 2016 to February 2018 and Head of Credit Strategy from April 2015 to February 2018. Mr. Campbell has over 25 years of experience in financial services. Prior to joining Annaly in 2015, Mr. Campbell held various roles over six years at Fortress Investment Group LLC, including serving as a Managing Director in the Credit Funds business. Prior to that, Mr. Campbell held positions at General Electric Capital Corporation and D.B. Zwirn &amp; Co., L.P. with a focus on credit and debt restructuring. Mr. Campbell received a B.B.A. from the University of Notre Dame and a M.B.A. from the University of Chicago, Booth School of Business.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Anthony C. Green has served as Chief Corporate Officer of Annaly since January 2019 and as Chief Legal Officer and Secretary of Annaly since March 2017. Mr. Green previously served as Annaly&#8217;s Deputy General Counsel from 2009 until February 2017. Prior to joining Annaly, Mr. Green was a partner in the Corporate, Securities, Mergers &amp; Acquisitions Group at the law firm K&amp;L Gates LLP. Mr. Green has over 20 years of experience in corporate and securities law. Mr. Green holds a B.A. in Economics and Political Science from the University of Pennsylvania and a J.D. and LL.M. in International and Comparative Law from Cornell Law School.</span></div><div id="i700770ee33434e33a71763c387c61302_55"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Human Capital</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our Human Capital team oversees our company&#8217;s workforce management to ensure its objectives are strategically integrated with the firm&#8217;s goals and business plans. We proactively review human capital management best practices on an ongoing basis to continually enhance our employee experience. In addition, the Management Development and Compensation (&#8220;MDC&#8221;) Committee of the Board provides independent oversight of our policies and strategies related to human capital management. Further, the Chair of the MDC Committee liaises on certain human capital topics with the Chair of the Corporate Responsibility Committee of the Board as appropriate.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">As of December 31, 2022, we had 161 employees.</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Our People and Culture</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our employees are the driving force behind Annaly&#8217;s success, and we are committed to promoting their well-being, engagement, and development to help them reach their highest potential. Our culture is focused on fostering a diverse, inclusive and rewarding work environment for all employees, with ongoing opportunities for career development, wellness support, and empowerment.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our culture is built on five core values: ownership, humility, accountability, collaboration, and diversity, equity and inclusion. These values are embedded in our professional and personal conduct and are crucial to how we operate our business. All employees are responsible for upholding these values, which form the bedrock of our culture and are vital to the continued success of our company. Guided by these values, we are committed to attracting, developing and retaining the best talent, with diverse experiences, perspectives and backgrounds. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We utilize employee surveys, including an engagement survey, to create open and honest feedback channels that foster our ability to actively involve our employees in the design and evolution of our culture, enhance our overall productivity, and mitigate risk. Our leaders review and incorporate survey feedback to increase employee engagement and drive positive changes throughout our company. We remain committed to maintaining an environment of consistent feedback as we strive for high employment satisfaction levels. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Diversity, Equity &amp; Inclusion</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The diversity of our employees enables our company to cultivate innovation, fresh perspectives and agility. Diversity, equity and inclusion are essential tenets of our corporate culture. Our Human Capital team, in coordination with an Inclusion Support </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">7</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Committee of Executive Sponsors, is responsible for overseeing and continuing to improve our diversity, equity and inclusion initiatives. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We are committed to promoting diversity, including gender and racial/ethnic diversity, across all levels of our company. With 53% of total employees in 2022 identifying as either female or racially/ethnically diverse, we are driven by the belief that having a diverse group of employees supports our continued long-term growth. Our seven employee network groups, which include the Women&#8217;s Interactive Network (&#8220;WIN&#8221;), the Asian American and Pacific Islander Employee Network, the Black Employee Network, the Latin American Employee Network, the Disabilities Within a Family Network, the Veteran&#8217;s Employee Network and the Annaly Pride Network, provide targeted development and networking opportunities, knowledge exchanges, mentorship, coaching and volunteer efforts. Further, we recognize and understand that education, training and candid conversations are key to embedding and advancing diversity, equity and inclusion within our organization and culture. To further promote and foster such a foundation, our efforts also include offering firm-wide training on topics such as unconscious bias and allyship, hosting various forums for employees to openly discuss their views and providing opportunities for employee connection and networking, as well as actively seeking out feedback through periodic employee surveys.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Compensation, Benefits and Wellness</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our employee compensation program includes base salary, annual incentive bonuses and stock-based awards. Employee compensation packages are designed to align employee and stockholder interests and to provide incentives to attract, retain and motivate talented employees.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In addition, we invest in a wide range of benefits and wellness initiatives that support healthy lifestyles and choices for our employees. We offer benefits including health and insurance coverage, health savings and flexible spending accounts, telemedicine benefits, 401(k) plans, paid time off and family care resources. We also sponsor a wide range of initiatives that promote employee wellness and mental well-being, including access to talk therapy, health coaching and stress management support. Over the last few years, we have enhanced our parental and family care benefits to provide extended leave and fertility assistance.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">COVID-19 has challenged the way we work and operate. It has tested our resiliency, nimbleness and flexibility of our people and culture. At Annaly, we understand that we must continue to provide an environment where our employees feel safe, motivated, empowered, and prepared, regardless of whatever challenges arise in the future. In addition to addressing physical health and safety concerns, we recognize that people&#8217;s daily emotional lives and mental health play a key role in their overall wellness. As such, we continue to evaluate ways to promote and expand our mental health offerings. Additionally, we recognize that part of meeting employee needs includes institutionalizing broader and longer-term flexibility where appropriate.  Flexibility comes in many forms at Annaly, including vacation and sick time, hybrid work options, and location strategy. We remain committed to evaluating the evolving definition of flexibility and promoting programs and practices that foster inclusivity and well-being both personally and professionally.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Learning and Development</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We seek to invest in and promote talent to cultivate a high-performance culture and build on the capabilities and full potential of our employees.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We offer a number of learning and development programs tailored to our employees&#8217; needs and interests as well as our overall strategic business objectives. We also have a tuition reimbursement plan that provides financial support toward the cost of furthering employee education in a field directly related to their job. In 2022, we began offering individual style and culture sessions to new employees to promote professional awareness and understanding of our company&#8217;s culture initiatives. Additionally, we continue to offer knowledge share sessions to all employees that focus on core business strategies and initiatives in an effort to foster holistic and inclusive learning.</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Corporate and Employee Philanthropy and Volunteerism</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our corporate giving has been focused on high-impact programs that seek to advance social issues we are committed to, including combating homelessness and advancing the professional development of women and underrepresented groups. Annaly and our employees endeavor to meaningfully contribute to the communities where we live, work, and invest by partnering with well-established non-profit organizations and through Annaly&#8217;s corporate giving, employee volunteerism and our employee charity match program.  </span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_58"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Regulatory Requirements</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have elected, organized and operated in a manner that qualifies us to be taxed as a REIT under the Internal Revenue Code of 1986, as amended and regulations promulgated thereunder (the &#8220;Code&#8221;). So long as we qualify for taxation as a REIT, we </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">8</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">generally will not be subject to U.S. federal income tax on our taxable income that is distributed to our stockholders. Furthermore, substantially all of our assets, other than our taxable REIT subsidiaries (&#8220;TRSs&#8221;), consists of qualified REIT real estate assets (of the type described in Section 856(c)(5) of the Code).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We regularly monitor our investments and the income from these investments and, to the extent we enter into hedging transactions, we monitor income from our hedging transactions as well, so as to ensure at all times that we maintain our qualification as a REIT and our exemption from registration under the Investment Company Act.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Arcola is a member of FINRA and is subject to regulations of the securities business that include but are not limited to trade practices, use and safekeeping of funds and securities, capital structure, recordkeeping and conduct of directors, officers and employees. As a self-clearing, registered broker dealer, Arcola is required to maintain minimum net capital by FINRA. Arcola consistently operates with capital in excess of its regulatory capital requirements as defined by SEC Rule 15c3-1.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have a subsidiary that is registered with the SEC as an investment adviser under the Investment Advisers Act. As a result, we are subject to the anti-fraud provisions of the Investment Advisers Act and to fiduciary duties derived from these provisions that apply to our relationships with that subsidiary&#8217;s clients. These provisions and duties impose restrictions and obligations on us with respect to our dealings with our subsidiary&#8217;s clients, including, for example, restrictions on agency, cross and principal transactions. Our registered investment adviser subsidiary is subject to periodic SEC examinations and other requirements under the Investment Advisers Act and related regulations primarily intended to benefit advisory clients. These additional requirements relate to, among other things, maintaining an effective and comprehensive compliance program, recordkeeping and reporting requirements and disclosure requirements.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We also have a subsidiary that operates as a licensed mortgage aggregator and master servicer, which compels it to follow individual state licensing laws and subjects it to supervision and examination by federal authorities, including the CFPB, the U.S. Department of Housing and Urban Development (&#8220;HUD&#8221;), the SEC as well as various state licensing, supervisory and administrative agencies. We and our subsidiaries must also comply with a large number of federal, state and local consumer protection laws including, among others, the Gramm-Leach-Bliley Act, the Fair Debt Collection Practices Act, Real Estate Settlement Procedures Act, the Truth in Lending Act, and the Fair Credit Reporting Act, as well as state foreclosure laws and federal and local bankruptcy rules.  These laws and regulations, which are frequently amended and adjusted, have, in recent years, led to an increase in both the scope of the requirements and the intensity of the supervision to which we are subject.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The financial services industry is subject to extensive regulation and supervision in the U.S. The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (&#8220;Dodd-Frank Act&#8221;) and the rules thereunder significantly altered the financial regulatory regime within which financial institutions operate. Other reforms have been adopted or are being considered by other regulators and policy makers worldwide. We will continue to assess our business, risk management and compliance practices to conform to developments in the regulatory environment.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_61"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Competition</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We operate in a highly competitive market for investment opportunities. Competition may limit our ability to acquire desirable investments in our target assets and could also affect the pricing of these investments. In acquiring our target assets, we will compete with financial institutions, institutional investors, other lenders, government entities and certain other REITs. For a full discussion of the risks associated with competition see the &#8220;Risks Related to Our Investing, Portfolio Management and Financing Activities&#8221; section in Item 1A. &#8220;Risk Factors.&#8221;</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_64"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Corporate Governance</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We strive to conduct our business in accordance with the highest ethical standards and in compliance with applicable governmental laws, rules and regulations. Our notable governance practices and policies include:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Calibri',sans-serif;font-size:11pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:12.53pt">Our Board is composed of a majority of independent directors, and our Audit, Management Development and Compensation, and Nominating/Corporate Governance Committees are composed exclusively of independent directors.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We have separated the roles of Chair of the Board and Chief Executive Officer, and appointed an independent Chair of the Board.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">All directors are elected on an annual basis.</span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We have adopted an enhanced director refreshment policy, which provides that an independent director may not stand for re-election at the next annual meeting of stockholders taking place at the end of his or her term following the earlier of his or her: (i) 15th anniversary of service on our Board or (ii) 73rd birthday. </span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We have adopted a Code of Business Conduct and Ethics, which sets forth the basic principles and guidelines for resolving various legal and ethical </span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">9</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ITEM 1. BUSINESS</span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">questions that may arise in the workplace and in the conduct of our business. This code is applicable to our directors, officers and employees.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We have adopted Corporate Governance Guidelines which, in conjunction with the charters of our Board committees, provide the framework for the governance of our company.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We have procedures by which any of our employees, officers or directors may raise concerns confidentially about our company&#8217;s conduct, accounting, internal controls or auditing matters with the Chair of the Board, the independent directors, or the Chair of the Audit Committee or through our whistleblower phone hotline or e-mail inbox.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We have an Insider Trading Policy that prohibits our directors, officers and employees, as well as those of our subsidiaries from buying or selling our securities on the basis of material nonpublic information and </span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">prohibits communicating material nonpublic information about our company to others.&#160; Our Insider Trading Policy prohibits our directors, officers and employees, from (1) holding our stock in a margin account as eligible collateral, or otherwise pledging our stock as collateral for a loan, or (2) engaging in any hedging transactions with respect to our equity securities held by them.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our executive officers are subject to a robust clawback policy, which includes triggers for financial restatements and misconduct.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our executive officers are subject to stock ownership guidelines and holding restrictions.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">In February 2022, we amended our bylaws to allow stockholders holding 25% of our common stock to call a special meeting, reducing the previous majority threshold.</span></div><div style="margin-bottom:6pt;padding-left:18pt;text-align:justify"><span><br/></span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_67"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Distributions</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In accordance with the requirements for maintaining REIT status, we intend to distribute to stockholders aggregate dividends equaling at least 90% of our REIT taxable income (determined without regard to the deduction of dividends paid and by excluding any net capital gain) for each taxable year and will endeavor to distribute at least 100% of our REIT taxable income so as not to be subject to tax. Distributions of economic profits from our enterprise could be classified as return of capital due to differences between book and tax accounting rules.&#160; We may make additional returns of capital when the potential risk-adjusted returns from new investments fail to exceed our cost of capital. Subject to the limitations of applicable securities and state corporation laws, we can return capital by making purchases of our own capital stock or through payment of dividends.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_70"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Available Information</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our website is </span><span style="color:#006ebf;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;text-decoration:underline">www.annaly.com</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">.</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> We make available on this website under &#8220;Investors - SEC Filings,&#8221; free of charge, our annual reports on Form&#160;10-K, quarterly reports on Form&#160;10-Q, current reports on Form&#160;8-K and any amendments to those reports as soon as reasonably practicable after we electronically file or furnish such materials to the SEC pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 (the &#8220;Securities Exchange Act&#8221;). Our website and the information contained therein are not incorporated into this annual report on Form 10-K.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Also posted on our website, and available in print upon request of any stockholder to our Investor Relations Department, are charters for our Audit Committee, Management Development and Compensation Committee, Nominating/Corporate Governance Committee, Risk Committee and Corporate Responsibility Committee, our Corporate Governance Guidelines and our Code of Business Conduct and Ethics. Within the time period required by the SEC, we will post on our website any amendment to the Code of Business Conduct and Ethics and any waiver applicable to any executive officer, director or senior financial officer.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our Investor Relations Department can be contacted at:</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Annaly Capital Management, Inc.</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">1211 Avenue of the Americas</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">New York, New York 10036</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Attn: Investor Relations</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Telephone: 888-8ANNALY</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">E-mail: </span><span style="color:#006ebf;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;text-decoration:underline">investor@annaly.com</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The SEC also maintains a website that contains reports, proxy and information statements and other information we file with the SEC at </span><span style="color:#006ebf;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;text-decoration:underline">www.sec.gov</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">10</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_73"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 1A. RISK FACTORS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An investment in our stock involves a number of risks. Before making an investment decision, you should carefully consider all of the risks described in this annual report on Form 10-K. If any of the risks discussed in this annual report on Form 10-K actually occur, our business, financial condition and results of operations could be materially adversely affected. If this were to occur, the trading price of our stock could decline significantly and you may lose all or part of your investment. Readers should not consider any descriptions of these factors to be a complete set of all potential risks that could affect us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_76"></div><div style="text-align:center"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">INDEX TO ITEM 1A. RISK FACTORS</span></div><div style="margin-top:5pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:85.380%"><tr><td style="width:1.0%"></td><td style="width:89.995%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.805%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">&#160;&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Page</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_79">Summary of Risk Factors</a></span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_79">12</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_85">Risks Related to Our Liquidity and Funding</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_85">14</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_88">Risks of Ownership of Our Common Stock</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_88">19</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_91">Compliance, Regulatory &amp; Legal Risks</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_91">21</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_94">Risks Related to Our Taxation as a REIT</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_94">25</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_97">Counterparty Risks</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_97">31</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_100">Investment and Market Related Risks</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_100">31</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_103">Operational </a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_103">a</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_103">nd Cyb</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_103">ersecurit</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_103">y </a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_103">Risks</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_103">35</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_106">Other Risks</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:middle"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_106">40</a></span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">11</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_79"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:115%">Summary of Risk Factors </span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Risks Related to Our Liquidity and Funding</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our strategy involves the use of leverage, which increases the risk that we may incur substantial losses.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our use of leverage may result in margin calls and defaults and force us to sell assets under adverse market conditions.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may exceed our target leverage ratios.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may not be able to achieve our optimal leverage.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Failure to procure or renew funding on favorable terms, or at all, would adversely affect our results and financial condition.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Failure to effectively manage our liquidity would adversely affect our results and financial condition.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Volatile market conditions for our assets can result in contraction in liquidity for those assets and the related financing.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">An increase in the interest payments on our borrowings relative to the interest we earn on our interest earning assets may adversely affect our profitability.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Differences in timing of interest rate adjustments on our interest earning assets and our borrowings may adversely affect our profitability.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The discontinuation of LIBOR may affect our results.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">It may be uneconomical to &#8220;roll&#8221; our TBA dollar roll transactions or we may be unable to meet margin calls on our TBA contracts.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our use of derivatives may expose us to counterparty and liquidity risks.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Securitizations expose us to additional risks.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our use of non-recourse securitizations may expose us to risks which could result in losses to us.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Counterparties may require us to enter into covenants that restrict our investment strategy.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may be unable to profitably execute or participate in future securitization transactions.</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Risks of Ownership of Our Common Stock</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our charter does not permit ownership of over 9.8% in number of shares or value of our common stock or any class of our preferred stock.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Provisions contained in Maryland law may have anti-takeover effects, potentially preventing investors from receiving a &#8220;control premium&#8221; for their shares.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We have not established a minimum dividend payment level and cannot assure stockholders of our ability to pay dividends in the future.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our reported GAAP financial results may not be an accurate indicator of future taxable income and dividend distributions.</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Compliance, Regulatory &amp; Legal Risks</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Accounting rules related to certain of our transactions are highly complex and involve significant judgment and assumptions. Our application of GAAP may produce financial results that fluctuate from one period to another.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">New laws may be passed affecting the relationship between Fannie Mae, Freddie Mac and the federal government.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may be subject to liability for potential violations of truth-in-lending or other similar consumer protection laws and regulations.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may not be able to maintain compliance with laws and regulations applicable to our Residential Credit and MSR businesses, including through the manner in which we oversee the compliance obligations of our third-party service providers.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Changes in laws or regulations governing our operations or our failure to comply with those laws or regulations may adversely affect our business.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We are subject to risks and liabilities in connection with sponsoring, investing in and managing new funds and other investment accounts, including potential regulatory risks.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Loss of our Investment Company Act exemption from registration would adversely affect us.</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Risks Related to Our Taxation as a REIT</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our failure to maintain our qualification as a REIT would have adverse tax consequences.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our distribution requirements could adversely affect our ability to execute our business plan.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Distributions to tax-exempt investors may be classified as unrelated business taxable income.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may choose to pay dividends in our own stock.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our TRSs cannot constitute more than 20% of our total assets.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">TRSs are subject to tax at the regular corporate rates, are not required to distribute dividends, and the amount of dividends a TRS can pay to its parent REIT may be limited by REIT gross income tests.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">If transactions between a REIT and a TRS are entered into on other than arm&#8217;s-length terms, the REIT may be subject to a penalty tax.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Even if we remain qualified as a REIT, we may face other tax liabilities that reduce our cash flow.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Complying with REIT requirements may cause us to forgo otherwise attractive opportunities and may force us to liquidate otherwise attractive investments.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Liquidation of assets may jeopardize our REIT qualification or create additional tax liability for us.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">12</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The failure of assets subject to repurchase agreements to qualify as real estate assets could adversely affect our ability to remain qualified as a REIT.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Complying with REIT requirements may limit our ability to hedge effectively and may cause us to incur tax liabilities.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The failure of a mezzanine loan or similar debt to qualify as a real estate asset could adversely affect our ability to qualify as a REIT.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Qualifying as a REIT involves highly technical and complex provisions of the Code.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The tax on prohibited transactions limits our ability to engage in certain transactions.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Certain financing activities may subject us to U.S. federal income tax and could have negative tax consequences for our stockholders.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Uncertainty exists with respect to the treatment of our TBAs for purposes of the REIT asset and income tests.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Dividends payable by REITs generally receive different tax treatment than dividend income from regular corporations.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">New legislation or administrative or judicial action, in each instance potentially with retroactive effect, could make it more difficult or impossible for us to remain qualified as a REIT.</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Counterparty Risks</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The soundness of our counterparties and other financial institutions could adversely affect us.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We are subject to counterparty risk and may be unable to seek indemnity or require counterparties to repurchase residential whole loans if they breach representations and warranties, which could cause us to suffer losses.</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Investment and Market Related Risks</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may experience declines in the market value of our assets.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Investments in MSR may expose us to additional risks.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">A prolonged economic slowdown or declining real estate values could impair the assets we may own.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">An increase in interest rates may adversely affect the market value of our interest earning assets and, therefore, also our book value.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Actions by the Federal Reserve may affect the price and returns of our assets.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We invest in securities that are subject to mortgage credit risk.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Geographic concentration exposes investors to greater risk of default and loss.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Inadequate property insurance coverage could have an adverse impact on our operating results.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our assets may become non-performing or sub-performing assets in the future.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may be required to repurchase residential mortgage loans or indemnify investors if we breach representations and warranties.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our and our third party service providers&#8217; and servicers&#8217; due diligence of potential assets may not reveal all of the weaknesses in such assets.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">When we foreclose on an asset, we may come to own the property securing the loan.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Proposals to acquire mortgage loans by eminent domain may adversely affect the value of our assets.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Subordinated tranches of non-Agency mortgage-backed securities are subordinate in right of payment to more senior securities.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our hedging strategies may be costly, and may not hedge our risks as intended.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We are subject to risks of loss from weather conditions, man-made or natural disasters and climate change.</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Operational and Cybersecurity Risks</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Inaccurate models or the data used by models may expose us to risk.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We are highly dependent on information systems that may expose us to cybersecurity risks.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We depend on third-party service providers, including mortgage loan servicers and sub-servicers, for a variety of services related to our business.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our investments in residential whole loans subject us to servicing-related risks.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The performance of loans underlying our MSR related assets may be adversely affected by the performance of the related mortgage servicer.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">An increase or decrease in prepayment rates may adversely affect our profitability.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We are subject to reinvestment risk.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Competition may affect ability and pricing of our target assets.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may enter into new lines of business, acquire other companies or engage in other strategic initiatives.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Some of our investments, including those related to non-prime loans, involve credit risk.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We face possible increased instances of business interruption associated with the effects of climate change and severe weather.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">If we are unable to attract, motivate and retain qualified talent, including our key personnel, it could materially and adversely affect us.</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Other Risks</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The market price and trading volume of our shares of common stock may be volatile.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">We may change our policies without stockholder approval.</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">COVID-19 has affected the U.S. economy and our business.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">13</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_85"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Risks Related to Our Liquidity and Funding</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our strategy involves the use of leverage, which increases the risk that we may incur substantial losses.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We expect our leverage to vary with market conditions and our assessment of risk/return on investments. We incur this leverage by borrowing against a substantial portion of the market value of our assets. Leverage, which is fundamental to our investment strategy, creates significant risks. The risks associated with leverage are more acute during periods of economic slowdown or recession. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Because of our leverage, we may incur substantial losses if our borrowing costs increase, and we may be unable to execute our investment strategy if leverage is unavailable or is unavailable on attractive terms. The reasons our borrowing costs may increase or our ability to borrow may decline include, but are not limited to, the following:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">short-term interest rates increase;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the market value of our investments available to collateralize borrowings decreases;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the &#8220;haircut&#8221; applied to our assets under the repurchase agreements or other secured financing arrangements increases;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">interest rate volatility increases;</span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">forced sales, particularly under adverse market conditions, such as those which occurred as a result of the COVID-19 pandemic;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">disruption in the repo market generally or the infrastructure, including technology infrastructure, that supports it; or </span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the availability of financing in the market decreases.</span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our use of leverage may result in margin calls and defaults and force us to sell assets under adverse market conditions.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Because of our leverage, a decline in the value of our interest earning assets may result in our lenders initiating margin calls.  A margin call means that the lender requires us to pledge additional collateral to re-establish the ratio of the value of the collateral to the amount of the borrowing. Borrowings secured by our fixed-rate mortgage-backed securities generally are more susceptible to margin calls as increases in interest rates tend to more negatively affect the market value of fixed-rate securities. Margin calls are most likely in market conditions in which the unencumbered assets that we would use to meet the margin calls have also decreased in value. The risks associated with margin calls are more acute during periods of economic slowdown or recession. We experienced margin calls much higher than historical norms during the onset of COVID-19.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If we are unable to satisfy margin calls, our lenders may foreclose on our collateral. This could force us to sell our interest earning assets under adverse market conditions, or allow lenders to sell those assets on our behalf at prices that could be below our estimation of their value. Additionally, in the event of our bankruptcy, our borrowings, which are generally made under repurchase agreements, may qualify for special treatment under the U.S. Bankruptcy Code. This special treatment would allow the lenders under these agreements to avoid the automatic stay provisions of the U.S. Bankruptcy Code and to liquidate the collateral under these agreements without delay.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may exceed our target leverage ratios.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We generally expect to maintain an economic leverage ratio of less than 10:1. However, we are not required to stay below this economic leverage ratio.  We may exceed this ratio by incurring additional debt without increasing the amount of equity we have. For example, if we increase the amount of borrowings under our master repurchase agreements with our existing or new counterparties or the market value of our portfolio declines, our economic leverage ratio would increase. If we increase our economic leverage ratio, the adverse impact on our financial condition and results of operations from the types of risks associated with the use of leverage would likely be more severe. Our target economic leverage ratio is set for the portfolio as a whole, rather than separately for each asset type. The economic leverage ratio on Agency mortgage-backed securities may exceed the target ratio for the portfolio as a whole. Because credit assets are generally less levered than Agency mortgage-backed securities, at a given economic leverage ratio an increased allocation to credit assets generally means an increase in economic leverage on Agency mortgage-backed securities. The economic leverage on our Agency mortgage-backed securities is the primary driver of the risk of being unable to meet margin calls discussed above.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may not be able to achieve our optimal leverage.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We use leverage as a strategy to increase the return to our investors. However, we may not be able to achieve our desired leverage if we determine that the leverage would expose us to excessive risk; our lenders do not make funding available to us at acceptable rates; or our lenders require that we provide additional collateral to cover our borrowings.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">14</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Failure to procure or renew funding on favorable terms, or at all, would adversely affect our results and financial condition.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">One or more of our lenders could be unwilling or unable to provide us with financing. This could potentially increase our financing costs and reduce our liquidity. Furthermore, if any of our potential lenders or existing lenders is unwilling or unable to provide us with financing or if we are not able to renew or replace maturing borrowings, we could be forced to sell our assets at an inopportune time when prices are depressed. Our business, results of operations and financial condition may be materially adversely affected by disruptions in the financial markets.  We cannot assure you that, under such extreme conditions, these markets will remain an efficient source of financing for our assets.  If our strategy is not viable, we will have to find alternative forms of financing for our assets, which may not be available.  Further, as a REIT, we are required to distribute annually at least 90% of our REIT taxable income (subject to certain adjustments) to our stockholders and are, therefore, not able to retain significant amounts of our earnings for new investments.  We cannot assure you that any, or sufficient, funding or capital will be available to us in the future on terms that are acceptable to us.  If we cannot obtain sufficient funding on acceptable terms, there may be a negative impact on the market price of our common stock and our ability to make distributions to our stockholders.  Moreover, our ability to grow will be dependent on our ability to procure additional funding.  To the extent we are not able to raise additional funds through the issuance of additional equity or borrowings, our growth will be constrained.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Failure to effectively manage our liquidity would adversely affect our results and financial condition.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our ability to meet cash needs depends on many factors, several of which are beyond our control.  Ineffective management of liquidity levels could cause us to be unable to meet certain financial obligations.  Potential conditions that could impair our liquidity include: unwillingness or inability of any of our potential lenders to provide us with or renew financing, margin calls, additional capital requirements applicable to our lenders, a disruption in the financial markets or declining confidence in our creditworthiness or in financial markets in general.  These conditions could force us to sell our assets at inopportune times or otherwise cause us to potentially revise our strategic business initiatives.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Volatile market conditions for our assets can result in contraction in liquidity for those assets and the related financing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our results of operations are materially affected by conditions in the markets for mortgages and mortgage-related assets, including Agency mortgage-backed securities, as well as the broader financial markets and the economy generally.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Significant adverse changes in financial market conditions can result in a deleveraging of the global financial system and the forced sale of large quantities of mortgage-related and other financial assets.  Concerns over economic recession, COVID-19 or other pandemic diseases, geopolitical issues including events such as the war in Ukraine, trade wars, unemployment, inflation, rising interest rates, the availability and cost of financing, the mortgage market, the repurchase agreement market and a declining real estate market or prolonged government shutdown may contribute to increased volatility and diminished expectations for the economy and markets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For example, as a result of the financial crises beginning in the summer of 2007 and through the subsequent credit and housing crisis, many traditional mortgage investors suffered severe losses in their residential mortgage portfolios and several major market participants failed or were impaired, resulting in a significant contraction in market liquidity for mortgage-related assets.  This illiquidity negatively affected both the terms and availability of financing for all mortgage-related assets. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Further increased volatility and deterioration in the markets for mortgages and mortgage-related assets as well as the broader financial markets may adversely affect the performance and market value of our Agency mortgage-backed securities.  If these conditions exist, institutions from which we seek financing for our investments may tighten their lending standards or become insolvent, which could make it more difficult for us to obtain financing on favorable terms or at all.  Our profitability and financial condition may be adversely affected if we are unable to obtain cost-effective financing for our investments.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">An increase in the interest payments on our borrowings relative to the interest we earn on our interest earning assets may adversely affect our profitability.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We generally earn money based upon the spread between the interest payments we earn on our interest earning assets and the interest payments we must make on our borrowings. If the interest payments on our borrowings increase relative to the interest we earn on our interest earning assets, our profitability may be adversely affected. A significant portion of our assets are longer-term, fixed-rate interest earning assets, and a significant portion of our borrowings are shorter-term, floating-rate borrowings. Periods of rising interest rates or a relatively flat or inverted yield curve could decrease or eliminate the spread between the interest payments we earn on our interest earning assets and the interest payments we must make on our borrowings.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">15</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Differences in timing of interest rate adjustments on our interest earning assets and our borrowings may adversely affect our profitability.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We rely primarily on short-term borrowings to acquire interest earning assets with long-term maturities. Some of the interest earning assets we acquire are adjustable-rate interest earning assets.  This means that their interest rates may vary over time based upon changes in an objective index, such as:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">LIBOR.&#160; The rate banks charge each other for short-term Eurodollar loans.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Treasury Rate.&#160; A monthly or weekly average yield of benchmark U.S. Treasury securities, as published by the Federal Reserve Board.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Secured Overnight Financing Rate. A measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities, as published by the Federal Reserve Bank of New York.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Term SOFR. A benchmark based on Secured Overnight Financing Rate futures, administered by CME Group.</span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">These indices generally reflect short-term interest rates. The interest rates on our borrowings similarly reflect short-term interest rates.  Nevertheless, the interest rates on our borrowings generally adjust more frequently than the interest rates on our adjustable-rate interest earning assets, which are also typically subject to periodic and lifetime interest rate caps. Accordingly, in a period of rising interest rates, we could experience a decrease in net income or a net loss because the interest rates on our borrowings adjust faster than the interest rates on our adjustable-rate interest earning assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">The discontinuation of LIBOR may affect our results.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The United Kingdom Financial Conduct Authority, or FCA, which regulates LIBOR, has announced that all LIBOR tenors relevant to us will cease to be published or will no longer be representative after June 30, 2023. The FCA's announcement coincided with the March 5, 2021, announcement of LIBOR's administrator, the ICE Benchmark Administration Limited, or IBA, indicating that, as a result of not having access to input data necessary to calculate LIBOR tenors relevant to us on a representative basis after June 30, 2023, IBA would have to cease publication of such LIBOR tenors immediately after the last publication on June 30, 2023.  These announcements mean that any of our LIBOR-based borrowings and assets that mature beyond June 30, 2023 need to be converted to alternative interest rates.  Many of our counterparties are now subject to regulatory guidance not to enter  new U.S. Dollar LIBOR contracts except in limited circumstances.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Alternative Reference Rates Committee, or ARRC, a committee of private sector entities with ex-officio official sector members convened by the Federal Reserve Board and the Federal Reserve Bank of New York, has recommended the Secured Overnight Financing Rate (&#8220;SOFR&#8221;), and in some cases, the forward-looking term rate based on SOFR published by CME Group Benchmark Administration Ltd. (&#8220;CME Term SOFR&#8221;) plus, in each case, a recommended spread adjustment as the replacement for LIBOR. The Board of Governors of the Federal Reserve has also named CME Term SOFR as the Board-selected replacement rate for most cash products under the Adjustable Interest Rate (LIBOR) Act of 2021 (the &#8220;LIBOR Act&#8221;), which governs instruments for which there is no determining person to choose a LIBOR replacement or which have no fallback provisions specifying an alternate replacement rate. There are significant differences between LIBOR and SOFR, such as LIBOR being an unsecured lending rate while SOFR is a secured lending rate, and SOFR is an overnight rate while LIBOR reflects term rates at different maturities.  If our LIBOR-based borrowings are converted to SOFR or CME Term SOFR, the differences between LIBOR and SOFR, plus the recommended spread adjustment, could result in interest costs that are higher than if LIBOR remained available, which could have a material adverse effect on our results.  Although SOFR or CME Term SOFR are the ARRC's recommended replacement rates, it is also possible that lenders may instead choose alternative replacement rates that may differ from LIBOR in ways similar to SOFR or in other ways that would result in higher borrowing costs for us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Many floating-rate instruments, including some transactions in which we are issuer or sponsor, reference LIBOR.  US regulators and the ARRC have recommended that all LIBOR-based instruments include robust fallback language dictating what rate will apply when LIBOR ends.  The fallbacks recommended by the ARRC are different for various non-derivative instruments, and not all LIBOR-based instruments will incorporate the recommended fallbacks.  The International Swaps and Derivatives Association (&#8220;ISDA&#8221;) has implemented fallback language and a protocol that will ensure LIBOR-based derivatives amongst protocol participants fall back to compounded SOFR.  We have opted into the ISDA 2020 IBOR Fallbacks protocol.  However, the variations in fallback language in different financial instruments and the adoption of different replacement rates or methodologies in such fallback language   could result in unexpected differences between our LIBOR-based assets and our LIBOR-based interest rate hedges or borrowings.  Certain instruments may be affected by the LIBOR Act.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">It is expected that switching existing financial instruments and hedging transactions from LIBOR to SOFR or other replacement rates will include a spread adjustment. ISDA has described the spread calculation methodology that will apply to derivatives </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">16</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">that adopt the ISDA recommendations for derivatives, and the ARRC has recommended the same methodology for all cash products, with a one year transition period for consumer assets.  These same spread adjustments will be applied to contracts that transition to a SOFR-based rate under the LIBOR Act. The adjustment calculation is intended to minimize value transfer between counterparties, borrowers, and lenders, but there is no assurance that the calculated spread adjustment will be fair and accurate or that it will not result in higher interest costs. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We and other market participants have less experience understanding and modeling SOFR-based assets and liabilities than LIBOR-based assets and liabilities, increasing the difficulty of investing, hedging, and risk management. We use service providers to validate the fair values of certain financial instruments. These service providers take various approaches to modelling LIBOR cessation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The process of transition involves operational risks. References to LIBOR may be embedded in computer code or models, and we may not identify and correct all of those references.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Holders of our fixed-to-floating preferred shares should refer to the relevant prospectus, the LIBOR Act, and related regulation to understand the LIBOR-cessation provisions applicable to that class. We are considering all available options with respect to our preferred stock, which include liability management actions such as tenders, calls, exchange offers, language amendments, changing the calculation agent, and/or allowing fallbacks to trigger. Each such class that is currently outstanding becomes callable at the same time it begins to pay a LIBOR-based rate.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">It may be uneconomical to </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">&#8220;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">roll</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">&#8221;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"> our TBA dollar roll transactions or we may be unable to meet margin calls on our TBA contracts.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">From time to time, we enter into TBAs as an alternate means of investing in and financing Agency mortgage-backed securities. A TBA contract is an agreement to purchase or sell, for future delivery, an Agency mortgage-backed security with a specified issuer, term and coupon. A TBA dollar roll represents a transaction where TBA contracts with the same terms but different settlement dates are simultaneously bought and sold. The TBA contract settling in the later month typically prices at a discount to the earlier month contract with the difference in price commonly referred to as the &#8220;drop&#8221;. The drop is a reflection of the expected net interest income from an investment in similar Agency mortgage-backed securities, net of an implied financing cost, that would be foregone as a result of settling the contract in the later month rather than in the earlier month. The drop between the current settlement month price and the forward settlement month price occurs because in the TBA dollar roll market, the party providing the implied financing is the party that would retain all principal and interest payments accrued during the financing period. Accordingly, TBA dollar roll income generally represents the economic equivalent of the net interest income earned on the underlying Agency mortgage-backed security less an implied financing cost.  Consequently, dollar roll transactions and such forward purchases of Agency securities represent a form of off-balance sheet financing and increase our &#8220;at risk&#8221; leverage. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The economic return of a TBA dollar roll generally equates to interest income on a generic TBA-eligible security less an implied financing cost, and there may be situations in which the implied financing cost exceeds the interest income, resulting in a negative carry on the position. If we roll our TBA dollar roll positions when they have a negative carry, the positions would decrease net income and amounts available for distributions to shareholders.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">There may be situations in which we are unable or unwilling to roll our TBA dollar roll positions. The TBA transaction could have a negative carry or otherwise be uneconomical, we may be unable to find counterparties with whom to trade in sufficient volume, or we may be required to collateralize the TBA positions in a way that is uneconomical. Because TBA dollar rolls represent implied financing, an inability or</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">unwillingness to roll has effects similar to any other loss of financing. If we do not roll our TBA positions prior to the settlement date, we would have to take physical delivery of the underlying securities and settle our obligations for cash. We may not have sufficient funds or alternative financing sources available to settle such obligations. Counterparties may also make margin calls as the value of a generic TBA-eligible security (and therefore the value of the TBA contract) declines. Margin calls on TBA positions or failure to roll TBA positions could have the effects described in the liquidity risks described above.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our use of derivatives may expose us to counterparty and liquidity risks.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Most swaps that we enter into must be cleared by a Derivatives Clearing Organization (&#8220;DCO&#8221;). DCOs are subject to regulatory oversight, use extensive risk management processes, and might receive &#8220;too big to fail&#8221; support from the government in the case of insolvency. We access the DCO through several Futures Commission Merchants (&#8220;FCMs&#8221;). For any cleared swap, we bear the credit risk of both the DCO and the relevant FCM, in the form of potential late or unrecoverable payments, potential difficulty or delay in accessing collateral that we have posted, and potential loss of any positive market value of the swap </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">17</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">position. In the event of a default by the DCO or FCM, we also bear market risk, because the asset or liability being hedged is no longer effectively hedged.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Most swaps must be or are traded on a Swap Execution Facility. We bear additional fees for use of the DCO. We also bear fees for use of the Swap Execution Facility. We continue to bear risk of trade errors. Because the standardized swaps available on Swap Execution Facilities and cleared through DCOs are not as customizable as the swaps available before the implementation of Dodd-Frank Act, we may bear additional basis risk from hedge positions that do not exactly reflect the interest rate risk on the asset being hedged.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Futures transactions are subject to risks analogous to those of cleared swaps, except that for futures transactions we bear a higher risk that collateral we have posted is unavailable to us if the FCM defaults.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Some derivatives transactions, such as swaptions, are not currently required to be cleared through a DCO. Therefore, we bear the credit risk of the dealer with which we executed the swaption. TBA contracts and swaps on CMBX indexes are also not cleared, and we bear the credit risk of the dealer.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Derivative transactions are subject to margin requirements. The relevant contract or clearinghouse rules dictate the method of determining the required amount of margin, the types of collateral accepted and the timing required to meet margin calls. Additionally, for cleared swaps and futures, FCMs may have the right to require more margin than the clearinghouse requires. The requirement to meet margin calls can create liquidity risks, and we bear the cost of funding the margin that we post. Also, as discussed above, we bear credit risk if a dealer, FCM, or clearinghouse is holding collateral we have posted.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Generally, we attempt to retain the ability to close out of a hedging position or create an offsetting position. However, in some cases we may not be able to do so at economically viable prices, or we may be unable to do so without consent of the counterparty. Therefore, in some situations a derivative position can be illiquid, forcing us to hold it to its maturity or scheduled termination date.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">It is possible that new regulations could be issued governing the derivatives market, or that additional types of derivatives switch to being executed on Swap Execution Facilities or cleared on a DCO. Ongoing regulatory change in this area could increase costs, increase risks, and adversely affect our business and results of operations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Securitizations expose us to additional risks.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In a securitization structure, we convey a pool of assets to a special purpose vehicle, the issuing entity, and in turn the issuing entity issues one or more classes of non-recourse notes pursuant to the terms of an indenture. The notes are secured by the pool of assets. In exchange for the transfer of assets to the issuing entity, we receive the cash proceeds of the sale of non-recourse notes and a 100% interest in certain subordinate interests of the issuing entity. The securitization of all or a portion of our residential loan portfolio might magnify our exposure to losses because any subordinate interest we retain in the issuing entity would be subordinate to the notes issued to investors and we would, therefore, absorb all of the losses sustained with respect to a securitized pool of assets before the owners of the notes experience any losses. Moreover, we cannot assure you that we will be able to access the securitization market or be able to do so at favorable rates. The inability to securitize our portfolio could adversely affect our performance and our ability to grow our business.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our use of non-recourse securitizations may expose us to risks which could result in losses to us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We utilize non-recourse securitizations of our assets in mortgage loans, especially loans that we originate, when they are available. Prior to any such financing, we may seek to finance assets with relatively short-term facilities until a sufficient portfolio is accumulated. As a result, we would be subject to the risk that we would not be able to acquire, during the period that any short-term facilities are available, sufficient eligible assets to maximize the efficiency of a securitization. We also would bear the risk that we would not be able to obtain a new short-term facility or would not be able to renew any short-term facilities after they expire should we need more time to seek and acquire sufficient eligible assets for a securitization. In addition, conditions in the capital markets, including potential volatility and disruption in the capital and credit markets, may not permit a non-recourse securitization at any particular time or may make the issuance of any such securitization less attractive to us even when we do have sufficient eligible assets. While we would intend to retain the non-investment grade tranches of securitizations and, therefore, still have exposure to any assets included in such securitizations, our inability to enter into such securitizations would increase our overall exposure to risks associated with direct ownership of such assets, including the risk of default. Our inability to refinance any short-term facilities would also increase our risk because borrowings thereunder would likely be recourse to us as an entity. If we are unable to obtain and renew short-term facilities or to consummate securitizations to finance our assets on a long-term basis, we may be required to seek other forms of potentially less attractive financing or to liquidate assets at an inopportune time or price.&#160; To the extent that we are unable to obtain </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">18</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">financing for our assets, to the extent that we retain such assets in our portfolio, our returns on investment and earnings will be negatively impacted.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Counterparties may require us to enter into covenants that restrict our investment strategy.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If or when we obtain debt financing, lenders (especially in the case of credit facilities) may impose restrictions on us that would affect our ability to incur additional debt, make certain allocations or acquisitions, reduce liquidity below certain levels, make distributions to our stockholders, or redeem debt or equity securities, and may impact our flexibility to determine our operating policies and strategies. We may sell assets or reduce leverage at an inopportune time to avoid breaching these restrictions. If we fail to meet or satisfy any of these covenants, we would be in default under these agreements, and our lenders could elect to declare outstanding amounts due and payable, terminate their commitments, require the posting of additional collateral and enforce their interests against existing collateral. We may also be subject to cross-default and acceleration rights and, with respect to collateralized debt, the posting of additional collateral and foreclosure rights upon default. A default and resulting repayment acceleration could significantly reduce our liquidity, which could require us to sell our assets to repay amounts due and outstanding. This could also significantly harm our business, financial condition, results of operations and ability to make distributions, which could cause our share price to decline. A default could also significantly limit our financing alternatives such that we would be unable to pursue our leverage strategy, which could adversely affect our returns.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may be unable to profitably execute or participate in future securitization transactions.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">There are a number of factors that can have a significant impact on whether we are able to execute or participate in a securitization transaction, and whether such a transaction is profitable to us or results in a loss. One of these factors is the price we pay for the mortgage loans that we securitize, which, in the case of residential mortgage loans, is impacted by the level of competition in the marketplace for acquiring mortgage loans and the relative desirability to originators of retaining mortgage loans as investments or selling them to third parties such as us. As such, we can provide no assurance that we will be able to identify and make investments in residential mortgage loans at attractive levels and pricing, which could adversely affect our ability to execute future securitizations in this space.  Another factor that impacts the profitability of a securitization transaction is the cost to us of the short-term warehouse financing facilities that we use to finance our holdings of mortgage loans prior to securitization, which cost is affected by a number of factors including the availability of this type of financing to us, the interest rate on this type of financing, the duration of the financing we incur, and the percentage of our mortgage loans for which third parties are willing to provide short-term financing. After we acquire mortgage loans that we intend to securitize, we can also suffer losses if the value of those loans declines prior to securitization. Declines in the value of a mortgage loan, for example, can be due to, among other things, changes in interest rates, changes in the credit quality of the loan, and changes in the projected yields required by investors to invest in securitization transactions. To the extent we seek to hedge against a decline in loan value due to changes in interest rates, there is a cost of hedging that also affects whether a securitization is profitable. Other factors that can significantly affect whether a securitization transaction is profitable to us include the criteria and conditions that rating agencies apply and require when they assign ratings to the mortgage-backed securities issued in our securitization transactions, including the percentage of mortgage-backed securities issued in a securitization transaction that the rating agencies will assign a triple-A rating to, which is also referred to as a rating agency subordination level. Rating agency subordination levels can be impacted by numerous factors, including, without limitation, the credit quality of the loans securitized, the geographic distribution of the loans to be securitized, the structure of the securitization transaction and other applicable rating agency criteria. All other factors being equal, the greater the percentage of the mortgage-backed securities issued in a securitization transaction that the rating agencies will assign a triple-A rating to, the more profitable the transaction will be to us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The price that investors in mortgage-backed securities will pay for securities issued in our securitization transactions also has a significant impact on the profitability of the transactions to us, and these prices are impacted by numerous market forces and factors. In addition, the underwriter(s) or placement agent(s) we select for securitization transactions, and the terms of their engagement, can also impact the profitability of our securitization transactions. Also, transaction costs incurred in executing transactions impact the profitability of our securitization transactions and any liability that we may incur, or may be required to reserve for, in connection with executing a transaction can cause a loss to us. To the extent that we are not able to profitably execute future securitizations of residential mortgage loans or other assets, including for the reasons described above or for other reasons, it could have a material adverse impact on our business and financial results.</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_88"></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Risks of Ownership of Our Common Stock</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our charter does not permit ownership of over 9.8% in number of shares or value of our common stock or any class of our preferred stock.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">19</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To maintain our qualification as a REIT for U.S. federal income tax purposes, not more than 50% in value of the outstanding shares of our capital stock may be owned, directly or indirectly, by five or fewer individuals (as defined in the federal tax laws to include certain entities). For the purpose of preserving our REIT qualification and for other reasons, our charter prohibits direct or constructive ownership by any person of more than 9.8% of the total number or value of any class of our outstanding common stock or any class of our preferred stock. Our charter&#8217;s constructive ownership rules are complex and may cause the outstanding stock owned by a group of related individuals or entities to be deemed to be constructively owned by one individual or entity. As a result, the acquisition of less than 9.8% of the outstanding shares of any class of common stock or any class of our preferred stock by an individual or entity could cause that individual or entity to own constructively in excess of 9.8% of the outstanding shares of such class of stock and thus be subject to our charter&#8217;s ownership limit. Any attempt to own or transfer shares of our common stock or preferred stock in excess of the ownership limit without the consent of the Board shall be void, or, alternatively, will result in the shares being transferred by operation of law to a charitable trust. Our Board, in its sole and absolute discretion, may waive or modify the ownership limit with respect to one or more persons who would not be treated as &#8220;individuals&#8221; if it is satisfied that ownership in excess of this limit will not otherwise jeopardize our status as a REIT for U.S. federal income tax purposes.  The ownership limit may have the effect of delaying, deferring or preventing a change in control and, therefore, could adversely affect our stockholders&#8217; ability to realize a premium over the then-prevailing market price for our stock in connection with a change in control.</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Provisions contained in Maryland law may have anti-takeover effects, potentially preventing investors from receiving a &#8220;control premium&#8221; for their shares.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Provisions contained in our charter and bylaws, as well as the Maryland General Corporation Law (the &#8220;MGCL&#8221;), may have anti-takeover effects that delay, defer or prevent a takeover attempt, which may prevent stockholders from receiving a &#8220;control premium&#8221; for their shares. For example, these provisions may defer or prevent tender offers for our common stock or purchases of large blocks of our common stock, thereby limiting the opportunities for our stockholders to receive a premium for their common stock over then-prevailing market prices. These provisions include the following:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Ownership limit. The ownership limit in our charter limits related investors including, among other things, any voting group, from acquiring over 9.8% of any class our common stock or of our preferred stock, in each case, in number of shares or value, without the consent of our Board.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Preferred Stock. Our charter authorizes our Board to issue preferred stock in one or more classes and to establish the preferences and rights of any class of preferred stock issued. These actions can be taken without soliciting stockholder approval.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Maryland Business Combination Act. The Maryland Business Combination Act </span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">provides that, subject to certain exceptions and limitations, certain business combinations between a Maryland corporation and an &#8220;interested stockholder&#8221; (defined generally as any person who beneficially owns 10% or more of the voting power of our outstanding voting stock or an affiliate or associate of ours who, at any time within the two-year period immediately prior to the date in question, was the beneficial owner of 10% or more of the voting power of our then outstanding shares of stock) or an affiliate of any interested stockholder are prohibited for five years after the most recent date on which the stockholder becomes an interested stockholder, and thereafter imposes two super-majority stockholder voting requirements on these combinations, unless, among other conditions, our common stockholders receive a minimum price, as defined in the MGCL, for their shares of stock and the consideration is received in cash or in the same form as previously paid by the </span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify"><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">interested stockholder for its shares of stock.</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">  </span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have opted out of the Maryland Business Combination Act in our charter.</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">  </span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">However, if we amend our charter to opt back in to the statute, subject to stockholder approval, the Maryland Business Combination Act could have the effect of discouraging offers to acquire us and of increasing the difficulty of consummating any such offers, even if our acquisition would be in our stockholders&#8217; best interests.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Maryland Control Share Acquisition Act. The Maryland Control Share Acquisition Act </span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> provides that, subject to certain exceptions, holders of &#8220;control shares&#8221; (defined as voting shares that, when aggregated with all other shares controlled by the stockholder, entitle the stockholder to exercise one of three increasing ranges of voting power in electing directors) acquired in a &#8220;control share acquisition&#8221; (defined as the direct or indirect acquisition of ownership or control of issued and outstanding &#8220;control shares&#8221;) have no voting rights except to the extent approved by our stockholders by the affirmative vote of at least two-thirds of all the votes entitled to be cast on the matter, excluding shares owned by the acquirer, by our officers, or by our employees who are also directors of our company.</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">  </span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We are currently subject to the Maryland Control Share Acquisition Act.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Title 3, Subtitle 8 of the MGCL:  These provisions of the MGCL permit our Board of Directors, without stockholder approval and regardless of what is provided in our charter or bylaws, to implement </span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">20</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">certain takeover defenses, including adopting a classified board or increasing the vote required to remove a director. </span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We have not established a minimum dividend payment level and cannot assure stockholders of our ability to pay dividends in the future.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We intend to pay quarterly dividends and to make distributions to our stockholders in amounts such that all or substantially all of our taxable income in each year (subject to certain adjustments) is distributed.&#160; This enables us to qualify for the tax benefits accorded to a REIT under the Code.&#160; We have not established a minimum dividend payment level and our ability to pay dividends may be adversely affected for the reasons described in this section.&#160; All distributions will be made at the discretion of our Board and will depend on our earnings, our financial condition, maintenance of our REIT status and such other factors as our Board may deem relevant from time to time.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our reported GAAP financial results may not be an accurate indicator of future taxable income and dividend distributions.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Generally, the cumulative net income we report over the life of an asset will be the same for GAAP and tax purposes, although the timing of this income recognition over the life of the asset could be materially different.&#160; Differences exist in the accounting for GAAP net income and REIT taxable income that can lead to significant variances in the amount and timing of when income and losses are recognized under these two measures.&#160; Due to these differences, our reported GAAP financial results could materially differ from our determination of taxable income.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_91"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Compliance, Regulatory &amp; Legal Risks</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Accounting rules related to certain of our transactions are highly complex and involve significant judgment and assumptions. Our application of GAAP may produce financial results that fluctuate from one period to another.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Accounting rules for valuations of investments, mortgage loan sales and securitizations, investment consolidations, acquisitions of real estate and other aspects of our operations are highly complex and involve significant judgment and assumptions. These complexities could lead to a delay in preparation of financial information and the delivery of this information to our stockholders. Changes in accounting interpretations or assumptions could impact our financial statements and our ability to prepare our financial statements in a timely fashion. Our inability to prepare our financial statements in a timely fashion in the future would likely adversely affect our share price significantly. The fair value at which our assets may be recorded may not be an indication of their realizable value. Ultimate realization of the value of an asset depends to a great extent on economic and other conditions. Further, fair value is only an estimate based on good faith judgment of the price at which an investment can be sold since market prices of investments can only be determined by negotiation between a willing buyer and seller. If we were to liquidate a particular asset, the realized value may be more than or less than the amount at which such asset was recorded. Accordingly, the value of our common shares could be adversely affected by our determinations regarding the fair value of our investments, whether in the applicable period or in the future. Additionally, such valuations may fluctuate over short periods of time.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have made certain accounting elections which may result in volatility in our periodic net income, as computed in accordance with GAAP. For example, changes in fair value of certain instruments are reflected in GAAP net income (loss) while others are reflected in Other comprehensive income (loss).</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">New laws may be passed affecting the relationship between Fannie Mae, Freddie Mac and the federal government.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The interest and principal payments we expect to receive on the Agency mortgage-backed securities in which we invest are guaranteed by Fannie Mae, Freddie Mac or Ginnie Mae. Principal and interest payments on Ginnie Mae certificates are directly guaranteed by the U.S. government. Principal and interest payments relating to the securities issued by Fannie Mae and Freddie Mac are only guaranteed by each respective Agency.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In September 2008, Fannie Mae and Freddie Mac were placed into the conservatorship of the FHFA, their federal regulator, pursuant to its powers under The Federal Housing Finance Regulatory Reform Act of 2008, a part of the Housing and Economic Recovery Act of 2008. In addition to FHFA becoming the conservator of Fannie Mae and Freddie Mac, the U.S. Department of the Treasury entered into Preferred Stock Purchase Agreements with the FHFA and have taken various actions intended to provide Fannie Mae and Freddie Mac with additional liquidity in an effort to ensure their financial stability. In </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">21</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">September 2019, FHFA and the U.S. Treasury Department agreed to modifications to the Preferred Stock Purchase Agreements that will permit Fannie Mae and Freddie Mac to maintain capital reserves of $25 billion and $20 billion, respectively. </span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Shortly after Fannie Mae and Freddie Mac were placed in federal conservatorship, the Secretary of the U.S. Treasury suggested that the guarantee payment structure of Fannie Mae and Freddie Mac in the U.S. housing finance market should be re-examined. The future roles of Fannie Mae and Freddie Mac could be significantly reduced and the nature of their guarantees could be eliminated or considerably limited relative to historical measurements. The U.S. Treasury could also stop providing credit support to Fannie Mae and Freddie Mac in the future. Any changes to the nature of the guarantees provided by Fannie Mae and Freddie Mac could redefine what constitutes an Agency mortgage-backed security and could have broad adverse market implications. While the likelihood that major mortgage finance system reform will be enacted in the short term remains uncertain, it is possible that the adoption of any such reforms could adversely affect the types of assets we can buy, the costs of these assets and our business operations.  A reduction in the ability of mortgage loan originators to access Fannie Mae and Freddie Mac to sell their mortgage loans may adversely affect the mortgage markets generally and adversely affect the ability of mortgagors to refinance their mortgage loans.  In addition, any decline in the value of securities issued by Fannie Mae and Freddie Mac may affect the value of MBS in general. If Fannie Mae or Freddie Mac was eliminated, or their structures were to change in a material manner that is not compatible with our business model, we would not be able to acquire Agency mortgage-backed securities from these entities, which could adversely affect our business operations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may be subject to liability for potential violations of truth-in-lending or other similar consumer protection laws and regulations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Federal consumer protection laws and regulations regulate residential mortgage loan underwriting and originators&#8217; lending processes, standards, and disclosures to borrowers. These laws and regulations include, among others, the Consumer Financial Protection Bureau&#8217;s (&#8220;CFPB&#8221;) &#8220;ability-to-repay&#8221; and &#8220;qualified mortgage&#8221; regulations. In addition, there are various other federal, state, and local laws and regulations that are intended to discourage predatory lending practices by residential mortgage loan originators. For example, the federal Home Ownership and Equity Protection Act of 1994 (&#8220;HOEPA&#8221;) which was expanded under the Dodd Frank Act, prohibits inclusion of certain provisions in residential mortgage loans that have mortgage rates or origination costs in excess of prescribed levels and requires that borrowers be given certain disclosures prior to origination. The Dodd-Frank Act grants enforcement authority and broad discretionary regulatory authority to the CFPB to prohibit or condition terms, acts or practices relating to residential mortgage loans that the CFPB finds abusive, unfair, deceptive or predatory, as well as to take other actions that the CFPB finds are necessary or proper to ensure responsible affordable mortgage credit remains available to consumers.  The Dodd-Frank Act also affects the securitization of mortgages (and other assets) with requirements for risk retention by securitizers and requirements for regulating rating agencies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Numerous regulations have been issued pursuant to the Dodd-Frank Act, including regulations regarding mortgage loan servicing, underwriting and loan originator compensation and others could be issued in the future.  These requirements can and do change as statutes and regulations are enacted, promulgated, amended, and interpreted, and the recent trends among federal and state lawmakers and regulators have been toward increasing laws, regulations, and investigative procedures concerning the mortgage industry generally.  As a result, we are unable to fully predict at this time how the Dodd-Frank Act, as well as other laws or regulations that may be adopted in the future, will affect our business, results of operations and financial condition, or the environment for repurchase financing and other forms of borrowing, the investing environment for Agency MBS, non-Agency mortgage-backed securities and/or residential mortgage and MSR.  We believe that the Dodd-Frank Act and the regulations promulgated thereunder are likely to continue to increase the economic and compliance costs for participants in the mortgage and securitization industries, including us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Some states have enacted, or may enact, similar laws or regulations, which in some cases may impose restrictions and requirements greater than those in place under federal laws and regulations. In addition, under the anti-predatory lending laws of some states, the origination of certain residential mortgage loans, including loans that are classified as &#8220;high cost&#8221; loans under applicable law, must satisfy a net tangible benefits test with respect to the borrower. This test, as well as certain standards set forth in the &#8220;ability-to-repay&#8221; and &#8220;qualified mortgage&#8221; regulations, may be highly subjective and open to interpretation. As a result, a court may determine that a residential mortgage loan did not meet the applicable standard or test even if the originator reasonably believed such standard or test had been satisfied. Failure of residential mortgage loan originators or servicers to comply with federal consumer protection laws and regulations could subject us, as an assignee or purchaser of these loans (or as an investor in securities backed by these loans), to monetary penalties and defenses to foreclosure, including by recoupment or setoff of damages and costs, which for some violations included the sum of all finance charges and fees paid by the consumer, and could result in rescission of the affected residential mortgage loans, which could adversely impact our business and financial results. On December 10, 2020, the Consumer Financial Protection Bureau adopted a set of &#8220;bright-line&#8221; loan pricing thresholds to replace the previous qualified mortgage 43% debt-to-income threshold calculated in accordance with &#8220;Appendix Q&#8221;.  The Consumer Financial Protection Bureau also created a new category of a qualified mortgage, referred to as a &#8220;Seasoned QM&#8221;, which consists of first-lien, fixed rate loans that met certain performance requirements over a seasoning period of at least </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">22</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">36 months, are held in portfolio until the end of the seasoning period by the originating creditor or first purchaser, comply with general restrictions on product features and points and fees, and meet certain underwriting requirements.  At this time, however, there can be no assurance what impact the final rules will have on the mortgage market and the &#8220;ability-to-repay&#8221; rules. Furthermore, the temporary qualified mortgage provision applicable to certain mortgage loans eligible for purchase or guarantee by the GSEs under the ability-to-repay, commonly referred to as the &#8220;GSE patch&#8221; expired on October 1, 2022. The impact of the expiration of the patch on the mortgage market is still unclear.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Various regulatory measures enacted in response to the COVID-19 pandemic affect mortgage servicing and could have a material adverse effect on our business and financial results. The Federal, state, or local governments may pass additional stimulus bills, foreclosure relief measures and may reinstate foreclosure and eviction moratoriums that may continue to adversely impact the cash flow on mortgage loans.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The CFPB Director has publicly stated that CFPB is carefully monitoring conditions in the mortgage market and taking steps to minimize avoidable foreclosures and address any compliance failures, including by conducting prioritized assessments, or targeted supervisory reviews, designed to obtain real-time information from mortgage servicers due to the elevated risk of consumer harm because of the COVID 19 pandemic.  On June 28, 2021, the CFPB finalized amendments to the federal mortgage servicing regulations designed to support the housing market&#8217;s transition to post-pandemic operation. The rules established temporary special safeguards to help ensure that borrowers have time before foreclosure to explore their options, including loan modifications and selling their homes. The rules cover loans on principal residences, generally exclude small servicers, and took effect on August 31, 2021.  On November 10, 2021, the Board of Governors of the Federal Reserve, the CFPB, the Federal Deposit Insurance Corporation, the National Credit Union Administration, the Office of the Comptroller of the Currency, and the state financial regulators (collectively, agencies) announced that they were discontinuing the more flexible supervisory approach announced in April 2020, concluding that servicers have had sufficient time to adjust their operations by, among other things, taking steps to work with consumers affected by the COVID-19 pandemic and developing more robust business continuity and remote work capabilities.  CFPB&#8217;s December 2021 Supervisory Highlights shows, among other things, that CFPB is prioritizing compliance with Regulation Z and Regulation X, as well as unfair and deceptive acts or practices prohibited by the CFPA. The Fall 2022 Supervisory Highlights report published by the CFPB illustrated enhanced scrutiny continued throughout the first half of 2022 and, while some COVID-related provisions sunset in October, its approach is likely to continue to increase the economic and compliance costs for participants in the mortgage and securitization industries, including us, as its examinations remain focused on credit reporting, mortgage servicing fees charged to consumers, and proper handling of COVID-19 protections.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may not be able to maintain compliance with laws and regulations applicable to our Residential Credit or MSR businesses, including through the manner in which we oversee the compliance obligations of our third-party service providers.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">While we are not required to obtain licenses to purchase mortgage-backed securities, the purchase of residential mortgage loans and certain business purpose mortgage loans in the secondary market may, in some circumstances, require us to maintain various state licenses. Acquiring the right to service residential mortgage loans and certain business purpose mortgage loans may also, in some circumstances, require us to maintain various state licenses even though we currently do not expect to directly engage in loan servicing ourselves. As a result, we could be delayed in conducting certain business if we were first required to obtain a state license. We cannot assure you that we will be able to obtain all of the licenses we need or that we would not experience significant delays in obtaining these licenses. Furthermore, once licenses are issued we are required to comply with various information reporting and other regulatory requirements to maintain those licenses, and there is no assurance that we will be able to satisfy those requirements or other regulatory requirements applicable to our business of acquiring mortgage loans on an ongoing basis. Our failure to obtain or maintain required licenses or our failure to comply with regulatory requirements that are applicable to our business of acquiring mortgage loans may restrict our residential credit business and investment options and could harm our business and expose us to penalties or other claims.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Although we utilize unaffiliated servicing companies to carry out the actual servicing of MSR and the loans we purchase together with the related MSR (including all direct interface with the borrowers), we are ultimately responsible, vis-&#224;-vis the borrowers and state and federal regulators, for ensuring that the loans and MSR are serviced in accordance with the terms of the related notes and mortgages and applicable law and regulation. To manage this risk, we have a robust oversight process that monitors the activities of the third-party servicers.  This oversight process is also subject to regulatory requirements and expectations that we are expected to meet.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Changes in laws or regulations governing our operations or our failure to comply with those laws or regulations may adversely affect our business.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">23</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We are subject to regulation by laws at the local, state and federal level, including securities and tax laws and financial accounting and reporting standards. These laws and regulations, as well as their interpretation, may be changed from time to time and result in enhanced disclosure obligations, including with respect to climate change or other environmental, social, or governance (&#8220;ESG&#8221;) topics, increasing our regulatory burden. Moreover, government efforts to address climate change may impact our business.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Accordingly, any change in these laws or regulations or the failure to comply with these laws or regulations could have a material adverse impact on our business. Certain of these laws and regulations pertain specifically to REITs.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We are subject to risks and liabilities in connection with sponsoring, investing in and managing new funds and other investment accounts, including potential regulatory risks.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have, and may in the future, sponsor, manage and serve as general partner and/or manager of new funds or investment accounts. Such sponsorship and management of, and investment in, such funds and accounts may involve risks not otherwise present with a direct investment in such funds&#8217; and accounts&#8217; target investments, including, for example:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the possibility that investors in the funds/accounts might become bankrupt or otherwise be unable to meet their capital commitment obligations;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">that operating and/or management agreements of a fund/account may restrict our ability to transfer or liquidate our interest when we desire or on advantageous terms;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">that our relationships with the investors will be generally contractual in nature and may be terminated or dissolved under the terms of the agreements, or we may be removed as general partner and/or manager (with or without cause), and </span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">in such event, we may not continue to manage or invest in the applicable fund/account;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">that disputes between us and the investors may result in litigation or arbitration that would increase our expenses and prevent our officers and directors from focusing their time and effort on our business and result in subjecting the investments owned by the applicable fund/account to additional risk; and</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">that we may incur liability for obligations of a fund/account by reason of being its general partner or manager.</span></div></div></div><div style="margin-bottom:6pt;padding-left:36pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have a subsidiary that is registered with the SEC as an investment adviser under the Investment Advisers Act. As a result, we are subject to the anti-fraud provisions of the Investment Advisers Act and to fiduciary duties derived from these provisions that apply to our relationships with that subsidiary&#8217;s clients. These provisions and duties impose restrictions and obligations on us with respect to our dealings with our subsidiary&#8217;s clients, including, for example, restrictions on agency, cross and principal transactions. Our registered investment adviser subsidiary is subject to periodic SEC examinations and other requirements under the Investment Advisers Act and related regulations primarily intended to benefit advisory clients. These additional requirements relate to, among other things, maintaining an effective and comprehensive compliance program, recordkeeping and reporting requirements and disclosure requirements. The Investment Advisers Act generally grants the SEC broad administrative powers, including the power to limit or restrict an investment adviser from conducting advisory activities in the event it fails to comply with federal securities laws. Additional sanctions that may be imposed for failure to comply with applicable requirements under the Investment Advisers Act include the prohibition of individuals from associating with an investment adviser, the revocation of registrations and other censures and fines. We may in the future be required to register one or more entities as a commodity pool operator or commodity trading adviser, subjecting those entities to the regulations and oversight of the Commodity Futures Trading Commission and the National Futures Association. We may also become subject to various international regulations on the asset management industry.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Loss of our Investment Company Act exemption from registration would adversely affect us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We intend to conduct our business so as not to become regulated as an investment company under the Investment Company Act. We currently rely on the exemption from registration provided by Section 3(c)(5)(C) of the Investment Company Act.&#160;Section 3(c)(5)(C), as interpreted by the staff of the SEC, requires us to invest at least 55% of our assets in &#8220;mortgages and other liens on and interest in real estate&#8221; (&#8220;Qualifying Real Estate Assets&#8221;) and at least 80% of our assets in Qualifying Real Estate Assets plus our interests in MSR and other real estate related assets.&#160;&#160;The assets that we acquire, therefore, are limited by this provision of the Investment Company Act and the rules and regulations promulgated under the Investment Company Act.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We rely on an SEC interpretation that &#8220;whole pool certificates&#8221; that are issued or guaranteed by Fannie Mae, Freddie Mac or Ginnie Mae (&#8220;Agency Whole Pool Certificates&#8221;) are Qualifying Real Estate Assets under Section 3(c)(5)(C). This interpretation was promulgated by the SEC staff in a no-action letter in the 1980s, was reaffirmed by the SEC in 1992 and has been commonly relied upon by mortgage REITs.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">24</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On August 31, 2011, the SEC issued a concept release titled &#8220;Companies Engaged in the Business of Acquiring Mortgages and Mortgage-Related Instruments&#8221; (SEC Release No. IC-29778).&#160;&#160;In this concept release, the SEC announced it was reviewing interpretive issues related to the Section 3(c)(5)(C) exemption.&#160;&#160;Among other things, the SEC requested comments on whether it should revisit whether Agency Whole Pool Certificates may be treated as interests in real estate (and presumably Qualifying Real Estate Assets) and whether companies, such as us, whose primary business consists of investing in Agency Whole Pool Certificates are the type of entities that Congress intended to be encompassed by the exclusion provided by Section 3(c)(5)(C).&#160;</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If the SEC changes its views regarding which securities are Qualifying Real Estate Assets or real estate related assets, adopts a contrary interpretation with respect to Agency Whole Pool Certificates or otherwise believes we do not satisfy the exemption under Section 3(c)(5)(C), we could be required to restructure our activities or sell certain of our assets.&#160;The net effect of these factors will be to lower our net interest income, which could negatively affect the market price of shares of our capital stock and our ability to distribute dividends.&#160;If we fail to qualify for exemption from registration as an investment company, our ability to use leverage would be substantially reduced, and we would not be able to conduct our business as described.&#160;&#160;Our business will be materially and adversely affected if we fail to qualify for this exemption.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_94"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Risks Related to Our Taxation as a REIT</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our failure to maintain our qualification as a REIT would have adverse tax consequences.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We believe that since 1997 we have qualified for taxation as a REIT for U.S. federal income tax purposes under Sections 856 through 860 of the Code.&#160; We plan to continue to meet the requirements for taxation as a REIT.&#160; The determination that we are a REIT requires an analysis of various factual matters and circumstances that may not be totally within our control.&#160; For example, to maintain our qualification as a REIT, at least 75% of our gross income must come from real estate sources and 95% of our gross income must come from real estate sources and certain other sources that are itemized in the REIT tax laws.&#160;Additionally, our ability to satisfy the REIT asset tests depends upon our analysis of the characterization and fair market values of our assets, some of which are not susceptible to precise determination, and for which we will not obtain independent appraisals. The proper classification of an instrument as debt or equity for U.S. federal income tax purposes may be uncertain in some circumstances, which could affect the application of the REIT asset requirements. We are also required to distribute to stockholders at least 90% of our REIT taxable income (determined without regard to the deduction for dividends paid and by excluding any net capital gain).&#160; Even a technical or inadvertent mistake could jeopardize our REIT status.&#160; Furthermore, Congress and the Internal Revenue Service (&#8220;IRS&#8221;) might make changes to the tax laws and regulations, and the courts might issue new rulings that make it more difficult or impossible for us to remain qualified as a REIT.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We also indirectly own interests in entities that have elected to be taxed as REITs under the U.S. federal income tax laws, or &#8220;Subsidiary REITs.&#8221; Subsidiary REITs are subject to the various REIT qualification requirements that are applicable to us.  If any Subsidiary REIT were to fail to qualify as a REIT, then (i) that Subsidiary REIT would become subject to regular U.S. federal, state, and local corporate income tax, (ii) our interest in such Subsidiary REIT would cease to be a qualifying asset for purposes of the REIT asset tests, and (iii) it is possible that we would fail certain of the REIT asset tests, in which event we also would fail to maintain our qualification as a REIT unless we could avail ourselves of certain relief provisions.  While we believe that the Subsidiary REITs have qualified as REITs under the Code, we have joined each Subsidiary REIT in filing &#8220;protective&#8221; TRS elections under Section 856(l) of the Code. We cannot assure you that such &#8220;protective&#8221; TRS elections would be effective to avoid adverse consequences to us. Moreover, even if the &#8220;protective&#8221; elections were to be effective, the Subsidiary REITs would be subject to regular corporate income tax, and we cannot assure you that we would not fail to satisfy the requirement that not more than 20% of the value of our total assets may be represented by the securities of one or more TRSs. If we fail to maintain our qualification as a REIT, we would be subject to U.S. federal income tax at regular corporate rates.&#160; Also, unless the IRS were to grant us relief under certain statutory provisions, we would remain disqualified as a REIT for four years following the year we first fail to qualify.&#160; If we fail to maintain our qualification as a REIT, we would have to pay significant income taxes and would therefore have less money available for investments or for distributions to our stockholders.&#160; This would likely have a significant adverse effect on the value of our equity.&#160; In addition, the tax law would no longer require us to make distributions to our stockholders.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A REIT that fails the quarterly asset tests for one or more quarters will not lose its REIT status as a result of such failure if either (i) the failure is regarded as a de minimis failure under standards set out in the Code, or (ii) the failure is greater than a de minimis failure but is attributable to reasonable cause and not willful neglect.&#160; In the case of a greater than de minimis failure, however, the REIT must pay a tax and must remedy the failure within six months of the close of the quarter in which the failure was identified.&#160; In addition, the Code provides relief for failures of other tests imposed as a condition of REIT qualification, as long as the failures are attributable to reasonable cause and not willful neglect. A REIT would be required to pay a penalty of $50,000, however, in the case of each failure.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">25</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our distribution requirements could adversely affect our ability to execute our business plan.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">As a REIT, we must distribute at least 90% of our REIT taxable income (determined without regard to the deduction for dividends paid and by excluding any net capital gain).&#160; The required distribution limits the amount we have available for other business purposes, including amounts to fund our growth.&#160; Also, it is possible that because of the differences between the time we actually receive revenue or pay expenses and the period we report those items for distribution purposes, we may have to borrow funds on a short-term basis to meet the 90% distribution requirement.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To the extent that we satisfy this distribution requirement, but distribute less than 100% of our taxable income, we will be subject to U.S. federal corporate income tax on our undistributed taxable income. In addition, we will be subject to a non-deductible 4% excise tax if the actual amount that we pay out to our stockholders in a calendar year is less than a minimum amount specified under U.S. federal tax laws. We intend to make distributions to our stockholders to comply with the REIT qualification requirements of the Code.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">From time to time, we may generate taxable income greater than our income for financial reporting purposes prepared in accordance with GAAP, or differences in timing between the recognition of taxable income and the actual receipt of cash may occur. For example, if we purchase Agency or non-Agency securities at a discount, we generally are required to accrete the discount into taxable income prior to receiving the cash proceeds of the accreted discount at maturity, and in some cases, potentially recognize the discount in taxable income once such amounts are reflected in our financial statements. If we do not have other funds available in these situations we could be required to (i) borrow funds on unfavorable terms, (ii) sell investments at disadvantageous prices, (iii) distribute our own stock, or (iv) distribute amounts that would otherwise be invested in future acquisitions to make distributions sufficient to enable us to pay out enough of our taxable income to satisfy the REIT distribution requirement and to avoid the corporate income tax and 4% excise tax in a particular year. Also, we or our subsidiaries may hold debt investments that could require subsequent modifications. If an amendment to an outstanding debt is a &#8220;significant modification&#8221; for U.S. federal income tax purposes, the modified debt may be deemed to have been reissued in a debt-for-debt taxable exchange with the borrower. This deemed reissuance could result in a portion of the modified debt not qualifying as a good REIT asset if the underlying security has declined in value, and would cause us to recognize income to the extent the principal amount of the modified debt exceeds our adjusted tax basis in the unmodified debt. These scenarios could increase our costs or reduce our stockholders&#8217; equity. Thus, compliance with the REIT requirements may hinder our ability to grow, which could adversely affect the value of our stock.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Conversely, from time to time, we may generate taxable income less than our income for financial reporting purposes due to GAAP and tax accounting differences or, as mentioned above, the timing between the recognition of taxable income and the actual receipt of cash.&#160; In such circumstances we may make distributions according to our business plan that are within our wherewithal from an economic or cash management perspective, but that are labeled as return of capital for tax reporting purposes, as they are in excess of taxable income in that period.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Distributions to tax-exempt investors may be classified as unrelated business taxable income.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Neither ordinary nor capital gain distributions with respect to our stock nor gain from the sale of our stock are anticipated to constitute unrelated business taxable income to a tax-exempt investor. However, there are certain exceptions to this rule. In particular:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">part of the income and gain recognized by certain qualified employee pension trusts with respect to our stock may be treated as unrelated business taxable income if shares of our stock are predominantly held by qualified employee pension trusts, and we are required to rely on a special look-through rule for purposes of meeting one of the REIT ownership tests, and we are not operated in a manner to avoid treatment of such income or gain as unrelated business taxable income;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">part of the income and gain recognized by a tax-exempt investor with respect to our stock would constitute unrelated business taxable income if the investor incurs debt in order to acquire the stock;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">part or all of the income or gain recognized with respect to our stock by social clubs, voluntary employee benefit associations, supplemental </span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">unemployment benefit trusts and qualified group legal services plans which are exempt from U.S. federal income taxation under the Code may be treated as unrelated business taxable income;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">to the extent that we (or a part of us, or a disregarded subsidiary of ours) are a &#8220;taxable mortgage pool,&#8221; or if we hold residual interests in a real estate mortgage investment conduit or a CLO;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">a portion of the distributions paid to a tax-exempt stockholder that is allocable to excess inclusion income may be treated as unrelated business taxable income.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">26</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may choose to pay dividends in our own stock.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We may in the future distribute taxable dividends that are payable in cash or shares of our stock at the election of each stockholder. Taxable stockholders receiving such dividends will be required to include the full amount of the dividend as ordinary income to the extent of our current and accumulated earnings and profits for U.S. federal income tax purposes. As a result, stockholders may be required to pay income taxes with respect to such dividends in excess of the cash dividends received. If a U.S. stockholder sells the stock that it receives as a dividend in order to pay this tax, the sales proceeds may be less than the amount included in income with respect to the dividend, depending on the market price of our stock at the time of the sale. Furthermore, with respect to certain non-U.S. stockholders, we may be required to withhold U.S. tax with respect to such dividends, including in respect to all or a portion of such dividend that is payable in stock. In addition, if a significant number of our stockholders determine to sell shares of our stock in order to pay taxes owed on dividends, it may put downward pressure on the trading price of our stock.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our TRSs cannot constitute more than 20% of our total assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A TRS is a corporation, other than a REIT or a qualified REIT subsidiary, in which a REIT owns stock and with which the REIT jointly elects TRS status.&#160; The term also includes a corporate subsidiary in which the TRS owns more than a 35% interest.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A REIT may own up to 100% of the stock of one or more TRSs. A TRS may earn income that would not be qualifying income if it was earned directly by the parent REIT.&#160; Overall, at the close of any calendar quarter, no more than 20%</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">&#160;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">of the value of a REIT&#8217;s assets may consist of stock or securities of one or more TRSs.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The stock and securities of our TRSs are expected to represent less than 20% of the value of our total assets.&#160; Furthermore, we intend to monitor the value of our investments in the stock and securities of our TRSs to ensure compliance with the above-described limitation.&#160; We cannot assure you, however, that we will always be able to comply with the limitation so as to maintain REIT status.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">TRSs are subject to tax at the regular corporate rates, are not required to distribute dividends, and the amount of dividends a TRS can pay to its parent REIT may be limited by REIT gross income tests.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A TRS must pay income tax at regular corporate rates on any income that it earns.&#160; In certain circumstances, the ability of our TRSs to deduct interest expenses for U.S. federal income tax may be limited. Such income, however, is not required to be distributed.  Our TRSs will pay corporate income tax on their taxable income, and their after-tax net income will be available for distribution to us.&#160; </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Moreover, the annual gross income tests that must be satisfied to maintain our REIT qualification may limit the amount of dividends that we can receive from our TRSs.&#160; Generally, not more than 25% of our gross income can be derived from non-real estate related sources, such as dividends from a TRS.&#160; If, for any taxable year, the dividends we receive from our TRSs, when added to our other items of non-real estate related income, were to represent more than 25% of our total gross income for the year, we could be denied REIT status, unless we were able to demonstrate, among other things, that our failure of the gross income test was due to reasonable cause and not willful neglect.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The limitations imposed by the REIT gross income tests may impede our ability to distribute assets from our TRSs to us in the form of dividends.&#160; Certain asset transfers may, therefore, have to be structured as purchase and sale transactions upon which our TRSs recognize a taxable gain.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">If transactions between a REIT and a TRS are entered into on other than arm&#8217;s-length terms, the REIT may be subject to a penalty tax.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If interest accrues on an indebtedness owed by a TRS to its parent REIT at a rate in excess of a commercially reasonable rate, then the REIT would be subject to tax at a rate of 100% on the excess of (i) interest payments made by a TRS to its parent REIT over (ii) the amount of interest that would have been payable had interest accrued on the indebtedness at a commercially reasonable rate.&#160; A tax at a rate of 100% is also imposed on any transaction between a TRS and its parent REIT to the extent the transaction gives rise to deductions to the TRS that are in excess of the deductions that would have been allowable had the transaction been entered into on arm&#8217;s-length terms.&#160; While we will scrutinize all of our transactions with our TRSs in an effort to ensure that we do not become subject to these taxes, there is no assurance that we will be successful.&#160; We may not be able to avoid application of these taxes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">27</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Even if we remain qualified as a REIT, we may face other tax liabilities that reduce our cash flow.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Even if we remain qualified for taxation as a REIT, we may be subject to certain federal, state and local taxes on our income and assets, including taxes on any undistributed income, tax on income from some activities conducted as a result of a foreclosure, excise taxes, state or local income, property and transfer taxes, such as mortgage recording taxes, and other taxes. In addition, in order to meet the REIT qualification requirements, prevent the recognition of certain types of non-cash income, or to avert the imposition of a 100% tax that applies to certain gains derived by a REIT from dealer property or inventory, we may hold some of our assets through our TRSs or other subsidiary corporations that will be subject to corporate level income tax at regular rates.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Complying with REIT requirements may cause us to forgo otherwise attractive opportunities and may force us to liquidate otherwise attractive investments.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To remain qualified as a REIT for U.S. federal income tax purposes, we must continually satisfy tests concerning, among other things, the sources of our income, the nature and diversification of our assets, the amounts that we distribute to our stockholders and the ownership of our stock. Our ability to acquire and hold our investments is subject to the applicable REIT qualification tests. We must ensure that at the end of each calendar quarter, at least 75% of the value of our assets consists of cash, cash items, U.S. Government securities and qualified real estate assets. The remainder of our investment in securities (other than U.S. Government securities, qualified real estate assets and securities issued by a TRS) generally cannot include more than 10% of the outstanding voting securities of any one issuer or more than 10% of the total value of the outstanding securities of any one issuer. In addition, in general, no more than 5% of the value of our assets (other than U.S. Government securities, qualified real estate assets and securities issued by a TRS) can consist of the securities of any one issuer, and no more than 20% of the value of our total assets can be represented by securities of one or more TRSs.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Changes in the values or other features of our assets could cause inadvertent violations of the REIT requirements. If we fail to comply with the REIT requirements at the end of any calendar quarter, we must correct the failure within 30 days after the end of the calendar quarter or qualify for certain statutory relief provisions to avoid losing our REIT qualification and suffering adverse tax consequences. Additionally, we may be required to make distributions to stockholders at disadvantageous times or when we do not have funds readily available for distribution. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Accordingly we may be unable to pursue investments that would be otherwise advantageous to us or be required to liquidate from our investment portfolio otherwise attractive investments if we feel it is necessary to satisfy the source-of-income, asset-diversification or distribution requirements for qualifying as a REIT. These actions could have the effect of reducing our income and amounts available for distribution to our stockholders.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Liquidation of assets may jeopardize our REIT qualification or create additional tax liability for us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To remain qualified as a REIT, we must comply with requirements regarding the composition of our assets and our sources of income. If we are compelled to liquidate our investments to repay obligations to our lenders, we may be unable to comply with these requirements, ultimately jeopardizing our qualification as a REIT, or we may be subject to a 100% tax on any resultant gain if we sell assets that are treated as dealer property or inventory.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">The failure of assets subject to repurchase agreements to qualify as real estate assets could adversely affect our ability to remain qualified as a REIT.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We enter into certain financing arrangements that are structured as sale and repurchase agreements pursuant to which we nominally sell certain of our assets to a counterparty and simultaneously enter into an agreement to repurchase these assets at a later date in exchange for a purchase price.  Economically, these agreements are financings that are secured by the assets sold pursuant thereto, and we treat them as such for U.S. federal income tax purposes. We believe that we would be treated for REIT asset and income test purposes as the owner of the assets that are the subject of any such sale and repurchase agreement notwithstanding that such agreement may transfer record ownership of the assets to the counterparty during the term of the agreement.  It is possible, however, that the IRS could assert that we did not own the assets during the term of the sale and repurchase agreement, in which case we could fail to remain qualified as a REIT.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Complying with REIT requirements may limit our ability to hedge effectively and may cause us to incur tax liabilities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The REIT provisions of the Code could substantially limit our ability to hedge our liabilities. Any income from a properly designated hedging transaction we enter into to manage risk of interest rate changes with respect to borrowings made or to be </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">28</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">made, or ordinary obligations incurred or to be incurred, to acquire or carry real estate assets generally does not constitute &#8220;gross income&#8221; for purposes of the 75% or 95% gross income tests. To the extent that we enter into other types of hedging transactions, the income from those transactions is likely to be treated as non-qualifying income for purposes of both of the gross income tests. As a result of these rules, we may have to limit our use of advantageous hedging techniques or implement those hedges through our TRSs. This could increase the cost of our hedging activities because our TRSs would be subject to tax on gains or expose us to greater risks associated with changes in interest rates than we would otherwise want to bear. In addition, losses in our TRSs generally will not provide any tax benefit, except for being carried forward potentially to offset taxable income in the TRSs for future periods.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">The failure of a mezzanine loan or similar debt to qualify as a real estate asset could adversely affect our ability to qualify as a REIT.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">From time to time, we have invested and may in the future invest in mezzanine loans and similar debt (including preferred equity investments that we treat as mezzanine loans for U.S. federal income tax purposes), for which the IRS has provided a safe harbor but not rules of substantive law. Pursuant to the safe harbor, if a mezzanine loan meets certain requirements, it will be treated by the IRS as a real estate asset for purposes of the REIT asset tests, and interest derived from the mezzanine loan will be treated as qualifying mortgage interest for purposes of the REIT 75% income test. The mezzanine loans or similar debt that we may acquire may not have met all of the requirements of this safe harbor. In the event we owned a mezzanine loan or similar debt that does not meet the safe harbor, the IRS could challenge such loan&#8217;s treatment as a real estate asset for purposes of the REIT asset and income tests and, if such a challenge were sustained, we could fail to maintain our qualification as a REIT.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Qualifying as a REIT involves highly technical and complex provisions of the Code.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Qualification as a REIT involves the application of highly technical and complex Code provisions for which only limited judicial and administrative authorities exist. Even a technical or inadvertent violation could jeopardize our REIT qualification. Our continued qualification as a REIT depends on our satisfaction of certain asset, income, organizational, distribution, stockholder ownership and other requirements on a continuing basis. In addition, our ability to satisfy the REIT qualification requirements depends in part on the actions of third parties over which we have no control or only limited influence, including in cases where we own an equity interest in an entity that is classified as a partnership for U.S. federal income tax purposes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">The tax on prohibited transactions limits our ability to engage in certain transactions.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The 100% tax on prohibited transactions will limit our ability to engage in transactions, including certain methods of structuring CMOs, which would be treated as prohibited transactions for U.S. federal income tax purposes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The term &#8220;prohibited transaction&#8221; generally includes a sale or other disposition of property (including mortgage loans, but other than foreclosure property, as discussed below) that is held primarily for sale to customers in the ordinary course of a trade or business by us or by a borrower that has issued a shared appreciation mortgage or similar debt instrument to us. We could be subject to this tax if we were to dispose of or structure CMOs in a manner that was treated as a prohibited transaction for U.S. federal income tax purposes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We intend to conduct our operations at the REIT level so that no asset that we own (or are treated as owning) will be treated as or as having been, held for sale to customers, and that a sale of any such asset will not be treated as having been in the ordinary course of our business. As a result, we may choose not to engage in certain transactions at the REIT level, and may limit the structures we utilize for our CMO transactions, even though the sales or structures might otherwise be beneficial to us. In addition, whether property is held &#8220;primarily for sale to customers in the ordinary course of a trade or business&#8221; depends on the particular facts and circumstances. No assurance can be given that any property that we sell will not be treated as property held for sale to customers, or that we can comply with certain safe-harbor provisions of the Code that would prevent such treatment. The 100% tax does not apply to gains from the sale of property that is held through a TRS or other taxable corporation, although such income will be subject to tax in the hands of the corporation at regular corporate rates. We intend to structure our activities to avoid the prohibited transaction tax.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Certain financing activities may subject us to U.S. federal income tax and could have negative tax consequences for our stockholders.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We may enter into securitization transactions and other financing transactions that could result in us, or a portion of our assets, being treated as a taxable mortgage pool for U.S. federal income tax purposes. If we enter into such a transaction in the future, </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">29</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">we could be taxable at the highest corporate income tax rate on a portion of the income arising from a taxable mortgage pool, referred to as &#8220;excess inclusion income,&#8221; that is allocable to the percentage of our shares held in record name by disqualified organizations (generally tax-exempt entities that are exempt from the tax on unrelated business taxable income, such as state pension plans and charitable remainder trusts and government entities). In that case, we could reduce distributions to such stockholders by the amount of tax paid by us that is attributable to such stockholder's ownership.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If we were to realize excess inclusion income, IRS guidance indicates that the excess inclusion income would be allocated among our stockholders in proportion to the dividends paid. Excess inclusion income cannot be offset by losses of a stockholder. If the stockholder is a tax-exempt entity and not a disqualified organization, then this income would be fully taxable as unrelated business taxable income under Section 512 of the Code. If the stockholder is a foreign person, it would be subject to U.S. federal income tax at the maximum tax rate and withholding will be required on this income without reduction or exemption pursuant to any otherwise applicable income tax treaty.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Uncertainty exists with respect to the treatment of our TBAs for purposes of the REIT asset and income tests.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We purchase and sell Agency mortgage-backed securities through TBAs and recognize income or gains from the disposition of those TBAs, through dollar roll transactions or otherwise, and may continue to do so in the future. While there is no direct authority with respect to the qualification of TBAs as real estate assets or U.S. Government securities for purposes of the 75% asset test or the qualification of income or gains from dispositions of TBAs as gains from the sale of real property (including interests in real property and interests in mortgages on real property) or other qualifying income for purposes of the 75% gross income test, we treat our TBAs as qualifying assets for purposes of the REIT asset tests, and we treat income and gains from our TBAs as qualifying income for purposes of the 75% gross income test, based on an opinion of counsel substantially to the effect that (i) for purposes of the REIT asset tests, our ownership of a TBA should be treated as ownership of real estate assets, and (ii) for purposes of the 75% REIT gross income test, any gain recognized by us in connection with the settlement of our TBAs should be treated as gain from the sale or disposition of an interest in mortgages on real property. Opinions of counsel are not binding on the IRS, and no assurance can be given that the IRS will not successfully challenge the conclusions set forth in such opinions. In addition, it must be emphasized that the opinion of counsel is based on various assumptions relating to our TBAs and is conditioned upon fact-based representations and covenants made by our management regarding our TBAs. No assurance can be given that the IRS would not assert that such assets or income are not qualifying assets or income. If the IRS were to successfully challenge the opinion of counsel, we could be subject to a penalty tax or we could fail to remain qualified as a REIT if a sufficient portion of our assets consists of TBAs or a sufficient portion of our income consists of income or gains from the disposition of TBAs.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Dividends payable by REITs generally receive different tax treatment than dividend income from regular corporations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Qualified dividend income payable to U.S. stockholders that are individuals, trusts and estates is subject to the reduced maximum tax rate applicable to capital gains. Dividends payable by REITs, however, generally are not eligible for the reduced qualified dividend rates. Non-corporate taxpayers may deduct up to 20% of certain pass-through business income, including &#8220;qualified REIT dividends&#8221; (generally, dividends received by a REIT shareholder that are not designated as capital gain dividends or qualified dividend income), subject to certain limitations, resulting in an effective maximum U.S. federal income tax rate of 29.6% on such income. Although the reduced U.S. federal income tax rate applicable to qualified dividend income does not adversely affect the taxation of REITs or dividends payable by REITs,  the more favorable rates applicable to regular corporate qualified dividends could cause investors who are individuals, trusts and estates to perceive investments in REITs to be relatively less attractive than investments in the stocks of non-REIT corporations that pay dividends, which could adversely affect the value of the shares of REITs, including our stock. Tax rates could be changed in future legislation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">New legislation or administrative or judicial action, in each instance potentially with retroactive effect, could make it more difficult or impossible for us to remain qualified as a REIT.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The present U.S. federal income tax treatment of REITs may be modified, possibly with retroactive effect, by legislative, judicial or administrative action at any time, which could affect the U.S. federal income tax treatment of an investment in us. The U.S. federal income tax rules dealing with REITs constantly are under review by persons involved in the legislative process, the IRS and the U.S. Treasury, which results in statutory changes as well as frequent revisions to regulations and interpretations. Future revisions in federal tax laws and interpretations thereof could affect or cause us to change our investments and commitments and affect the tax considerations of an investment in us.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">30</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_97"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Counterparty Risks</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">The soundness of our counterparties and other financial institutions could adversely affect us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Financial services institutions are interrelated as a result of trading, clearing, counterparty, borrower, or other relationships. We have exposure to many different counterparties, and routinely execute transactions with counterparties in the financial services industry, including brokers and dealers, commercial banks, investment banks, mutual and hedge funds, mortgage companies, and other financial institutions. Many of these transactions expose us to credit or counterparty risk in the event of default of our counterparty or, in certain instances, our counterparty&#8217;s customers. There is no assurance that any such losses would not materially and adversely impact our revenues, financial condition and earnings.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We are subject to counterparty risk and may be unable to seek indemnity or require counterparties to repurchase residential whole loans if they breach representations and warranties, which could cause us to suffer losses.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">When selling or securitizing mortgage loans, sellers typically make customary representations and warranties about such loans. Residential mortgage loan purchase agreements may entitle the purchaser of the loans to seek indemnity or demand repurchase or substitution of the loans in the event the seller of the loans breaches a representation or warranty given to the purchaser. There can be no assurance that a mortgage loan purchase agreement will contain appropriate representations and warranties, that we or the trust that purchases the mortgage loans would be able to enforce a contractual right to repurchase or substitution, or that the seller of the loans will remain solvent or otherwise be able to honor its obligations under its mortgage loan purchase agreements. The inability to obtain or enforce an indemnity or require repurchase of a significant number of loans could adversely affect our results of operations, financial condition and business.</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">&#160;</span></div><div id="i700770ee33434e33a71763c387c61302_100"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Investment and Market Related Risks</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may experience declines in the market value of our assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We may experience declines in the market value of our assets due to interest rate changes, deterioration of the credit of the borrower or counterparty, or other reasons described in other risk factors. These declines can result in fair value adjustments, impairments, decreases in reported asset and earnings, margin calls, liquidity risks, and other adverse impacts.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Investments in MSR may expose us to additional risks.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We invest in MSR and financial instruments whose cash flows are considered to be largely dependent on underlying MSR that either directly or indirectly act as collateral for the investment. We expect to increase our exposure to MSR-related investments in 2023. Generally, we have the right to receive certain cash flows from the owner of the MSR that are generated from the servicing fees and/or excess servicing spread associated with the MSR. Our investments in MSR-related assets expose us to risks associated with MSR, including the following:</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Investments in MSR are highly illiquid and subject to numerous restrictions on transfer and, as a result, there is risk that we would be unable to locate a willing buyer or get required approval to sell MSR in the future should we desire to do so.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Our rights to the excess servicing spread are subordinate to the interests of Fannie Mae, Freddie Mac and Ginnie Mae, and are subject to extinguishment. Fannie Mae and Freddie Mac each require approval of the sale of excess servicing spreads pertaining to their respective MSR. We have entered into acknowledgment agreements or subordination of interest agreements with them, which acknowledge our subordinated rights.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Changes in minimum servicing compensation for agency loans could occur at any time and could negatively impact the value of the income derived from MSR.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The value of MSR is highly sensitive to changes in prepayment rates. Decreasing market interest rates are generally associated with increases in prepayment rates as borrowers are able to refinance their loans at lower costs. Prepayments result in the partial or complete loss of the cash flows from the related MSR. Accordingly, an increase in prepayments can result in a reduction in the value and income we may earn of our MSR related assets and negatively affect our profitability.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">While we have executed recapture agreements with our subservicers to attempt to retain the MSR investment resulting from a refinance transaction, the effectiveness of these efforts is impacted by borrower, subservicer, and unaffiliated lender behavior.  </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">31</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">Servicers are responsible for advancing the payment of principal, interest, and escrow items on mortgage loans when those payments are not timely made by the borrower (including during periods of forbearance) and the timing and amount of recovery of those advances is unpredictable.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">The ongoing impact of COVID-19 on the exposure resulting from loans that are delinquent, defaulted or in foreclosure.  The federal CARES Act as well as various state laws and foreclosure and eviction moratoria have increased the cost and complexity of operational controls, expanded the scope and duration of loss mitigation options, and impacted the timing and process of foreclosure and foreclosure alternatives.  These limitations can cause delayed or reduced collections and generally increase costs.</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If we are not able to successfully manage these and other risks related to investing in MSR, it may adversely affect the value of our MSR-related assets.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">A prolonged economic slowdown or declining real estate values could impair the assets we may own.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our non-Agency mortgage-backed securities, mortgage loans, and MSR may be susceptible to economic slowdowns or recessions, which could lead to financial losses in our assets and a decrease in revenues, net income and asset values. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Owners of Agency mortgage-backed securities are protected from the risk of default on the underlying mortgages by guarantees from Fannie Mae, Freddie Mac or, in the case of the Ginnie Mae, the U.S. Government. A default on those underlying mortgages exposes us to prepayment risk described above, but not a credit loss. However, we also acquire CRTs, non-Agency mortgage-backed securities and residential loans, which are backed by residential real property but, in contrast to Agency mortgage-backed securities, the principal and interest payments are not guaranteed by GSEs or the U.S. Government. Our CRT, non-Agency mortgage-backed securities and residential loan investments are therefore particularly sensitive to recessions and declining real estate values.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In the event of a default on one of the residential mortgage loans that we hold in our portfolio or a mortgage loan underlying CRT or non-Agency mortgage-backed securities in our portfolio, we bear the risk of loss as a result of the potential deficiency between the value of the collateral and the debt owed, as well as the costs and delays of foreclosure or other remedies, and the costs of maintaining and ultimately selling a property after foreclosure. Delinquencies and defaults on mortgage loans for which we own the servicing rights will adversely affect the amount of servicing fee income we receive and may result in increased servicing costs and operational risks due to the increased complexity of servicing delinquent and defaulted mortgage loans. </span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">An increase in interest rates may adversely affect the market value of our interest earning assets and, therefore, also our book value.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Increases in interest rates may negatively affect the market value of our interest earning assets because in a period of rising interest rates, the value of certain interest earning assets may fall and reduce our book value. For example, our fixed-rate interest earning assets are generally negatively affected by increases in interest rates because in a period of rising rates, the coupon we earn on our fixed-rate interest earning assets would not change. Our book value would be reduced by the amount of a decline in the market value of our interest earning assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Actions by the Federal Reserve may affect the price and returns of our assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">The Federal Reserve (the &#8220;Fed&#8221;) owns approximately $2.6 trillion of Agency mortgage-backed securities as of December 31, 2022. Certain actions taken by the U.S. government, including the Fed, may have a negative a impact on our results. For example, rising short-term interest rates as the Fed lifts its monetary policy rate to slow the currently elevated rate of inflation may have a negative impact on our results. Meanwhile, any potential future reduction of the Fed&#8217;s balance sheet might lead to higher interest rate volatility and wider mortgage-backed security spreads that could negatively impact Annaly&#8217;s portfolio.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We invest in securities that are subject to mortgage credit risk.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We invest in securities in the credit risk transfer CRT sector.&#160; The CRT sector is comprised of the risk sharing transactions issued by Fannie Mae (&#8220;CAS&#8221;) and Freddie Mac (&#8220;STACR&#8221;), and similarly structured transactions arranged by third party market participants.&#160;&#160; The securities issued in the CRT sector are designed to synthetically transfer mortgage credit risk from Fannie Mae and Freddie Mac to private investors. The holder of the securities in the CRT sector has the risk that the borrowers may default on their obligations to make full and timely payments of principal and interest.&#160; Investments in securities in the CRT sector could cause us to incur losses of income from, and/or losses in market value relating to, these assets if there are </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">32</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">defaults of principal and/or interest on the pool of mortgages referenced in the transaction. The holder of the CRT may also bear the risk of the default of the issuer of the security.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Geographic concentration exposes investors to greater risk of default and loss.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Repayments by borrowers and the market value of the related assets could be affected by economic conditions generally or specific to geographic areas or regions of the United States, and concentrations of mortgaged residential properties in particular geographic areas may increase the risk that adverse economic or other developments or natural or man-made disasters affecting a particular region of the country could increase the frequency and severity of losses on mortgage loans or other real estate debt secured by those properties.&#160; From time to time, regions of the United States experience significant real estate downturns when others do not.&#160; Regional economic declines or conditions in regional real estate markets could adversely affect the income from, and market value of, the mortgaged properties.&#160; In addition, local or regional economies may be adversely affected to a greater degree than other areas of the country by developments affecting industries concentrated in such area.&#160; A decline in the general economic condition in the region in which mortgaged properties securing the related mortgage loans are located would result in a decrease in consumer demand in the region, and the income from and market value of the mortgaged properties may be adversely affected.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Other regional factors &#8211; e.g., rising sea levels, earthquakes, floods, forest fires, hurricanes or changes in governmental rules (including rules related to the COVID-19 pandemic) or fiscal policies &#8211; also may adversely affect the mortgaged properties.&#160; Assets in certain regional areas may be more susceptible to certain hazards (such as earthquakes, widespread fires, floods or hurricanes) than properties in other parts of the country and collateral properties located in coastal states may be more susceptible to hurricanes than properties in other parts of the country.&#160; As a result, areas affected by such events often experience disruptions in travel, transportation and tourism, loss of jobs and an overall decrease in consumer activity, and often a decline in real estate-related investments. These types of occurrences may increase over time or become more severe due to changes in weather patterns and other climate changes. There can be no assurance that the economies in such impacted areas will recover sufficiently to support income producing real estate at pre-event levels or that the costs of the related clean-up will not have a material adverse effect on the local or national economy.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Inadequate property insurance coverage could have an adverse impact on our operating results.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Residential real estate assets may suffer casualty losses due to risks (including acts of terrorism) that are not covered by insurance or for which insurance coverage requirements have been contractually limited by the related loan documents.&#160; Moreover, if reconstruction or major repairs are required following a casualty, changes in laws that have occurred since the time of original construction may materially impair the borrower&#8217;s ability to effect such reconstruction or major repairs or may materially increase the cost thereof.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">There is no assurance that borrowers have maintained or will maintain the insurance required under the applicable loan documents or that such insurance will be adequate.&#160; In addition, since the residential mortgage loans generally do not require maintenance of terrorism insurance, we cannot assure you that any property will be covered by terrorism insurance.&#160; Therefore, damage to a collateral property caused by acts of terror may not be covered by insurance and may result in substantial losses to us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our assets may become non-performing or sub-performing assets in the future.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our assets may in the near or the long term become non-performing or sub-performing assets, which are subject to increased risks relative to performing assets. Residential mortgage loans may become non-performing or sub-performing for a variety of reasons that result in the borrower being unable to meet its debt service and/or repayment obligations, such as the underlying property being too highly leveraged or the financial distress of the borrower. Such non-performing or sub-performing assets may require a substantial amount of workout negotiations and/or restructuring, which may involve substantial cost and divert the attention of our management from other activities and may entail, among other things, a substantial reduction in interest rate, the capitalization of interest payments and/or a substantial write-down of the principal of the loan. Even if a restructuring were successfully accomplished, the borrower may not be able or willing to maintain the restructured payments or refinance the restructured loan upon maturity.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">From time to time we may find it necessary or desirable to foreclose the liens of loans we acquire or originate, and the foreclosure process may be lengthy and expensive. Borrowers may resist foreclosure actions by asserting numerous claims, counterclaims and defenses to payment against us (such as lender liability claims and defenses) even when such assertions may have no basis in fact or law, in an effort to prolong the foreclosure action and force the lender into a modification of the loan or a favorable buy-out of the borrower&#8217;s position. In some states, foreclosure actions can take several years or more to litigate. At </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">33</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">any time prior to or during the foreclosure proceedings, the borrower may file for bankruptcy, which would have the effect of staying the foreclosure actions and further delaying the resolution of our claims. Foreclosure may create a negative public perception of the related property, resulting in a diminution of its value. Even if we are successful in foreclosing on a loan, the liquidation proceeds upon sale of the underlying real estate may not be sufficient to recover our cost basis in the loan, resulting in a loss to us. Furthermore, any costs or delays involved in the foreclosure of a loan or a liquidation of the underlying property will further reduce the proceeds and thus increase our loss. Any such reductions could materially and adversely affect the value of the residential mortgage loans in which we invest.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Whether or not we have participated in the negotiation of the terms of a loan, there can be no assurance as to the adequacy of the protection of the terms of the loan, including the validity or enforceability of the loan and the maintenance of the anticipated priority and perfection of the applicable security interests. Furthermore, claims may be asserted that might interfere with enforcement of our rights. In the event of a foreclosure, we may assume direct ownership of the underlying real estate. The liquidation proceeds upon sale of that real estate may not be sufficient to recover our cost basis in the loan, resulting in a loss to us. Any costs or delays involved in the effectuation of a foreclosure of the loan or a liquidation of the underlying property will further reduce the proceeds and increase our loss.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Whole loan mortgages are also subject to &#8220;special hazard&#8221; risk (property damage caused by hazards, such as earthquakes or environmental hazards, not covered by standard property insurance policies), and to bankruptcy risk (reduction in a borrower&#8217;s mortgage debt by a bankruptcy court). In addition, claims may be assessed against us on account of our position as mortgage holder or property owner, as applicable, including responsibility for tax payments, environmental hazards and other liabilities, which could have a material adverse effect on our results of operations, financial condition and our ability to make distributions to our stockholders.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may be required to repurchase residential mortgage loans or indemnify investors if we breach representations and warranties.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">When we sell or securitize loans, we will be required to make customary representations and warranties about such loans to the loan purchaser. Our mortgage loan sale agreements will require us to repurchase or substitute loans in the event we breach a representation or warranty given to the loan purchaser. In addition, we may be required to repurchase loans as a result of borrower fraud or in the event of early payment default on a mortgage loan. Likewise, we may be required to repurchase or substitute loans if we breach a representation or warranty in connection with our securitizations. The remedies available to a purchaser of mortgage loans are generally broader than those available to us against the originating broker or correspondent. Further, if a purchaser enforces its remedies against us, we may not be able to enforce the remedies we have against the sellers. The repurchased loans typically can only be financed at a steep discount to their repurchase price, if at all. They are also typically sold at a significant discount to the unpaid principal balance. Significant repurchase activity could adversely affect our cash flow, results of operations, financial condition and business prospects.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our and our third party service providers&#8217; and servicers&#8217; due diligence of potential assets may not reveal all weaknesses in such assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Before acquiring a residential real estate debt asset, we will assess the strengths and weaknesses of the borrower, originator or issuer of the asset as well as other factors and characteristics that are material to the performance of the asset. In making the assessment and otherwise conducting customary due diligence, we will rely on resources available to us, including our third party service providers and servicers. This process is particularly important with respect to newly formed originators or issuers because there may be little or no information publicly available about these entities and assets. There can be no assurance that our due diligence process will uncover all relevant facts or that any asset acquisition will be successful.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">When we foreclose on an asset, we may come to own the property securing the loan.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">When we foreclose on a residential real estate asset, we may take title to the property securing that asset, and if we do not or cannot sell the property, we would then come to own and operate it as &#8220;real estate owned.&#8221; Owning and operating real property involves risks that are different (and in many ways more significant) than the risks faced in owning a debt instrument secured by that property. In addition, we may end up owning a property that we would not otherwise have decided to acquire directly at the price of our original investment or at all. If we foreclose on and come to own property, our financial performance and returns to investors could suffer.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">34</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Proposals to acquire mortgage loans by eminent domain may adversely affect the value of our assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Local governments have taken steps to consider how the power of eminent domain could be used to acquire residential mortgage loans. There can be no certainty whether any mortgage loans sought to be purchased will be mortgage loans held in securitization trusts and what purchase price would be paid for any such mortgage loans. Any such actions could have a material adverse effect on the market value of our mortgage-backed securities, mortgage loans and MSR. There is also no certainty as to whether any such action without the consent of investors would face legal challenge, and, if so, the outcome of any such challenge.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Subordinated tranches of non-Agency mortgage-backed securities are subordinate in right of payment to more senior securities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our investments may include subordinated tranches of non-Agency mortgage-backed securities, which are subordinated classes of securities in a structure of securities collateralized by a pool of mortgage loans and, accordingly, are the first or among the first to bear the loss upon a restructuring or liquidation of the underlying collateral and the last to receive payment of interest and principal. Additionally, estimated fair values of these subordinated interests tend to be more sensitive to changes in economic conditions than more senior securities. As a result, such subordinated interests generally are not actively traded and may not be liquid investments.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our hedging strategies may be costly, and may not hedge our risks as intended.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our policies permit us to enter into interest rate swaps, caps and floors, interest rate swaptions, interest rate futures, and other derivative transactions to help us mitigate our interest rate and prepayment risks described above subject to maintaining our qualification as a REIT and our Investment Company Act exemption.&#160;We have used interest rate swaps and options to enter into interest rate swaps (commonly referred to as interest rate swaptions) to provide a level of protection against interest rate risks.&#160; We may also purchase or sell TBAs on Agency mortgage-backed securities, purchase or write put or call options on TBAs and invest in other types of mortgage derivatives, such as interest-only securities. No hedging strategy can protect us completely. Interest rate hedging may fail to protect or could adversely affect us because, among other things: interest rate hedging can be expensive, particularly during periods of volatile interest rates; available hedges may not correspond directly with the risk for which protection is sought; and the duration of the hedge may not match the duration of the related asset or liability. The expected transition from LIBOR to alternative reference rates adds additional complication to our hedging strategies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We are subject to risks of loss from weather conditions, man-made or natural disasters and climate change.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To the extent that climate change impacts changes in weather patterns, assets in which we hold a direct or indirect interest could experience severe weather, including hurricanes, severe winter storms, and flooding due to increases in storm intensity and rising sea levels, among other effects that could impact house prices and housing-related costs and/or disrupt borrowers&#8217; ability to pay their mortgage and or loan. Moreover, long term climate change could trigger extreme weather conditions that result in macroeconomic and demographic shifts. Over time, these conditions could result in repricing of the assets (land, property, securities) that we hold. There can be no assurance that climate change and severe weather will not have a material adverse effect on our financial performance.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_103"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Operational and Cybersecurity Risks</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Inaccurate models or the data used by models may expose us to risk.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Given our strategies and the complexity of the valuation of our assets, we must rely heavily on analytical models (both proprietary models developed by us and those supplied by third parties) and information and data supplied by our third party vendors and servicers. Models and data are used to value assets or potential asset purchases and also in connection with hedging our assets. When models and data prove to be incorrect, misleading or incomplete, any decisions made in reliance thereon expose us to potential risks. For example, by relying on models and data, especially valuation models, we may be induced to buy certain assets at prices that are too high, to sell certain other assets at prices that are too low or to miss favorable opportunities altogether. Similarly, any hedging based on faulty models and data may prove to be unsuccessful. Furthermore, despite our valuation validation processes our models may nevertheless prove to be incorrect.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Some of the risks of relying on analytical models and third-party data are particular to analyzing tranches from securitizations, such as commercial or residential mortgage-backed securities. These risks include, but are not limited to, the following: (i) collateral cash flows and/or liability structures may be incorrectly modeled in all or only certain scenarios, or may be modeled </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">35</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">based on simplifying assumptions that lead to errors; (ii) information about collateral may be incorrect, incomplete, or misleading; (iii) collateral or bond historical performance (such as historical prepayments, defaults, cash flows, etc.) may be incorrectly reported, or subject to interpretation (e.g., different issuers may report delinquency statistics based on different definitions of what constitutes a delinquent loan); or (iv) collateral or bond information may be outdated, in which case the models may contain incorrect assumptions as to what has occurred since the date information was last updated.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Some of the analytical models used by us, such as mortgage prepayment models or mortgage default models, are predictive in nature. The use of predictive models has inherent risks. For example, such models may incorrectly forecast future behavior, leading to potential losses on a cash flow and/or a mark-to-market basis. In addition, the predictive models used by us may differ substantially from those models used by other market participants, with the result that valuations based on these predictive models may be substantially higher or lower for certain assets than actual market prices. Furthermore, since predictive models are usually constructed based on historical data supplied by third parties, the success of relying on such models may depend heavily on the accuracy and reliability of the supplied historical data and the ability of these historical models to accurately reflect future periods. Additionally, such models may be more prone to inaccuracies in light of the unprecedented conditions created by the COVID-19 pandemic. In particular, the economic, financial and related impacts of COVID-19 have been very difficult to model (including as related to the housing and mortgage markets), as the catalyst for these conditions (i.e., a global pandemic) is an event that is unparalleled in modern history and therefore is subject to wide variables, assumptions and inputs. Therefore, historical data used in analytical models may be less reliable in predicting future conditions. Further, the conditions created by COVID-19 increased volatility across asset classes. Extreme volatility in any asset class, including real estate and mortgage-related assets, increases the likelihood of analytical models being inaccurate as market participants attempt to value assets that have frequent, significant swings in pricing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Many of the models we use include LIBOR as an input. The expected transition away from LIBOR may require changes to models, may change the underlying economic relationships being modeled, and may require the models to be run with less historical data than is currently available for LIBOR.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">All valuation models rely on correct market data inputs. If incorrect market data is entered into even a well-founded valuation model, the resulting valuations will be incorrect. However, even if market data is inputted correctly, &#8220;model prices&#8221; will often differ substantially from market prices, especially for securities with complex characteristics, such as derivative instruments or structured notes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We are highly dependent on information systems that may expose us to cybersecurity risks.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our business is highly dependent on communications and information systems. Any failure or interruption of our systems or cyber-attacks or security breaches of our networks or systems could cause delays or other problems in our securities trading activities, including mortgage-backed securities trading activities.  A disruption or breach could also lead to unauthorized access to and release, misuse, loss or destruction of our confidential information or personal or confidential information of our employees or third parties, which could lead to regulatory fines, costs of remediating the breach, reputational harm, financial losses, litigation and increased difficulty doing business with third parties that rely on us to meet their own data protection requirements.  In addition, we also face the risk of operational failure, termination or capacity constraints of any of the third parties with which we do business or that facilitate our business activities, including clearing agents or other financial intermediaries we use to facilitate our securities transactions, if their respective systems experience failure, interruption, cyber-attacks, or security breaches. Certain third parties provide information needed for our financial statements that we cannot obtain or verify from other sources. If one of those third parties experiences a system failure or cybersecurity incident, we may not have access to that information or may not have confidence in its accuracy. We may face increased costs as we continue to evolve our cyber defenses in order to contend with changing risks, and possible increased costs of complying with cyber laws and regulations. These costs and losses associated with these risks are difficult to predict and quantify, but could have a significant adverse effect on our operating results. Additionally, the legal and regulatory environment surrounding information privacy and security in the U.S. and international jurisdictions is constantly evolving. New business initiatives have increased, and may continue to increase, the extent to which we are subject to such U.S. and international information privacy and security regulations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Computer malware, viruses, computer hacking and phishing attacks have become more prevalent in our industry and we are  subject to such attempted attacks. We rely heavily on our financial, accounting and other data processing systems. Although we have not detected a material cybersecurity breach to date, other financial institutions have reported material breaches of their systems, some of which have been significant. Even with all reasonable security efforts, not every breach can be prevented or even detected. It is possible that we have experienced an undetected breach. There is no assurance that we, or the third parties that facilitate our business activities, have not or will not experience a breach. We may be held responsible if certain third parties that facilitate our business activities experience a breach. It is difficult to determine what, if any, negative impact may directly result from any specific interruption or cyber-attacks or security breaches of our networks or systems (or the networks </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">36</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">or systems of third parties that facilitate our business activities) or any failure to maintain performance, reliability and security of our technical infrastructure, but such computer malware, viruses, and computer hacking and phishing attacks may negatively affect our operations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We depend on third-party service providers, including mortgage loan servicers and sub-servicers, for a variety of services related to our business.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We depend on a variety of services provided by third-party service providers related to our investments in MSR as well as for general operating purposes. For example, we rely on the mortgage servicers who service the mortgage loans underlying our MSR to, among other things, collect principal and interest payments on such mortgage loans and perform loss mitigation services in accordance with applicable laws and regulations. Mortgage servicers and other service providers, such as trustees, bond insurance providers, due diligence vendors and document custodians, may fail to perform or otherwise not perform in a manner that promotes our interests.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For example, any legislation or regulation intended to reduce or prevent foreclosures through, among other things, loan modifications may reduce the value of mortgage loans, including those underlying our MSR. Mortgage servicers may be required or otherwise incentivized by the Federal or state governments to pursue actions designed to assist mortgagors, such as loan modifications, forbearance plans and other actions intended to prevent foreclosure even if such loan modifications and other actions are not in the best interests of the beneficial owners of the mortgage loans. Similarly, legislation delaying the initiation or completion of foreclosure proceedings on specified types of residential mortgage loans or otherwise limiting the ability of mortgage servicers to take actions that may be essential to preserve the value of the mortgage loans may also reduce the value of mortgage loans underlying our MSR. Any such limitations are likely to cause delayed or reduced collections from mortgagors and generally increase servicing costs. As a consequence of the foregoing matters, our business, financial condition and results of operations may be adversely affected.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Our investments in residential whole loans subject us to servicing-related risks.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In connection with the acquisition and securitization of residential whole loans, we rely on unaffiliated servicing companies to service and manage the mortgages underlying our non-Agency mortgage-backed securities and our residential whole loans. If a servicer is not vigilant in seeing that borrowers make their required monthly payments, borrowers may be less likely to make these payments, resulting in a higher frequency of default. If a servicer takes longer to liquidate non-performing mortgages, our losses related to those loans may be higher than originally anticipated.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Any failure by servicers to service these mortgages and related real estate owned (&#8220;REO&#8221;) properties could negatively impact the value of these investments and our financial performance. In addition, while we have contracted, and will continue to contract, with unaffiliated servicing companies to carry out the actual servicing of the loans we purchase together with the related MSR (including all direct interface with the borrowers), we are nevertheless ultimately responsible, </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">vis-&#224;-vis</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;the borrowers and state and federal regulators, for ensuring that the loans are serviced in accordance with the terms of the related notes and mortgages and applicable law and regulation. In light of the current regulatory environment, such exposure could be significant even though we might have contractual claims against our servicers for any failure to service the loans to the required standard.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A default by the mortgage servicer in its capacity as servicer and/or failure of the mortgage servicer to perform its obligations related to any MSR could result in a loss of value of servicing fees and/or excess servicing spread.  Mortgage servicers are subject to extensive federal, state and local laws, regulations and administrative decisions and failure to comply with such regulations can expose the servicer to fines, damages and losses.  In its capacity as servicer, mortgage servicers operate in a highly litigious industry that subject it to potential lawsuits related to billing and collections practices, modification protocols or foreclosure practices.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">When a residential whole loan we own is foreclosed upon, title to the underlying property would be taken by one of our subsidiaries. The foreclosure process, especially in judicial foreclosure states such as New York, Florida and New Jersey can be lengthy and expensive, and the delays and costs involved in completing a foreclosure, and then liquidating the property through sale, may materially increase any related loss. Finally, at such time as title is taken to a foreclosed property, it may require more extensive rehabilitation than we estimated at acquisition or a previously unknown environmental liability may be discovered that would require expensive and time-consuming remediation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">37</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">The performance of loans underlying our MSR related assets may be adversely affected by the performance of the related mortgage servicer.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The performance of the loans underlying our MSR related assets  is subject to risks associated with inadequate or untimely servicing. If our mortgage servicers commit a material breach of their obligations as a servicer, we may be subject to damages if the breach is not cured within a specified period of time following notice. In addition, poor performance by a mortgage servicer may result in greater than expected delinquencies and foreclosures and losses on the mortgage loans underlying our MSR related assets. A substantial increase in our delinquency or foreclosure rate or the inability to process claims could adversely affect our ability to access the capital and secondary markets for our financing needs.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Similarly to the way in which we service residential whole loans, we have also contracted, and will continue to contract, with unaffiliated servicing companies to carry out the actual servicing activities (including all direct interface with the borrowers). However, we are nevertheless ultimately responsible, vis-&#224;-vis the borrowers and state and federal regulators, for ensuring that these activities are performed in accordance with the terms of the related notes and mortgages and applicable laws and regulations. In light of the current regulatory environment, such exposure could be significant even though we might have contractual claims against our servicers for any failure to service the loans to the required standard.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A default by the mortgage servicer in its capacity as servicer and/or failure of the mortgage servicer to perform its obligations related to any MSR could result in a loss of value of servicing fees and/or excess servicing spread. Mortgage servicers are subject to extensive federal, state and local laws, regulations and administrative decisions and failure to comply with such regulations can expose the servicer to fines, damages and losses. In its capacity as servicer, mortgage servicers operate in a highly litigious industry that subject them to potential lawsuits related to billing and collections practices, modification protocols or foreclosure practices.</span></div><div><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">An increase or decrease in prepayment rates may adversely affect our profitability.</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The mortgage-backed securities we acquire are backed by pools of mortgage loans. We receive payments, generally, from the payments that are made on the underlying mortgage loans. We often purchase mortgage-backed securities that have a higher coupon rate than the prevailing market interest rates. In exchange for a higher coupon rate, we typically pay a premium over par value to acquire these mortgage-backed securities. In accordance with U.S. generally accepted accounting principles (&#8220;GAAP&#8221;), we amortize the premiums on our mortgage-backed securities over the expected life of the related mortgage-backed securities. If the mortgage loans securing these mortgage-backed securities prepay at a more rapid rate than anticipated, we will have to amortize our premiums on an accelerated basis that may adversely affect our profitability. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Defaults on mortgage loans underlying Agency mortgage-backed securities typically have the same effect as prepayments because of the underlying Agency guarantee. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Prepayment rates generally increase when interest rates fall and decrease when interest rates rise, but changes in prepayment rates are difficult to predict. Prepayment rates also may be affected by conditions in the housing and financial markets, general economic conditions and the relative interest rates on fixed-rate and adjustable-rate mortgage loans. We may seek to minimize prepayment risk to the extent practical, and in selecting investments we must balance prepayment risk against other risks and the potential returns of each investment. No strategy can completely insulate us from prepayment risk. We may choose to bear increased prepayment risk if we believe that the potential returns justify the risk.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Conversely, a decline in prepayment rates on our investments will reduce the amount of principal we receive and therefore reduce the amount of cash we otherwise could have reinvested in higher yielding assets at that time, which could negatively impact our future operating results.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We are subject to reinvestment risk.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We are subject to reinvestment risk as a result of changes in interest rates. Declines in interest rates are generally accompanied by increased prepayments of mortgage loans, which in turn results in a prepayment of the related mortgage-backed securities. An increase in prepayments could result in the reinvestment of the proceeds we receive from such prepayments into lower yielding assets.  Conversely, increases in interest rates are generally accompanied by decreased prepayments of mortgage loans, which could reduce our capital available to reinvest into higher-yielding assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Competition may affect ability and pricing of our target assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We operate in a highly competitive market for investment opportunities.  Our profitability depends, in large part, on our ability to acquire our target assets at attractive prices. In acquiring our target assets, we compete with a variety of institutional investors, including other REITs, specialty finance companies, public and private funds, government entities, commercial and </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">38</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">investment banks, commercial finance and insurance companies and other financial institutions.  Many of our competitors are substantially larger and have considerably greater financial, technical, technological, marketing and other resources than we do.  Other REITs with investment objectives that overlap with ours may elect to raise significant amounts of capital, which may create additional competition for investment opportunities.  Some competitors may have a lower cost of funds and access to funding sources that may not be available to us. Many of our competitors are not subject to the operating constraints associated with REIT compliance or maintenance of an exemption from the Investment Company Act.  In addition, some of our competitors may have higher risk tolerances or different risk assessments, which could allow them to consider a wider variety of investments and establish more relationships than us.  Furthermore, competition for investments in our target assets may lead to the price of such assets increasing, which may further limit our ability to generate desired returns.  We cannot provide assurance that the competitive pressures we face will not have a material adverse effect on our business, financial condition and results of operations.  Also, as a result of this competition, desirable investments in our target assets may be limited in the future and we may not be able to take advantage of attractive investment opportunities from time to time, as we can provide no assurance that we will be able to identify and make investments that are consistent with our investment objectives.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may enter into new lines of business, acquire other companies or engage in other strategic initiatives, each of which may result in additional risks and uncertainties in our businesses.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We may pursue growth through acquisitions of other companies or other strategic initiatives.&#160; To the extent we pursue strategic investments or acquisitions, undertake other strategic initiatives or consider new lines of business, we will face numerous risks and uncertainties, including risks associated with:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the availability of suitable opportunities;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the level of competition from other companies that may have greater financial resources;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">our ability to assess the value, strengths, weaknesses, liabilities and potential profitability of potential acquisition opportunities accurately and negotiate acceptable terms for those opportunities;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the required investment of capital and other resources;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the lack of availability of financing and, if available, the terms of any financings;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the possibility that we have insufficient expertise to engage in such activities profitably or without incurring inappropriate amounts of risk;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the diversion of management&#8217;s attention from our core businesses;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the potential loss of key personnel of an acquired business;</span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">assumption of liabilities in any acquired business;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the disruption of our ongoing businesses;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">the increasing demands on or issues related to the combining or integrating operational and management systems and controls;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">compliance with additional regulatory requirements; </span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">costs associated with integrating and overseeing the operations of the new businesses;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">failure to realize the full benefits of an acquisition, including expected synergies, cost savings, or growth opportunities, within the anticipated timeframe or at all; and</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">post-acquisition deterioration in an acquired business that could result in lower or negative earnings contribution and/or goodwill impairment charges.</span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Entry into certain lines of business may subject us to new laws and regulations with which we are not familiar, or from which we are currently exempt, and may lead to increased litigation and regulatory risk. The decision to increase or decrease investments within a line of business may lead to additional risks and uncertainties. In addition, if a new or acquired business generates insufficient revenues or if we are unable to efficiently manage our expanded operations, our results of operations will be adversely affected. Our strategic initiatives may include joint ventures, in which case we will be subject to additional risks and uncertainties in that we may be dependent upon, and subject to liability for, losses or reputational damage relating to systems, controls and personnel that are not under our control.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Some of our investments, including those related to non-prime loans, involve credit risk.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our current investment strategy includes seeking growth in our residential credit business. The holder of a mortgage or mortgage-backed securities assumes the risk that the related borrowers may default on their obligations to make full and timely payments of principal and interest.&#160; Under our investment policy, we have the ability to acquire non-Agency mortgage-backed securities, residential whole loans, MSR and other investment assets of lower credit quality.&#160; In general, non-Agency mortgage-backed securities carry greater investment risk than Agency mortgage-backed securities because they are not guaranteed as to </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">39</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">principal or interest by the U.S. Government, any federal agency or any federally chartered corporation.&#160; Non-investment grade, non-Agency securities tend to be less liquid, may have a higher risk of default and may be more difficult to value than investment grade bonds. Higher-than-expected rates of default and/or higher-than-expected loss severities on the mortgages underlying our non-Agency mortgage-backed securities, MSR or on our residential whole loan investments may adversely affect the value of those assets.&#160; Accordingly, defaults in the payment of principal and/or interest on our non-Agency mortgage-backed securities, residential whole loan investments, MSR and other investment assets of lower credit quality would likely result in our incurring losses of income from, and/or losses in market value relating to, these assets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have certain investments in non-Agency mortgage-backed securities backed by collateral pools containing mortgage loans that were originated under underwriting standards that were less strict than those used in underwriting &#8220;prime mortgage loans.&#8221;&#160; These lower standards permitted mortgage loans, often with LTV ratios in excess of 80%, to be made to borrowers having impaired credit histories, lower credit scores, higher debt-to-income ratios and/or unverified income.&#160;Difficult economic conditions, including increased interest rates and lower home prices, can result in non-prime and subprime mortgage loans having increased rates of delinquency, foreclosure, bankruptcy and loss (including such as during the credit crisis of 2007-2008 and the housing crisis that followed), and are likely to otherwise experience delinquency, foreclosure, bankruptcy and loss rates that are higher, and that may be substantially higher, than those experienced by mortgage loans underwritten in a more traditional manner.&#160; Thus, because of higher delinquency rates and losses associated with non-prime and subprime mortgage loans, the performance of our non-Agency mortgage-backed securities that are backed by these types of loans could be correspondingly adversely affected, which could materially adversely impact our results of operations, financial condition and business.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We face possible increased instances of business interruption associated with the effects of climate change and severe weather.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The physical effects of climate change could have a material adverse effect on our operations. To the extent that climate change impacts changes in weather patterns, our operations could experience disruptions. There can be no assurance that climate change and severe weather will not have a material adverse effect on our operations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:107%">If we are unable to attract, motivate and retain qualified talent, including our key personnel, it could materially and adversely affect us.</span></div><div style="margin-top:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our success and our ability to manage anticipated future growth depend, in large part, upon the efforts of our highly-skilled employees, and particularly on our key personnel, including our executive officers. Our executive officers have extensive experience and strong reputations in the sectors in which we operate and have been instrumental in setting our strategic direction, operating our business, identifying, recruiting, and training our other key personnel, and arranging necessary financing. The departure of any of our executive officers or other key personnel, or our inability to attract, motivate and retain highly qualified employees at all levels of the firm in light of the intense competition for talent, could adversely affect our business, operating results or financial condition; diminish our investment opportunities; or weaken our relationships with lenders, business partners and industry personnel. </span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_106"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Other Risks</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">The market price and trading volume of our shares of common stock may be volatile and issuances of large amounts of shares of our common stock could cause the market price of our common stock to decline.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If we issue a significant number of shares of common stock or securities convertible into common stock in a short period of time, there could be a dilution of the existing common stock and a decrease in the market price of the common stock.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The market price of our shares of common stock may be highly volatile and could be subject to wide fluctuations. In addition, the trading volume in our shares of common stock may fluctuate and cause significant price variations to occur. We cannot assure you that the market price of our shares of common stock will not fluctuate or decline significantly in the future. Some of the factors that could negatively affect our share price or result in fluctuations in the price or trading volume of our shares of common stock include those set forth under &#8220;Special Note Regarding Forward-Looking Statements&#8221; as well as:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">actual or anticipated variations in our quarterly operating results or business prospects;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">changes in our earnings estimates or publication of research reports about us or the real estate industry;</span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">an inability to meet or exceed securities analysts&#8217; estimates or expectations;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">increases in market interest rates;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">hedging or arbitrage trading activity in our shares of common stock;</span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">40</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">capital commitments;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">changes in market valuations of similar companies;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">adverse market reaction to any increased indebtedness we incur in the future;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">additions or departures of management personnel;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">actions by institutional stockholders or activist investors;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">speculation in the press or investment community;</span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">changes in our distribution policy;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">government action or regulation;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">general market and economic conditions;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">market dislocations related to the COVID-19 pandemic; and</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">future sales of our shares of common stock or securities convertible into, or exchangeable or exercisable for, our shares of common stock.</span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Holders of our shares of common stock will be subject to the risk of volatile market prices and wide fluctuations in the market price of our shares of common stock.&#160; These factors may cause the market price of our shares of common stock to decline, regardless of our financial condition, results of operations, business or prospects. It is impossible to assure you that the market prices of our shares of common stock will not fall in the future.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Under our charter, we have 3,000,000,000 authorized shares of capital stock, par value of $0.01 per share.&#160; Sales of a substantial number of shares of our common stock or other equity-related securities in the public market, or any hedging or arbitrage trading activity that may develop involving our common stock, could depress the market price of our common stock and impair our ability to raise capital through the sale of additional equity securities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">We may change our policies without stockholder approval.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our Board has established very broad investment guidelines that may be amended from time to time. Our Board and management determine all of our significant policies, including our investment, financing, capital and asset allocation and distribution policies. They may amend or revise these policies at any time without a vote of our stockholders, or otherwise initiate a change in asset allocation. Policy changes could adversely affect our financial condition, results of operations, the market price of our common stock or our ability to pay dividends or distributions.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:107%">COVID-19 has affected the U.S. economy and our business.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">General</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">COVID-19 has caused significant disruptions to the U.S. and global economies and has contributed to volatility and negative pressure in financial markets. The pace, timing and strength of any recovery are still unknown and difficult to predict and, in general, COVID-19 continues to cause a great deal of uncertainty in the U.S.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Throughout the course of the COVID-19 pandemic, the U.S. federal government, as well as many state and local governments, have adopted a number of emergency measures and recommendations, including moratoriums to stop evictions and foreclosures and guidance to regulated servicers requiring them to formulate policies to assist mortgagors in need as a result of the COVID-19 pandemic. A number of states have enacted laws which impose significant limits on the default remedies of lenders secured by real property. While some states have relaxed certain of these measures, substantial restrictions on economic activity remain in place or may be put in place. Although it cannot be predicted, additional policy action at the federal, state and local level is possible in the future. The COVID-19 pandemic (and any future COVID-19 or other public health outbreaks) and resulting emergency measures have led (and may continue to lead) to significant disruptions in the global supply chain, global capital markets, the economy of the United States and the economies of other nations. Concern about the potential effects of the COVID-19 pandemic and the effectiveness of measures being put in place by governmental bodies and reserve banks at various levels as well as by private enterprises to contain or mitigate its spread has adversely affected economic conditions and capital markets globally, and have led to significant volatility in global financial markets. There can be no assurance that the vaccination efforts, containment measures or other measures implemented from time to time will be successful, including against new strains of COVID-19, and what effect those measures will have on the economy. Disruption and volatility in the credit markets and the reduction of economic activity in severely affected sectors may occur  in the United States and/or globally.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Economic Conditions </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The conditions related to COVID-19 discussed above have also adversely affected our business and we expect these conditions to continue to some extent during 2023. The significant decrease in economic activity could have an adverse effect on the value of our investments in mortgage real estate-related assets, particularly residential real estate assets. In light of COVID-19&#8217;s impact on the overall economy, such as a possible return to rising unemployment levels or changes in consumer behavior </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">41</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 1A. Risk Factors</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">related to loans as well as government policies and pronouncements, borrowers may experience difficulties meeting their obligations or seek to forbear payment on or refinance their mortgage loans to avail themselves of lower rates. Elevated levels of delinquency or default would have an adverse impact on the value of our mortgage real estate related-assets. To the extent current conditions persist or worsen, there may be a negative effect on our results of operations, which may reduce earnings and, in turn, cash available for distribution to our stockholders. COVID-19 or other public health outbreaks could also negatively impact the availability of key personnel necessary to conduct our business.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">42</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_109"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 1B. UNRESOLVED STAFF COMMENTS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">None.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_112"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 2. PROPERTIES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our executive and administrative office is located at 1211 Avenue of the Americas New York, New York 10036, telephone 212-696-0100.&#160; This office is leased under a non-cancelable lease expiring September 30, 2025.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_115"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 3. LEGAL PROCEEDINGS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">From time to time, we are involved in various claims and legal actions arising in the ordinary course of business.&#160; As of December 31, 2022, we were not party to any pending material legal proceedings.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_118"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 4. MINE SAFETY DISCLOSURES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">None.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">43</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_121"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:9.5pt;font-weight:700;line-height:120%">Item 5. Market for Registrant&#8217;s Common Equity, Related Stockholder Matters And Issuer Purchases Of Equity Securities</span></div></div><div style="text-align:center"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:120%">PART II</span></div><div style="text-align:center"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_124"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 5. MARKET FOR REGISTRANT&#8217;S COMMON EQUITY, RELATED STOCKHOLDER MATTERS AND ISSUER PURCHASES OF EQUITY SECURITIES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our common stock began trading publicly on October 8, 1997 and is traded on the New York Stock Exchange under the trading symbol &#8220;NLY.&#8221; As of January&#160;31, 2023, we had 493,615,144 shares of common stock issued and outstanding which were held by approxima</span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">tely 566,479</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> beneficial holders. The equity compensation plan information called for by Item 201(d) of Regulation S-K is set forth in Item 12 of Part III of this Form 10-K under the heading &#8220;Equity Compensation Plan Information.&#8221;</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Dividends</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We intend to pay quarterly dividends and to distribute to our stockholders all or substantially all of our taxable income in each year (subject to certain adjustments) consistent with the distribution requirements applicable to REITs.&#160; This will enable us to qualify for the tax benefits accorded to a REIT under the Code.&#160; We have not established a minimum dividend payment level and our ability to pay dividends may be adversely affected by factors beyond our control.&#160; In addition, unrealized changes in the estimated fair value of available-for-sale investments may have a direct effect on dividends. All distributions will be made at the discretion of our Board and will depend on our earnings, our financial condition, maintenance of our REIT status and such other factors as our Board may deem relevant from time to time.&#160; See also Item 1A. &#8220;Risk Factors.&#8221; No dividends can be paid on our common stock unless we have paid full cumulative dividends on our preferred stock.&#160; From the date of issuance of our preferred stock through December 31, 2022, we have paid full cumulative dividends on our preferred stock.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Share Performance Graph</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following graph and table set forth certain information comparing the yearly percentage change in cumulative total return on our common stock to the cumulative total return of the Standard &amp; Poor&#8217;s Composite 500 stock Index or S&amp;P 500 Index, and the Bloomberg Mortgage REIT Index, or BBG REIT index, an industry index of mortgage REITs.&#160; The comparison is for the five-year period ended December 31, 2022 and assumes the reinvestment of dividends.&#160; The graph and table assume that $100 was invested in our common stock and the two other indices on the last trading day of the initial year shown in the graph. Upon written request we will provide stockholders with a list of the REITs included in the BBG REIT Index.</span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Five-Year Share Performance</span></div><div style="margin-bottom:6pt;text-align:center"><img src="nly-20221231_g2.jpg" alt="nly-20221231_g2.jpg" style="height:380px;margin-bottom:5pt;vertical-align:text-bottom;width:613px"/></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">44</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:9.5pt;font-weight:700;line-height:120%">Item 5. Market for Registrant&#8217;s Common Equity, Related Stockholder Matters And Issuer Purchases Of Equity Securities</span></div></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:87.134%"><tr><td style="width:1.0%"></td><td style="width:27.255%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.141%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.638%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.141%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.638%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.141%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.638%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.141%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.638%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.141%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.638%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.150%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12/31/2017</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12/31/2018</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12/31/2019</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12/31/2020</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12/31/2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12/31/2022</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Annaly Capital Management, Inc.</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">100</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">93</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">99</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">102</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">104</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">82</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">S&amp;P 500 Index</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">100</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">96</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">126</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">149</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">191</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">157</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">BBG REIT Index</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">100</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">97</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">120</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">93</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">110</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">83</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The information in the share performance graph and table has been obtained from sources believed to be reliable, but neither the accuracy nor completeness can be guaranteed.&#160; The historical information set forth above is not necessarily indicative of future performance. Accordingly, we do not make or endorse any predictions as to future share performance.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The above performance graph and related information shall not be deemed to be &#8220;soliciting material&#8221; or to be &#8220;filed&#8221; with the SEC or subject to Regulation 14A or 14C under the Securities Exchange Act or to the liabilities of Section 18 of the Securities Exchange Act, and shall not be deemed to be incorporated by reference into any filing under the Securities Act of 1933 or the Securities Exchange Act, except to the extent that we specifically incorporate it by reference into such a filing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Share Repurchase</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In January 2022, we announced that our Board authorized the repurchase of up to $1.5&#160;billion of our outstanding common shares through December 31, 2024. The new share repurchase program replaces our previous $1.5&#160;billion share repurchase program, which expired on December 31, 2021. No shares were repurchased with respect to this share repurchase program during the year ended December 31, 2022. As of December 31, 2022, the maximum dollar value of shares that may yet be purchased under this plan was $1.5&#160;billion.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In November 2022, we announced that our Board authorized a repurchase plan for all of our existing outstanding Preferred Stock (as defined below, the &#8220;Preferred Stock Repurchase Program&#8221;). Under the terms of the plan, we are authorized to repurchase up to&#160;an aggregate of 63,500,000 shares of Preferred Stock, comprised of up to (i) 28,800,000 shares of our 6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#8220;Series F Preferred Stock&#8221;), (ii) 17,000,000 shares of our 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#8220;Series G Preferred Stock&#8221;), and (iii) 17,700,000 shares of our 6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#8220;Series I Preferred Stock&#8221;, and together with Series F Preferred Stock and Series G Preferred Stock, the &#8220;Preferred Stock&#8221;). The aggregate liquidation value of the Preferred Stock that may be repurchased by us pursuant to the Preferred Stock Repurchase Program, as of November 3, 2022, was approximately $1.6&#160;billion. The Preferred Stock Repurchase Program became effective on November 3, 2022, and shall expire on December 31, 2024. No shares were repurchased to with respect to the Preferred Stock Repurchase Program during the year ended December 31, 2022. As of December 31, 2022, the maximum dollar value of shares that may yet be purchased under this plan was $1.6&#160;billion.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Purchases made pursuant to the Preferred Stock Repurchase Program will be made in either the open market or in privately negotiated transactions from time to time as permitted by securities laws and other legal requirements. The timing, manner, price and amount of any repurchases will be determined by us in our discretion and will be subject to economic and market conditions, stock price, applicable legal requirements and other factors. The authorization does not obligate us to acquire any particular amount of Preferred Stock and the program may be suspended or discontinued at our discretion without prior notice.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">45</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_127"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 6. Selected Financial Data</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 6. [Reserved]</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-top:5pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:40.982%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.630%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.630%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.457%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.457%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.312%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr style="height:15pt"><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">46</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_130"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:3pt;margin-top:12pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 7. MANAGEMENT&#8217;S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">All references to &#8220;Annaly,&#8221; &#8220;we,&#8221; &#8220;us,&#8221; or &#8220;our&#8221; mean Annaly Capital Management, Inc. and all entities owned by us, except where it is made clear that the term means only the parent company.&#160; Refer to the section titled &#8220;Glossary of Terms&#8221; located at the end of this Item 7 for definitions of commonly used terms in this annual report on Form 10-K.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">This section of our Form 10-K generally discusses&#160;2022&#160;and&#160;2021&#160;items and year-to-year comparisons between&#160;2022&#160;and&#160;2021. Discussions of&#160;2020&#160;items and year-to-year comparisons between&#160;2021&#160;and&#160;2020&#160;that are not included in this Form 10-K can be found in Part II, Item 7. &#8220;Management&#8217;s Discussion and Analysis of Financial Condition and Results of Operations&#8221; of our annual report on Form 10-K for the year ended&#160;December 31, 2021.</span></div><div style="margin-bottom:3pt;margin-top:12pt;text-align:justify"><span style="color:#00316c;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:120%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">47</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_136"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:93.629%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:4.171%"></td><td style="width:0.1%"></td></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 4.37pt;text-align:center;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">INDEX TO ITEM 7.&#160;MANAGEMENT&#8217;S DISCUSSION AND                                                                                                                                   ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;&#160;</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Page</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_139">Overview</a></span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_139">49</a></span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_3765">Reverse Stock Split</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_3765">49</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_145">Business Environment</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_145">49</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_148">Economic Environment</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_148">50</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_151">London Interbank Offered Rate (&#8220;LIBOR&#8221;) Transition</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_151">51</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_3641">Income Tax Reform</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_3641">51</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_154">Results of Operations</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_154">52</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_157">Net Income (Loss) Summary</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_157">53</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_160">Non-GAAP Financial Measures</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_160">54</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_163">Earnings Available for Distribution, Earnings Available for Distribution Attributable to Common Stockholders, Earnings Available for Distribution per Average Common Share and Annualized EAD Return on Average Equity</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_163">54</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_166">Premium Amortization Expense</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_166">56</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_169">Economic Leverage and Economic Capital Ratios</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_169">56</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_172">Interest Income (excluding PAA), Economic Interest Expense and Economic Net Interest Income (excluding PAA)</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_172">57</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_175">Experienced and Projected Long-term CPR</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_175">58</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_178">Average Yield on Interest Earning Assets (excluding PAA), Net Interest Spread (excluding PAA), Net Interest Margin (excluding PAA) and Average Economic Cost of Interest Bearing Liabilities</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_178">59</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_181">Economic Interest Expense and Average Economic Cost of Interest Bearing Liabilities</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_181">60</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_187">Other Income (Loss)</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_187">60</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_190">General and Administrative Expenses</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_190">61</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_193">Return on Average Equity</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_193">62</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_196">Unrealized Gains and Losses</a> - Available-for-Sale Investments</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_196">62</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_199">Financial Condition</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_199">63</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_202">Residential Securities</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_202">63</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_205">Contractual Obligations</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_205">66</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_208">Commitments and Contractual Obligations with Unconsolidated Entities</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_208">66</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_211">Capital Management</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_211">66</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_214">Stockholders&#8217; Equity</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_214">67</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_217">Capital Stock</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_217">67</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_220">Leverage and Capital</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_220">68</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_223">Risk Management</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_223">68</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_226">Risk Appetite</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_226">68</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_229">Governance</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_229">69</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_232">Description of Risks</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_232">70</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_235">Capital, Liquidity and Funding Risk Management</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_235">71</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_238">Funding</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_238">71</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_241">Excess Liquidity</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_241">72</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_244">Maturity Profile</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_244">73</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_247">Stress Testing</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_247">74</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_250">Liquidity Management Policies</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_250">75</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_253">Investment/Market Risk Management</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_253">75</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_256">Credit Risk Management</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_256">76</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_259">Counterparty Risk Management</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_259">77</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_262">Operational Risk Management</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_262">77</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_265">Compliance, Regulatory and Legal Risk Management</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_265">78</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_268">Critical Accounting Estimates</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_268">79</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_271">Valuation of Financial Instruments</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_271">79</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_274">Residential Securities</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_274">79</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_277">Residential Mortgage Loans</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_277">79</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_280">MSR</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_280">79</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_283">Interest Rate Swaps</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_283">80</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_286">Revenue Recognition</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_286">80</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_289">Consolidation of Variable Interest Entities</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_289">80</a></span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_292">Use of Estimates</a></span></div></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_292">80</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_295">Glossary of Terms</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_295">81</a></span></div></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">48</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_139"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Overview</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We are a leading diversified capital manager with investment strategies across mortgage finance. Our principal business objective is to generate net income for distribution to our stockholders and optimize our returns through prudent management of our diversified investment strategies. We are an internally-managed Maryland corporation founded in 1997 that has elected to be taxed as a REIT. Our common stock is listed on the New York Stock Exchange under the symbol &#8220;NLY.&#8221;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We use our capital coupled with borrowed funds to invest primarily in real estate related investments, earning the spread between the yield on our assets and the cost of our borrowings and hedging activities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For a full discussion of our business, refer to the section titled &#8220;Business Overview&#8221; of Part I, Item 1. &#8220;Business.&#8221;</span></div><div id="i700770ee33434e33a71763c387c61302_3765"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Reverse Stock Split</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On September 8, 2022, we announced that our Board had unanimously approved a reverse stock split of our common stock at a ratio of 1-for-4 (the &#8220;Reverse Stock Split&#8221;). The Reverse Stock Split was effective following the close of business on September 23, 2022 (the &#8220;Effective Time&#8221;). Accordingly, at the Effective Time, every four issued and outstanding shares of our common stock were converted into one share of our common stock. No fractional shares were issued in connection with the Reverse Stock Split. Instead, each stockholder that would have held fractional shares as a result of the Reverse Stock Split received cash in lieu of such fractional shares. The par value per share of our common stock remained unchanged at $0.01 per share after the Reverse Stock Split. Accordingly, for all historical periods presented, an amount equal to the par value of the reduced number of shares resulting from the Reverse Stock Split was reclassified from Common stock to Additional paid in capital in our Consolidated Statements of Financial Condition. All references made to share or per share amounts in the accompanying consolidated financial statements and applicable disclosures have been retroactively adjusted to reflect the effects of the Reverse Stock Split.</span></div><div id="i700770ee33434e33a71763c387c61302_145"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Business Environment</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Financial markets saw meaningful volatility in 2022 as high inflation readings led the Federal Reserve to conduct the most notable tightening in monetary policy in over 40 years. The Federal Open Market Committee (&#8220;FOMC&#8221;) raised the Federal Funds Target Rate by 4.25 percentage points between March and December 2022. In addition, the FOMC announced runoff of its balance sheet, opting to allow up to $95&#160;billion in Treasury and Agency mortgage-backed securities mature on a monthly basis. The meaningful increase in policy rates, which was emulated by many developed market central banks globally, led to sharp underperformance in fixed income assets, best seen by the negative 13% total return for the Bloomberg Aggregate Fixed Income Index in 2022, underperforming the second worst year in index history by more than four-fold. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">With respect to the housing market, activity slowed meaningfully over the course of 2022 given the upward shock in mortgage rates and the resulting reduced affordability. Existing home sales, for example, are now one-third lower than at the end of 2021. However, the slowdown in activity has also coincided with a reduction in available inventories. According to data from the real estate brokerage Redfin, new home listings have declined 18% year-over-year as borrowers opt to stay in their homes in the current higher rate environment. As long as the labor market remains robust, we foresee few forced sellers, keeping inventories below historical averages. Home prices have been slower to decline than initially anticipated with the Case-Shiller National Home Price index falling 3.6% from its peak level in June through November 2022, the last month for which data is available. Despite the weaker activity, the state of the housing market remains relatively robust as consumer balance sheets and lending standards are sound, and the shortage of supply supports prices all else equal.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In light of the extremely turbulent year in financial markets, Annaly delivered an economic return of negative 23.7% for the full year. Of note, the fourth quarter saw a meaningful slowdown in inflation data and a subsequent decline in interest rate volatility that resulted in a strong finish to the year, generating an 8.7% economic return in the final quarter. While 2022 was particularly challenging, we are proud of a number of key strategic accomplishments throughout the year, including: the accretive disposition of our Middle Market Lending portfolio, the successful continued expansion of our Residential Credit and Mortgage Servicing Rights platforms, inclusion in the S&amp;P MidCap 400 Index, and the 25th anniversary of our initial public offering. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In the fourth quarter of 2022, we generated GAAP net income (loss) of ($1.96) per share and earnings available for distribution of $0.89 per share compared to GAAP net income (loss) of ($0.70) per share and earnings available for distribution of $1.06 per share for the prior quarter. While earnings available for distribution covered our common stock dividend of $0.88 per share for the fourth quarter of 2022, given the moderation in earnings available for distribution and anticipated further pressure on this measure, we expect to reduce the common stock dividend for the first quarter of 2023 to a level closer to our historical yield on book value of 11 &#8211; 12%. We believe that this would set the dividend at a level that is more sustainable in the prevailing environment given current new money returns.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Shifting to portfolio activity, we continued to rotate the Agency MBS portfolio up in coupon to take advantage of wider spreads and improved carry in production coupons. We grew our allocation to 4.5% coupons and higher, which now represent over 50% of our portfolio, up from 12% at the end of 2021. We believe historically wide nominal spreads in these coupons provide more </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">49</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">than adequate compensation for taking on the incremental convexity exposure relative to lower coupons. In addition, we lowered our exposure to TBAs, as roll specialness dissipated over the course of 2022, and we are likely to continue favoring pools over TBAs going forward given their superior return profile.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In Residential Credit, our portfolio ended the year at $5.0&#160;billion in market value, up roughly $400&#160;million year-over-year, and currently represents 19% of the firm&#8217;s capital. In the current decelerating housing market, our loan business represents our preferred approach to investing in the residential credit market given our ability to control our credit strategy, partners, the diligence process, and pricing. We continue to focus on preserving the credit quality of our portfolio, with fourth quarter whole loan acquisitions exhibiting strong underlying borrower fundamentals. Our OBX securitization platform had a record year of issuance supported by our correspondent channel, which acquired nearly $2&#160;billion in loans during the year. Since the beginning of 2022, we closed 17 securitizations totaling $6.6&#160;billion and generated $760&#160;million of proprietary assets with a low to mid double-digit return profile utilizing minimal recourse leverage.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In our MSR business line, we had significant growth in the strategy in 2022, increasing our portfolio by nearly three times to $1.8&#160;billion in market value and ending the year as the third largest buyer of bulk MSR in the market. We added new originator partners, expanded relationships with subservicers, and put in place new dedicated financing as an additional source of liquidity to support future growth. Our focus on very high credit quality, low loan rate MSR has proven to be valuable. The portfolio paid three CPR in the fourth quarter and experienced minimal delinquencies, generating stable cash flows while providing a hedge to current dynamics in the housing market.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Earnings available for distribution is a non-GAAP financial measure. Refer to the &#8220;Non-GAAP Financial Measures&#8221; section for additional information, including reconciliations to its most directly comparable GAAP results.</span></div><div style="text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_148"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Economic Environment</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">U.S. real economic growth slowed in 2022, with U.S. gross domestic product (&#8220;GDP&#8221;) rising 2.1% on a year-over-year basis, well below the 5.9% recorded for 2021. The relative slowdown was mostly a result of weaker growth reported in the first half of the year, as the economy contracted on a seasonally adjusted annualized basis in both Q1 and Q2. In the second half of the year, economic activity proved more resilient considering the higher interest rate backdrop as GDP rose 3.2% on a seasonally adjusted annualized basis in Q3 and 2.9% in Q4. Driving the increase in economic activity was strong consumption, inventory rebuilds, and net export growth. Heading into 2023, however, recession risks are elevated as the impact of the Federal Reserve&#8217;s monetary policy tightening flows through to the real economy. Residential investment continues to contract sharply, given the affordability challenges of a much higher average mortgage rate, while business fixed investments and manufacturing output have weakened.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Meanwhile, total employment growth in 2022 registered as the second strongest year on record since 1950, behind only the robust hiring seen in 2021. In the fourth quarter alone, the labor market continued to expand at a solid pace as total nonfarm payroll employment rose by an average 274 thousand workers per month. The unemployment rate ended the year at a historic low of 3.5%, declining 0.4 percentage points from 3.9% in December 2021. Additionally, job openings remain elevated relative to pre-pandemic averages as labor demand far exceeded labor supply. As a result of the strong labor demand, wage growth remained elevated all year and above levels consistent with the Federal Reserve&#8217;s 2% inflation target. Average hourly earnings rose 4.6% over the 12 months ending in December. However, there are some signs of labor market softening at the margin. The average workweek declined in the fourth quarter and the pace of wage gains slowed, both suggesting employers are moderating their demand for workers. The Employment Cost Index decelerated from a pace of 1.2% quarter-over-quarter in Q3 to 1.0% in Q4.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The slowdown in economic growth and moderation in labor demand has led to a modest decline in broader inflation, although price pressures remained at elevated levels throughout the year and broadened beyond the initial pandemic-driven dislocations. Price pressures were driven by the service sector as providers enjoyed peak pricing power in high-demand services and higher rent and home valuations led to an increase in shelter prices. Meanwhile, goods inflation, which accelerated in 2021 because of healthy household consumption during the depths of the pandemic, subsequently eased throughout 2022 as consumption was focused on services. The Federal Reserve&#8217;s preferred inflation gauge, the headline Personal Consumption Expenditure Chain Price Index (&#8220;PCE&#8221;), measured 5.0% in December 2022, after peaking at 6.7% on a year-over-year basis in June 2022. The core measure, which does not include price changes in food and energy sectors, measured 4.4%, after peaking at 5.4% in February 2022.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Fed conducts monetary policy with a dual mandate: full employment and price stability. Given the strength of the labor market and the broadening inflation pressures, the Fed embarked on an aggressive tightening campaign in 2022. The target range for the Federal Funds rate increased 425 bps from 0.0% - 0.25% in December 2021 to 4.25% - 4.50% by the end of 2022. At the same time, the Fed transitioned from expanding their balance sheet through asset purchases in 2021 to contracting their balance sheet in 2022 by allowing assets to mature. The asset side of the balance sheet continues to decline at a pace of </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">50</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">$95&#160;billion per month across U.S. Treasuries and Agency MBS, almost twice the runoff rate of the prior quantitative tightening period between 2017 and 2019. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the year ended December 31, 2022, yields on the 10-year U.S. Treasury note rose by 236 bps as market participants assessed the path of the Federal Funds rate. The 10-year Treasury Inflation Protected Security (&#8220;TIPS&#8221;), which subtracts the expected inflation rate from the bond&#8217;s nominal yield, rose 267 bps, while longer-term inflation expectations declined slightly. Meanwhile, the mortgage basis, or the spread between the 30-year Agency MBS coupon and 10-year U.S. Treasury rate, widened significantly, ending the year 96 bps wider than December 2021. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table below presents interest rates and spreads at each date presented:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:62.134%"><tr><td style="width:1.0%"></td><td style="width:40.311%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.488%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.976%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.723%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.976%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.726%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">As of December 31,</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2020</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">30-Year mortgage current coupon</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.39%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.07%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.34%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Mortgage basis</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">152 bps</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">56 bps</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">43 bps</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10-Year U.S. Treasury rate</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.87%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.51%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.91%</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">LIBOR</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1-Month</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.39%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.10%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.14%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6-Month</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.14%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.34%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.26%</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">OIS SOFR Swaps</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1-Month</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.36%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.05%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.07%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6-Month</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.80%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.19%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.06%</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_151"></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">London Interbank Offered Rate (&#8220;LIBOR&#8221;) Transition</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The United Kingdom Financial Conduct Authority (&#8220;FCA&#8221;), which regulates LIBOR, announced that all LIBOR tenors relevant to us will cease to be published or will no longer be representative after June 30, 2023. The FCA's announcement coincided with the announcement of LIBOR's administrator, the ICE Benchmark Administration Limited (&#8220;IBA&#8221;), indicating that, as a result of not having access to input data necessary to calculate LIBOR tenors relevant to us on a representative basis after June 30, 2023, IBA would have to cease publication of such LIBOR tenors immediately after the last publication on June 30, 2023. These announcements mean that any of our LIBOR-based borrowings that extend beyond June 30, 2023 will need to be converted to a replacement rate.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The firm has a plan to facilitate an orderly conversion to alternative reference rates. The plan includes steps to evaluate exposure; review contracts; assess impact to our business; process and technology and outline a communication strategy with shareholders; regulators and other stakeholders. As LIBOR cessation enters its final stages, we continue to remain on track with our transition plan, which requires different solutions depending on the underlying asset or liability. The U.S. federal government enacted a legislative solution for certain LIBOR contracts, which in some cases inserts fallback language into the contract or provides a determining party with a safe harbor from litigation. The Board of Governors of the Federal Reserve promulgated rules required by this legislation.  We continue to consider all available options with respect to our preferred stock, including those available under the federal legislation. As of December 31, 2022, we had $1.5&#160;billion of USD LIBOR-linked preferred stock that may remain outstanding beyond the June 30, 2023 cessation date. See the risk factor titled &#8220;The discontinuation of LIBOR may affect our results&#8221; in Part I, Item 1A &#8220;Risk Factors&#8221; for additional information.  </span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_3641"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Income Tax Reform</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On August 16, 2022, tax legislation, informally known as the Inflation Reduction Act (the &#8220;IRA&#8221;), was enacted, and included several changes impacting U.S. federal income tax laws applicable to corporations. The components most relevant to our business are the imposition of a 1% excise tax on stock repurchases by publicly-traded corporations and a 15% corporate minimum tax (&#8220;CMT&#8221;) on GAAP financial statement income. However, the new legislation explicitly excludes REITs from the law and we do not expect the CMT to apply to our TRSs. In the event the application of the CMT were to be imposed on our TRSs, we do not expect a material impact to our operations as it would simply affect the timing of the payment of income taxes already accrued.  </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">While technical corrections or other amendments to the IRA or administrative guidance interpreting the IRA may be forthcoming, we continue to analyze the overall effects of the IRA to our operations, our industry and the economy in general.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">51</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_154"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Results of Operations</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The results of our operations are affected by various factors, many of which are beyond our control. Certain of such risks and uncertainties are described herein (see &#8220;Special Note Regarding Forward-Looking Statements&#8221; above) and in Part I, Item 1A. &#8220;Risk Factors&#8221;.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">This Management Discussion and Analysis section contains analysis and discussion of financial results computed in accordance with U.S. generally accepted accounting principles (&#8220;GAAP&#8221;) and non-GAAP measurements.&#160;To supplement our consolidated financial statements, which are prepared and presented in accordance with GAAP, we provide non-GAAP financial measures to enhance investor understanding of our period-over-period operating performance and business trends, as well as for assessing our performance versus that of industry peers.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Non-GAAP Financial Measures&#8221; section for additional information.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Beginning with the quarter ended March 31, 2022, in light of the continued growth of our mortgage servicing rights portfolio, we enhanced our financial disclosures by separately reporting servicing income and servicing expense in our Consolidated Statements of Comprehensive Income (Loss). Servicing income and servicing expense were previously included within Other income (loss). As a result of this change, prior periods have been adjusted to conform to the current presentation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In addition, beginning with the quarter ended March 31, 2022, we consolidated certain line items in our Consolidated Statements of Comprehensive Income (Loss) in an effort to streamline and simplify its financial presentation. Amounts previously reported under Net interest component of interest rate swaps, Realized gains (losses) on termination or maturity of interest rate swaps, Unrealized gains (losses) on interest rate swaps and Net gains (losses) on other derivatives are combined into a single line item titled Net gains (losses) on derivatives. Similarly, amounts previously reported under Net gains (losses) on disposal of investments and other and Net unrealized gains (losses) on instruments measured at fair value through earnings are combined into a single line item titled Net gains (losses) on investments and other. As a result of these changes, prior periods have been adjusted to conform to the current presentation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Beginning with the quarter ended June 30, 2021, we began classifying certain portfolio activity-related or volume-related expenses as Other income (loss) rather than Other general and administrative expenses in the Consolidated Statements of Comprehensive Income (Loss) to better reflect the nature of the items. As such, prior periods have been conformed to the current presentation. Refer to the &#8220;General and Administrative Expenses&#8221; section for additional information.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">52</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_157"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Net Income (Loss) Summary</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents financial information related to our results of operations as of and for the years ended December 31, 2022, 2021 and 2020.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"></td><td style="width:56.209%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.642%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.530%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.642%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.530%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.647%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">As of and for the Years Ended December 31,</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2020</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands, except per share data)</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest income</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,778,887</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,983,036&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,229,625&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest expense</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,309,735</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">249,243&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">899,112&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net interest income</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,469,152</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,733,793&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,330,513&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Servicing and related income</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">246,926</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,018&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">94,190&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Servicing and related expense</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">25,145</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12,202&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">26,437&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net servicing income</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">221,781</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">56,816&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">67,753&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 1.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Other income (loss)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">243,787</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">796,360&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2,094,266)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 1.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Less: Total general and administrative expenses</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">162,729</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">186,014&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">222,195&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Income (loss) before income taxes</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,771,991</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,400,955&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(918,195)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Income taxes</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">45,571</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,675&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(28,423)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss)</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,726,420</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,396,280&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(889,772)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Less: Net income (loss) attributable to noncontrolling interests</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,095</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,384&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,391&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) attributable to Annaly</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,725,325</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,389,896&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(891,163)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Less: Dividends on preferred stock</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">110,623</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">107,532&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">142,036&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) available (related) to common stockholders</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,614,702</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,282,364&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,033,199)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) per share available (related) to common stockholders</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Basic</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.93</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.40&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2.92)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Diluted</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.92</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.39&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2.92)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted average number of common shares outstanding</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Basic</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">411,348,484</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">356,856,520&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">353,664,860&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Diluted</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">411,621,758</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">357,142,251&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">353,664,860&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Other information</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Investment portfolio at period-end</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">78,469,860</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">74,792,041&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">86,403,446&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Average total assets</span></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">78,768,785</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">81,925,499&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">99,663,704&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Average equity</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,616,995</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">13,728,352&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">14,103,589&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">GAAP leverage at period-end </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 7pt 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.0:1</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 7pt 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.7:1</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 7pt 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5.1:1</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">GAAP capital ratio at period-end </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13.9</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">17.2&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">15.9&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Annualized return on average total assets</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.19</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.92&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(0.89)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Annualized return on average equity</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">14.86</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">17.45&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(6.31)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest margin </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.92</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.28&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.46&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Average yield on interest earning assets  </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.64</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.61&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.44&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Average GAAP cost of interest bearing liabilities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(5)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.03</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.37&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.09&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest spread</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.61</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.24&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.35&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average experienced CPR for the period</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12.2</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">23.7&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20.2&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average projected long-term CPR at period-end</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.8</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12.7&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16.4&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Common stock book value per share</span></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">20.79</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">31.88&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">35.68&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Non-GAAP metrics *</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest income (excluding PAA)</span></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,418,300</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,040,194&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,645,069&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Economic interest expense </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(5)</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">943,574</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">525,385&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,106,989&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Economic net interest income (excluding PAA)</span></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,474,726</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,514,809&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,538,080&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Premium amortization adjustment cost (benefit)</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(360,587)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,158&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">415,444&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Earnings available for distribution </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(6)</span></div></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,850,138</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,768,391&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,696,167&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Earnings available for distribution per average common share</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.23</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.65&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.39&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Annualized EAD return on average equity (excluding PAA)</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">16.02</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12.90&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12.03&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Economic leverage at period-end </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 7pt 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.3:1</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 7pt 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5.7:1</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 7pt 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.2:1</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Economic capital ratio at period-end </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13.4</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">14.4&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">13.6&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest margin (excluding PAA) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.03</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.02&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.74&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Average yield on interest earning assets (excluding PAA) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.16</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.68&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.90&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Average economic cost of interest bearing liabilities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(5)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.46</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.79&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.34&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest spread (excluding PAA)</span></td><td colspan="2" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.70</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.89&#160;</span></td><td style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.56&#160;</span></td><td style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="18" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">*</span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">   Represents a non-GAAP financial measure. Refer to the &#8220;Non-GAAP Financial Measures&#8221; section for additional information.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">GAAP leverage is computed as the sum of repurchase agreements, other secured financing, debt issued by securitization vehicles, participations issued and mortgages payable divided by total equity. Economic leverage is computed as the sum of recourse debt, cost basis of to-be-announced (&#8220;TBA&#8221;) and CMBX derivatives outstanding, and net forward purchases (sales) of investments divided by total equity. Recourse debt consists of repurchase agreements and other secured financing (excluding certain non-recourse credit facilities). Certain credit facilities (included within other secured financing), debt issued by securitization vehicles, participations issued, and mortgages payable are non-recourse to us and are excluded from economic leverage.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">GAAP capital ratio is computed as total equity divided by total assets. Economic capital ratio is computed as total equity divided by total economic assets. Total economic assets include the implied market value of TBA derivatives and net of debt issued by securitization vehicles.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Net interest margin represents our interest income less interest expense divided by the average interest earning assets. Net interest margin (excluding PAA) represents the sum of our interest income (excluding PAA) plus TBA dollar roll income and CMBX coupon income less interest expense and the net interest component of interest rate swaps divided by the sum of average interest earning assets plus average outstanding TBA contract and CMBX balances.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Average yield on interest earning assets represents annualized interest income divided by average interest earning assets. Average interest earning assets reflects the average amortized cost of our investments during the period. Average yield on interest earning assets (excluding PAA) is calculated using annualized interest income (excluding PAA).</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(5)</span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Average GAAP cost of interest bearing liabilities represents annualized interest expense divided by average interest bearing liabilities. Average interest bearing liabilities reflects the average balances during the period. Average economic cost of interest bearing liabilities represents annualized economic interest expense divided by average interest bearing liabilities. Economic interest expense is comprised of GAAP interest expense and the net interest component of interest rate swaps.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(6)</span><span style="background-color:#ffffff;color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes dividends on preferred stock. </span></div></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%;text-decoration:underline">GAAP</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net income (loss) was $1.7 billion, which includes $1.1 million attributable to noncontrolling interests, or $3.93 per average basic common share, for the year ended December 31, 2022 compared to $2.4 billion, which includes $6.4 million attributable to noncontrolling interests, or $6.40 per average basic common share, for the same period in 2021. We attribute the majority of the change in net income (loss) to an unfavorable change in net gains (losses) on investments and other and net interest income, partially offset by favorable changes in net gains (losses) on derivatives, lower business divestiture-related losses, and higher net servicing income. Net gains (losses) on investments and other for the year ended December 31, 2022 was ($4.6) billion compared to $121.0 million for the same period in 2021. Part of this unfavorable change is attributable to the change in fair value flowing through the income statement on Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities purchased in the second half of 2022. Net interest income for the year ended December 31, 2022 was $1.5 billion compared to $1.7 billion for the same period in 2021. Net gains (losses) on derivatives for the year ended December 31, 2022 was $4.9 billion compared to $807.7 million for the same period in 2021. Business divestiture-related gains (losses) for the year ended December 31, 2022 was ($40.3) million compared to ($278.6) million for the same period in 2021. Net servicing income for the year ended December 31, 2022 was $221.8 million compared to $56.8 million for the same period in 2021. Refer to the section titled &#8220;Other income (loss)&#8221; located within this Item 7 for additional information related to these changes. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%;text-decoration:underline">Non-GAAP</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Earnings available for distribution were $1.9 billion, or $4.23 per average common share, for the year ended December 31, 2022, compared to $1.8 billion, or $4.65 per average common share, for the same period in 2021. The change in earnings available for distribution for the year ended December 31, 2022 compared to the same period in 2021 was primarily due to a favorable change in the net interest component of interest rate swaps, lower premium amortization expense, excluding PAA, resulting from lower prepayment speed projections, higher net servicing income from an increase in average MSR balances, and higher coupon income from an increase in interest rates, partially offset by higher interest expense from an increase in average borrowing rates.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">53</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_160"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Non-GAAP Financial Measures</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To supplement our consolidated financial statements, which are prepared and presented in accordance with GAAP, we provide the following non-GAAP financial measures:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">earnings available for distribution (&#8220;EAD&#8221;);</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">earnings available for distribution attributable to common stockholders;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">earnings available for distribution per average common share;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">annualized EAD return on average equity;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">economic leverage;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">economic capital ratio;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">interest income (excluding PAA);</span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">economic interest expense;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">economic net interest income (excluding PAA);</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">average yield on interest earning assets (excluding PAA);</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">average economic cost of interest bearing liabilities;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">net interest margin (excluding PAA); and</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">net interest spread (excluding PAA).</span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">These measures should not be considered a substitute for, or superior to, financial measures computed in accordance with GAAP. While intended to offer a fuller understanding of our results and operations, non-GAAP financial measures also have limitations. For example, we may calculate our non-GAAP metrics, such as earnings available for distribution, or the PAA, differently than our peers making comparative analysis difficult. Additionally, in the case of non-GAAP measures that exclude the PAA, the amount of amortization expense excluding the PAA is not necessarily representative of the amount of future periodic amortization nor is it indicative of the term over which we will amortize the remaining unamortized premium. Changes to actual and estimated prepayments will impact the timing and amount of premium amortization and, as such, both GAAP and non-GAAP results.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">These non-GAAP measures provide additional detail to enhance investor understanding of our period-over-period operating performance and business trends, as well as for assessing our performance versus that of industry peers. Additional information pertaining to our use of these non-GAAP financial measures, including discussion of how each such measure may be useful to investors, and reconciliations to their most directly comparable GAAP results are provided below.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_163"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Earnings Available for Distribution, Earnings Available for Distribution Attributable to Common Stockholders, Earnings Available for Distribution Per Average Common Share and Annualized EAD Return on Average Equity</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our principal business objective is to generate net income for distribution to our stockholders and optimize our returns through prudent management of our diversified investment strategies. We generate net income by earning a net interest spread on our investment portfolio, which is a function of interest income from our investment portfolio less financing, hedging and operating costs.&#160;Earnings available for distribution, which is defined as the sum of (a) economic net interest income, (b) TBA dollar roll income and CMBX coupon income, (c) net servicing income less realized amortization of MSR, (d) other income (loss) (excluding depreciation and amortization expense on real estate and related intangibles, non-EAD income allocated to equity method investments and other non-EAD components of other income (loss)), (e) general and administrative expenses (excluding transaction expenses and non-recurring items), and (f) income taxes (excluding the income tax effect of non-EAD income (loss) items), and excludes (g) the premium amortization adjustment (&#8220;PAA&#8221;) representing the cumulative impact on prior periods, but not the current period, of quarter-over-quarter changes in estimated long-term prepayment speeds related to our Agency mortgage-backed securities, is used by management and, we believe, used by analysts and investors to measure our progress in achieving our principal business objective.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We seek to fulfill our principal business objective through a variety of factors including portfolio construction, the degree of market risk exposure and related hedge profile, and the use and forms of leverage, all while operating within the parameters of our capital allocation policy and risk governance framework. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We believe these non-GAAP measures provide management and investors with additional details regarding our underlying operating results and investment portfolio trends by (i) making adjustments to account for the disparate reporting of changes in fair value where certain instruments are reflected in GAAP net income (loss) while others are reflected in other comprehensive income (loss), and (ii) by excluding certain unrealized, non-cash or episodic components of GAAP net income (loss) in order to provide additional transparency into the operating performance of our portfolio. In addition, EAD serves as a useful indicator for investors in evaluating our performance and ability to pay dividends. Annualized EAD return on average equity, which is calculated by dividing earnings available for distribution over average stockholders&#8217; equity, provides investors with additional detail on the earnings available for distribution generated by our invested equity capital.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">54</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents a reconciliation of GAAP financial results to non-GAAP earnings available for distribution for the periods presented:</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:62.589%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.466%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.532%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.466%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.532%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.615%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended December 31,</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands, except per share data)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">GAAP net income (loss)</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,726,420</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,396,280&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(889,772)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net income (loss) attributable to noncontrolling interests</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,095</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,384&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,391&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) attributable to Annaly</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,725,325</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,389,896&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(891,163)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="6" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Adjustments to exclude reported realized and unrealized (gains) losses</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net (gains) losses on investments and other</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,602,456</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(120,958)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(358,489)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net (gains) losses on derivatives </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,493,013)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,083,872)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,065,855&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loan loss provision (reversal)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(22,923)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(148,632)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">151,188&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Business divestiture-related (gains) losses</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">40,258</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">278,559&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="6" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Other adjustments</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Depreciation expense related to commercial real estate and amortization of intangibles</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,948</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">15,225&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">39,108&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-EAD (income) loss allocated to equity method investments</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (4)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(15,499)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(10,930)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">22,493&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Transaction expenses and non-recurring items</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (5)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,620</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,579&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">11,293&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Income tax effect of non-EAD income (loss) items</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">46,070</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">13,325&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(17,603)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA dollar roll income and CMBX coupon income </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(6)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">431,475</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">445,768&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">355,547&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">MSR amortization </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(7)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(114,992)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(72,727)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(97,506)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Plus:</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Premium amortization adjustment cost (benefit)</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(360,587)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,158&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">415,444&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:112%">Earnings available for distribution *</span></div></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,850,138</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,768,391&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,696,167&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends on preferred stock</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">110,623</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">107,532&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">142,036&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:112%">Earnings available for distribution attributable to common stockholders *</span></div></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,739,515</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,660,859&#160;</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,554,131&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">GAAP net income (loss) per average common share</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.93</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.40&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2.92)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:112%">Earnings available for distribution per average common share *</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.23</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.65&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.39&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">GAAP return (loss) on average equity</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">14.86</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">17.45&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(6.31)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">EAD return on average equity (excluding PAA) *</span></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">16.02</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12.90&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12.03&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">* Represents a non-GAAP financial measure. Refer to the disclosure within this section above for additional information on non-GAAP financial measures.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> The adjustment to add back Net (gains) losses on derivatives does not include the net interest component of interest rate swaps which is reflected in earnings available for distribution. The net interest component of interest rate swaps totaled $366.2 million, ($276.1) million and ($207.9) million for the years ended December 31, 2022, 2021 and 2020,  respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes ($2.3) million, ($3.6) million, and $3.6 million of loss provision (reversal) on unfunded loan commitments for the years ended December 31, 2022, 2021, and 2020, respectively, which is reported in Other, net in the Consolidated Statements of Comprehensive Income (Loss).</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes depreciation and amortization expense related to equity method investments. </span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Represents unrealized (gains) losses allocated to equity interests in a portfolio of MSR, which is a component of Other, net in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(5)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes costs incurred in connection with securitizations of residential whole loans. The year ended December 31, 2020 also includes costs incurred in connection with the management internalization, the CEO search process and a securitization of Agency mortgage-backed securities. </span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(6)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> TBA dollar roll income and CMBX coupon income each represent a component of Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss). CMBX coupon income totaled $4.4 million, $5.2 million and $5.8 million for the years ended December 31, 2022, 2021 and 2020, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(7)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> MSR amortization utilizes purchase date cash flow assumptions and actual unpaid principal balances and is calculated as the difference between projected MSR yield income and net servicing income for the period. </span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">From time to time, we enter into TBA forward contracts as an alternate means of investing in and financing Agency MBS. A TBA contract is an agreement to purchase or sell, for future delivery, an Agency MBS with a specified issuer, term and coupon. A TBA dollar roll represents a transaction where TBA contracts with the same terms but different settlement dates are simultaneously bought and sold. The TBA contract settling in the later month typically prices at a discount to the earlier month contract with the difference in price commonly referred to as the &#8220;drop&#8221;. The drop is a reflection of the expected net interest income from an investment in similar Agency MBS, net of an implied financing cost, that would be foregone as a result of settling the contract in the later month rather than in the earlier month. The drop between the current settlement month price and the forward settlement month price occurs because in the TBA dollar roll market, the party providing the financing is the party that would retain all principal and interest payments accrued during the financing period. Accordingly, TBA dollar roll income generally represents the economic equivalent of the net interest income earned on the underlying Agency MBS less an implied financing cost.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">TBA dollar roll transactions are accounted for under GAAP as a series of derivatives transactions. The fair value of TBA derivatives is based on methods similar to those used to value Agency MBS. We record TBA derivatives at fair value on our Consolidated Statements of Financial Condition and recognize periodic changes in fair value in Net gains (losses) on </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">55</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">derivatives in our Consolidated Statements of Comprehensive Income (Loss), which includes both unrealized and realized gains and losses on derivatives (excluding interest rate swaps).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">TBA dollar roll income is calculated as the difference in price between two TBA contracts with the same terms but different settlement dates multiplied by the notional amount of the TBA contract. Although accounted for as derivatives, TBA dollar rolls capture the economic equivalent of net interest income, or carry, on the underlying Agency MBS (interest income less an implied cost of financing). TBA dollar roll income is reported as a component of Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The CMBX index is a synthetic tradable index referencing a basket of 25 commercial mortgage-backed securities of a particular rating and vintage. The CMBX index allows investors to take a long position (referred to as selling protection) or short position (referred to as purchasing protection) on the respective basket of commercial mortgage-backed securities and is structured as a &#8220;pay-as-you-go&#8221; contract whereby the protection seller receives and the protection buyer pays a standardized running coupon on the contracted notional amount. Additionally, the protection seller is obligated to pay to the protection buyer the amount of principal losses and/or coupon shortfalls on the underlying commercial mortgage-backed securities as they occur.&#160;We report income (expense) on CMBX positions in Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss). The coupon payments received or paid on CMBX positions is equivalent to interest income (expense) and therefore included in earnings available for distribution.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_166"></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Premium Amortization Expense</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In accordance with GAAP, we amortize or accrete premiums or discounts into interest income for our Agency MBS, excluding interest-only securities, multifamily and reverse mortgages, taking into account estimates of future principal prepayments in the calculation of the effective yield. We recalculate the effective yield as differences between anticipated and actual prepayments occur. Using third party model and market information to project future cash flows and expected remaining lives of securities, the effective interest rate determined for each security is applied as if it had been in place from the date of the security&#8217;s acquisition. The amortized cost of the security is then adjusted to the amount that would have existed had the new effective yield been applied since the acquisition date. The adjustment to amortized cost is offset with a charge or credit to interest income. Changes in interest rates and other market factors will impact prepayment speed projections and the amount of premium amortization recognized in any given period.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our GAAP metrics include the unadjusted impact of amortization and accretion associated with this method. Certain of our non-GAAP metrics exclude the effect of the PAA, which quantifies the component of premium amortization representing the cumulative impact on prior periods, but not the current period, of quarter-over-quarter changes in estimated long-term Constant Prepayment Rate (&#8220;CPR&#8221;).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table illustrates the impact of the PAA on premium amortization expense for our Residential Securities portfolio and residential securities transferred or pledged to securitization vehicles, for the periods presented:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:79.970%"><tr><td style="width:1.0%"></td><td style="width:49.539%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.439%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.714%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.804%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.714%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.990%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended December 31,</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Premium amortization expense</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">48,013</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">760,818&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,375,461&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less: PAA cost (benefit)</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(360,587)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,158&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">415,444&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Premium amortization expense (excluding PAA)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">408,600</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">703,660&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">960,017&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.116%"><tr><td style="width:1.0%"></td><td style="width:49.447%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.775%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.712%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.775%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.712%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.779%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr style="height:3pt"><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td></tr></table></div><div id="i700770ee33434e33a71763c387c61302_169"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Economic Leverage and Economic Capital Ratios</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We use capital coupled with borrowed funds to invest primarily in real estate related investments, earning the spread between the yield on our assets and the cost of our borrowings and hedging activities. Our capital structure is designed to offer an efficient complement of funding sources to generate positive risk-adjusted returns for our stockholders while maintaining appropriate liquidity to support our business and meet our financial obligations under periods of market stress. To maintain our desired capital profile, we utilize a mix of debt and equity funding. Debt funding may include the use of repurchase agreements, loans, securitizations, participations issued, lines of credit, asset backed lending facilities, corporate bond issuance, convertible bonds, mortgages payable or other liabilities. Equity capital primarily consists of common and preferred stock.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our economic leverage ratio is computed as the sum of recourse debt, cost basis of TBA and CMBX derivatives outstanding, and net forward purchases (sales) of investments divided by total equity. Recourse debt consists of repurchase agreements and other secured financing (excluding certain non-recourse credit facilities). Certain credit facilities (included within other secured </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">56</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">financing), debt issued by securitization vehicles, participations issued, and mortgages payable are non-recourse to us and are excluded from economic leverage.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents a reconciliation of GAAP debt to economic debt for purposes of calculating our economic leverage ratio for the periods presented:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:78.801%"><tr><td style="width:1.0%"></td><td style="width:46.766%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:24.131%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.469%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:24.134%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-left:1pt solid #031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">As of</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:1pt solid #031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-left:1pt solid #031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">December 31, 2022</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">December 31, 2021</span></div></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Economic leverage ratio reconciliation</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">(dollars in thousands)</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">903,255&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,744,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,155,633&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">800,849</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,049,066&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt included in liabilities of disposal group held for sale</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">112,144&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Total GAAP debt</span></div></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68,307,606</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">61,989,741&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Less Non-Recourse Debt:</span></div></td><td colspan="3" style="background-color:#ffffff;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit facilities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:6.47pt;font-weight:400;line-height:100%;position:relative;top:-3.48pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(903,255)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(7,744,160)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(5,155,633)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(800,849)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,049,066)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-recourse debt included in liabilities of disposal group held for sale</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(112,144)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Total recourse debt</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,762,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">54,769,643</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Plus / (Less):</span></div></td><td colspan="3" style="background-color:#ffffff;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cost basis of TBA and CMBX derivatives</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,050,351</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20,690,768&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Payable for unsettled trades</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,157,846</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">147,908&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Receivable for unsettled trades</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(575,091)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2,656)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Economic debt</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:115%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">*</span></div></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">71,395,703</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">75,605,663&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Total equity</span></div></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,369,426</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">13,195,325&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Economic leverage ratio</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:115%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">*</span></div></td><td colspan="3" style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.3:1</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5.7:1</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr style="height:5pt"><td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="12" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">*  Represents a non-GAAP financial measure. Refer to the disclosure within this section above for additional information on non-GAAP financial measures.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Included in Other secured financing in the Consolidated Statements of Financial Condition.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents a reconciliation of GAAP total assets to economic total assets for purposes of calculating our economic capital ratio for the periods presented:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:71.637%"><tr><td style="width:1.0%"></td><td style="width:41.961%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:26.655%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.228%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:26.656%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-left:1pt solid #031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">As of</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:1pt solid #031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-left:1pt solid #031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Economic capital ratio reconciliation</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Total GAAP assets</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">81,850,712</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">76,764,064&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Less:</span></div></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gross unrealized gains on TBA derivatives </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(17,056)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(52,693)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(7,744,160)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(5,155,633)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Plus:</span></div></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:112%">Implied market value of TBA derivatives</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,578,676</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20,338,633&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Total economic assets *</span></div></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">84,668,172</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">91,894,371&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Total equity</span></div></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,369,426</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">13,195,325&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">Economic capital ratio </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:115%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:115%">*</span></div></td><td colspan="3" style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 7pt 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13.4%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:3pt double #000000;padding:2px 7pt 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">14.4%</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:0 1pt"></td></tr><tr><td colspan="12" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">* Represents a non-GAAP financial measure. Refer to the disclosure within this section above for additional information on non-GAAP financial measures.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Included in  Derivative assets in the Consolidated Statements of Financial Condition.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Economic capital ratio is computed as total equity divided by total economic assets.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_172"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Interest Income (excluding PAA), Economic Interest Expense and Economic Net Interest Income (excluding PAA)</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Interest income (excluding PAA) represents interest income excluding the effect of the premium amortization adjustment, and serves as the basis for deriving average yield on interest earning assets (excluding PAA), net interest spread (excluding PAA) and net interest margin (excluding PAA), which are discussed below. We believe this measure provides management and investors with additional detail to enhance their understanding of our operating results and trends by excluding the component </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">57</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">of premium amortization expense representing the cumulative effect of quarter-over-quarter changes in estimated long-term prepayment speeds related to our Agency MBS (other than interest-only securities, multifamily and reverse mortgages), which can obscure underlying trends in the performance of the portfolio.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Economic interest expense is comprised of GAAP interest expense and the net interest component of interest rate swaps. We use interest rate swaps to manage our exposure to changing interest rates on repurchase agreements by economically hedging cash flows associated with these borrowings. Accordingly, adding the net interest component of interest rate swaps to interest expense, as computed in accordance with GAAP, reflects the total contractual interest expense and thus, provides investors with additional information about the cost of our financing strategy. We may use market agreed coupon (&#8220;MAC&#8221;) interest rate swaps in which we may receive or make a payment at the time of entering into such interest rate swap to compensate for the off-market nature of such interest rate swap. In accordance with GAAP, upfront payments associated with MAC interest rate swaps are not reflected in the net interest component of interest rate swaps, which is presented in Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss). We did not enter into any MAC interest rate swaps during the years ended December 31, 2022 and December 31, 2021. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Similarly, economic net interest income (excluding PAA), as computed below, provides investors with additional information to enhance their understanding of the net economics of our primary business operations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present a reconciliation of GAAP interest income and GAAP interest expense to non-GAAP interest income (excluding PAA), economic interest expense and economic net interest income (excluding PAA), respectively, for the periods presented:</span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%;text-decoration:underline">Interest Income (excluding PAA)</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:68.128%"><tr><td style="width:1.0%"></td><td style="width:35.595%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:19.286%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.872%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:19.286%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.872%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:19.289%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">GAAP Interest Income</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">PAA Cost<br/>(Benefit)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest Income (excluding PAA) *</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,778,887</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(360,587)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,418,300</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,983,036&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,158&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,040,194&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,229,625&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">415,444&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,645,069&#160;</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">* Represents a non-GAAP financial measure. Refer to disclosures within this section above for additional information on non-GAAP financial measures.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%;text-decoration:underline">Economic Interest Expense and Economic Net Interest Income (excluding PAA)</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.561%"><tr><td style="width:1.0%"></td><td style="width:15.346%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.738%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.472%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.857%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.738%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.472%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.857%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.738%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.744%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">GAAP<br/>Interest<br/>Expense</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Add: Net Interest Component of Interest Rate Swaps</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Economic Interest</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Expense</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> *</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">GAAP Net<br/>Interest<br/>Income</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Less: Net Interest Component<br/>of Interest Rate Swaps</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Economic<br/>Net Interest<br/>Income *</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Add: PAA<br/>Cost<br/>(Benefit)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Economic Net Interest Income (excluding PAA) *</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="45" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,309,735</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(366,161)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">943,574</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,469,152</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(366,161)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,835,313</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(360,587)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,474,726</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">249,243&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">276,142&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">525,385&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,733,793&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">276,142&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,457,651&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,158&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,514,809&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">899,112&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">207,877&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,106,989&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,330,513&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">207,877&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,122,636&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">415,444&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,538,080&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="48" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">* Represents a non-GAAP financial measure. Refer to disclosures within this section above for additional information on non-GAAP financial measures.</span></div></td></tr></table></div><div id="i700770ee33434e33a71763c387c61302_175"></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Experienced and Projected Long-Term CPR</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Prepayment speeds, as reflected by the CPR and interest rates vary according to the type of investment, conditions in financial markets, competition and other factors, none of which can be predicted with any certainty. In general, as prepayment speeds and expectations of prepayment speeds on our Agency MBS portfolio increase, related purchase premium amortization increases, thereby reducing the yield on such assets. The following table presents the weighted average experienced CPR and weighted average projected long-term CPR on our Agency MBS portfolio as of and for the periods presented.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:57.163%"><tr><td style="width:1.0%"></td><td style="width:38.797%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:27.288%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.078%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:29.337%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Experienced CPR </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Long-term CPR </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12.2%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.8%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">23.7%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12.7%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20.2%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16.4%</span></td></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the years ended December 31, 2022, 2021 and 2020, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> At December 31, 2022, 2021 and 2020, respectively.</span></div></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">58</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_178"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Average Yield on Interest Earning Assets (excluding PAA), Net Interest Spread (excluding PAA), Net Interest Margin (excluding PAA) and Average Economic Cost of Interest Bearing Liabilities</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net interest spread (excluding PAA), which is the difference between the average yield on interest earning assets (excluding PAA) and the average economic cost of interest bearing liabilities, which represents annualized economic interest expense divided by average interest bearing liabilities, and net interest margin (excluding PAA), which is calculated as the sum of interest income (excluding PAA) plus TBA dollar roll income and CMBX coupon income less interest expense and the net interest component of interest rate swaps divided by the sum of average interest earning assets plus average TBA contract  and CMBX balances, provide management with additional measures of our profitability that management relies upon in monitoring the performance of the business.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Disclosure of these measures, which are presented below, provides investors with additional detail regarding how management evaluates our performance.</span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%;text-decoration:underline">Net Interest Spread (excluding PAA)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:94.298%"><tr><td style="width:1.0%"></td><td style="width:15.799%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.217%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.575%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.737%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.575%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.582%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.575%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.287%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.575%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.977%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.575%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.442%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.575%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.047%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.575%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.587%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average Interest Earning     </span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;&#160;&#160;&#160;Assets </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest Income (excluding PAA) *</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average Yield on Interest Earning Assets (excluding PAA) *</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average Interest Bearing Liabilities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Economic Interest Expense * </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average Economic Cost of Interest Bearing Liabilities * </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Economic Net Interest Income (excluding PAA) *</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Interest Spread (excluding PAA)</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">*</span></div></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="45" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$76,429,267</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$2,418,300</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.16%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$64,512,269</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$943,574</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.46%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$1,474,726</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">1.70</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$76,079,589</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$2,040,194</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.68%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$66,607,057</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$525,385</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.79%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$1,514,809</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">1.89&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$91,198,821</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$2,645,069</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.90%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$82,719,182</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$1,106,989</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.34%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$1,538,080</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">1.56&#160;</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="48" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">* Represents a non-GAAP financial measure. Refer to the &#8220;Non-GAAP Financial Measures&#8221; section for additional information.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Based on amortized cost.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Average interest bearing liabilities reflects the average balances during the period. Economic interest expense is comprised of&#160; GAAP interest expense and the net interest component of interest rate swaps. Average economic cost of interest bearing liabilities represents annualized economic interest expense divided by average interest bearing liabilities.</span></div></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt;padding-left:18pt;text-align:justify;text-indent:-18pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%;text-decoration:underline">Net Interest Margin (excluding PAA)</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:93.128%"><tr><td style="width:1.0%"></td><td style="width:16.482%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.162%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.584%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.319%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.584%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.790%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.584%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.534%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.584%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.104%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.584%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.319%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.584%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.045%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.584%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.857%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">Interest Income (excluding PAA) *</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">TBA Dollar Roll and CMBX Coupon Income </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5pt;font-weight:700;line-height:100%;position:relative;top:-2.69pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">Economic Interest Expense *</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">Subtotal</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">Average Interest Earnings Assets</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">Average TBA Contract and CMBX Balances</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">Subtotal</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">Net Interest Margin (excluding PAA) *</span></td></tr><tr><td colspan="6" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">$2,418,300</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">431,475</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">(943,574)</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">$1,906,201</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">$76,429,267</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">17,533,362</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">$93,962,629</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:700;line-height:100%">2.03%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">$2,040,194</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">445,768</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">(525,385)</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">$1,960,577</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">$76,079,589</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">21,131,344</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">$97,210,933</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">2.02%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">$2,645,069</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">355,547</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">(1,106,989)</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">$1,893,627</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">$91,198,821</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">17,442,023</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">$108,640,844</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.7pt;font-weight:400;line-height:100%">1.74%</span></td></tr><tr><td colspan="48" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">* Represents a non-GAAP financial measure. Refer to the &#8220;Non-GAAP Financial Measures&#8221; section for additional information.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> TBA dollar roll income and CMBX coupon income each represent a component of Net gains (losses) on derivatives. CMBX coupon income totaled $4.4 million, $5.2 million and $5.8 million for the years ended December 31, 2022, 2021 and 2020, respectively.</span></div></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">59</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_181"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Economic Interest Expense and Average Economic Cost of Interest Bearing Liabilities</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Typically, our largest expense is the cost of interest bearing liabilities and the net interest component of interest rate swaps. The table below shows our average interest bearing liabilities and average economic cost of interest bearing liabilities as compared to average one-month and average six-month LIBOR for the periods presented.</span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%;text-decoration:underline">Average Economic Cost of Interest Bearing Liabilities</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.269%"><tr><td style="width:1.0%"></td><td style="width:13.774%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.914%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.914%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.883%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.147%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.830%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:5.527%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:6.116%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.736%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.062%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.745%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average<br/>Interest Bearing<br/>Liabilities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest Bearing Liabilities at<br/>Period End</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Economic</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Expense * </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average Economic<br/>Cost of<br/>Interest<br/>Bearing<br/>Liabilities *</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average<br/>One-<br/>Month<br/>LIBOR</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average<br/>Six-<br/>Month<br/>LIBOR</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average<br/>One-Month LIBOR<br/>Relative to<br/>Average Six-<br/>Month LIBOR</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average Economic Cost<br/>of Interest<br/>Bearing<br/>Liabilities<br/>Relative to<br/>Average One-<br/>Month LIBOR</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average Economic Cost<br/>of Interest<br/>Bearing<br/>Liabilities<br/>Relative to<br/>Average Six-Month LIBOR</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="51" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">64,512,269</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68,307,606</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">943,574</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.46</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.92</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.87</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(0.95</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%)</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(0.46</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%)</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1.41</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%)</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">66,607,057&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">61,877,597&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">525,385&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.79&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.10&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.20&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(0.10&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%)</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.69&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.59&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">82,719,182&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">71,435,295&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,106,989&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.34&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.52&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.69&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(0.17&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%)</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.82&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.65&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="54" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">* Represents a non-GAAP financial measure. Refer to the &#8220;Non-GAAP Financial Measures&#8221; section for additional information.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Economic interest expense is comprised of GAAP interest expense and the net interest component of interest rate swaps. </span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">2022 Compared with 2021</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Economic interest expense increased by $418.2 million for the year ended December 31, 2022 compared to the same period in 2021. The change was primarily due to higher interest expense on repurchase agreements reflecting higher borrowing rates, partially offset by lower average interest bearing liabilities and the change in the net interest component of interest rate swaps, which was $366.2 million for the year ended December 31, 2022 compared to ($276.1) million for the same period in 2021.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We do not manage our portfolio to have a pre-designated amount of borrowings at quarter or year end. Our borrowings at period end are a snapshot of our borrowings as of a date, and this number may differ from average borrowings over the period for a number of reasons. The mortgage-backed securities we own pay principal and interest towards the end of each month and the mortgage-backed securities we purchase are typically settled during the beginning of the month. As a result, depending on the amount of mortgage-backed securities we have committed to purchase, we may retain the principal and interest we receive in the prior month, or we may use it to pay down our borrowings. Moreover, we generally use interest rate swaps, swaptions and other derivative instruments to hedge our portfolio, and as we pledge or receive collateral under these agreements, our borrowings on any given day may be increased or decreased. Our average borrowings during a quarter may differ from period end borrowings as we implement our portfolio management strategies and risk management strategies over changing market conditions by increasing or decreasing leverage. Additionally, these numbers may differ during periods when we conduct equity capital raises, as in certain instances we may purchase additional assets and increase leverage in anticipation of an equity capital raise. Since our average borrowings and period end borrowings can be expected to differ, we believe our average borrowings during a period provide a more accurate representation of our exposure to the risks associated with leverage than our period end borrowings.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">At December 31, 2022 the majority of our debt represented repurchase agreements and other secured financing arrangements collateralized by a pledge of our Residential Securities, residential mortgage loans, and MSR. At December 31, 2021, the majority of our debt represented repurchase agreements and other secured financing arrangements collateralized by a pledge of our Residential Securities, residential mortgage loans, and corporate loans. All of our Residential Securities are currently accepted as collateral for these borrowings. However, we limit our borrowings, and thus our potential asset growth, in order to maintain unused borrowing capacity and maintain the liquidity and strength of our balance sheet.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_187"></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Other Income (Loss)</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">2022 Compared with 2021 </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net Gains (Losses) on Investments and Other</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net gains (losses) on disposal of investments and other was ($3.5) billion for the year ended December 31, 2022 compared with ($62.7) million for the same period in 2021. For the year ended December 31, 2022, we disposed of Residential Securities with a carrying value of $28.9 billion for an aggregate net loss of ($3.6) billion and we recognized a realized gain of $33.4&#160;million as a result of deconsolidating a multifamily VIE. For the same period in 2021, we disposed of Residential Securities with a carrying value of $11.5 billion for an aggregate net loss of ($3.1) million.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">60</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net unrealized gains (losses) on instruments measured at fair value through earnings was ($1.1) billion for the year ended December 31, 2022 compared to $183.7 million for the same period in 2021, primarily due to unfavorable changes in unrealized gains (losses) on securitized residential whole loans of consolidated VIEs of ($1.3) billion, Agency MBS of ($743.9) million, non-Agency MBS of ($213.3) million, residential whole loans of ($123.9) million, and CRT securities of ($41.7) million partially offset by favorable changes in residential securitized debt of consolidated VIEs of $1.1&#160;billion and MSR of $89.7&#160;million.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net Gains (Losses) on Derivatives</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net gains (losses) on interest rate swaps for the year ended December 31, 2022 was $3.6 billion compared to $686.0 million for the same period in 2021, attributable to favorable changes in unrealized gains (losses) on interest rate swaps, realized gains (losses) on termination or maturity of interest rate swaps, and net interest component of interest rate swaps. Unrealized gains (losses) on interest rate swaps was $3.5 billion for the year ended December 31, 2022, reflecting a rise in forward interest rates during the period, compared to $2.2 billion for the same period in 2021. Realized gains (losses) on termination or maturity of interest rate swaps was ($266.4) million resulting from the termination or maturity of interest rate swaps with a notional amount of $21.3&#160;billion for the year ended December 31, 2022 compared to ($1.2) billion resulting from the termination or maturity of interest rate swaps with a notional amount of $30.9&#160;billion for the same period in 2021. Net interest component of interest rate swaps was $366.2 million for the year ended December 31, 2022 compared to ($276.1) million for the same period in 2021 as the swaps portfolio changed from a net pay to a net receive position as the floating receive leg reflected the rise in interest rates.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net gains (losses) on other derivatives was $1.3 billion for the year ended December 31, 2022 compared to $121.7 million for the same period in 2021. The change in net gains (losses) on other derivatives was primarily due to favorable changes in net gains (losses) on futures contracts, which was $4.0 billion for the year ended December 31, 2022 compared to $582.3 million for the same period in 2021 and net gains (losses) on interest rate swaptions, which was $152.0 million for the year ended December 31, 2022 compared to ($76.0) million for the same period in 2021, partially offset by an unfavorable change in net gains (losses) on TBA derivatives, which was ($2.8) billion for the year ended December 31, 2022 compared to ($401.7) million for the same period in 2021.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Loan Loss (Provision) Reversal</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For the year ended December 31, 2022, a loan loss (provision) reversal of $20.7 million was recorded on commercial mortgage and corporate loans compared to $145.1 million for the same period in 2021. Refer to the &#8220;Loans&#8221; Note located within Item 15 for additional information related to these loan loss provisions.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Business Divestiture-Related Gains (Losses)</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For the year ended December 31, 2022, the majority of business divestiture-related gains (losses) were associated with the sale of our corporate loan interests. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note located within Item 15 for additional information related to to the transaction. For the year ended December 31, 2021, business divestiture-related gain (losses) were associated with the sale of our commercial real estate business. Refer to the &#8220;Sale of Commercial Real Estate Business&#8221; Note located within Item 15 for additional information related to to the transaction.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Other, Net </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Other, net includes brokerage and commission fees, due diligence costs, securitization expenses and certain revenues and costs associated with our investments in commercial real estate, including rental income and recoveries, operating costs as well as depreciation and amortization expense. We also report in Other, net items whose amounts, either individually or in the aggregate, would not, in the opinion of management, be meaningful to readers of the financial statements. Given the nature of certain components of this line item, balances may fluctuate from period to period.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_190"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">General and Administrative Expenses</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">General and administrative (&#8220;G&amp;A&#8221;) expenses consist of compensation and other expenses. The following table shows our total G&amp;A expenses as compared to average total assets and average equity for the periods presented. Prior to the closing of the management internalization transaction (the "Internalization") on June 30, 2020, G&amp;A also consisted of management fees paid to  Annaly Management Company LLC (our &#8220;Former Manager&#8221;). Beginning with the quarter ended June 30, 2021, we began classifying certain portfolio activity- or volume-related expenses (including but not limited to brokerage and commission fees, </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">61</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">due diligence costs and securitization expenses) as Other income (loss) rather than Other general and administrative expenses in the Consolidated Statements of Comprehensive Income (Loss) to better reflect the nature of the items. As such, prior periods have been conformed to the current presentation with Other general and administrative expenses for the three months ended March 31, 2021 adjusted downward by $1.8&#160;million and for the year ended December 31, 2020 adjusted downward by $17.0&#160;million. The following table shows our total G&amp;A expenses as compared to average total assets and average equity for the periods presented.</span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%;text-decoration:underline">G&amp;A Expenses and Operating Expense Ratios</span></div><div style="margin-top:5pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:75.292%"><tr><td style="width:1.0%"></td><td style="width:29.385%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.317%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.770%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:22.977%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.770%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:22.981%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total G&amp;A</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Expenses </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total G&amp;A Expenses/Average Assets </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total G&amp;A Expenses/Average Equity </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">162,729</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.21</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.40</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">186,014&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.23&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.35&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">222,195&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.22&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.58&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes $2.9 million of costs incurred in connection with the management internalization and costs incurred in connection with the CEO search process for the year ended December 31, 2020. Excluding these transaction costs, G&amp;A expenses as a percentage of average total assets and as a percentage of average equity were 0.22% and 1.55%, respectively, for the year ended  December 31, 2020.</span></div></td></tr></table></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">2022 Compared with 2021 </span></div><div style="margin-bottom:12pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">G&amp;A expenses decreased $23.3 million to $162.7 million for the year ended December 31, 2022 compared to the same period in 2021. The change was primarily due to lower expenses on our commercial portfolio, as a result of the sale of our commercial real estate business which was announced in the first quarter of 2021, as well as lower expenses resulting from the divestiture of our MML assets, which was announced in the second quarter of 2022, during the year ended December 31, 2022 compared with the same period in 2021.</span></div><div id="i700770ee33434e33a71763c387c61302_193"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Return on Average Equity</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table shows the components of our annualized return on average equity for the periods presented.</span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%;text-decoration:underline">Components of Annualized Return on Average Equity</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:17.814%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.536%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.656%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.656%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.656%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.656%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.661%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Economic Net Interest Income/ Average Equity </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Servicing Income/Average Equity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Other Income (Loss)/Average Equity </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">G&amp;A Expenses/ Average Equity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Income<br/>Taxes/ Average Equity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Return on<br/>Average Equity</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">15.80</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.91</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1.06)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1.40</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%)</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(0.39</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%)</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">14.86</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10.62&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.41&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7.81&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1.35&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%)</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(0.04&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%)</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">17.45&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7.96&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.48&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(13.37&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%)</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1.58&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%)</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.20&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(6.31&#160;</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%)</span></td></tr><tr><td colspan="36" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Economic net interest income includes the net interest component of interest rate swaps.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Other income (loss) excludes the net interest component of interest rate swaps.</span></div></td></tr></table></div><div id="i700770ee33434e33a71763c387c61302_196"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Unrealized Gains and Losses - Available-for-Sale Investments</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">With our available-for-sale accounting treatment on our Agency MBS, which represent the largest portion of assets on balance sheet, unrealized fluctuations in market values of assets do not impact our GAAP net income (loss) but rather are reflected on our balance sheet by changing the carrying value of the asset and stockholders&#8217; equity under accumulated other comprehensive income (loss). As a result of this fair value accounting treatment, our book value and book value per share are likely to fluctuate far more than if we used amortized cost accounting. As a result, comparisons with companies that use amortized cost accounting for some or all of their balance sheet may not be meaningful.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The table below shows cumulative unrealized gains and losses on our available-for-sale investments reflected in the Consolidated Statements of Financial Condition.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:66.228%"><tr><td style="width:1.0%"></td><td style="width:53.646%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:20.975%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.903%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:20.976%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unrealized gain</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5,910</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,444,434&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unrealized loss</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,714,806)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(486,024)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Accumulated other comprehensive income (loss)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,708,896)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">958,410&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">62</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Unrealized changes in the estimated fair value of available-for-sale investments may have a direct effect on our potential earnings and dividends: positive changes will increase our equity base and allow us to increase our borrowing capacity while negative changes tend to reduce borrowing capacity.&#160;A very large negative change in the net fair value of our available-for-sale Residential Securities might impair our liquidity position, requiring us to sell assets with the potential result of realized losses upon sale.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The fair value of these securities being less than amortized cost at December 31, 2022 is solely due to market conditions and not the quality of the assets. Substantially all of the Agency MBS have an actual or implied credit rating that is the same as that of the U.S. government. The investments do not require an allowance for credit losses because we currently have the ability and intent to hold the investments to maturity or for a period of time sufficient for a forecasted market price recovery up to or beyond the cost of the investments, and it is not more likely than not that we will be required to sell the investments before recovery of the amortized cost bases, which may be maturity. Also, we are guaranteed payment of the principal and interest amounts of the securities by the respective issuing Agency.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_199"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Condition</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Total assets were $81.9 billion and $76.8 billion at December 31, 2022 and 2021, respectively. The change was primarily due to increases in Agency MBS of $1.7&#160;billion, residential mortgage loans, including assets transferred or pledged to securitization vehicles, of $3.2&#160;billion, MSR of $1.2&#160;billion, receivable for unsettled trades of $0.6&#160;billion, and principal and interest receivable of $0.4&#160;billion, partially offset by decreases in corporate loans of $2.0&#160;billion. Our portfolio composition, net equity allocation and debt-to-net equity ratio by asset class were as follows at December 31, 2022:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:76.608%"><tr><td style="width:1.0%"></td><td style="width:31.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.113%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.754%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.541%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.541%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.754%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.067%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.754%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="width:1.0%"></td><td style="width:11.686%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:1.957%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency MBS</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">MSR</span></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Credit </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Commercial</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="24" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Fair value/carrying value</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">13,920,447</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">78,469,860</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Implied market value of derivatives</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.55pt;font-weight:400;line-height:100%;position:relative;top:-2.44pt;vertical-align:baseline"> (2)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">10,578,676</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">406,202</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">10,984,878</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Debt</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">55,855,293</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">3,200,556</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">456,748</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Implied cost basis of derivatives</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.55pt;font-weight:400;line-height:100%;position:relative;top:-2.44pt;vertical-align:baseline"> (2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">10,630,890</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">419,461</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">11,050,351</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">7,744,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">7,744,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">800,849</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">800,849</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net forward purchases</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">536,401</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">46,316</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">38</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">582,755</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Other</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net other assets / liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">1,614,121</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">150,705</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">4,255</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">86,319</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">1,855,400</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Net equity allocated</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">7,445,108</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">1,602,598</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">2,179,099</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">142,621</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">11,369,426</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr style="height:9pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Net equity allocated (%)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">66</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">14</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">%</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">19</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">1</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">100</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Debt/net equity ratio </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.55pt;font-weight:400;line-height:100%;position:relative;top:-2.44pt;vertical-align:baseline">(3)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">7.5:1</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">0.2:1</span></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">5.4:1</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">3.2:1</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">6.0:1</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"><div><span><br/></span></div></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="30" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Fair value/carrying includes residential loans held for sale, and assets and liabilities associated with non-controlling interests.  </span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Derivatives include TBA contracts under Agency MBS and CMBX balances under Commercial.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Represents the debt/net equity ratio as determined using amounts on the Consolidated Statements of Financial Condition.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_202"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Residential</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Securities</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Substantially all of our Agency MBS at December 31, 2022 and December 31, 2021 were backed by single-family residential mortgage loans and were secured with a first lien position on the underlying single-family properties. Our mortgage-backed securities were largely Freddie Mac, Fannie Mae or Ginnie Mae pass through certificates or CMOs, which have an actual or implied credit rating that is the same as that of the U.S. government. We carry all of our Agency MBS at fair value on the Consolidated Statements of Financial Condition.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We accrete discount balances as an increase to interest income over the expected life of the related interest earning assets and we amortize premium balances as a decrease to interest income over the expected life of the related interest earning assets. At December 31, 2022 and December 31, 2021 we had on our Consolidated Statements of Financial Condition a total of $1.1 billion and $77.7 million, respectively, of unamortized discount (which is the difference between the remaining principal value and current amortized cost of our Residential Securities, excluding securities transferred or pledged to securitization vehicles, acquired at a price below principal value) and a total of $2.9 billion and $3.8 billion, respectively, of unamortized premium </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">63</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(which is the difference between the remaining principal value and the current amortized cost of our Residential Securities, excluding securities transferred or pledged to securitization vehicles, acquired at a price above principal value).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The weighted average experienced prepayment speed on our Agency MBS portfolio for the years ended December 31, 2022 and 2021 was 12.2% and 23.7%, respectively. The weighted average projected long-term prepayment speed on our Agency MBS portfolio as of December 31, 2022 and 2021 was 7.8% and 12.7%, respectively. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Given our current portfolio composition, if mortgage principal prepayment rates were to increase over the life of our mortgage-backed securities, all other factors being equal, our net interest income would decrease during the life of these mortgage-backed securities as we would be required to amortize our net premium balance into income over a shorter time period. Similarly, if mortgage principal prepayment rates were to decrease over the life of our mortgage-backed securities, all other factors being equal, our net interest income would increase during the life of these mortgage-backed securities as we would amortize our net premium balance over a longer time period.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present our Residential Securities, excluding securities transferred or pledged to securitization vehicles, that were carried at fair value at December 31, 2022 and December 31, 2021. </span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.116%"><tr><td style="width:1.0%"></td><td style="width:48.352%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="width:1.0%"></td><td style="width:23.717%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.712%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:23.719%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fixed-rate pass-through</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60,029,758</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">58,296,605&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Adjustable-rate pass-through</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">234,387</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">321,273&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">CMO</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">89,610</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">121,698&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest-only</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">218,077</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">293,914&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Multifamily</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,674,165</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,452,713&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse mortgages</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">28,898</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">39,402&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total agency securities</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,525,605&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">936,228&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Alt-A</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">91,216</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,487&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">197,870</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">275,441&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Subprime</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">156,313</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">163,076&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">NPL/RPL</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,317,154</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">983,438&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime jumbo (&gt;= 2010 vintage)</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">228,593</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">171,894&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential credit securities</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,988,703</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,599,564&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total Residential Securities</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,263,598</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63,125,169&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">64</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of our Residential Securities (excluding interest-only mortgage-backed securities) and interest-only mortgage-backed securities, excluding securities transferred or pledged to securitization vehicles, at December 31, 2022 and December 31, 2021.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.701%"><tr><td style="width:1.0%"></td><td style="width:59.226%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.284%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.705%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.285%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)&#160;&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal amount</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68,290,976</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">58,676,833&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net premium</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,049,253</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,973,471&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,340,229</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">61,650,304&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost / principal amount</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">101.54</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">105.07&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Carrying value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">64,736,220</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,577,398&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Carrying value / principal amount</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">94.79</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">106.65&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average coupon rate</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.03</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.35&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average yield</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.76</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.69&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Adjustable-rate Residential Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal amount</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,407,295</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,476,250&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average coupon rate</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.16</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.81&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average yield</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.01</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.57&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average term to next adjustment </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9 Months</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">11 Months</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average lifetime cap </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9.30</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.18&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal amount at period end as % of total residential securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.06</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.52&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fixed-rate Residential Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal amount</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">66,883,681</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,200,583&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average coupon rate</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.96</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.36&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average yield</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.70</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.60&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal amount at period end as % of total residential securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">97.94</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">97.48&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest-only Residential Securities</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Notional amount</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,346,307</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,583,768&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net premium</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">785,532</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">720,235&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">785,532</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">720,235&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost / notional amount</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.53</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10.94&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Carrying value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">527,378</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">547,771&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Carrying value / notional amount</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.04</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8.32&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average coupon rate</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.56</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.01&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average yield</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">NM</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">NM</span></td></tr><tr><td colspan="12" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">&#160;Excludes interest-only MBS.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">Excludes non-Agency MBS and CRT securities.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">Excludes non-Agency MBS and CRT securities as this attribute is not applicable to these asset classes.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">NM</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">&#160;Not meaningful.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables summarize certain characteristics of our Residential Credit portfolio at December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.269%"><tr><td style="width:1.0%"></td><td style="width:30.269%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.294%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.589%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.472%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:5.527%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.503%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.240%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.536%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.890%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="12" style="background-color:#3e91f8;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Payment Structure</span></td><td colspan="21" style="background-color:#afabab;padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Investment Characteristics</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Product</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Senior</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Subordinate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Coupon</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Credit Enhancement</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60+<br/>Delinquencies</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3M VPR </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="42" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.33</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.92</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.95</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.26</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Alt-A</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">91,216</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60,137</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31,079</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.06</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">14.80</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.86</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.11</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">197,870</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">25,912</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">171,958</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.87</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.90</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.94</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.11</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Subprime</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">156,313</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">55,817</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">100,496</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.09</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">16.54</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.32</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.39</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Re-performing loan securitizations</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">843,949</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">474,170</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">369,779</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.94</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">28.62</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31.28</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.97</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-performing loan securitizations</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">473,205</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">447,237</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">25,968</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.52</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">37.69</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">79.54</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.45</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime jumbo (&gt;=2010 vintage)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">228,593</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">34,292</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">194,301</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.78</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.00</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.05</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.01</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total/weighted average </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,988,703</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,097,565</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,891,138</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.62</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">16.90</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22.46</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.99</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="42" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Represents the 3 month voluntary prepayment rate (&#8220;VPR&#8221;) and excludes the impact of interest-only securities.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Total investment characteristics exclude the impact of interest-only securities.</span></div></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">65</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:41.275%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.603%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.897%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.897%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.897%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.899%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="21" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Bond Coupon</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Product</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">ARM</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fixed</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Floater</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest-Only</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td></tr><tr><td colspan="30" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Alt-A</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,737</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">87,150</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">329</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">91,216</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5,109</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">176,114</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,574</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,073</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">197,870</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Subprime</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">106,894</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">49,290</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">129</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">156,313</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Re-performing loan securitizations</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">843,949</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">843,949</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-performing loan securitizations</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">473,205</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">473,205</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime jumbo (&gt;=2010 vintage)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">161,453</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">32,848</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">34,292</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">228,593</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,846</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,848,765</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,083,598</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">47,494</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,988,703</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_205"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Contractual Obligations</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the effect on our liquidity and cash flows from contractual obligations at December 31, 2022.&#160; The table does not include the effect of net interest rate payments on our interest rate swap agreements. The net swap payments will fluctuate based on monthly changes in the receive rate. At December 31, 2022, the interest rate swaps had a net fair value of ($75.7) million.</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:41.275%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.603%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.897%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.897%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.897%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.533%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.899%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Within One<br/>Year</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">One to Three<br/>Years</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Three to Five<br/>Years</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">More than<br/>Five Years</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="27" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest expense on repurchase agreements </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">199,694</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">199,694</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest expense on other secured financing </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,922</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,838</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">26,760</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles (principal)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,021,305</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,021,305</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest expense on debt issued by securitization vehicles</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">300,654</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">601,308</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">601,308</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,915,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,418,579</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued (principal)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">852,068</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">852,068</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest expense on participations issued</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">50,931</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">101,862</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">101,862</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,279,494</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,534,149</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long-term operating lease obligations</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,061</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,257</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">529</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,869</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60,085,859</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">969,265</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">703,699</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">20,068,198</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">81,827,021</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="30" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:18pt;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest expense on repurchase agreements and other secured financing calculated based on rates at December 31, 2022.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In the coming periods, we expect to continue to finance our Residential Securities in a manner that is largely consistent with our current operations via repurchase agreements. We may use securitization structures, credit facilities, or other term financing structures to finance certain of our assets. During the year ended December 31, 2022, we received $9.5&#160;billion from principal repayments and $25.0&#160;billion in cash from disposal of Securities. During the year ended December 31, 2021, we received $18.7&#160;billion from principal repayments and $11.5&#160;billion in cash from disposal of Securities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_208"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Commitments and Contractual Obligations with Unconsolidated Entities</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We do not have any commitments or contractual obligations arising from arrangements with unconsolidated entities that have or are reasonably likely to have a material effect on our financial condition, revenues or expenses, results of operations, liquidity, cash requirements or capital resources.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_211"></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Capital Management</span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt"><span><br/></span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Maintaining a strong balance sheet that can support the business even in times of economic stress and market volatility is of critical importance to our business strategy. A strong and robust capital position is essential to executing our investment strategy. Our capital strategy is predicated on a strong capital position, which enables us to execute our investment strategy regardless of the market environment. Our capital policy defines the parameters and principles supporting a comprehensive capital management practice.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">66</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The major risks impacting capital are capital, liquidity and funding risk, investment/market risk, credit risk, counterparty risk, operational risk and compliance, regulatory and legal risk. For further discussion of the risks we are subject to, please see Part I, Item 1A. &#8220;Risk Factors&#8221; of this annual report on Form 10-K.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Capital requirements are based on maintaining levels above approved thresholds, ensuring the quality of our capital appropriately reflects our asset mix, market and funding structure. In the event we fall short of our internal thresholds, we will consider appropriate actions which may include asset sales, changes in asset mix, reductions in asset purchases or originations, issuance of capital or other capital enhancing or risk reduction strategies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;&#160;</span></div><div id="i700770ee33434e33a71763c387c61302_214"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Stockholders&#8217; Equity</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides a summary of total stockholders&#8217; equity at December 31, 2022 and 2021:</span></div><div style="margin-top:5pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.502%"><tr><td style="width:1.0%"></td><td style="width:63.778%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.028%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.665%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.029%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Stockholders&#8217; equity</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.95% Series F fixed-to-floating rate cumulative redeemable preferred stock</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">696,910</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">696,910&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.50% Series G fixed-to-floating rate cumulative redeemable preferred stock</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">411,335</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">411,335&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.75% Series I fixed-to-floating rate cumulative redeemable preferred stock</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">428,324</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">428,324&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Common stock</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,683</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,649&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Additional paid-in capital</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22,981,320</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20,324,780&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Accumulated other comprehensive income (loss)</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,708,896)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">958,410&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Accumulated deficit</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,543,233)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(9,653,582)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total stockholders&#8217; equity</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,270,443</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">13,169,826&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_217"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Capital Stock</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Common Stock</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In December 2020, we announced that our Board authorized the repurchase of up to $1.5 billion of our outstanding common shares, which expired on December 31, 2021 (the &#8220;Prior Share Repurchase Program&#8221;). In January 2022, we announced that our Board authorized the repurchase of up to $1.5&#160;billion of our outstanding shares of common stock through December 31, 2024 (the &#8220;Current Share Repurchase Program&#8221;). The Current Share Repurchase Program replaced the Prior Share Repurchase Program. During the years ended December 31, 2022 and 2021, no shares were repurchased under the Current Share Repurchase Program or Prior Share Repurchase Program. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the year ended December 31, 2022, we closed two public offerings for an aggregate original issuance of 50&#160;million shares of common stock for aggregate proceeds of $1.31&#160;billion before deducting offering expenses. In connection with each offering, we granted the underwriters a thirty-day option to purchase up to an additional 3.75&#160;million shares of common stock, which the underwriters exercised in full in both instances, resulting in an additional $196.5&#160;million in proceeds before deducting offering expenses for the year ended December 31, 2022. The stock offerings conducted during the  year ended December 31, 2022 were completed prior to the Reverse Stock Split and the foregoing share amounts have been retroactively adjusted to reflect the effects thereof.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On August 6, 2020, we entered into separate Amended and Restated Distribution Agency Agreements (as amended by Amendment No. 1 to the Amended and Restated Distribution Agency Agreements on August 6, 2021, and Amendment No. 2 to the Amended and Restated Distribution Agency Agreements on November 3, 2022, collectively, the &#8220;Sales Agreements&#8221;) with each of RBC Capital Markets, LLC, Barclays Capital Inc., BofA Securities, Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman Sachs &amp; Co. LLC, Keefe, Bruyette &amp; Woods, Inc., J.P. Morgan Securities LLC, UBS Securities LLC and Wells Fargo Securities, LLC (collectively, the &#8220;Sales Agents&#8221;). Pursuant to the Sales Agreements, we may offer and sell shares of our common stock, having an aggregate offering price of up to $1.5&#160;billion, from time to time through any of the Sales Agents (the &#8220;at-the-market sales program&#8221;).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the year ended December 31, 2022, under the at-the-market sales program, we issued 45.7&#160;million shares for proceeds of $1.1&#160;billion, net of commissions and fees. During the year ended December 31, 2021, under the at-the-market sales program, we issued 15.2&#160;million shares for proceeds of $552.4&#160;million, net of commissions and fees. The foregoing share amounts have been retroactively adjusted to reflect the effects of the Reverse Stock Split.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Preferred Stock</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On November 3, 2022, our Board approved a repurchase plan for all of our existing outstanding Preferred Stock (as defined below, the &#8220;Preferred Stock Repurchase Program&#8221;). Under the terms of the plan, we are authorized to repurchase up to&#160;an </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">67</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">aggregate of 63,500,000 shares of Preferred Stock, comprised of up to (i) 28,800,000 shares of our 6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#8220;Series F Preferred Stock&#8221;), (ii) 17,000,000 shares of our 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#8220;Series G Preferred Stock&#8221;), and (iii) 17,700,000 shares of our 6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#8220;Series I Preferred Stock&#8221;, and together with Series F Preferred Stock and Series G Preferred Stock, the &#8220;Preferred Stock&#8221;). The aggregate liquidation value of the Preferred Stock that may be repurchased by us pursuant to the Preferred Stock Repurchase Program, as of November 3, 2022, was approximately $1.6&#160;billion. The Preferred Stock Repurchase Program became effective on November 3, 2022, and shall expire on December 31, 2024. No shares were repurchased to with respect to the Preferred Stock Repurchase Program during the year ended December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Purchases made pursuant to the Preferred Stock Repurchase Program will be made in either the open market or in privately negotiated transactions from time to time as permitted by securities laws and other legal requirements. The timing, manner, price and amount of any repurchases will be determined by us in our discretion and will be subject to economic and market conditions, stock price, applicable legal requirements and other factors. The authorization does not obligate us to acquire any particular amount of Preferred Stock and the program may be suspended or discontinued at our discretion without prior notice.</span></div><div id="i700770ee33434e33a71763c387c61302_220"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Leverage and Capital</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We believe that it is prudent to maintain conservative GAAP leverage ratios and economic leverage ratios as there may be continued volatility in the mortgage and credit markets. Our capital policy governs our capital and leverage position including setting limits. Based on the guidelines, we generally expect to maintain an economic leverage ratio of less than 10:1.&#160;Our actual economic leverage ratio varies from time to time based upon various factors, including our management&#8217;s opinion of the level of risk of our assets and liabilities, our liquidity position, our level of unused borrowing capacity, the availability of credit, over-collateralization levels required by lenders when we pledge assets to secure borrowings and our assessment of domestic and international market conditions.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our GAAP leverage ratio at December 31, 2022 and 2021 was 6.0:1 and 4.7:1, respectively. Our economic leverage ratio, which is computed as the sum of Recourse Debt, cost basis of TBA and CMBX derivatives outstanding, and net forward purchases (sales) of investments divided by total equity was 6.3:1 and 5.7:1, at December 31, 2022 and 2021, respectively. Our GAAP capital ratio at December 31, 2022 and 2021 was 13.9% and 17.2%, respectively. Our economic capital ratio, which represents our ratio of stockholders&#8217; equity to total economic assets (inclusive of the implied market value of TBA derivatives and net of debt issued by securitization vehicles), was 13.4% and 14.4% at December 31, 2022 and 2021, respectively. Economic leverage ratio and economic capital ratio are non-GAAP financial measures. Refer to the &#8220;Non-GAAP Financial Measures&#8221; section for additional information, including reconciliations to their most directly comparable GAAP results.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div id="i700770ee33434e33a71763c387c61302_223"></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Risk Management</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We are subject to a variety of risks in the ordinary conduct of our business. The effective management of these risks is of critical importance to the overall success of Annaly. The objective of our risk management framework is to identify, measure and monitor these risks. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our risk management framework is intended to facilitate a holistic, enterprise wide view of risk. We believe we have built a strong and collaborative risk management culture throughout Annaly focused on awareness which supports appropriate understanding and management of our key risks. Each employee is accountable for identifying, monitoring and managing risk within their area of responsibility.</span></div><div style="margin-bottom:3pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_226"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Risk Appetite</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We maintain a firm-wide risk appetite statement which defines the types and levels of risk we are willing to take in order to achieve our business objectives, and reflects our risk management philosophy. We engage in risk activities based on our core expertise that aim to enhance value for our stockholders. Our activities focus on income generation and capital preservation through proactive portfolio management, supported by a conservative liquidity and leverage posture.</span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The risk appetite statement asserts the following key risk parameters to guide our investment management activities:</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">68</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:98.976%"><tr><td style="width:1.0%"></td><td style="width:18.397%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:79.403%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Risk Parameter</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Description</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Portfolio Composition</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">We will maintain a portfolio comprised of target assets approved by our Board and in accordance with our capital allocation policy.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Leverage</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">We generally expect to maintain an economic leverage ratio no greater than 10:1 considerate of our overall capital allocation framework.</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Liquidity Risk</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">We will seek to maintain an unencumbered asset portfolio sufficient to meet our liquidity needs under adverse market conditions.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Interest Rate Risk</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">We will seek to manage interest rate risk to protect the portfolio from adverse rate movements utilizing derivative instruments targeting both income and capital preservation.</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Credit Risk</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">We will seek to manage credit risk by making investments which conform within our specific investment policy parameters and optimize risk-adjusted returns.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Capital Preservation</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">We will seek to protect our capital base through disciplined risk management practices.</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Operational Risk</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:112%">We will seek to limit impacts to our business through disciplined operational risk management practices addressing areas including but not limited to, management of key third party relationships (i.e. originators, sub-servicers), human capital management, cybersecurity and technology related matters, business continuity and financial reporting risk.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Compliance, Regulatory and Legal</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">We will seek to comply with regulatory requirements needed to maintain our REIT status and our exemption from registration under the Investment Company Act and the licenses and approvals of our regulated and licensed subsidiaries.</span></td></tr></table></div><div style="margin-bottom:3pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_229"></div><div style="margin-bottom:6pt;margin-top:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Governance</span></div><div style="margin-bottom:6pt;margin-top:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Risk management begins with our Board, through the review and oversight of the risk management framework, and executive management, through the ongoing formulation of risk management practices and related execution in managing risk. The Board exercises its oversight of risk management primarily through the Board Risk Committee (&#8220;BRC&#8221;) and Board Audit Committee (&#8220;BAC&#8221;) with support from the other Board Committees. The BRC is responsible for oversight of our risk governance structure, risk management (operational and market risk) and risk assessment guidelines and policies and our risk appetite. The BAC is responsible for oversight of the quality and integrity of our accounting, internal controls and financial reporting practices, including independent auditor selection, evaluation and review, and oversight of the internal audit function. The BRC and the BAC jointly oversee practices and policies related to cybersecurity and receive regular reports from management throughout the year on cybersecurity and related risks. The Management Development and Compensation Committee is responsible for oversight of risk related to our compensation policies and practices and other human capital matters such as succession and culture. The Nominating/Corporate Governance Committee assists the Board in its oversight of our corporate governance framework and the annual self-evaluation of the Board, and the Corporate Responsibility Committee assists the Board in its oversight of any matters that may present reputational or ESG risk to us. The Corporate Responsibility Committee shares oversight of specific ESG-related matters with other Board Committees and meets jointly with the Management Development and Compensation Committee on the Company's human capital management and culture and with the BRC on ESG-related regulatory and policy risks.</span></div><div style="margin-bottom:6pt;margin-top:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Risk assessment and risk management are the responsibility of our management. A series of management committees has oversight or decision-making responsibilities for risk management activities. Membership of these committees is reviewed regularly to ensure the appropriate personnel are engaged in the risk management process. Three primary management committees have been established to provide a comprehensive framework for risk management. The management committees responsible for our risk management include the Enterprise Risk Committee (&#8220;ERC&#8221;), Asset and Liability Committee (&#8220;ALCO&#8221;) and the Financial Reporting and Disclosure Committee (&#8220;FRDC&#8221;). Each of these committees reports to our management Operating Committee which is responsible for oversight and management of our operations, including oversight and approval authority over all aspects of our enterprise risk management.&#160;</span></div><div style="margin-bottom:6pt;margin-top:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Audit Services is an independent function with reporting lines to the BAC. Audit Services is responsible for performing our internal audit activities, which includes independently assessing and validating key controls within the risk management framework.</span></div><div style="margin-bottom:6pt;margin-top:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our compliance group is responsible for oversight of our regulatory compliance. Our Chief Compliance Officer has reporting lines to the BAC. </span></div><div style="margin-bottom:6pt;margin-top:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;margin-top:6pt;text-align:center"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">69</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="text-align:center"><img src="nly-20221231_g3.jpg" alt="nly-20221231_g3.jpg" style="height:370px;margin-bottom:5pt;vertical-align:text-bottom;width:684px"/></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_232"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Description of Risks</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We are subject to a variety of risks due to the business we operate. Risk categories are an important component of a robust enterprise wide risk management framework.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have identified the following primary categories that we utilize to identify, assess, measure and monitor risk.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.953%"><tr><td style="width:1.0%"></td><td style="width:34.571%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:63.229%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Risk</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Description</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Capital, Liquidity and Funding Risk</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Risk to earnings, capital or business resulting from our inability to meet our obligations when they come due without incurring unacceptable losses because of inability to liquidate assets or obtain adequate funding.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Investment/Market Risk</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Risk to earnings, capital or business resulting in the decline in value of our assets or an increase in the costs of financing caused by changes in market variables, such as interest rates, which affect the values of investment securities and other investment instruments.</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Credit Risk</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Risk to earnings, capital or business resulting from an obligor&#8217;s failure to meet the terms of any contract or otherwise failure to perform as agreed. This risk is present in lending and investing activities.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Counterparty Risk</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Risk to earnings, capital or business resulting from a counterparty&#8217;s failure to meet the terms of any contract or otherwise failure to perform as agreed. This risk is present in funding, hedging and investing activities.</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Operational Risk</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:112%">Risk to earnings, capital, reputation or business arising from inadequate or failed internal processes or systems (including business continuity planning), human factors or external events. This risk also applies to our use of proprietary and third party models, software vendors and data providers, and oversight of third-party service providers such as sub-servicers, due diligence firms etc.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Compliance, Regulatory and Legal Risk</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Risk to earnings, capital, reputation or conduct of business arising from violations of, or nonconformance with internal and external applicable rules and regulations, losses resulting from lawsuits or adverse judgments, or from changes in the regulatory environment that may impact our business model.</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">70</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_235"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Capital, Liquidity and Funding Risk Management</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our capital, liquidity and funding risk management strategy is designed to ensure the availability of sufficient resources to support our business and meet our financial obligations under both normal and adverse market and business environments. Our capital, liquidity and funding risk management practices consist of the following primary elements:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:96.637%"><tr><td style="width:1.0%"></td><td style="width:28.552%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:69.248%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Element</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Description</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Funding</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Availability of diverse and stable sources of funds.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Excess Liquidity</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Excess liquidity primarily in the form of unencumbered assets and cash.</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Maturity Profile</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Diversity and tenor of liabilities and modest use of leverage.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Stress Testing</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Scenario modeling to measure the resiliency of our liquidity position.</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Liquidity Management Policies</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Comprehensive policies including monitoring, risk limits and an escalation protocol.</span></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_238"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Funding</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our primary financing sources are repurchase agreements provided through counterparty arrangements and through Arcola, other secured financing, debt issued by securitization vehicles, mortgages, credit facilities, note sales and various forms of equity. We maintain excess liquidity by holding unencumbered liquid assets that could be either used to collateralize additional borrowings or sold.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We seek to conservatively manage our repurchase agreement funding position through a variety of methods including diversity, breadth and depth of counterparties and maintaining a staggered maturity profile.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our wholly-owned subsidiary, Arcola, provides direct access to third party funding as a FINRA member broker-dealer. Arcola borrows funds through the General Collateral Finance Repo service offered by the FICC, with FICC acting as the central counterparty. In addition, Arcola may borrow funds through direct repurchase agreements.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To reduce our liquidity risk we maintain a laddered approach to our repurchase agreements. At December 31, 2022 and December 31, 2021, the weighted average days to maturity was 27 days and 52 days, respectively.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our repurchase agreements generally provide that in the event of a margin call we must provide additional securities or cash on the same business day that a margin call is made. Should prepayment speeds on the mortgages underlying our Agency and Residential mortgage-backed securities and/or market interest rates or other factors move suddenly and cause declines in the market value of assets posted as collateral, resulting margin calls may cause an adverse change in our liquidity position.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">At December 31, 2022, we had total financial assets and cash pledged against existing liabilities of $62.9&#160;billion. The weighted average haircut was approximately 3% on repurchase agreements. The quality and character of the Residential Securities that we pledge as collateral under the repurchase agreements and interest rate swaps did not materially change at December 31, 2022 compared to the same period in 2021, and our counterparties did not materially alter any requirements, including required haircuts, related to the collateral we pledge under repurchase agreements and interest rate swaps during the year ended December 31, 2022. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents our quarterly average and quarter-end repurchase agreement and reverse repurchase agreement balances outstanding for the periods presented:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:79.970%"><tr><td style="width:1.0%"></td><td style="width:32.538%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.804%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.714%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.804%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.714%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.804%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.714%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.808%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="12" style="background-color:#3e91f8;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Repurchase Agreements</span></td><td colspan="9" style="background-color:#afabab;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Reverse Repurchase Agreements</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average Daily<br/>Amount Outstanding</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending Amount Outstanding</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Average Daily<br/>Amount Outstanding</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending Amount Outstanding</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the three months ended</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,946,810</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">102,025</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">September 30, 2022</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">56,354,310&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,160,731&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">139,991&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 30, 2022</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">51,606,720&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">51,364,097&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">117,903&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">March 31, 2022</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">53,961,689&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">52,626,503&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">39,535&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">56,977,019&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">39,247&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">September 30, 2021</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,504,986&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">55,475,420&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">44,964&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 30, 2021</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,440,803&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,221,067&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">42,581&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">March 31, 2021</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">65,461,539&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">61,202,477&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">143,395&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">65,528,297&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">64,825,239&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">210,484&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">71</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides information on our repurchase agreements and other secured financing by maturity date at December 31, 2022. The weighted average remaining maturity on our repurchase agreements and other secured financing was 29 days at December 31, 2022:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:79.824%"><tr><td style="width:1.0%"></td><td style="width:49.266%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.834%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.715%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.834%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.715%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.836%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Principal<br/>Balance</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted<br/>Average Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">% of Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1 day</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2 to 29 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31,426,193</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.27</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">52.6</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">30 to 59 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22,107,566</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.18</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">37.0</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60 to 89 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5,262,025</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.59</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.8</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">90 to 119 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">367,800</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.82</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.6</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Over 120 days </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">599,013</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.66</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.0</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,762,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.30</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">100.0</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Less than 1% of the total repurchase agreements and other secured financing had a remaining maturity over 1 year.</span></div></td></tr></table></div><div style="padding-left:18pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">                        </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We also finance our investments in residential mortgage loans through the issuance of securitization transactions sponsored by our wholly-owned subsidiary Onslow Bay Financial LLC (&#8220;Onslow Bay&#8221;) under the Onslow Bay private-label securitization program.&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The table below presents our outstanding debt balances and associated weighted average rates and days to maturity at  December 31, 2022:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.771%"><tr><td style="width:1.0%"></td><td style="width:32.407%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.083%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.672%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.083%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.672%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.861%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.672%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.450%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;&#160;</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Principal Balance</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">As of Period End</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Quarter</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Days to Maturity </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.29</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.72</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">27</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.07</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.20</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">545</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,021,305</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.29</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.34</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12,475</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">852,068</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.98</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.20</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,995</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total indebtedness</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,635,970</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Determined based on estimated weighted-average lives of the underlying debt instruments.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Non-recourse to Annaly.</span></div></td></tr></table></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_241"></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Excess Liquidity</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our primary source of liquidity is the availability of unencumbered assets which may be provided as collateral to support additional funding needs. We target minimum thresholds of available, unencumbered assets to maintain excess liquidity. The following table illustrates our asset portfolio available to support potential collateral obligations and funding needs. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Assets are considered encumbered if pledged as collateral against an existing liability, and therefore are no longer available to support additional funding. An asset is considered unencumbered if it has not been pledged or securitized. The following table also provides the carrying amount of our encumbered and unencumbered financial assets at December 31, 2022:</span><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.596%"><tr><td style="width:1.0%"></td><td style="width:52.365%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.596%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.741%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.248%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">72</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="padding-left:27pt;padding-right:27pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.596%"><tr><td style="width:1.0%"></td><td style="width:52.365%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.596%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.741%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.248%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Encumbered<br/>Assets</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unencumbered Assets</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial assets</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cash and cash equivalents</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,424,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">152,554</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,576,714</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Investments, at carrying value </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">57,893,285</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,881,181</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">61,774,466</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">606,700</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">390,857</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-agency mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,652,359</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">338,787</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,991,146</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial mortgage-backed securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">507,777</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">18,532</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,600,539</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">331,205</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,931,744</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">MSR</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">684,703</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,063,506</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other assets </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">83,493</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">83,493</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total financial assets</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">73,369,523</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,260,115</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">79,629,638</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> The amounts reflected in the table above are on a settlement date basis and may differ from the total positions reported on the Consolidated Statements of Financial Condition.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes assets transferred or pledged to securitization vehicles.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes commercial real estate investments and interests in certain joint ventures.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We maintain liquid assets in order to satisfy our current and future obligations in normal and stressed operating environments. These are held as the primary means of liquidity risk mitigation. The composition of our liquid assets is also considered and is subject to certain parameters. The composition is monitored for concentration risk and asset type. We believe the assets we consider liquid can be readily converted into cash, through liquidation or by being used as collateral in financing arrangements (including as additional collateral to support existing financial arrangements). Our balance sheet also generates liquidity on an on-going basis through mortgage principal and interest repayments and net earnings held prior to payment of dividends. The following table presents our liquid assets as a percentage of total assets at December 31, 2022:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.450%"><tr><td style="width:1.0%"></td><td style="width:80.387%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.413%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Carrying Value </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;Liquid assets</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cash and cash equivalents</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,576,714</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential Securities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">64,763,040</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liquid assets</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68,675,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Percentage of liquid assets to carrying amount of encumbered and unencumbered financial assets </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="2" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">97.45</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="6" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Carrying value approximates the market value of assets. The assets listed in this table include $62.9 billion of assets that have been pledged as collateral against existing liabilities at December 31, 2022. Please refer to the Encumbered and Unencumbered Assets table for related information.</span></div><div style="padding-left:9pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> The&#160;amounts reflected in the table above are on a settlement date basis and may differ from the total positions reported on the Consolidated Statements of Financial Condition. </span></div><div style="padding-left:9pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes securitized residential mortgage loans transferred or pledged to consolidated VIEs carried at fair value of $9.1 billion.</span></div><div style="padding-left:9pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Denominator is computed based on the carrying amount of encumbered and unencumbered financial assets, excluding assets transferred or pledged to securitization vehicles, of $9.2 billion.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_244"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Maturity Profile</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We consider the profile of our assets, liabilities and derivatives when managing both liquidity risk as well as investment/market risk employing a measurement of both the maturity gap and interest rate sensitivity gap. We determine the amount of liquid assets that are required to be held by monitoring several liquidity metrics. We utilize several modeling techniques to analyze our current and potential obligations including the expected cash flows from our assets, liabilities and derivatives. The following table illustrates the expected final maturities and cash flows of our assets, liabilities and derivatives. The table is based on a static portfolio and assumes no reinvestment of asset cash flows and no future liabilities are entered into. In assessing the maturity of our assets, liabilities and off balance sheet obligations, we use the stated maturities, or our prepayment expectations for assets and liabilities that exhibit prepayment characteristics. Cash and cash equivalents are included in the &#8216;Less than 3 Months&#8217; maturity bucket, as they are typically held for a short period of time.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">With respect to each maturity bucket, our maturity gap is considered negative when the amount of maturing liabilities exceeds the amount of maturing assets. A negative gap increases our liquidity risk as we must enter into future liabilities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our interest rate sensitivity gap is the difference between interest earning assets and interest bearing liabilities maturing or re-pricing within a given time period. Unlike the calculation of maturity gap, interest rate sensitivity gap includes the effect of our interest rate swaps. A gap is considered positive when the amount of interest-rate sensitive assets exceeds the amount of </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">73</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">interest-rate sensitive liabilities. A gap is considered negative when the amount of interest-rate sensitive liabilities exceeds interest-rate sensitive assets. During a period of rising interest rates, a negative gap would tend to adversely affect net interest income, while a positive gap would tend to result in an increase in net interest income. During a period of falling interest rates, a negative gap would tend to result in an increase in net interest income, while a positive gap would tend to affect net interest income adversely. Because different types of assets and liabilities with the same or similar maturities may react differently to changes in overall market rates or conditions, changes in interest rates may affect net interest income positively or negatively even if assets and liabilities were perfectly matched in each maturity category. The amount of assets and liabilities utilized to compute our interest rate sensitivity gap was determined in accordance with the contractual terms of the assets and liabilities, except that adjustable-rate loans and securities are included in the period in which their interest rates are first scheduled to adjust and not in the period in which they mature. The effects of interest rate swaps, whereby we generally pay a fixed rate and receive a floating rate and effectively lock in our financing costs for a longer term, are also reflected in our interest rate sensitivity gap. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The interest rate sensitivity of our assets and liabilities in the following table at December 31, 2022 could vary substantially based on actual prepayment experience.</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.561%"><tr><td style="width:1.0%"></td><td style="width:39.575%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.032%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.472%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.619%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.794%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.827%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.679%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 4.37pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Less than 3<br/>Months</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 4.37pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3-12 Months</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 4.37pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">More than 1 Year to 3 Years</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 4.37pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3 Years and Over</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 4.37pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial assets</span></td><td colspan="27" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 4.37pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash and cash equivalents</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,576,714</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,576,714</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities (principal)</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">96</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">457</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">628,513</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">64,405,435</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,034,501</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential credit risk transfer securities (principal)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,041</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,782</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">24,251</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">980,294</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,013,368</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-agency mortgage-backed securities (principal)</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">177,027</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">78,141</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">786,630</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,201,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,243,107</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial mortgage-backed securities (principal)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,409</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">521,151</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">18,939</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">546,499</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">178,164</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">92,789</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,960,545</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">66,605,977</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68,837,475</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans (principal)</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,910,604</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,910,604</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total loans</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,910,604</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,910,604</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets transferred or pledged to securitization vehicles (principal)</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,336,742</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,336,742</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total financial assets - maturity</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,754,878</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">92,789</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,960,545</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">78,853,323</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">82,661,535</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Effect of utilizing reset dates </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12,827,777</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">364,341</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(368,432)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(12,823,686)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total financial assets - interest rate sensitive</span></div></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">14,582,655</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">457,130</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,592,113</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">66,029,637</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">82,661,535</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial liabilities</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">58,795,784</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">716,813</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles (principal)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,021,305</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,021,305</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued (principal)</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">852,068</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">852,068</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total financial liabilities - maturity</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">58,795,784</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">716,813</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,873,373</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,635,970</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Effect of utilizing reset dates </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)(2)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(44,914,551)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12,928,100</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,260,500</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">24,725,951</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total financial liabilities - interest rate sensitive</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,881,233</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,644,913</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,510,500</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">34,599,324</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,635,970</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:6pt"><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity gap</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(57,040,906)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(624,024)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,710,545</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68,979,950</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,025,565</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:6pt"><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cumulative maturity gap</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(57,040,906)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(57,664,930)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(55,954,385)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,025,565</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr style="height:6pt"><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest rate sensitivity gap</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">701,422</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(13,187,783)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,918,387)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31,430,313</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,025,565</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:6pt"><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cumulative rate sensitivity gap</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">701,422</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(12,486,361)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(18,404,748)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,025,565</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="30" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Maturity gap utilizes stated maturities, or prepayment expectations for assets that exhibit prepayment characteristics, while interest rate sensitivity gap utilizes reset dates, if applicable.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">&#160;Includes effect of interest rate swaps.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The methodologies we employ for evaluating interest rate risk include an analysis of our interest rate &#8220;gap,&#8221; measurement of the duration and convexity of our portfolio and sensitivities to interest rates and spreads.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_247"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Stress Testing</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We utilize liquidity stress testing to ensure we have sufficient liquidity under a variety of scenarios and stresses. These stress tests assist with the management of our pool of liquid assets and influence our current and future funding plans. The stresses applied include market-wide and firm-specific stresses.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">74</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_250"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Liquidity Management Policies</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We utilize a comprehensive liquidity policy structure to inform our liquidity risk management practices including monitoring and measurement, along with well-defined key risk indicators. Both quantitative and qualitative targets are utilized to measure the ongoing stability and condition of the liquidity position, and include the level and composition of unencumbered assets, as well as the sustainability of the funding composition under stress conditions.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We also monitor early warning metrics designed to measure the quality and depth of liquidity sources based upon both company-specific and market conditions. The metrics assist in assessing our liquidity conditions and are integrated into our escalation protocol.</span></div><div id="i700770ee33434e33a71763c387c61302_253"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Investment/Market Risk Management</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">One of the primary risks we are subject to is investment/market risk. Changes in the level of interest rates can affect our net interest income, which is the difference between the income we earn on our interest earning assets and the interest expense incurred from interest bearing liabilities and derivatives. Changes in the level of interest rates and spreads can also affect the value of our assets and potential realization of gains or losses from the sale of these assets. We may utilize a variety of financial instruments, including interest rate swaps, swaptions, options, futures and other hedges, in order to limit the adverse effects of interest rates on our results. In the case of interest rate swaps, we utilize contracts linked to LIBOR but may also enter into interest rate swaps where the floating leg is linked to the overnight index swap rate or another index, particularly in light of the scheduled cessation of LIBOR. In addition, we may use MAC interest rate swaps in which we may receive or make a payment at the time of entering such interest rate swap to compensate for the off-market nature of such interest rate swap. MAC interest rate swaps offer price transparency, flexibility and more efficient portfolio administration through compression which is the process of reducing the number of unique interest rate swap contracts and replacing them with fewer contracts containing market defined terms. Our portfolio and the value of our portfolio, including derivatives, may be adversely affected as a result of changing interest rates and spreads.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We simulate a wide variety of interest rate scenarios in evaluating our risk. Scenarios are run to capture our sensitivity to changes in interest rates, spreads and the shape of the yield curve. We also consider the assumptions affecting our analysis such as those related to prepayments. In addition to predefined interest rate scenarios, we utilize Value-at-Risk measures to estimate potential losses in the portfolio over various time horizons utilizing various confidence levels. The following tables estimate the potential changes in economic net interest income over a twelve month period and the immediate effect on our portfolio market value (inclusive of derivative instruments), should interest rates instantaneously increase or decrease by 25, 50 or 75 basis points, and the effect of portfolio market value if mortgage option-adjusted spreads instantaneously increase or decrease by 5, 15 or 25 basis points (assuming shocks are parallel and instantaneous). All changes to income and portfolio market value are measured as percentage changes from the projected net interest income and portfolio value at the base interest rate scenario. The net interest income simulations incorporate the interest expense effect of rate resets on liabilities and derivatives as well as the amortization expense and reinvestment of principal based on the prepayments on our securities, which varies based on the level of rates. The results assume no management actions in response to the rate or spread changes. The following table presents estimates at December 31, 2022. Actual results could differ materially from these estimates.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">75</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.497%"><tr><td style="width:1.0%"></td><td style="width:26.040%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:26.525%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.607%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:21.678%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.607%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:19.743%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Change in Interest Rate </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">Projected Percentage Change in Economic Net Interest Income </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">Estimated Percentage Change in Portfolio Value </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">Estimated Change as a</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:120%">% on NAV </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)(4)</span></div></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">-75 Basis points</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11.4%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.4%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.9%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">-50 Basis points</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.6%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.3%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.5%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">-25 Basis points</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.8%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.2%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.5%</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">+25 Basis points</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3.8%)</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(0.3%)</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1.9%)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">+50 Basis points</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(7.8%)</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(0.6%)</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4.3%)</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">+75 Basis points</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(11.7%)</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(0.9%)</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(6.9%)</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">MBS Spread Shock </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Change in<br/>Portfolio Market Value</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Change as a %</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">on NAV </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)(4)</span></div></td><td colspan="3" style="border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">-25 Basis points</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.6%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12.1%</span></td><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">-15 Basis points</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.0%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7.2%</span></td><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">-5 Basis points</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.3%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.4%</span></td><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">+5 Basis points</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(0.3%)</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2.4%)</span></td><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">+15 Basis points</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(0.9%)</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(7.1%)</span></td><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">+25 Basis points</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1.6%)</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(11.8%)</span></td><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Interest rate and MBS spread sensitivity are based on results from third party models in conjunction with inputs from our internal investment professionals. Actual results could differ materially from these estimates.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Scenarios include securities, residential mortgage loans, repurchase agreements, other secured financing and interest rate swaps.&#160;Economic net interest income includes the net interest component of interest rate swaps.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Scenarios include securities, residential mortgage loans, MSR and derivative instruments.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> NAV represents book value of equity.</span></div></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_256"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Credit Risk Management</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Key risk parameters have been established to specify our credit risk appetite. We seek to manage credit risk by making investments which conform to the firm&#8217;s specific investment policy parameters and optimize risk-return attributes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">While we do not expect to encounter credit risk in our Agency mortgage-backed securities, we face credit risk on the non-Agency mortgage-backed securities and CRT securities in our portfolio. In addition, we are also exposed to credit risk on residential mortgage loans and commercial real estate investments. MSR values may also be impacted through reduced servicing fees and higher costs to service the underlying mortgage loans due to borrower performance. Generally, we are subject to risk of loss if an issuer or borrower fails to perform its contractual obligations. We have established policies and procedures for mitigating credit risk, including establishing and reviewing limits for credit exposure. We will originate or purchase commercial investments that meet our comprehensive underwriting process and credit standards and are approved by the appropriate committee. In the case of residential mortgage loans and MSR, we may engage a third party to perform due diligence on a sample of loans that we believe sufficiently represents the entire pool. Once an investment is made, our ongoing surveillance process includes regular reviews, analysis and oversight of investments by our investment personnel and appropriate committee. We review credit and other risks of loss associated with each investment. Our management monitors the overall portfolio risk and determines estimates of provision for loss. Additionally, ALCO has oversight of our credit risk exposure. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our portfolio composition, based on balance sheet values, at December 31, 2022 and 2021 was as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:61.257%"><tr><td style="width:1.0%"></td><td style="width:46.632%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:24.436%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.993%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:24.439%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Category</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">79.4</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">81.9&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.3</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.3&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-agency mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.5</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.2&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13.9</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10.4&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.2</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.7&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.1&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial real estate </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) (2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.7</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.7&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Corporate debt</span></td><td colspan="2" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.7&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes assets transferred or pledged to securitization vehicles.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes commercial real estate assets held for sale as of December 31, 2021.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">76</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_259"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Counterparty Risk Management</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our use of repurchase and derivative agreements and trading activities create exposure to counterparty risk relating to potential losses that could be recognized if the counterparties to these agreements fail to perform their obligations under the contracts. In the event of default by a counterparty, we could have difficulty obtaining our assets pledged as collateral. A significant portion of our investments are financed with repurchase agreements by pledging our Residential Securities as collateral to the applicable lender. The collateral we pledge generally exceeds the amount of the borrowings under each agreement. If the counterparty to the repurchase agreement defaults on its obligations and we are not able to recover our pledged asset, we are at risk of losing the over-collateralization or haircut. The amount of this exposure is the difference between the amount loaned to us plus interest due to the counterparty and the fair value of the collateral pledged by us to the lender including accrued interest receivable on such collateral.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We also use interest rate swaps and other derivatives to manage interest rate risk. Under these agreements, we pledge securities and cash as collateral or settle variation margin payments as part of a margin arrangement. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If a counterparty were to default on its obligations, we would be exposed to a loss to a derivative counterparty to the extent that the amount of our securities or cash pledged exceeded the unrealized loss on the associated derivative and we were not able to recover the excess collateral. Additionally, we would be exposed to a loss to a derivative counterparty to the extent that our unrealized gains on derivative instruments exceeded the amount of the counterparty&#8217;s securities or cash pledged to us.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We monitor our exposure to counterparties across several dimensions including by type of arrangement, collateral type, counterparty type, ratings and geography. Additionally, ALCO has oversight of our counterparty exposure.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes our exposure to counterparties by geography at December 31, 2022:</span></div><div style="margin-top:5pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.456%"><tr><td style="width:1.0%"></td><td style="width:22.481%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.339%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.686%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.339%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.686%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.339%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.686%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.344%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Number of Counterparties</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Secured Financing </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest Rate Swaps at Fair Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Exposure </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Geography</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">North America</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">21</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">48,023,746</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(27,824)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,869,757</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Europe</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,647,043</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(47,894)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">785,461</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Japan</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,091,808</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">191,593</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">35</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,762,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(75,718)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,846,811</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="24" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes repurchase agreements and other secured financing.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Represents the amount of cash and/or securities pledged as collateral to each counterparty less the aggregate of repurchase agreement and other secured financing and derivatives for each counterparty.</span></div></td></tr></table></div><div style="padding-left:58.5pt;padding-right:45pt;text-align:justify;text-indent:-18pt"><span><br/></span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div id="i700770ee33434e33a71763c387c61302_262"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Operational Risk Management</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We are subject to operational risk in each of our business and support functions. Operational risk may arise from internal or external sources including human error, fraud, systems issues, process change, vendors, business interruptions and other external events. We manage operational risk through a variety of tools including policies and procedures that cover topics such as business continuity, personal conduct, cybersecurity and vendor management.&#160;Other tools include Risk and Control Self Assessment (&#8220;RCSA&#8221;) testing, including disaster recovery/testing; systems controls, including access controls; training, including phishing exercises and cybersecurity awareness training; and monitoring, which includes the use of key risk indicators.&#160;Our Operational Risk team conducts a disaster recovery exercise on an annual basis.  Cyber security-related threats are addressed in tabletop exercises managed by the Cybersecurity Committee and business disruption events are addressed in tabletop exercises managed by the Operational Risk team. The results of these tabletop exercises are reported to management. Employee-level lines of defense against operational risk include proper segregation of incompatible duties, activity-level internal controls over financial reporting, the empowerment of business units to identify and mitigate operational risk sources, testing by our internal audit staff, and our overall governance framework.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Operational Risk Management responsibilities are overseen by the ERC. The ERC is responsible for supporting the Operating Committee in the implementation, ongoing monitoring, and evaluation of the effectiveness of the enterprise-wide risk management framework. This oversight authority includes review of the strategies, policies, and practices established by management to identify, assess, measure, and manage enterprise-wide risk.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Members of the Operational Risk Management team participate in the Cybersecurity Committee established to help mitigate cybersecurity risks. The role of the committee is to oversee cyber risk assessments, monitor applicable key risk indicators, review cybersecurity training procedures, oversee our Cybersecurity Incident Response Plan and engage third parties to conduct periodic penetration testing. The Head of Information Technology Infrastructure is responsible for continuously reporting to the Cybersecurity Committee throughout the year regarding cybersecurity and related risks. Our Chief Technology Officer and </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">77</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Head of Information Technology Infrastructure are members of multiple industry associations that discuss industry threats, challenges and solutions to cybersecurity issues. Our cybersecurity risk assessment includes an evaluation of cyber risk related to sensitive data held by third parties on their systems. The Cybersecurity Committee periodically reports to the ERC and the relevant Board committees. Our internal audit department determines whether our cybersecurity program and information security practices align with relevant portions of the National Institute of Standards and Technology (&#8220;NIST&#8221;) framework. There is no assurance that our efforts will effectively mitigate cybersecurity risk and mitigation efforts are not an assurance that no cybersecurity incidents will occur. We currently maintain cybersecurity insurance, however, there is no assurance that our current policy will cover all cybersecurity breaches or our related losses, or that we will be able to continue to maintain cybersecurity insurance in the future.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We depend on third party service providers to perform various business processes related to our operations, including mortgage loan servicers and sub-servicers. Our vendor management policy establishes procedures for engaging, onboarding and monitoring the performance of third party vendors. These procedures include assessing a vendor&#8217;s financial health as well as oversight of its compliance with applicable laws and regulations, cybersecurity and business continuity programs and security of personally identifiable information.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_265"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Compliance, Regulatory and Legal Risk Management</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our business is organized as a REIT, and we seek to continue to meet the requirements for taxation as a REIT. The determination that we are a REIT requires an analysis of various factual matters and circumstances. Accordingly, we closely monitor our REIT status within our risk management program. We also regularly assess our risk management in respect of our regulated and licensed subsidiaries, which include our registered broker-dealer subsidiary Arcola, and our subsidiary that is registered with the SEC as an investment adviser under the Investment Advisers Act and our subsidiary that operates as a licensed mortgage aggregator and master servicer.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The financial services industry is highly regulated and receives significant attention from regulators, which may impact both our company and our business strategy. Our investments in residential whole loans and MSR require us to comply with applicable state and federal laws and regulations and maintain appropriate governmental licenses, approvals and exemptions. We proactively monitor the potential impact regulation may have both directly and indirectly on us. We maintain a process to actively monitor both actual and potential legal action that may affect us. Our risk management framework is designed to identify, measure and monitor these risks under the oversight of the ERC.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We currently rely on the exemption from registration provided by Section 3(c)(5)(C) of the Investment Company Act, and we seek to continue to meet the requirements for this exemption from registration. The determination that we qualify for this exemption from registration depends on various factual matters and circumstances. Accordingly, in conjunction with our legal department, we closely monitor our compliance with Section 3(c)(5)(C) within our risk management program. The monitoring of this risk is also under the oversight of the ERC.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">As a result of the Dodd-Frank Act, the U.S. Commodity Futures Trading Commission (&#8220;CFTC&#8221;) gained jurisdiction over the regulation of interest rate swaps. The CFTC has asserted that this causes the operators of mortgage real estate investment trusts that use swaps as part of their business model to fall within the statutory definition of Commodity Pool Operator (&#8220;CPO&#8221;), and, absent relief from the Division of Swap Dealer and Intermediary Oversight or the CFTC, to register as CPOs. On December 7, 2012, as a result of numerous requests for no-action relief from the CPO registration requirement for operators of mortgage real estate investment trusts, the Division of Swap Dealer and Intermediary Oversight of the CFTC issued no-action relief entitled &#8220;No-Action Relief from the Commodity Pool Operator Registration Requirement for Commodity Pool Operators of Certain Pooled Investment Vehicles Organized as Mortgage Real Estate Investment Trusts&#8221; that permits a CPO to receive relief by filing a claim to perfect the use of the relief. A claim submitted by a CPO will be effective upon filing, so long as the claim is materially complete. The conditions that must be met relate to initial margin and premiums requirements, net income derived annually from commodity interest positions that are not qualifying hedging transactions, marketing of interests in the mortgage real estate investment trust to the public, and identification of the entity as a mortgage real estate investment trust in its federal tax filings with the Internal Revenue Service. While we disagree with the CFTC&#8217;s position that mortgage REITs that use swaps as part of their business model fall within the statutory definition of a CPO, we have submitted a claim for the relief set forth in the no-action relief entitled &#8220;No-Action Relief from the Commodity Pool Operator Registration Requirement for Commodity Pool Operators of Certain Pooled Investment Vehicles Organized as Mortgage Real Estate Investment Trusts&#8221; and believe we meet the criteria for such relief set forth therein.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">78</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_268"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Critical Accounting Estimates</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The preparation of our consolidated financial statement in accordance with generally accepted accounting principles in the United States requires us to make estimates, judgments and assumptions that affect the reported amounts of assets, liabilities, revenues and expenses. Actual results may differ materially from these estimates and changes in assumptions could have a significant effect on the consolidated financial statements. Our critical accounting policies that require us to make significant judgments or estimates are described below.&#160;For more information on these critical accounting policies and other significant accounting policies, see the Note titled &#8220;Significant Accounting Policies&#8221; in the Notes to the Consolidated Financial Statements included in Item 15. &#8220;Exhibits, Financial Statement Schedules.&#8221; </span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_271"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Valuation of Financial Instruments</span></div><div id="i700770ee33434e33a71763c387c61302_274"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Residential Securities</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Description: We carry residential securities at estimated fair value. There is an active market for our Agency mortgage-backed securities, CRT securities and non-Agency mortgage-backed securities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Judgments and Uncertainties: Since we primarily invest in securities that can be valued using quoted prices for actively traded assets, there is a high degree of observable inputs and less subjectivity in measuring fair value. Internal fair values are determined using quoted prices from the TBA securities market, the Treasury curve and the underlying characteristics of the individual securities, which may include coupon, periodic and life caps, reset dates and the expected life of the security. While prepayment rates may be difficult to predict and require estimation and judgment in the valuation of Agency mortgage-backed securities, we use several third party models to validate prepayment speeds used in fair value measurements of residential securities. All internal fair values are compared to external pricing sources and/or dealer quotes to determine reasonableness. Additionally, securities used as collateral for repurchase agreements are priced daily by counterparties to ensure sufficient collateralization, providing additional verification of our internal pricing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Sensitivity of Estimates to Change: Changes in underlying assumptions used in estimating fair value impact the carrying value of the residential securities as well as their yield. For example, an increase in CPR would decrease the carrying value and yield of our Agency mortgage-backed securities. Our valuations are most sensitive to changes in interest rate, which also impacts prepayment speeds. See Experienced and Projected Long-Term CPR, Financial Condition &#8211; Residential Securities and the interest rate sensitivity and interest rate and MBS spread shock analysis and discussions within this Item 7. for further information.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_277"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Residential Mortgage Loans</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Description: We elected to account for Residential Mortgage Loans at fair value. There is an active market for the residential whole loans in which we invest.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Judgments and Uncertainties: Since we primarily invest in residential loans that can be valued using actively quoted prices for similar assets, there are observable inputs in measuring fair value. Internal fair values are determined using quoted prices for similar market transactions, the swap curve and the underlying characteristics of the individual loans, which may include loan term, coupon, and reset dates. While prepayment rates may be difficult to predict and are a significant estimate requiring judgment in the valuation of residential whole loans, we validate prepayment speeds against those provided by independent pricing analytic providers specializing in residential mortgage loans. Internal fair values are generally compared to external pricing sources to determine reasonableness.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Sensitivity of Estimates to Change: Changes to model assumptions, including prepayment speeds may significantly impact the fair value estimate of residential mortgage loans as well as unrealized gains and losses and yield on these assets. Our valuations are most sensitive to changes in interest rate, which also impacts prepayment speeds. See the interest rate sensitivity and interest rate shock analysis and discussions within this Item 7. for further information.  </span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_280"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">MSR</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Description: We elected to account for MSR at fair value.  The market for MSR is considered less active and transparent compared to securities. As such fair value estimates for our investment in MSR are obtained from models, which use significant unobservable inputs in their valuations. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Judgments and Uncertainties: These valuations primarily utilize discounted cash flow models that incorporate unobservable market data inputs including prepayment rates, delinquency levels, costs to service and discount rates. Model valuations are then compared to valuations obtained from third party pricing providers. Management reviews the valuations received from </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">79</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">third party pricing providers and uses them as a point of comparison to modeled values. The valuation of MSR requires significant judgment by management and the third party pricing providers. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Sensitivity of Estimates to Change: Changes in the underlying assumptions used to estimate the fair value of MSR impact the carrying value as well as the related unrealized gains and losses recognized.  For further discussion of the sensitivity of the  model inputs see the Note titled &#8220;Fair Value Measurements&#8221; in the Notes to the Consolidated Financial Statements included in Item 15. &#8220;Exhibits, Financial Statement Schedules.&#8221; </span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_283"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Interest Rate Swaps</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Description: We are required to account for derivative assets and liabilities at fair value, which may or may not be cleared through a derivative clearing organization. We value our cleared interest rate swaps using the prices provided by the derivatives clearing organization. We value uncleared derivatives using internal models with prices compared to counterparty marks.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Judgments and Uncertainties: We use the overnight indexed swap (&#8220;OIS&#8221;) curve, the SOFR curve, or SOFR forward rates as an input to value substantially all of our uncleared interest rate swaps. Consistent with market practice, we exchange collateral (also called margin) based on the fair values of our interest rate swaps. Through this margining process, we may be able to compare our recorded fair value with the fair value calculated by the counterparty or derivatives clearing organization, providing additional verification of our recorded fair value of the uncleared interest rate swaps. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Sensitivity of Estimates to Change: Changes in the OIS curve will impact the carrying value of our interest rate swap assets and liabilities.  Our valuations are most sensitive to changes in interest rate, which also impacts prepayment speeds.  See the interest rate sensitivity and interest rate shock analysis and discussions within this Item 7. for further information.  </span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_286"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Revenue Recognition</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Description: Interest income from coupon payments is accrued based on the outstanding principal amounts of the Residential Securities and their contractual terms. Premiums and discounts associated with the purchase of the Residential Securities are amortized or accreted into interest income over the projected lives of the securities using the interest method. Gains or losses on sales of Residential Securities are recorded on trade date based on the specific identification method.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Judgments and Uncertainties: To aid in determining projected lives of the securities, we use third party model and market information to project prepayment speeds.&#160;Our prepayment speed projections incorporate underlying loan characteristics (i.e., coupon, term, original loan size, original loan-to-value ratio, etc.) and market data, including interest rate and home price index forecasts and expert judgment. Prepayment speeds vary according to the type of investment, conditions in the financial markets and other factors and cannot be predicted with any certainty.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Sensitivity of Estimates to Change: Changes to model assumptions, including interest rates and other market data, as well as periodic revisions to the model will cause changes in the results. Adjustments are made for actual prepayment activity as it relates to calculating the effective yield. The sensitivity of changes in interest rates to our economic net interest income is included in the interest rate shock analysis and discussions within this Item 7 for further information.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_289"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Consolidation of Variable Interest Entities</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Description: We are required to determine if it is required to consolidate entities in which it holds a variable interest.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Judgments and Uncertainties: Determining whether an entity has a controlling financial interest in a VIE requires significant judgment related to assessing the purpose and design of the VIE and determination of the activities that most significantly impact its economic performance. We must also identify explicit and implicit variable interests in the entity and consider our involvement in both the design of the VIE and its ongoing activities. To determine whether consolidation of the VIE is required, we must apply judgment to assess whether we have the power to direct the most significant activities of the VIE and whether we have either the rights to receive benefits or the obligation to absorb losses that could be potentially significant to the VIE.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_292"></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Use of Estimates</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The use of GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ materially from those estimates.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">80</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_295"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:14pt;font-weight:700;line-height:100%">Glossary of Terms</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">A</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Adjustable-Rate Loan / Security</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A loan / security on which interest rates are adjusted at regular intervals according to predetermined criteria. The adjustable interest rate is tied to an objective, published interest rate index.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Agency</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to a federally chartered corporation, such as the Federal National Mortgage Association, or the Federal Home Loan Mortgage Corporation, or an agency of the U.S. Government, such as the Government National Mortgage Association.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Agency Mortgage-Backed Securities</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to residential mortgage-backed securities that are issued or guaranteed by an Agency.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Amortization</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Liquidation of a debt through installment payments.&#160; Amortization also refers to the process of systematically reducing a recognized asset or liability (e.g., a purchase premium or discount for a debt security) with an offset to earnings.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Average GAAP Cost of Interest Bearing Liabilities and Average Economic Cost of Interest Bearing Liabilities</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Average GAAP cost of interest bearing liabilities represents annualized interest expense divided by average interest bearing liabilities. Average interest bearing liabilities is a non-GAAP financial measure that reflects the average balances during the period. Average economic cost of interest bearing liabilities represents annualized economic interest expense divided by average interest bearing liabilities.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Average Life</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On a mortgage-backed security, the average time to receipt of each dollar of principal, weighted by the amount of each principal prepayment, based on prepayment assumptions.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Average Yield on Interest Earnings Assets and Average Yield on Interest Earnings Assets (excluding PAA)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Average yield on interest earning assets represents annualized interest income divided by average interest earning assets. Average interest earning assets reflects the average amortized cost of our investments during the period. Average yield on interest earning assets (excluding PAA) is a non-GAAP financial measure that is calculated using annualized interest income (excluding PAA).</span></div><div><span><br/></span></div><div><span><br/></span></div><div><span><br/></span></div><div><span><br/></span></div><div><span><br/></span></div><div><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">B</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Basis Point (&#8220;bp&#8221; or &#8220;bps&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">One hundredth of one percent, used in expressing differences in interest rates.&#160; One basis point is 0.01% of yield. For example, a bond&#8217;s yield that changed from 3.00% to 3.50% would be said to have moved 50 basis points.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Benchmark</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A bond or an index referencing a basket of bonds whose terms are used for comparison with other bonds of similar maturity. The global financial market typically looks to U.S. Treasury securities as benchmarks.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Beneficial Owner</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">One who benefits from owning a security, even if the security&#8217;s title of ownership is in the name of a broker or bank.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Board</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to the board of directors of Annaly.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Bond</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The written evidence of debt, bearing a stated rate or stated rates of interest, or stating a formula for determining that rate, and maturing on a date certain, on which date and upon presentation a fixed sum of money plus interest (usually represented by interest coupons attached to the bond) is payable to the holder or owner. Bonds are long-term securities with an original maturity of greater than one year. </span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Book Value Per Share</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Calculated by summing common stock, additional paid-in capital, accumulated other comprehensive income (loss) and accumulated deficit and dividing that number by the total common shares outstanding.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Broker</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Generic name for a securities firm engaged in both buying and selling securities on behalf of customers or its own account.</span></div><div><span><br/></span></div><div><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">C</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Capital Buffer</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Includes unencumbered financial assets which can be either sold or utilized as collateral to meet liquidity needs.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Capital Ratio (GAAP Capital Ratio)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Calculated as total stockholders&#8217; equity divided by total assets.&#160;</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div><span><br/></span></div><div><span><br/></span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">81</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Carry</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The amount an asset earns over its hedging and financing costs. A positive carry happens when the rate on the securities being financed is greater than the rate on the funds borrowed. A negative carry is when the rate on the funds borrowed is greater than the rate on the securities that are being financed.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">CMBX</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The CMBX index is a synthetic tradable index referencing a basket of 25 CMBS of a particular rating and vintage. The CMBX index allows investors to take a long position (referred to as selling protection) or short position (referred to as purchasing protection) on the respective basket of CMBS securities and is structured as a &#8220;pay-as-you-go&#8221; contract whereby the protection seller receives and the protection buyer pays a standardized running coupon on the contracted notional amount. Additionally, the protection seller is obligated to pay to the protection buyer the amount of principal losses and/or coupon shortfalls on the underlying CMBS securities as they occur.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Collateral</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Securities, cash or property pledged by a borrower or party to a derivative contract to secure payment of a loan or derivative. If the borrower fails to repay the loan or defaults under the derivative contract, the secured party may take ownership of the collateral.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Collateralized Loan Obligation (&#8220;CLO&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A securitization collateralized by loans and other debt instruments.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Collateralized Mortgage Obligation (&#8220;CMO&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A multiclass bond backed by a pool of mortgage pass-through securities or mortgage loans.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Commodity Futures Trading Commission (&#8220;CFTC&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An independent U.S. federal agency established by the Commodity Futures Trading Commission Act of 1974. The CFTC regulates the swaps, commodity futures and options markets. Its goals include the promotion of competitive and efficient futures markets and the protection of investors against manipulation, abusive trade practices and fraud.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Commercial Mortgage-Backed Security (&#8220;CMBS&#8221; or &#8220;Commercial Securities&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Securities collateralized by a pool of mortgages on commercial real estate in which all principal and interest from the mortgages flow to certificate holders in a defined sequence or manner.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Constant Prepayment Rate (&#8220;CPR&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The percentage of outstanding mortgage loan principal that prepays in one year, based on the annualization of the Single Monthly Mortality, which reflects the outstanding mortgage loan principal that prepays in one month.</span></div><div><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Convexity</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A measure of the change in a security&#8217;s duration with respect to changes in interest rates. The more convex a security is, the more its duration will change with interest rate changes.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Corporate Debt</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Non-government debt instruments issued by corporations. Long-term corporate debt can be issued as bonds or loans.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Counterparty</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">One of two entities in a transaction. For example, in the bond market a counterparty can be a state or local government, a broker-dealer or a corporation.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Coupon</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The interest rate on a bond that is used to compute the amount of interest due on a periodic basis.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Credit and Counterparty Risk</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Risk to earnings, capital or business, resulting from an obligor&#8217;s or counterparty&#8217;s failure to meet the terms of any contract or otherwise failure to perform as agreed. Credit and counterparty risk is present in lending, investing, funding and hedging activities.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Credit Derivatives</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Derivative instruments that have one or more underlyings related to the credit risk of a specified entity (or&#160;group of entities) or an index that exposes the seller to potential loss from specified credit-risk related events.&#160;An example is credit derivatives referencing the commercial mortgage-backed securities index.</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">&#160;</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Credit Risk Transfer (&#8220;CRT&#8221;) Securities</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Credit Risk Transfer securities are risk sharing transactions issued by Fannie Mae and Freddie Mac and similarly structured transactions arranged by third party market participants. The securities issued in the CRT sector are designed to synthetically transfer mortgage credit risk from Fannie Mae, Freddie Mac and/or third parties to private investors.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Current Face</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The current remaining monthly principal on a mortgage security. Current face is computed by multiplying the original face value of the security by the current principal balance factor.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">D</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Dealer</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Person or organization that underwrites, trades and sells securities, e.g., a principal market-maker in securities.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Default Risk</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Possibility that a bond issuer will fail to pay principal or interest when due.</span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">82</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Derivative</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A financial product that derives its value from the price, price fluctuations and price expectations of an underlying instrument, index or reference pool (e.g. futures contracts, options, interest rate swaps, interest rate swaptions and certain to-be-announced securities).</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Discount Price</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">When the dollar price is below face value, it is said to be selling at a discount.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Duration</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The weighted maturity of a fixed-income investment&#8217;s cash flows, used in the estimation of the price sensitivity of fixed-income securities for a given change in interest rates.</span></div><div><span><br/></span></div><div><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">E</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Earnings available for distribution (&#8220;EAD&#8221;) and Earnings available for distribution Per Average Common Share </span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Non-GAAP financial measure defined as the sum of (a) economic net interest income, (b) TBA dollar roll income and CMBX coupon income, (c) net servicing income less realized amortization of MSR, (d) other income (loss) (excluding depreciation expense related to commercial real estate and amortization of intangibles, non-EAD income allocated to equity method investments and other non-EAD components of other income (loss)), (e) general and administrative expenses (excluding transaction expenses and non-recurring items), and (f) income taxes (excluding the income tax effect of non-EAD income (loss) items) and excludes (g) the premium amortization adjustment representing the cumulative impact on prior periods, but not the current period, of quarter-over-quarter changes in estimated long-term prepayment speeds related to our Agency mortgage-backed securities. Earnings available for distribution per average common share is a non-GAAP financial measure calculated by dividing earnings available for distribution by average basic common shares for the period. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">This metric was previously labeled Core Earnings (excluding PAA) and Core Earnings (excluding PAA) Per Average Common Share). The definition of EAD is identical to the definition of Core Earnings (excluding PAA) from prior reporting periods.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Economic Capital</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A measure of the risk a firm is subject to.&#160; It is the amount of capital a firm needs as a buffer to protect against risk.&#160; It is a probabilistic measure of potential future losses at a given confidence level over a given time horizon.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Economic Capital Ratio</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Non-GAAP financial measure that is calculated as total stockholders&#8217; equity divided by total economic assets.  Total economic assets includes the implied market value of TBA derivatives and are net of debt issued by securitization vehicles.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Economic Interest Expense</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Non-GAAP financial measure that is comprised of GAAP interest expense and the net interest component of interest rate swaps.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Economic Leverage Ratio (Economic Debt-to-Equity Ratio)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Non-GAAP financial measure that is calculated as the sum of recourse debt, cost basis of TBA and CMBX derivatives outstanding and net forward purchases (sales) of investments divided by total equity. Recourse debt consists of repurchase agreements and other secured financing (excluding certain non-recourse credit facilities). Certain credit facilities (included within other secured financing), debt issued by securitization vehicles, participations issued,  and mortgages payable are non-recourse to us and are excluded from this measure.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Economic Net Interest Income</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Non-GAAP financial measure that is composed of GAAP net interest income less Economic Interest Expense.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Economic Return</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to the Company&#8217;s change in book value plus dividends declared divided by the prior period&#8217;s book value.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Encumbered Assets</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Assets on the company&#8217;s balance sheet which have been pledged as collateral against a liability.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Eurodollar</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A U.S. dollar deposit held in Europe or elsewhere outside the United States.</span></div><div style="text-align:justify"><span><br/></span></div><div><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">F</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Face Amount</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The par value (i.e., principal or maturity value) of a security appearing on the face of the instrument.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Factor</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A decimal value reflecting the proportion of the outstanding principal balance of a mortgage security, which changes over time, in relation to its original principal value.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Fannie Mae</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Federal National Mortgage Association.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">83</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Federal Deposit Insurance Corporation (&#8220;FDIC&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An independent agency created by the U.S. Congress to maintain stability and public confidence in the nation&#8217;s financial system by insuring deposits, examining and supervising financial institutions for safety and soundness and consumer protection, and managing receiverships.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Federal Funds Rate</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The interest rate charged by banks on overnight loans of their excess reserve funds to other banks.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Federal Housing Financing Agency (&#8220;FHFA&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The FHFA is an independent regulatory agency that oversees vital components of the secondary mortgage market including Fannie Mae, Freddie Mac and the Federal Home Loan Banks.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Industry Regulatory Authority, Inc. (&#8220;FINRA&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">FINRA is a non-governmental organization tasked with regulating all business dealings conducted between dealers, brokers and all public investors.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Fixed-Rate Mortgage</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A mortgage featuring level monthly payments, determined at the outset, which remain constant over the life of the mortgage.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Fixed Income Clearing Corporation (&#8220;FICC&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The FICC is an agency that deals with the confirmation, settlement and delivery of fixed-income assets in the U.S. The agency ensures the systematic and efficient settlement of U.S. Government securities and mortgage-backed security transactions in the market.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Floating Rate Bond</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A bond for which the interest rate is adjusted periodically according to a predetermined formula, usually linked to an index.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Floating Rate CMO</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A CMO tranche which pays an adjustable rate of interest tied to a representative interest rate index such as the LIBOR, the Constant Maturity Treasury or the Cost of Funds Index.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Freddie Mac</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Federal Home Loan Mortgage Corporation.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Futures Contract</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A legally binding agreement to buy or sell a commodity or financial instrument in a designated future month at a price agreed upon at the initiation of the contract by the buyer and seller. Futures contracts are standardized according to the quality, quantity, and delivery time and location for each commodity. A futures contract differs from an option in that an option gives one of the counterparties a right and the other an obligation to buy or sell, while a futures contract represents an obligation of both counterparties, one to deliver and the other to accept delivery. A futures contract is part of a class of financial instruments called derivatives.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">G</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">GAAP</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">U.S. generally accepted accounting principles.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Ginnie Mae</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Government National Mortgage Association.</span></div><div><span><br/></span></div><div><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">H</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Hedge</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An investment made with the intention of minimizing the impact of adverse movements in interest rates or securities prices.</span></div><div><span><br/></span></div><div><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">I</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">In-the-Money</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Description for an option that has intrinsic value and can be sold or exercised for a profit; a call option is in-the-money when the strike price (execution price) is below the market price of the underlying security.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Interest Bearing Liabilities</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to repurchase agreements, debt issued by securitization vehicles and credit facilities. Average interest bearing liabilities is based on daily balances.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Interest Earning Assets</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to Residential Securities, U.S. Treasury securities, reverse repurchase agreements, commercial real estate debt and preferred equity interests, residential mortgage loans and corporate debt. Average interest earning assets is based on daily balances.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Interest-Only (IO) Bond</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The interest portion of mortgage, Treasury or bond payments, which is separated and sold individually from the principal portion of those same payments.</span></div><div><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">84</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Interests in MSR</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Represents agreements to purchase all, or a component of, net servicing cash flows.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Interest Rate Risk</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The risk that an investment&#8217;s value will change due to a change in the absolute level of interest rates, in the spread between two rates, in the shape of the yield curve or in any other interest rate relationship. As market interest rates rise, the value of current fixed income investment holdings declines.&#160;Diversifying, deleveraging and hedging techniques are utilized to mitigate this risk.&#160;Interest rate risk is a form of market risk.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Interest Rate Swap</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A binding agreement between counterparties to exchange periodic interest payments on some predetermined dollar principal, which is called the notional principal amount. For example, one party will pay fixed and receive a variable rate.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Interest Rate Swaption</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Options on interest rate swaps. The buyer of a swaption has the right to enter into an interest rate swap agreement at some specified date in the future. The swaption agreement will specify whether the buyer of the swaption will be a fixed-rate receiver or a fixed-rate payer.</span></div><div><span><br/></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">International Swaps and Derivatives Association (&#8220;ISDA&#8221;) Master Agreement</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Standardized contract developed by ISDA used as an umbrella under which bilateral derivatives contracts are entered into.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Inverse IO Bond</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An interest-only bond whose coupon is determined by a formula expressing an inverse relationship to a benchmark rate, such as LIBOR.&#160;As the benchmark rate changes, the IO coupon adjusts in the opposite direction. When the benchmark rate is relatively low, the IO pays a relatively high coupon payment, and vice versa.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Investment/Market Risk</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Risk to earnings, capital or business resulting in the decline in value of our assets caused from changes in market variables, such as interest rates, which affect the values of Residential Securities and other investment instruments.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Investment Advisers Act</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to the Investment Advisers Act of 1940, as amended.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Investment Company Act</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to the Investment Company Act of 1940, as amended.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:center"><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">L</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Leverage</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The use of borrowed money to increase investing power and economic returns.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Leverage Ratio (GAAP Leverage Ratio or Debt-to-Equity Ratio)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Calculated as total debt to total stockholders&#8217; equity. For purposes of calculating this ratio total debt includes repurchase agreements, other secured financing, debt issued by securitization vehicles, participations issued and mortgages payable. Certain credit facilities (included within other secured financing), debt issued by securitization vehicles, participations issued and mortgages payable are non-recourse to us.</span></div><div style="text-align:justify"><span><br/></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">LIBOR (London Interbank Offered Rate)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The rate banks charge each other for short-term Eurodollar loans. LIBOR is frequently used as the base for resetting rates on floating-rate securities and the floating-rate legs of interest rate swaps. The United Kingdom Financial Conduct Authority, which regulates LIBOR, announced that all LIBOR tenors relevant to us will cease to be published or will no longer be representative after June 30, 2023. </span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Liquidity Risk</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Risk to earnings, capital or business arising from our inability to meet our obligations when they come due without incurring unacceptable losses because of inability to liquidate assets or obtain adequate funding.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Long-Term CPR</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our projected prepayment speeds for certain Agency mortgage-backed securities using third party model and market information. Our prepayment speed projections incorporate underlying loan characteristics (e.g., coupon, term, original loan size, original loan-to-value ratio, etc.) and market data, including interest rate and home price index forecasts.&#160; Changes to model assumptions, including interest rates and other market data, as well as periodic revisions to the model will cause changes in the results.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Long-Term Debt</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Debt which matures in more than one year. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">M</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Market Agreed Coupon (&#8220;MAC&#8221;) Interest Rate Swap</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An interest rate swap contract structure with pre-defined, market agreed terms, developed by SIFMA and ISDA with the purpose of promoting liquidity and simplified administration.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">85</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Monetary Policy</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Action taken by the Federal Open Market Committee of the Federal Reserve System to influence the money supply or interest rates.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Mortgage-Backed Security (&#8220;MBS&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A security representing a direct interest in a pool of mortgage loans. The pass-through issuer or servicer collects the payments on the loans in the pool and &#8220;passes through&#8221; the principal and interest to the security holders on a pro rata basis.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Mortgage Loan</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A mortgage loan granted by a bank, thrift or other financial institution that is based solely on real estate as security and is not insured or guaranteed by a government agency.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Mortgage Servicing Rights (&#8220;MSR&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Contractual agreements constituting the right to service an existing mortgage where the holder receives the benefits and bears the costs and risks of servicing the mortgage.</span></div><div style="text-align:justify"><span><br/></span></div><div><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">N</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">NAV</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net asset value.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Net Interest Income</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Represents interest income earned on our portfolio investments, less interest expense paid for borrowings.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Net Interest Margin and Net Interest Margin (excluding PAA)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net interest margin represents our interest income less interest expense divided by average interest earning assets. Net interest margin (excluding PAA) is a non-GAAP financial measure that represents the sum of our interest income (excluding PAA) plus TBA dollar roll income and CMBX coupon income less interest expense and the net interest component of interest rate swaps divided by the sum of average interest earning assets plus average outstanding TBA contract and CMBX balances.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Net Interest Spread and Net Interest Spread (excluding PAA)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Net interest spread represents the average yield on interest earning assets less the average GAAP cost of interest bearing liabilities. Net interest spread (excluding PAA) is a non-GAAP financial measure that represents the average yield on interest earning assets (excluding PAA) less the average economic cost of interest bearing liabilities.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Non-Performing Loan (&#8220;NPL&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A loan that is close to defaulting or is in default.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Notional Amount</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A stated principal amount in a derivative contract on which the contract is based.</span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">O</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Operational Risk</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Risk to earnings, capital, reputation or business arising from inadequate or failed internal processes or systems, human factors or external events.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Option Contract</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A contract in which the buyer has the right, but not the obligation, to buy or sell an asset at a set price on or before a given date. Buyers of call options bet that a security will be worth more than the price set by the option (the strike price), plus the price they pay for the option itself. Buyers of put options bet that the security&#8217;s price will drop below the price set by the option. An option is part of a class of financial instruments called derivatives, which means these financial instruments derive their value from the worth of an underlying investment.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Original Face</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The face value or original principal amount of a security on its issue date.</span></div><div style="text-align:justify"><span><br/></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Out-of-the-Money</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Description for an option that has no intrinsic value and would be worthless if it expired today; for a call option, this situation occurs when the strike price is higher than the market price of the underlying security; for a put option, this situation occurs when the strike price is less than the market price of the underlying security.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Overnight Index Swaps (&#8220;OIS&#8221;)</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An interest rate swap in which a fixed rate is exchanged for an overnight floating rate.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Over-The-Counter (&#8220;OTC&#8221;) Market</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A securities market that is conducted by dealers throughout the country through negotiation of price rather than through the use of an auction system as represented by a stock exchange.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">P</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Par</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Price equal to the face amount of a security; 100%.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Par Amount</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The principal amount of a bond or note due at maturity. Also known as par value.</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">&#160;</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Pass-Through Security</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A securitization structure where a GSE or other entity &#8220;passes&#8221; the amount collected from the borrowers every month to the investor, after deducting fees and expenses.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">86</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Pool</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A collection of mortgage loans assembled by an originator or master servicer as the basis for a security. In the case of Ginnie Mae, Fannie Mae, or Freddie Mac mortgage pass-through securities, pools are identified by a number assigned by the issuing agency.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Premium</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The amount by which the price of a security exceeds its principal amount. When the dollar price of a bond is above its face value, it is said to be selling at a premium.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Premium Amortization Adjustment (&#8220;PAA&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The cumulative impact on prior periods, but not the current period, of quarter-over-quarter changes in estimated long-term prepayment speeds related to our Agency mortgage-backed securities.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Prepayment</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The unscheduled partial or complete payment of the principal amount outstanding on a mortgage loan or other debt before it is due.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Prepayment Risk</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The risk that falling interest rates will lead to increased prepayments of mortgage or other loans, forcing the investor to reinvest at lower prevailing rates.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Prepayment Speed</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The&#160;estimated&#160;rate&#160;at&#160;which&#160;mortgage&#160;borrowers&#160;will&#160;pay off the&#160;mortgages&#160;that underlie&#160;an&#160;MBS.</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Primary Market</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Market for offers or sales of new bonds by the issuer.</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%"> </span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Prime Rate</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The indicative interest rate on loans that banks quote to their best commercial customers.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Principal and Interest</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The term used to refer to regularly scheduled payments or prepayments of principal and payments of interest on a mortgage or other security.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">R</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Rate Reset</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The adjustment of the interest rate on a floating-rate security according to a prescribed formula.</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Real Estate Investment Trust (&#8220;REIT&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A special purpose investment vehicle that provides investors with the ability to participate directly in the ownership or financing of real-estate related assets by pooling their capital to purchase and manage mortgage loans and/or income property.</span></div><div><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Recourse Debt</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Debt on which the economic borrower is obligated to repay the entire balance regardless of the value of the pledged collateral. By contrast, the economic borrower&#8217;s obligation to repay non-recourse debt is limited to the value of the pledged collateral. Recourse debt consists of repurchase agreements and other secured financing (excluding certain non-recourse credit facilities). Certain credit facilities (included within other secured financing), debt issued by securitization vehicles, participations issued and mortgages payable are non-recourse to us and are excluded from this measure.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Reinvestment Risk</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The risk that interest income or principal repayments will have to be reinvested at lower rates in a declining rate environment.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Re-Performing Loan (&#8220;RPL&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A type of loan in which payments were previously delinquent by at least 90 days but have resumed.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Repurchase Agreement</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The sale of securities to investors with the agreement to buy them back at a higher price after a specified time period; a form of short-term borrowing. For the party on the other end of the </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">&#160;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">transaction (buying the security and agreeing to sell in the future) it is a reverse repurchase agreement.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Residential Credit Securities</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to CRT securities and non-Agency mortgage-backed securities.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Residential</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Securities</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to Agency mortgage-backed securities, CRT securities and non-Agency mortgage-backed securities.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Residual</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In securitizations, the residual is the tranche that collects any cash flow from the collateral that remains after obligations to the other tranches have been met.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Return on Average Equity</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Calculated by taking earnings divided by average stockholders&#8217; equity.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Reverse Repurchase Agreement</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to Repurchase Agreement. The buyer of securities effectively provides a collateralized&#160;loan to the seller.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Risk Appetite Statement</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Defines the types and levels of risk we are willing to take in order to achieve our business objectives, and reflects our risk management philosophy.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">87</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">S</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Secondary Market</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Ongoing market for bonds previously offered or sold in the primary market.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Secured Overnight Financing Rate (&#8220;SOFR&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Broad measure of the cost of borrowing cash overnight collateralized by Treasury securities and was chosen by the Alternative Reference Rate Committee as the preferred benchmark rate to replace dollar LIBOR in coming years.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Settlement Date</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The date securities must be delivered and paid for to complete a transaction.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Short-Term Debt</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Generally, debt which matures in one year or less. However, certain securities that mature in up to three years may be considered short-term debt.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Spread</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">When buying or selling a bond through a brokerage firm,  investors will be charged a commission or spread, which is the difference between the market price and cost of purchase, and sometimes a service fee. Spreads differ based on several factors including liquidity.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">T</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Target Assets</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Includes Agency mortgage-backed securities, to-be-announced forward contracts, CRT securities, MSR, non-Agency mortgage-backed securities, residential mortgage loans, and commercial real estate investments.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Tangible Economic Return</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refers to the Company&#8217;s change in tangible book value (calculated by summing common stock, additional paid-in capital, accumulated other comprehensive income (loss) and accumulated deficit less intangible assets) plus dividends declared divided by the prior period&#8217;s tangible book value.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Taxable REIT Subsidiary (&#8220;TRS&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An entity that is owned directly or indirectly by a REIT and has jointly elected with the REIT to be treated as a TRS for tax purposes. Annaly and certain of its direct and indirect subsidiaries have made separate joint elections to treat these subsidiaries as TRSs.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">To-Be-Announced (&#8220;TBA&#8221;) Securities</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A contract for the purchase or sale of a mortgage-backed security to be delivered at a predetermined price, face amount, issuer, coupon and stated maturity on an agreed-upon future date but does not include a specified pool number and number of pools.</span></div><div style="text-align:justify"><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">TBA Dollar Roll Income</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">TBA dollar roll income is defined as the difference in price between two TBA contracts with the same terms but different settlement dates. The TBA contract settling in the later month typically prices at a discount to the earlier month contract with the difference in price commonly referred to as the &#8220;drop&#8221;. TBA dollar roll income represents the equivalent of interest income on the underlying security less an implied cost of financing.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Total Return</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Investment performance measure over a stated time period which includes coupon interest, interest on interest, and any realized and unrealized gains or losses.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Total Return Swap</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A derivative instrument where one party makes payments at a predetermined rate (either fixed or variable) while receiving a return on a specific asset (generally an equity index, loan or bond) held by the counterparty.</span></div><div><span><br/></span></div><div><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">U</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Unencumbered Assets</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Assets on our balance sheet which have not been pledged as collateral against an existing liability.</span></div><div style="text-align:justify"><span><br/></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">U.S. Government-Sponsored Enterprise (&#8220;GSE&#8221;) Obligations</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Obligations of Agencies originally established or chartered by the U.S. government to serve public purposes as specified by the U.S. Congress, such as Fannie Mae and Freddie Mac; these obligations are not explicitly guaranteed as to the timely payment of principal and interest by the full faith and credit of the U.S. government.</span></div><div><span><br/></span></div><div><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">V</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Value-at-Risk (&#8220;VaR&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A statistical technique which measures the potential loss in value of an asset or portfolio over a defined period for a given confidence interval.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Variable Interest Entity (&#8220;VIE&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An entity in which equity investors (i) do not have the characteristics of a controlling financial interest, and/or (ii) do not have sufficient equity at risk for the entity to finance its activities without additional subordinated financial support from other parties.</span></div><div><span><br/></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Variation Margin</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Cash or securities provided by a party to collateralize its obligations under a transaction as a result of a change in value of such transaction since the trade was executed or the last time collateral was provided.</span></div><div style="text-align:justify"><span><br/></span></div></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">88</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Item 7. Management&#8217;s Discussion and Analysis</span></div></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Volatility</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A statistical measure of the variance of price or yield over time. Volatility is low if the price does not change very much over a short period of time, and high if there is a greater change.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Voting Interest Entity (&#8220;VOE&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">An entity that has sufficient equity to finance its activities without additional subordinated financial support from other parties and in which equity investors have a controlling financial interest.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">W</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Warehouse Lending</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">A line of credit extended to a loan originator to fund mortgages extended by the loan originators to property purchasers. The loan typically lasts from the time the mortgage is originated to when the mortgage is sold into the secondary market, whether directly or through a securitization.&#160; Warehouse lending can provide liquidity to the loan origination market.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Weighted Average Coupon</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The weighted average interest rate of the underlying mortgage loans or pools that serve as collateral for a security, weighted by the size of the principal loan balances.</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Weighted Average Life (&#8220;WAL&#8221;)</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The assumed weighted average amount of time that will elapse from the date of a security&#8217;s issuance until each dollar of principal is repaid to the investor. The WAL will change as the security ages and depending on the actual realized rate at which principal, scheduled and unscheduled, is paid on the loans underlying the MBS.</span></div><div><span><br/></span></div><div><span><br/></span></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.685%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">Y</span></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Yield-to-Maturity</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The expected rate of return of a bond if it is held to its maturity date; calculated by taking into account the current market price, stated redemption value, coupon payments and time to maturity and assuming all coupons are reinvested at the same rate; equivalent to the internal rate of return.</span></div><div style="text-align:justify"><span><br/></span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"></div></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">89</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_298"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 7A. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Quantitative and qualitative disclosures about market risk are contained within the section titled &#8220;Risk Management&#8221; of  Item 7. &#8220;Management&#8217;s Discussion and Analysis of Financial Condition and Results of Operations.&#8221;</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_301"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 8. FINANCIAL STATEMENTS AND SUPPLEMENTARY DATA</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our financial statements and the related notes, together with the Report of Independent Registered Public Accounting Firm thereon, are set forth beginning on page F-1 of this Form 10-K.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_304"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 9. CHANGES IN AND DISAGREEMENTS WITH ACCOUNTANTS ON ACCOUNTING AND FINANCIAL DISCLOSURE</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">None.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_307"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 9A. CONTROLS AND PROCEDURES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Our management, including our Chief Executive Officer (the CEO) and Chief Financial Officer (the CFO), reviewed and evaluated the effectiveness of the design and operation of our disclosure controls and procedures (as defined in Rule 13a-15(e) and 15d-15(e) of the Securities Exchange Act) as of the end of the period covered by this report.&#160; Based on that review and evaluation, the CEO and CFO have concluded that our current disclosure controls and procedures, as designed, (1) were effective in ensuring that information required to be disclosed by Annaly in reports it files or submits under the Securities Exchange Act is accumulated and communicated to our management, including our CEO and CFO, as appropriate to allow timely decisions regarding required disclosure and (2) were effective in ensuring that information required to be disclosed by Annaly in reports it files or submits under the Securities Exchange Act is recorded, processed, summarized and reported within the time periods specified by the SEC&#8217;s rules and forms.&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">There have been no changes in our internal controls over financial reporting that occurred during the three months ended December 31, 2022 that have materially affected, or are reasonably likely to materially affect our internal control over financial reporting.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Management&#8217;s Annual Report On Internal Control Over Financial Reporting</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Management of Annaly is responsible for establishing and maintaining adequate internal control over financial reporting.&#160; Internal control over financial reporting is defined in Rules 13a-15(f) or 15d-15(f) under the Securities Exchange Act. Our internal control over financial reporting is a process designed by, or under the supervision of, Annaly&#8217;s CEO and CFO and effected by the Annaly&#8217;s board of directors, management and other personnel to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles and includes those policies and procedures that:</span></div><div style="width:100.000%"><div style="display:inline-block;vertical-align:top;width:46.491%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">pertain to the maintenance of records that in reasonable detail accurately and fairly reflect the transactions and dispositions of the assets of Annaly;</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of Annaly are being made only in </span></div></div><div style="display:inline-block;max-width:7.017%;min-width:6.017%;vertical-align:top"></div><div style="display:inline-block;vertical-align:top;width:46.492%"><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">accordance with authorizations of management and directors of Annaly; and</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8226;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%;padding-left:14.5pt">provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of Annaly&#8217;s assets that could have a material effect on the consolidated financial statements.&#160;</span></div></div></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. As a result, even systems determined to be effective can provide only reasonable assurance regarding the preparation and presentation of financial statements. Moreover, projections of any evaluation of effectiveness to future periods are subject to the </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">90</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">risks that controls may become inadequate because of changes in conditions or that the degree of compliance with the policies or procedures may deteriorate.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Annaly&#8217;s management assessed the effectiveness of the Company&#8217;s internal control over financial reporting as of December 31, 2022.&#160;In making this assessment, the Company&#8217;s management used criteria set forth by the Committee of Sponsoring Organizations of the Treadway Commission&#8217;s (&#8220;COSO&#8221;) Internal Control-Integrated Framework (2013).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Based on the Annaly&#8217;s management&#8217;s evaluation under the framework in Internal Control&#8212;Integrated Framework (2013), Annaly&#8217;s management concluded that its internal control over financial reporting was effective as of December 31, 2022. Annaly&#8217;s independent registered public accounting firm, Ernst &amp; Young LLP, has issued an attestation report on Annaly&#8217;s internal control over financial reporting, which is included herein.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">91</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_310"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:112%">Report of Independent Registered Public Accounting Firm</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">To the Stockholders and the Board of Directors of Annaly Capital Management, Inc. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:112%">Opinion on Internal Control Over Financial Reporting </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">We have audited Annaly Capital Management, Inc. and Subsidiaries&#8217; internal control over financial reporting as of December 31, 2022, based on criteria established in Internal Control-Integrated Framework issued by the Committee of Sponsoring Organizations of the Treadway Commission (2013 framework) (the COSO criteria). In our opinion, Annaly Capital Management, Inc. and Subsidiaries (the Company) maintained, in all material respects, effective internal control over financial reporting as of December 31, 2022, based on the COSO criteria.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">We also have audited, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), the consolidated statements of financial condition as of December 31, 2022 and 2021, the related consolidated statements of comprehensive income (loss), stockholders&#8217; equity and cash flows for each of the three years in the period ended December 31, 2022, and the related notes and our report dated February 16, 2023 expressed an unqualified opinion thereon.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:112%">Basis for Opinion </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">The Company&#8217;s management is responsible for maintaining effective internal control over financial reporting and for its assessment of the effectiveness of internal control over financial reporting included in the accompanying Management&#8217;s Annual Report on Internal Control Over Financial Reporting. Our responsibility is to express an opinion on the Company&#8217;s internal control over financial reporting based on our audit. We are a public accounting firm registered with the PCAOB and are required to be independent with respect to the Company in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">We conducted our audit in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether effective internal control over financial reporting was maintained in all material respects. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">Our audit included obtaining an understanding of internal control over financial reporting, assessing the risk that a material weakness exists, testing and evaluating the design and operating effectiveness of internal control based on the assessed risk, and performing such other procedures as we considered necessary in the circumstances. We believe that our audit provides a reasonable basis for our opinion. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:112%">Definition and Limitations of Internal Control Over Financial Reporting</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">A company&#8217;s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company&#8217;s internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use, or disposition of the company&#8217;s assets that could have a material effect on the financial statements. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.</span></div><div style="text-align:justify;text-indent:22.5pt"><span><br/></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">/s/ Ernst &amp; Young LLP</span></div><div><span><br/></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">New York, NY</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">February&#160;16, 2023 </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">92</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_313"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 9B. OTHER INFORMATION</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">None.</span></div><div id="i700770ee33434e33a71763c387c61302_316"></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 9C. DISCLOSURE REGARDING FOREIGN JURISDICTIONS THAT PREVENT INSPECTIONS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Not applicable.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">93</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_319"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="text-align:center"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:120%">PART III</span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_322"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 10. DIRECTORS, EXECUTIVE OFFICERS AND CORPORATE GOVERNANCE</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The information required by Item 10 as to our directors is incorporated herein by reference to the proxy statement to be filed with the SEC within 120 days after December 31, 2022.&#160; The information regarding our executive officers required by Item 10 appears in Part I of this Form 10-K.&#160; The information required by Item 10 as to our compliance with Section 16(a) of the Securities Exchange Act of 1934 is incorporated by reference to the proxy statement to be filed with the SEC within 120 days after December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have adopted a Code of Business Conduct and Ethics within the meaning of Item 406(b) of Regulation S-K.&#160; This Code of Business Conduct and Ethics applies to our principal executive officer, principal financial officer and principal accounting officer.&#160; This Code of Business Conduct and Ethics is publicly available on our website at www.annaly.com.&#160; We intend to satisfy the disclosure requirements regarding amendments to, or waivers from, certain provisions of this Code of Business Conduct and Ethics by posting on our website.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The information regarding certain matters pertaining to our corporate governance required by Item 407(c)(3), (d)(4) and (d)(5) of Regulation S-K is incorporated by reference to the Proxy Statement to be filed with the SEC within 120 days after December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_325"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 11. EXECUTIVE COMPENSATION</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The information required by Item 11 is incorporated herein by reference to the proxy statement to be filed with the SEC within 120 days after December 31, 2022.</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_328"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 12. SECURITY OWNERSHIP OF CERTAIN BENEFICIAL OWNERS AND MANAGEMENT AND RELATED STOCKHOLDER MATTERS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Equity Compensation Plan Information</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On May 20, 2020, at our 2020 Annual Meeting of Stockholders, our stockholders approved the 2020 Equity Incentive Plan. The 2020 Equity Incentive Plan authorizes us to grant options, stock appreciation rights, dividend equivalent rights, or other share-based awards, including restricted shares up to an aggregate of 31,250,000 shares, subject to adjustments for any awards that were outstanding under our 2010 Equity Incentive Plan (the &#8220;Prior Incentive Plan,&#8221; together with the 2020 Equity Incentive Plan, the &#8220;Incentive Plans&#8221;) on the effective date of the 2020 Equity Incentive Plan and subsequently expire, terminate, or are surrendered or forfeited.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Since the adoption of the 2020 Equity Incentive Plan, no further awards have been made under the Prior Incentive Plan, although existing awards remained effective.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides information as of December 31, 2022 concerning shares of our common stock authorized for issuance under the Incentive Plans.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:98.099%"><tr><td style="width:1.0%"></td><td style="width:41.671%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.336%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.545%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.336%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.545%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:19.767%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#c1c1c1;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(a)</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="background-color:#c1c1c1;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(b)</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="background-color:#c1c1c1;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(c)</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Plan Category</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Number of securities to be issued upon exercise of outstanding options, warrants and rights</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted-average exercise price of outstanding options, warrants and rights</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Number of securities remaining available for future issuance under the Incentive Plans (excluding securities in column &#8216;a&#8217;)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Equity compensation plans approved by security holders</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">29,447,507</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Equity compensation plans not approved by security holders</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">29,447,507</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Information with respect to security ownership of certain beneficial owners and management is incorporated herein by reference to the proxy statement to be filed with the SEC within 120 days after December 31, 2022. </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">94</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_331"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 13. CERTAIN RELATIONSHIPS AND RELATED TRANSACTIONS, AND DIRECTOR INDEPENDENCE</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The information required by Item 13 is incorporated herein by reference to the proxy statement to be filed with the SEC within 120 days after December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_334"></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 14. PRINCIPAL ACCOUNTING FEES AND SERVICES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The information required by Item 14 is incorporated herein by reference to the proxy statement to be filed with the SEC within 120 days after December 31, 2022.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">95</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_337"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="text-align:center"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:120%">PART IV</span></div><div style="margin-bottom:3pt;text-align:center"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_340"></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 15. EXHIBITS, FINANCIAL STATEMENT SCHEDULES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(a)&#160; Documents filed as part of this report:</span></div><div style="padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">1.&#160;&#160;&#160;&#160; Financial Statements. See Index to Financial Statements below.</span></div><div style="margin-bottom:9pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">2.&#160;&#160;&#160;&#160; Schedules to Financial Statements. See Index to Financial Statements below</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">All financial statement schedules not included have been omitted because they are either inapplicable or the information required is provided in our Financial Statements and Notes thereto.</span></div><div style="margin-bottom:9pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">3. &#160;&#160;&#160;&#160; Exhibits. See Exhibit Index below.</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_343"></div><div style="-sec-extract:summary"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:120%">EXHIBIT INDEX</span></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:14.126%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:83.674%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">Exhibit Number</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:100%">Exhibit Description</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;&#160;</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/0000940180-97-000678.txt">3.1</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/0000940180-97-000678.txt">Articles of Amendment and Restatement of the Articles of Incorporation of the Registrant (incorporated by reference to Exhibit 3.2 to the Registrant&#8217;s Registration Statement on Form S-11 (Registration No. 333-32913) filed August 5, 1997).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000095013602001751/file002.txt">3.2</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000095013602001751/file002.txt">Articles of Amendment of the Articles of Incorporation of the Registrant (incorporated by reference to Exhibit 3.1 of the Registrant&#8217;s Registration Statement on Form S-3 (Registration Statement 333-74618) filed June 12, 2002).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752306007837/a5201660ex3_1.txt">3.3</a></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752306007837/a5201660ex3_1.txt">Articles of Amendment of the Articles of Incorporation of the Registrant (incorporated by reference to Exhibit 3.1 of the Registrant&#8217;s Current Report on Form 8-K filed August 3, 2006).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752308003889/a5678615ex3_4.txt">3.4</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752308003889/a5678615ex3_4.txt">Articles of Amendment of the Articles of Incorporation of the Registrant (incorporated by reference to Exhibit 3.4 of the Registrant&#8217;s Quarterly Report on Form 10-Q filed May 7, 2008).&#160;</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752311003746/a6772485_ex31.htm">3.5</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752311003746/a6772485_ex31.htm">Articles of Amendment of the Articles of Incorporation of the Registrant (incorporated by reference to Exhibit 3.1 of the Registrant&#8217;s Current Report on Form 8-K filed June 23, 2011).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828019007146/annaly-articlesexhibittoan.htm">3.6</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828019007146/annaly-articlesexhibittoan.htm">Articles of Amendment of the Articles of Incorporation of the Registrant (incorporated by reference to Exhibit 3.1 of the Registrant&#8217;s Current Report on Form 8-K filed May 23, 2019).</a></span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522250257/d394917dex31.htm">3.7</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522250257/d394917dex31.htm">Articles of Amendment to the Articles of Incorporation of the Registration (incorporated by reference to Exhibit 3.1 of the Registrant's Current Report on Form 8-K filed September 23, 2022).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522250257/d394917dex32.htm">3.8</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522250257/d394917dex32.htm">Articles of Amendment to the Articles of Incorporation of the Registration (incorporated by reference to Exhibit 3.2 of the Registrant's Current Report on Form 8-K filed September 23, 2022).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000095013606002833/file004.htm">3.9</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000095013606002833/file004.htm">Articles Supplementary designating the Registrant&#8217;s 6% Series B Cumulative Convertible Preferred Stock, liquidation preference $25.00 per share (incorporated by reference to Exhibit 3.1 to the Registrant&#8217;s Current Report on 8-K filed April 10, 2006).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000093041312003131/c69718_ex3-1.htm">3.10</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000093041312003131/c69718_ex3-1.htm">Articles Supplementary designating the Registrant&#8217;s 7.625% Series C Cumulative Redeemable Preferred Stock, liquidation preference $25.00 per share (incorporated by reference to Exhibit 3.1 to the Registrant&#8217;s Current Report on Form 8-K filed May 16, 2012).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000093041312005245/c70989_ex3-1.htm">3.11</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000093041312005245/c70989_ex3-1.htm">Articles Supplementary designating the Registrant&#8217;s 7.50% Series D Cumulative Redeemable Preferred Stock, liquidation preference $25.00 per share (incorporated by reference to Exhibit 3.1 to the Registrant&#8217;s Current Report on Form 8-K filed September 13, 2012).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000104746916014266/a2229170zex-3_12.htm">3.12</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000104746916014266/a2229170zex-3_12.htm">Articles Supplementary designating the Registrant&#8217;s 7.625% Series E Cumulative Redeemable Preferred Stock, liquidation preference $25.00 (incorporated by reference to Exhibit 3.12 to the Registrant&#8217;s Registration Statement on Form 8-A filed July 12, 2016).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312517238670/d625998dex313.htm">3.13</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312517238670/d625998dex313.htm">Articles Supplementary reclassifying the Registrant&#8217;s 6% Series B Cumulative Convertible Preferred Stock, liquidation preference $25.00 per share (incorporated by reference to Exhibit 3.13 to the Registrant&#8217;s Registration Statement on Form 8-A filed July 27, 2017).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312517238670/d625998dex314.htm">3.14</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312517238670/d625998dex314.htm">Articles Supplementary designating the Registrant&#8217;s 6.95% Series F Fixed-to-Floating Rate Cumulative  Redeemable Preferred Stock, liquidation preference $25.00 per share (incorporated by reference to Exhibit 3.14 to the Registrant&#8217;s Registration Statement on Form 8-A filed July 27, 2017).</a></span></div></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="-sec-extract:summary;margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">96</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="-sec-extract:summary;margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:14.126%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:83.674%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752317002999/a51707957ex3_15.htm">3.15</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752317002999/a51707957ex3_15.htm">Articles Supplementary reclassifying and designating (1) 7,412,500 authorized but unissued shares of the Registrant&#8217;s preferred stock, $0.01 par value per share, without designation as to series or class, as shares of undesignated Common Stock; (2) 650,000 authorized but unissued shares of the Registrant&#8217;s 7.625% Series C Cumulative Redeemable Preferred Stock, $0.01 par value per share, as shares of undesignated Common Stock; and (3) 3,400,000 authorized but unissued shares of the Registrant&#8217;s 6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, $0.01 par value per share, as shares of undesignated Common Stock. (incorporated by reference to Exhibit 3.15 of the Registrant&#8217;s Quarterly Report on Form 10-Q filed November 3, 2017).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312518008235/d513441dex316.htm">3.16</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312518008235/d513441dex316.htm">Articles Supplementary designating Annaly&#8217;s 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, liquidation preference $25.00 per share (incorporated by reference to Exhibit 3.16 to the Registrant&#8217;s Registration Statement on Form 8-A filed January 10, 2018).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828018010372/ex31articlessupp.htm">3.17</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828018010372/ex31articlessupp.htm">Articles Supplementary reclassifying and designating (i) 11,500,000 authorized but unissued shares of the Registrant&#8217;s preferred stock, $0.01 par value per share, without designation as to series or class, as shares of Registrant&#8217;s undesignated common stock and (ii) 5,000,000 authorized but unissued shares of Registrant&#8217;s 7.625% Series C Cumulative Redeemable Preferred Stock, $0.01 par value per share, as shares of Registrant&#8217;s undesignated common stock (incorporated by reference to Exhibit 3.1 to the Registrant&#8217;s Quarterly Report on Form 10-Q filed August 3, 2018). </a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312518268698/d618826dex317.htm">3.18</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="margin-bottom:2pt;margin-top:2pt;text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312518268698/d618826dex317.htm">Form of Articles Supplementary designating Annaly&#8217;s 8.125% Series H Cumulative Redeemable Preferred Stock, liquidation preference $25.00 per share (incorporated by reference to Exhibit 3.17 to the Registrant&#8217;s Registration Statement on Form 8-A filed September 7, 2018).</a></span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828019007505/exhibit31art.htm">3.19</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828019007505/exhibit31art.htm">Articles Supplementary reclassifying and designating 2,200,000 authorized but unissued shares of the Registrant&#8217;s preferred stock, $0.01 par value per share, without designation as to series or class, as shares of undesignated Common Stock (incorporated by reference to Exhibit 3.1 of the Registrant&#8217;s Current Report on Form 8-K filed June 3, 2019).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312519182557/d765545dex320.htm">3.20</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312519182557/d765545dex320.htm">Articles Supplementary designating Annaly&#8217;s 6.750% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, liquidation preference $25.00 per share (incorporated by reference to Exhibit 3.20 to the Registrant&#8217;s Registration Statement on Form 8-A filed June 26, 2019).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312519198984/d779387dex31.htm">3.21</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312519198984/d779387dex31.htm">Articles Supplementary reclassifying and designating 7,000,000 authorized but unissued shares of Registrant&#8217;s 7.625% Series C Cumulative Redeemable Preferred Stock, $0.01 par value per share, as shares of Registrant&#8217;s undesignated common stock (incorporated by reference to Exhibit 3.1 to the Registrant&#8217;s Current Report on Form 8-K filed July 22, 2019).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828021000028/a8kprefartex31.htm">3.22</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828021000028/a8kprefartex31.htm">Articles Supplementary filed with the State Department of Assessments and Taxation of Maryland effective on January 4, 2021 (incorporated by reference to Exhibit 3.1 to the Registrant&#8217;s Current Report on Form 8-K filed January 5, 2021).</a></span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm">3.23</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm">Amended and Restated Bylaws of the Registrant, </a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm">December</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm"> </a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm">8</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm">, 2022 (incorporated by reference to Exhibit 3.1 to the Registrant&#8217;s Current Report on Form 8-K filed </a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm">December</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm"> </a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm">9</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312522301794/d426649dex31.htm">, 2022).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/0000950130-97-004133.txt">4.1</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/0000950130-97-004133.txt">Specimen Common Stock Certificate (incorporated by reference to Exhibit 4.1 to Amendment No. 1 to the Registrant&#8217;s Registration Statement on Form S-11 (Registration No. 333-32913) filed September 17, 1997).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000095013601502016/file002.txt">4.2</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000095013601502016/file002.txt">Specimen Preferred Stock Certificate (incorporated by reference to Exhibit 4.2 to the Registrant&#8217;s Registration Statement on Form S-3 (Registration No. 333-74618) filed on December 5, 2001).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312517238670/d625998dex48.htm">4.3</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000119312517238670/d625998dex48.htm">Specimen Series F Preferred Stock Certificate (incorporated by reference to Exhibit 4.8 to the Registrant&#8217;s Registration Statement on Form 8-A filed July 27, 2017).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312518008235/d513441dex49.htm">4.4</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312518008235/d513441dex49.htm">Specimen Series G Preferred Stock Certificate (incorporated by reference to Exhibit 4.9 to the Registrant&#8217;s Registration Statement on Form 8-A filed January 10, 2018).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312519182557/d765545dex47.htm">4.5</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312519182557/d765545dex47.htm">Specimen Series I Preferred Stock Certificate (incorporated by reference to Exhibit 4.7 to the Registrant&#8217;s Registration Statement on Form 8-A filed June 26, 2019).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000093041310000778/c60335_ex4-1.htm">4.6</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000093041310000778/c60335_ex4-1.htm">Indenture, dated as of February 12, 2010, between the Registrant and Wells Fargo Bank, National Association (incorporated by reference to Exhibit 4.1 to the Registrant&#8217;s Current Report on Form 8-K filed February 12, 2010).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312519025922/d651252dex47.htm">4.7</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312519025922/d651252dex47.htm">Indenture, dated as of February 1, 2019, between the Registrant and Wells Fargo Bank, National Association (incorporated by reference to Exhibit 4.7 to the Registrant&#8217;s Current Report on Form S-3 filed February 1, 2019).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000093041310000778/c60335_ex4-2.htm">4.8</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000093041310000778/c60335_ex4-2.htm">Supplemental Indenture, dated as of February 12, 2010, between the Registrant and Wells Fargo Bank, National Association (incorporated by reference to Exhibit 4.2 to the Registrant&#8217;s Current Report on Form 8-K filed February 12, 2010).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000093041312003045/c69687_ex4-2.htm">4.9</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000093041312003045/c69687_ex4-2.htm">Second Supplemental Indenture, dated as of May 14, 2012, between the Registrant and Wells Fargo Bank, National Association (incorporated by reference to Exhibit 4.2 to the Registrant&#8217;s Current Report on Form 8-K filed May 14, 2012).</a></span></div></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="-sec-extract:summary;margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">97</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="-sec-extract:summary;margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:14.126%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:83.674%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit410.htm">4.10</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit410.htm">Description of Securities. &#8224;</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/0000940180-97-000678.txt">10.1</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/0000940180-97-000678.txt">Form of Master Repurchase Agreement (incorporated by reference to Exhibit 10.7 to the Registrant&#8217;s Registration Statement on Form S-11 (Registration No. 333-32913) filed August 5, 1997).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752310003494/a6311461ex101.htm">10.2</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752310003494/a6311461ex101.htm">Registrant&#8217;s 2010 Equity Incentive Plan (incorporated by reference to Exhibit 10.1 to the Registrant&#8217;s Current Report on Form 8-K filed June 1, 2010).*</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752317000612/a51512528ex10_5.htm">10.3</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752317000612/a51512528ex10_5.htm">Registrant&#8217;s Deferred Compensation Plan for Directors (incorporated by reference to Exhibit 10.5 to the Registrant&#8217;s Annual Report on Form 10-K filed February 23, 2017).*</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752317000838/a51528196ex10_1.htm">10.4</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000115752317000838/a51528196ex10_1.htm">Form of Indemnification Agreement (incorporated by reference to Exhibit 10.1 to the Registrant&#8217;s Current  Report on Form 8-K filed March 20, 2017).</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312520101359/d918627ddef14a.htm#tx918627_65">10.5</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312520101359/d918627ddef14a.htm#tx918627_65">2020 Equity Incentive Plan (incorporated herein by reference to Annex A to the Registrant&#8217;s proxy statement dated April 8, 2020).*</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828020008226/directordsuexh102.htm">10.6</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000162828020008226/directordsuexh102.htm">Form of Deferred Stock Unit Award for Directors (incorporated by reference to Exhibit 10.2 to the Registrant&#8217;s Current Report on Form 8-K filed May 21, 2020).*</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312520184568/d920030dex101.htm">10.7</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312520184568/d920030dex101.htm">Annaly Capital Management, Inc. Executive Severance Plan (incorporated by reference to Exhibit 10.1 to the Registrant&#8217;s Current Report on Form 8-K filed July 1, 2020).*</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312520184568/d920030dex102.htm">10.8</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312520184568/d920030dex102.htm">Form of 2020 Performance Stock Unit Award (incorporated by reference to Exhibit 10.2 to the Registrant&#8217;s Current Report on Form 8-K filed July 1, 2020).*</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312520184568/d920030dex103.htm">10.9</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="http://www.sec.gov/Archives/edgar/data/1043219/000119312520184568/d920030dex103.htm">Form of 2020 Restricted Stock Unit Award (incorporated by reference to Exhibit 10.3 to the Registrant&#8217;s Current Report on Form 8-K filed July 1, 2020).*</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1010psu.htm">10.10</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1010psu.htm">Form of 2022 Performance Stock Unit Award (incorporated by reference to Exhibit 10.10 to the Registrant&#8217;s Annual Report on Form 10-K filed February 18, 2022.*</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">10.11</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">Form of 2022 Restricted Stock Unit Award</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm"> (inc</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">or</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">porated by reference to Ex</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">hibit 10.11 to the Registrant</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">&#8217;</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">s Annual R</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">eport on Form 10-K filed Febr</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">uary 18, 2022.</a><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="https://www.sec.gov/Archives/edgar/data/1043219/000162828022003099/a202110-knlyexhibit1011rsu.htm">*</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit1012.htm">10.12</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit1012.htm">Form of 2023 Performance Stock Unit Award.*&#8224;</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit1013.htm">10.13</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit1013.htm">Form of 2023 Restrictive Stock Unit Award.*&#8224;</a></span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit211.htm">21.1</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit211.htm">Subsidiaries of Registrant.</a></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%"> &#8224;</span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit231.htm">23.1</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit231.htm">Consent of Ernst &amp; Young LLP.</a></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%"> &#8224;</span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit311.htm">31.1</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit311.htm">Certification of David L. Finkelstein, Chief Executive Officer and President (Principal Executive Officer) of the Registrant, pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.</a></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8224;</span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit312.htm">31.2</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit312.htm">Certification of Serena Wolfe, Chief Financial Officer (Principal Financial Officer) of the Registrant, pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.</a></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%"> &#8224;</span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit321.htm">32.1</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit321.htm">Certification of David L. Finkelstein, Chief Executive Officer and President (Principal Executive Officer) of the Registrant, pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.</a></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%"> &#8224;</span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit322.htm">32.2</a></span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline"><a style="-sec-extract:exhibit;color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline" href="a202210-knlyexhibit322.htm">Certification of Serena Wolfe, Chief Financial Officer (Principal Financial Officer) of the Registrant, pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.</a></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%"> &#8224;</span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">101.INS XBRL</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The instance document does not appear in the interactive data file because its Extensible Business Reporting Language (XBRL) tags are embedded within the Inline XBRL document. The following documents are formatted in Inline XBRL: (i) Consolidated Statements of Financial Condition at December 31, 2022 and 2021; (ii) Consolidated Statements of Comprehensive Income (Loss) for the years ended December 31, 2022, 2021 and 2020; (iii) Consolidated Statements of Stockholders&#8217; Equity for the years ended December 31, 2022, 2021 and 2020; (iv) Consolidated Statements of Cash Flows for the years ended December 31, 2022, 2021 and 2020; and (v) Notes to Consolidated Financial Statements.</span></div></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">101.SCH XBRL</span></td><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Taxonomy Extension Schema Document &#8224;</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">101.CAL XBRL</span></td><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Taxonomy Extension Calculation Linkbase Document &#8224;</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">101.DEF XBRL</span></td><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Additional Taxonomy Extension Definition Linkbase Document Created&#8224;</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">101.LAB XBRL</span></td><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Taxonomy Extension Label Linkbase Document &#8224;</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">101.PRE XBRL</span></td><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Taxonomy Extension Presentation Linkbase Document &#8224;</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">104</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The cover page for the Registrant&#8217;s Annual Report on Form 10-K for the year ended December 31, 2022 (formatted in Inline XBRL and contained in Exhibit 101).</span></div></td></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">* </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5pt;font-weight:400;line-height:120%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Exhibit Numbers 10.2, 10.3, 10.5, 10.6, 10.7, </span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="-sec-extract:summary;margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">98</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="-sec-extract:summary;margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">10.8, 10.9, 10.10, 10.11 are management contracts or compensatory plans required to be filed as Exhibits to this Form 10-K. </span></div><div style="margin-bottom:6pt;padding-left:22.5pt;text-align:justify;text-indent:-22.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8224; </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5pt;font-weight:400;line-height:120%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> Submitted electronically herewith.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="-sec-extract:summary;margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">99</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_346"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">ITEM 16. FORM 10-K SUMMARY</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">None.</span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">100</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_349"></div><hr style="page-break-after:always"/><div style="min-height:49.5pt;width:100%"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"></td><td style="width:9.194%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:82.723%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:4.783%"></td><td style="width:0.1%"></td></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Statements</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Page</span></td></tr><tr><td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_352">Report of Independent Registered Public Accounting Firm</a> (PCAOB ID: <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:AuditorFirmId" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNDkvZnJhZzoyMTZiOTk3ZWU3N2Y0MDE1YjkyYjNmNWFhZWRlNDIxZi90YWJsZTo4M2Y5ZmRhNzA4Y2U0Y2RhYTRmYzcxMTUyNjQyMzZiMy90YWJsZXJhbmdlOjgzZjlmZGE3MDhjZTRjZGFhNGZjNzExNTI2NDIzNmIzXzEtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246ODNlNTVhNTZkMTQyNDNiN2IyZDJlN2NjMWQ4OGYwYTNfNzE_8045de4d-97dc-487a-bf34-d8d7f7aae7f7">42</ix:nonNumeric>)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_352">1</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="9" style="background-color:#ffffff;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Consolidated Financial Statements as of December 31, 2022 and 2021 and for the Years Ended December 31, 2022, 2021 and 2020</span></div></td></tr><tr><td colspan="6" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_355">Consolidated Statements of Financial Condition</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_355">3</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_358">Consolidated Statements of Comprehensive Income (Loss)</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_358">4</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_361">Consolidated Statements of Stockholders&#8217; Equity</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_361">5</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_364">Consolidated Statements of Cash Flows</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_364">6</a></span></div></td></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notes To Consolidated Financial Statements</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_370">Note 1.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_370">Description of Business</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_370">7</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_373">Note 2.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_373">Basis of Presentation</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_373">7</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Note 3.</span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_376">Significant Accounting Policies</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_376">8</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_379">Note 4.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_379">Financial Instruments</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_379">11</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_382">Note 5.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_382">Securities</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_382">11</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_385">Note 6.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_385">Loans</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_385">15</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_388">Note 7.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_388">Mortgage Servicing Rights</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_388">17</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_391">Note 8.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_391">Variable Interest Entities</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_391">18</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_394">Note 9.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_394">S</a>ale of Commercial Real Estate Business</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_394">20</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_3620">Note 10.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_3620">Sale of Middle Market Lending Portfolio</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_3620">20</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_397">Note 1</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_397">1</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_397">.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_397">Derivative Instruments</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_397">21</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_400">Note </a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_400">1</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_400">2</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_400">.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_400">Fair Value Measurements</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_400">26</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_403">Note 1</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_403">3</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_403">.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_403">Goodwill and Intangible Assets</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_403">29</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_406">Note 1</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_406">4</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_406">.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_406">Secured Financing</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_406">29</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_409">Note 15.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_409">Capital Stock</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_409">31</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_412">Note 16.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_412">Long-Term Stock Incentive Plan</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_412">32</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_415">Note 1</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_415">7</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_415">.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_415">Interest Income and Interest Expense</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_415">33</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_418">Note 1</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_418">8</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_418">.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_418">Net Income (Loss) Per Common Share</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_418">34</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_421">Note 1</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_421">9</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_421">.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_421">Income Taxes</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_421">34</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_424">Note </a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_424">20</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_424">.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_424">Risk Management</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_424">35</a></span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_427">Note 21.</a></span></div></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_427">Related Party Transactions</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_427">35</a></span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_433">Note 2</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_433">2</a><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_433">.</a></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_433">Lease Commitments and Con</a>tingencies</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_433">36</a></span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_439">Note 23.</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_439">Subsequent Events</a></span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:right"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">F-<a style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:none" href="#i700770ee33434e33a71763c387c61302_439">37</a></span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:45pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">101</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_352"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:112%">Report of Independent Registered Public Accounting Firm</span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">To the Stockholders and the Board of Directors of Annaly Capital Management, Inc. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:112%">Opinion on the Financial Statements </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">We have audited the accompanying consolidated statements of financial condition of Annaly Capital Management, Inc. and Subsidiaries (the Company) as of December 31, 2022 and 2021, the related consolidated statements of comprehensive income (loss), stockholders&#8217; equity and cash flows for each of the three years in the period ended December 31, 2022, and the related notes (collectively referred to as the &#8220;consolidated financial statements&#8221;). In our opinion, the consolidated financial statements present fairly, in all material respects, the financial position of the Company at December 31, 2022 and 2021, and the results of its operations and its cash flows for each of the three years in the period ended December 31, 2022, in conformity with U.S. generally accepted accounting principles. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">We also have audited, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), the Company&#8217;s internal control over financial reporting as of December 31, 2022, based on criteria established in Internal Control-Integrated Framework issued by the Committee of Sponsoring Organizations of the Treadway Commission (2013 framework), and our report dated February 16, 2023 expressed an unqualified opinion thereon. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:112%">Basis for Opinion</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">These financial statements are the responsibility of the Company&#8217;s management. Our responsibility is to express an opinion on the Company&#8217;s financial statements based on our audits. We are a public accounting firm registered with the PCAOB and are required to be independent with respect to the Company in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion. </span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:112%">Critical Audit Matter</span></div><div style="text-align:justify"><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">The critical audit matter communicated below is a matter arising from the current period audit of the financial statements that was communicated or required to be communicated to the audit committee and that: (1) relates to accounts or disclosures that are material to the financial statements and (2) involved our especially challenging, subjective or complex judgments. The communication of the critical audit matter does not alter in any way our opinion on the consolidated financial statements, taken as a whole, and we are not, by communicating the critical audit matter below, providing a separate opinion on the critical audit matter or on the account or disclosure to which it relates.</span></div><div style="text-align:center"><span><br/></span></div><div style="text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><br/>F-1</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:15.444%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:40.627%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:40.629%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:0 1pt"></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:100%">Valuation of mortgage servicing rights </span></td></tr><tr style="height:11pt"><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:100%">Description of <br/>the Matter</span></td><td colspan="6" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The Company invests in servicing related assets comprised of mortgage servicing rights (&#8220;MSR&#8221;) totaling $1.7 billion as of December 31, 2022 as included in Note 7 to the consolidated financial statements. The Company records MSR at fair value on a recurring basis with changes in fair value recognized in the statement of comprehensive income (loss).  These fair value estimates are based on valuation techniques used to estimate future cash flows that incorporate significant unobservable assumptions, which include discount rates, prepayment rates and servicing costs.</span></td></tr><tr style="height:11pt"><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td></tr><tr><td colspan="3" style="padding:0 1pt"></td><td colspan="6" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Auditing the valuation of MSR is complex and required the use of a specialist due to the high degree of judgement in the assumptions made by management which are unobservable in nature. Additionally, selecting and applying audit procedures to address the estimation uncertainty involves auditor subjectivity and industry-specific knowledge of MSR, including the current market conditions considered by a market participant.</span></td></tr><tr style="height:11pt"><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:100%">How We <br/>Addressed the<br/>Matter in Our<br/>Audit</span></td><td colspan="6" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">We obtained an understanding, evaluated and tested the Company&#8217;s processes and the design and operating effectiveness of internal controls addressing the valuation of MSR, comprising management&#8217;s governance over the functionality of the discounted cash flow model utilized to estimate fair value; management&#8217;s review of the completeness and accuracy of the significant assumptions used in the discounted cash flow model (i.e., discount rates, prepayment rates and servicing costs); management&#8217;s comparison of the assumptions used to independent third-party data; and management&#8217;s evaluation of the internal fair value mark to third-party independent valuation firms&#8217; ranges, as well as their evaluation of the competence and objectivity of those third-party independent valuation firms, to assess the reasonableness of the fair values developed by the Company.</span></td></tr><tr style="height:11pt"><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td></tr><tr><td colspan="3" style="padding:0 1pt"></td><td colspan="6" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">To test the valuation of MSR, our audit procedures included, among others, evaluating the Company&#8217;s valuation techniques used to estimate future cash flows, validating the accuracy and completeness of model objective inputs by agreeing these inputs to the Company&#8217;s underlying records and third-party data, evaluating the Company&#8217;s model, and testing the assumptions used by management by comparing them to current industry, market and economic trends. We involved our valuation specialists to assist in our evaluation of the Company&#8217;s valuation techniques and the assumptions used by management, and to independently develop a range of fair values for the MSR. We compared the assumptions made by management and management&#8217;s estimate of fair value to the assumptions and fair value ranges developed by management&#8217;s valuation specialists and our independent ranges to assess management&#8217;s estimates of fair value. We also assessed the competence and objectivity of management&#8217;s independent valuation firms engaged to evaluate the reasonableness of the fair values developed by the Company.</span></td></tr></table></div><div><span><br/></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">/s/ <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:AuditorName" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTIvZnJhZzpjZjQwNDg0MDY2YjU0ZGU5OGIxNWRiNjEyYmZiMzE5NC90ZXh0cmVnaW9uOmNmNDA0ODQwNjZiNTRkZTk4YjE1ZGI2MTJiZmIzMTk0XzM1OTc_47edeb3c-4ff8-4940-adc5-e1d08f843668">Ernst &amp; Young LLP</ix:nonNumeric> </span></div><div><span><br/></span></div><div style="text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">We have served as the Company&#8217;s auditor since 2012.</span></div><div><span><br/></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="dei:AuditorLocation" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTIvZnJhZzpjZjQwNDg0MDY2YjU0ZGU5OGIxNWRiNjEyYmZiMzE5NC90ZXh0cmVnaW9uOmNmNDA0ODQwNjZiNTRkZTk4YjE1ZGI2MTJiZmIzMTk0XzM1OTg_a7def6bb-8d04-444e-a00f-57ed738c4830">New York, NY</ix:nonNumeric></span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">February&#160;16, 2023</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><br/>F-2</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_355"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.105%"><tr><td style="width:1.0%"></td><td style="width:74.614%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.487%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.593%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.806%"></td><td style="width:0.1%"></td></tr><tr><td colspan="12" style="padding:2px 1pt;text-align:center;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES<br/>CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION<br/>(dollars in thousands, except per share data)</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, </span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, </span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cash and cash equivalents (includes pledged assets of $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:CashCollateralForBorrowedSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MDQyYzcxNmZjZGU3NGUyODkxZWI2ZDIyODI2MjRmZWNfNTg_d95f2d8d-f2b4-4cc3-adbd-87e463f93538">1,424,160</ix:nonFraction> and $<ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:CashCollateralForBorrowedSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MDQyYzcxNmZjZGU3NGUyODkxZWI2ZDIyODI2MjRmZWNfNjU_8cfb6e44-cee8-4071-bb2f-4dc2b2b51ece">1,222,505</ix:nonFraction>, respectively)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:CashAndCashEquivalentsAtCarryingValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMS0xLTEtMTEyMTUy_9b2ea377-4b5b-4cb2-8589-d7a0445f58a8">1,576,714</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:CashAndCashEquivalentsAtCarryingValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMy0xLTEtMTEyMTUy_06c9b9f5-6e1e-48cc-bb26-96dece784204">1,342,090</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities (includes pledged assets of $<ix:nonFraction unitRef="usd" contextRef="i4fa6e9620bc6410e83a2688d49bb246c_I20221231" decimals="-3" name="us-gaap:AvailableForSaleSecuritiesDebtSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246Yjc3ZGRhMzc3ZDUwNDY2YjkzYzAwZDMxZWRiYWJiNDhfNDM_bbfca4ac-10bd-4d3a-a9bf-9716c617f019">60,660,121</ix:nonFraction> and $<ix:nonFraction unitRef="usd" contextRef="i6599002f99b1424a89fecb1b572b358a_I20211231" decimals="-3" name="us-gaap:AvailableForSaleSecuritiesDebtSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246Yjc3ZGRhMzc3ZDUwNDY2YjkzYzAwZDMxZWRiYWJiNDhfNTA_500c5448-5f22-4d05-9608-d921789c1361">56,675,447</ix:nonFraction>, respectively)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMS0xLTEtMTEyMTUy_b6518272-3a46-431d-865f-b66d77fad84f">65,789,907</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMy0xLTEtMTEyMTUy_53a59709-8289-4ef7-9d97-9f8217ae0633">63,655,674</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net (includes pledged assets of $<ix:nonFraction unitRef="usd" contextRef="i035d2a134c7443bdae4c38ced897f36f_I20221231" decimals="-3" name="us-gaap:DebtSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246OGE2OTZmODQwYzFkNDllNjgyYTlhZWU3MjdiOWNhMjJfNDM_8d1129c2-75cc-4b6e-9af0-c0834fb21fce">1,653,464</ix:nonFraction> and $<ix:nonFraction unitRef="usd" contextRef="if83c3063368549089df1c3d915754763_I20211231" decimals="-3" name="us-gaap:DebtSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246OGE2OTZmODQwYzFkNDllNjgyYTlhZWU3MjdiOWNhMjJfNTA_a7cf33cd-b768-4be4-8705-9fce7aafd10d">2,462,776</ix:nonFraction>, respectively)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMS0xLTEtMTEyMTUy_f3a38e3b-c56e-4062-bca8-7de52ae268ad">1,809,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMy0xLTEtMTEyMTUy_d1e9feca-2671-4e15-8381-f9aeea71b49e">4,242,043</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Mortgage servicing rights (includes pledged assets of $<ix:nonFraction unitRef="usd" contextRef="i434f5ede3b7f4fe4bccf5cdf8f74202c_I20221231" decimals="-3" name="us-gaap:ServicingAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzctMC0xLTEtMTEyMTUyL3RleHRyZWdpb246NTkxY2I5NzdhODI1NGRkYTgzZTg5M2M1Y2E3YWE0NjBfNTg_15d84149-74c4-4e32-a7a3-39196113b035">684,703</ix:nonFraction> and $<ix:nonFraction unitRef="usd" contextRef="i99997957348c42d2aded99daac89a170_I20211231" decimals="-3" name="us-gaap:ServicingAsset" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzctMC0xLTEtMTEyMTUyL3RleHRyZWdpb246NTkxY2I5NzdhODI1NGRkYTgzZTg5M2M1Y2E3YWE0NjBfNjU_09bc35c1-dfd8-4cbb-bb4f-47972df6d247">&#8212;</ix:nonFraction>, respectively)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:ServicingAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzctMS0xLTEtMTEyMTUy_8e6a222c-8c88-4be6-8a54-fae35a455661">1,748,209</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:ServicingAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzctMy0xLTEtMTEyMTUy_d68831de-afc2-4978-9408-120d3b9fae35">544,562</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:InterestInMortgageServicingRights" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzgtMS0xLTEtMTEyMTUy_40858b91-e258-43c7-967b-aed73a5b1f8a">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:InterestInMortgageServicingRights" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzgtMy0xLTEtMTEyMTUy_5329c5e9-7bb5-43a5-b692-75d7f97202b5">69,316</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzktMS0xLTEtMTEyMTUy_2e4fd0c4-4055-40b1-8945-b26390114c59">9,121,912</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzktMy0xLTEtMTEyMTUy_b6893d7c-5705-4ef0-857c-73264ceecd27">6,086,308</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Assets of disposal group held for sale</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:AssetsOfDisposalGroupIncludingDiscontinuedOperation" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzExLTEtMS0xLTExMjE1Mg_2ca0e8d7-709f-4bad-8638-34fdef0607a0">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:AssetsOfDisposalGroupIncludingDiscontinuedOperation" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzExLTMtMS0xLTExMjE1Mg_6d82fc1d-8f5b-46ac-9caa-881823fa188e">194,138</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Derivative assets</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE0LTEtMS0xLTExMjE1Mg_d4725d92-ce92-453a-b46f-dc58746707b9">342,064</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE0LTMtMS0xLTExMjE1Mg_06091db3-2af3-4278-8bf6-e102654b2067">170,370</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Receivable for unsettled trades</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:ReceivableForInvestmentSecuritiesSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE3LTEtMS0xLTExMjE1Mg_a4bc5b65-e8de-4b56-b7e0-ce5aca2c969f">575,091</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:ReceivableForInvestmentSecuritiesSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE3LTMtMS0xLTExMjE1Mg_a7947cfa-8a06-4f22-bc54-f6742ef8ea52">2,656</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal and interest receivable</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:FinancingAndAccruedInvestmentIncomeReceivable" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE4LTEtMS0xLTExMjE1Mg_131ef897-bbf7-40ad-b6ed-0ca2d3f7ef80">637,301</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:FinancingAndAccruedInvestmentIncomeReceivable" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE4LTMtMS0xLTExMjE1Mg_7bc659a1-7d70-4a33-bbe8-e5d302b33d7f">234,983</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Goodwill and intangible assets, net</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:IntangibleAssetsNetIncludingGoodwill" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzIxLTEtMS0xLTExMjE1Mg_330f9bb4-a967-45ac-9b81-7bf92861ff04">16,679</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:IntangibleAssetsNetIncludingGoodwill" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzIxLTMtMS0xLTExMjE1Mg_a2302c7a-4da6-4f73-825e-6bdfa970be40">24,241</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other assets</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:OtherAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzIyLTEtMS0xLTExMjE1Mg_dfba212b-083c-4bb1-b7ef-f590e31f7934">233,003</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:OtherAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzIyLTMtMS0xLTExMjE1Mg_a6f35727-5996-4739-8ae4-83fe6d900a77">197,683</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI0LTEtMS0xLTExMjE1Mg_654709c8-6f44-4142-9a0c-d2b89c818064">81,850,712</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI0LTMtMS0xLTExMjE1Mg_14d9c498-d3a0-46cb-a876-65020ec020d9">76,764,064</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities and stockholders&#8217; equity</span></td><td colspan="3" style="background-color:#031f48;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI3LTEtMS0xLTExMjE1Mg_f6e9a313-51df-4624-be7a-d8ad36dc061c">59,512,597</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI3LTMtMS0xLTExMjE1Mg_cf2d7ef3-5237-488a-97af-6e592937cd48">54,769,643</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:OtherSecuredFinancings" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI4LTEtMS0xLTExMjE1Mg_25a73f97-3239-4859-9cf6-0c0fdbde84c9">250,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:OtherSecuredFinancings" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI4LTMtMS0xLTExMjE1Mg_016c2523-8980-4206-9fe3-81e554239eaf">903,255</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVie" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMwLTEtMS0xLTExMjE1Mg_23c7ca36-e99d-4870-864e-d2f7c52bd690">7,744,160</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVie" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMwLTMtMS0xLTExMjE1Mg_3bb80844-5a46-4d2c-bb6a-5509d85354a7">5,155,633</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMxLTEtMS0xLTExMjE1Mg_4f73880c-5b79-4cfa-9791-d510a45ee144">800,849</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMxLTMtMS0xLTExMjE1Mg_1ddddce1-36cb-44a1-b908-057fed37e265">1,049,066</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Liabilities of disposal group held for sale</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMzLTEtMS0xLTExMjE1Mg_302d06a7-dd68-46f3-b997-186cbeeb0470">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMzLTMtMS0xLTExMjE1Mg_2124de60-cb26-476b-9330-2cd5f3125024">154,956</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Derivative liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM2LTEtMS0xLTExMjE1Mg_0b8c6d31-4c39-4624-85c9-690032d64869">204,172</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM2LTMtMS0xLTExMjE1Mg_3b3e99e7-2f0c-4040-9886-4bb06320e167">881,537</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Payable for unsettled trades</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:PayableForInvestmentSecuritiesPurchased" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM3LTEtMS0xLTExMjE1Mg_3d5b617f-8713-487a-808c-ecd19b20f6f0">1,157,846</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:PayableForInvestmentSecuritiesPurchased" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM3LTMtMS0xLTExMjE1Mg_70b6d2f0-cd57-45c7-b327-3a6ebfd5d49a">147,908</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest payable</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:InterestPayableCurrentAndNoncurrent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM4LTEtMS0xLTExMjE1Mg_46f20819-62ea-45d0-ab46-4674a213c79b">325,280</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:InterestPayableCurrentAndNoncurrent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM4LTMtMS0xLTExMjE1Mg_6e714ec2-813d-4fee-84e1-7834c24470cc">91,176</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends payable</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:DividendsPayableCurrentAndNoncurrent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQwLTEtMS0xLTExMjE1Mg_7ba3cf4d-f570-4e81-8077-57b0a23e46bc">412,113</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:DividendsPayableCurrentAndNoncurrent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQwLTMtMS0xLTExMjE1Mg_844e6512-92e8-4db2-8c4d-a2617d073bbb">321,142</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:AccountsPayableAndOtherAccruedLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQxLTEtMS0xLTExMjE1Mg_e2469a1d-e49c-499b-90bf-cd53667d5125">74,269</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:AccountsPayableAndOtherAccruedLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQxLTMtMS0xLTExMjE1Mg_f84613c6-ac10-4fb8-844a-d549a912f04c">94,423</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQyLTEtMS0xLTExMjE1Mg_c938e960-fa7d-4939-8828-b4c07433ac94">70,481,286</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQyLTMtMS0xLTExMjE1Mg_5d66d2cb-2640-4236-a9e0-a1ebbdfd9589">63,568,739</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Stockholders&#8217; equity</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Preferred stock, par value $<ix:nonFraction unitRef="usdPerShare" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:PreferredStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjhkOTU1ODMzZTRkODRmOTVhZGI3YTczY2Y0N2U2MDg3XzMx_30f57a2f-5155-4525-aa04-86240e15b85e"><ix:nonFraction unitRef="usdPerShare" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:PreferredStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjhkOTU1ODMzZTRkODRmOTVhZGI3YTczY2Y0N2U2MDg3XzMx_e0c691ed-fba6-498b-ba9e-5ca52cd70e8c">0.01</ix:nonFraction></ix:nonFraction> per share, <ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjhkOTU1ODMzZTRkODRmOTVhZGI3YTczY2Y0N2U2MDg3XzQ1_384d82a8-9fc1-4c33-9e50-c68e39165763"><ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjhkOTU1ODMzZTRkODRmOTVhZGI3YTczY2Y0N2U2MDg3XzQ1_fd51ceb6-760c-447e-b2f0-e3c94d3c4aa9">63,500,000</ix:nonFraction></ix:nonFraction> authorized, issued and outstanding, respectively</span></div></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTEtMS0xLTExMjE1Mg_2df29d5b-1bf6-46c2-b93e-01724b7bb965">1,536,569</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTMtMS0xLTExMjE1Mg_d7aea477-df25-4850-bab6-0620ae69cdea">1,536,569</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Common stock, par value $<ix:nonFraction unitRef="usdPerShare" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:CommonStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzI4_3be962d1-78ed-4412-9430-39ae117d6b40"><ix:nonFraction unitRef="usdPerShare" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:CommonStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzI4_62bb31e0-1f6a-4223-9067-b88608746f0c">0.01</ix:nonFraction></ix:nonFraction> per share, <ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:CommonStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzQy_738c6c71-e63b-459f-8cf4-a5be6ceafd08">2,936,500,000</ix:nonFraction> and <ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:CommonStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzQ5_ea91f9e3-16d0-42d4-9fe6-b7d64000e09e">2,936,500,000</ix:nonFraction> authorized, respectively, <ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:CommonStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzc4_4777e32d-f422-43a9-918a-5e482234103a"><ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:CommonStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzc4_549f0cd6-1580-4de5-b0bd-1a1c31775b00">468,309,810</ix:nonFraction></ix:nonFraction> and <ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:CommonStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzg1_bf0a59a2-73e7-426b-b534-324b04c2eb21"><ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:CommonStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzg1_db905e23-e506-4e03-a79f-21a7797439ba">364,934,065</ix:nonFraction></ix:nonFraction> issued and outstanding, respectively</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:CommonStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTEtMS0xLTExMjE1Mg_48eddf21-f19e-4ddf-844f-f5859da9ed25">4,683</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:CommonStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTMtMS0xLTExMjE1Mg_373d43e3-8bfd-446f-a118-f55eb88bc127">3,649</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Additional paid-in capital</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:AdditionalPaidInCapital" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUzLTEtMS0xLTExMjE1Mg_6c02e7f6-c45a-49d3-9b80-964e175e401f">22,981,320</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:AdditionalPaidInCapital" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUzLTMtMS0xLTExMjE1Mg_5f8fb539-22bc-437b-9a9b-ec7661e89fd7">20,324,780</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Accumulated other comprehensive income (loss)</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" sign="-" name="us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU0LTEtMS0xLTExMjE1Mg_df3d35fa-9b21-4299-b6c9-f3207f629f87">3,708,896</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU0LTMtMS0xLTExMjE1Mg_21b6aeda-0742-4fec-945c-777b89013216">958,410</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Accumulated deficit</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" sign="-" name="us-gaap:RetainedEarningsAccumulatedDeficit" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU1LTEtMS0xLTExMjE1Mg_dd87ac26-224e-4923-bd54-cec006634ace">9,543,233</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" sign="-" name="us-gaap:RetainedEarningsAccumulatedDeficit" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU1LTMtMS0xLTExMjE1Mg_d3dd9741-f0c4-42a0-be1e-bc32ee0273d0">9,653,582</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total stockholders&#8217; equity</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:StockholdersEquity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU2LTEtMS0xLTExMjE1Mg_01d01dbd-c38a-4cc9-9ead-f9bf9533434b">11,270,443</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:StockholdersEquity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU2LTMtMS0xLTExMjE1Mg_94aa7ea9-dd27-410a-ab30-10cca10d7249">13,169,826</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Noncontrolling interests</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:MinorityInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU3LTEtMS0xLTExMjE1Mg_f09e8775-dade-4f54-b7c1-9d9e6ad1ec95">98,983</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:MinorityInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU3LTMtMS0xLTExMjE1Mg_1cfc0778-a2aa-486c-9280-76738a963cae">25,499</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total equity</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU4LTEtMS0xLTExMjE1Mg_b31eaad9-8d16-46fb-bf67-84d56f8c940f">11,369,426</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU4LTMtMS0xLTExMjE1Mg_56a0d6a6-c28d-4324-9bc9-2f68848cb4e3">13,195,325</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities and equity</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:LiabilitiesAndStockholdersEquity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU5LTEtMS0xLTExMjE1Mg_92ec8a11-857b-4b2a-804f-0527b066c966">81,850,712</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:LiabilitiesAndStockholdersEquity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU5LTMtMS0xLTExMjE1Mg_697b9680-92b5-4d97-a68e-6edd9f40c792">76,764,064</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><ix:footnote id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mg_ad5f8250-285a-4ab8-9c75-71d86cc9c265" footnoteRole="http://www.xbrl.org/2003/role/footnote"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes cash of consolidated Variable Interest Entities (&#8220;VIEs&#8221;) of $<ix:nonFraction unitRef="usd" contextRef="i29ccddc88f984e98b8f579f3f605ea8e_I20221231" decimals="-5" name="us-gaap:CashAndCashEquivalentsAtCarryingValue" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmFlNTJkY2JlN2Y4MDQzZWQ4MTg2NGRiMWNjZDU0YTc4Xzc3_a5f2bfb0-fe76-4f43-b5a5-7e7c712376c4">2.2</ix:nonFraction> million and $<ix:nonFraction unitRef="usd" contextRef="i2274fa962d18442c91efb2130f982a6d_I20211231" decimals="-5" name="us-gaap:CashAndCashEquivalentsAtCarryingValue" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmFlNTJkY2JlN2Y4MDQzZWQ4MTg2NGRiMWNjZDU0YTc4Xzg0_32efc1eb-04ea-404d-a831-e1046d95025f">16.2</ix:nonFraction> million at December 31, 2022 and 2021, respectively.</span></ix:footnote></div></td></tr><tr><td colspan="12" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><ix:footnote id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mg_4d8f0e1d-feee-4df0-a695-9ace711c7bbf" footnoteRole="http://www.xbrl.org/2003/role/footnote"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes $<ix:nonFraction unitRef="usd" contextRef="i414044f432914aabb6ad1f72da07ed82_I20221231" decimals="-5" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjIzZjI3Y2ZiZDEyMDQ4NzU4YWIzNTNkMWRiYmU2NzY3XzE3_a43e430d-1893-448a-8c46-acae38fef9c3">0.0 million</ix:nonFraction> and $<ix:nonFraction unitRef="usd" contextRef="i1128008f76754d289442dfd1023626fa_I20211231" decimals="-5" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjIzZjI3Y2ZiZDEyMDQ4NzU4YWIzNTNkMWRiYmU2NzY3XzI0_4948ee82-3fc3-4121-b818-4eb7d223813d">44.2</ix:nonFraction> million at December 31, 2022 and 2021, respectively, of agency mortgage-backed securities, $<ix:nonFraction unitRef="usd" contextRef="i2d7ae28c21d5405bbb2c877079b29828_I20221231" decimals="-8" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjIzZjI3Y2ZiZDEyMDQ4NzU4YWIzNTNkMWRiYmU2NzY3Xzkz_c547034c-93f1-41fc-a38a-cd9907b240e9">1.0</ix:nonFraction> billion and $<ix:nonFraction unitRef="usd" contextRef="i5cd3ab17514045e7acd36b8295b64a12_I20211231" decimals="-5" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjIzZjI3Y2ZiZDEyMDQ4NzU4YWIzNTNkMWRiYmU2NzY3XzEwMA_ad344d58-d93a-43ab-bf72-beb33a9bb168">350.4</ix:nonFraction> million at December 31, 2022 and 2021, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company&#8217;s Consolidated Statements of Financial Condition.</span></ix:footnote></div></td></tr><tr><td colspan="12" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><ix:footnote id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mg_24c2db01-9525-4f56-99dc-5fcb465e4e3b" footnoteRole="http://www.xbrl.org/2003/role/footnote"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes $<ix:nonFraction unitRef="usd" contextRef="ie3990415b64a4858b1074888ea943c72_I20221231" decimals="-5" name="us-gaap:LoansReceivableHeldForSaleAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmQ2NzQ5Nzc0MTMwMzQyODhhMTlkMDNjZWI3ZDdjNDUxXzE4_4583b70f-bc9f-4c4e-b5ae-0ae335caf8e9">1.3</ix:nonFraction>&#160;million and $<ix:nonFraction unitRef="usd" contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231" decimals="-5" name="us-gaap:LoansReceivableHeldForSaleAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmQ2NzQ5Nzc0MTMwMzQyODhhMTlkMDNjZWI3ZDdjNDUxXzI1_52f24e63-7bc8-4370-9eac-7de7f0911425">2.3</ix:nonFraction>&#160;million of residential mortgage loans held for sale at December 31, 2022 and 2021, respectively.</span></ix:footnote></div></td></tr><tr><td colspan="12" style="padding:2px 1pt 2px 10pt;text-align:left;text-indent:-9pt;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:120%">See notes to consolidated financial statements.</span></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><br/>F-3</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_358"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;&#160;&#160;&#160;</span></div><div style="margin-top:5pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:93.421%"><tr><td style="width:1.0%"></td><td style="width:58.367%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.889%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.582%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.889%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.582%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.891%"></td><td style="width:0.1%"></td></tr><tr><td colspan="18" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES<br/>CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS)<br/>(dollars in thousands, except per share data)</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For The Years Ended December 31,</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net interest income</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest income</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:InterestIncomeOperating" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQtMS0xLTEtMTEyMTUy_67936f9a-d379-4271-b341-e5ee44f73aec">2,778,887</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:InterestIncomeOperating" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQtMy0xLTEtMTEyMTUy_71c659f2-b59c-4b80-87f2-7fe0fa21aa3b">1,983,036</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:InterestIncomeOperating" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQtNS0xLTEtMTEyMTUy_188b66db-b1be-46c9-8a71-10228eb2c241">2,229,625</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest expense</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:InterestExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUtMS0xLTEtMTEyMTUy_00417b48-bc85-4297-90af-402c32352ccb">1,309,735</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:InterestExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUtMy0xLTEtMTEyMTUy_a39b7822-e691-4008-9d29-84e56e1b04e0">249,243</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:InterestExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUtNS0xLTEtMTEyMTUy_2676c837-e42c-491b-aa15-6442a347b825">899,112</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net interest income</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:InterestIncomeExpenseNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYtMS0xLTEtMTEyMTUy_7efab205-62de-496c-aa99-3e0c7e924631">1,469,152</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:InterestIncomeExpenseNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYtMy0xLTEtMTEyMTUy_50ce4abd-a377-4388-b123-3e73aa16080f">1,733,793</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:InterestIncomeExpenseNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYtNS0xLTEtMTEyMTUy_f0ac3450-da03-41c1-9b83-5bafcd3ff324">1,330,513</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net servicing income</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Servicing and related income</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:FeesAndCommissionsMortgageBankingAndServicing" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzgtMS0xLTEtMTEyMTUy_e543ca45-5d27-418c-bdcc-af6c78c04e05">246,926</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:FeesAndCommissionsMortgageBankingAndServicing" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzgtMy0xLTEtMTEyMTUy_f0d5cf3c-981d-4896-9c85-f26aa6b601a6">69,018</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:FeesAndCommissionsMortgageBankingAndServicing" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzgtNS0xLTEtMTEyMTUy_04b1d507-0ed1-4156-83a8-c8b8f8fa329d">94,190</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Servicing and related expense</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:ServicingAndRelatedExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzktMS0xLTEtMTEyMTUy_1e35d3f8-e3fb-4662-9135-541b76603c26">25,145</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:ServicingAndRelatedExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzktMy0xLTEtMTEyMTUy_8298edec-edde-4aac-9fec-9861d12dda8c">12,202</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:ServicingAndRelatedExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzktNS0xLTEtMTEyMTUy_7e1e2680-8650-4bec-ae38-a0b680cdeb58">26,437</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net servicing income</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:NetServicingIncome" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEwLTEtMS0xLTExMjE1Mg_82058c1a-8ddd-46ac-a22f-46d37e0fb737">221,781</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:NetServicingIncome" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEwLTMtMS0xLTExMjE1Mg_ecdea3c0-76cf-41f0-a878-2481782402f8">56,816</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:NetServicingIncome" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEwLTUtMS0xLTExMjE1Mg_016f2f48-1bf4-4f06-9936-4fbc3d936b2e">67,753</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Other income (loss)</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net gains (losses) on investments and other</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:GainLossOnInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEyLTEtMS0xLTExMjE1Mg_77b2f3c5-008b-4f74-a84e-0b3727981194">4,602,456</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:GainLossOnInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEyLTMtMS0xLTExMjE1Mg_7ce3fd61-3dda-4221-aca7-6d3caaeb0c5b">120,958</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:GainLossOnInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEyLTUtMS0xLTExMjE1Mg_428343fe-7b1a-4a66-9c6d-afade348bef4">358,489</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net gains (losses) on derivatives</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:DerivativeGainLossonDerivativeNetIncludingUSTreasuries" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEzLTEtMS0xLTExMjE1Mg_495d51e3-0c3e-4244-a7a9-a3fe876de8d9">4,859,174</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:DerivativeGainLossonDerivativeNetIncludingUSTreasuries" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEzLTMtMS0xLTExMjE1Mg_74519067-bb29-4208-8522-23c8a87e8e5f">807,730</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="nly:DerivativeGainLossonDerivativeNetIncludingUSTreasuries" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEzLTUtMS0xLTExMjE1Mg_7903e922-693e-450b-8875-ac9ad2e04f05">2,273,732</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loan loss (provision) reversal</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:ProvisionForLoanLossesExpensed" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE0LTEtMS0xLTExMjE1Mg_a2e85abf-491f-40fd-8ac6-7aab54b4360a">20,660</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:ProvisionForLoanLossesExpensed" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE0LTMtMS0xLTExMjE1Mg_081aee10-e25e-42d6-8fcf-a55893c89110">145,066</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProvisionForLoanLossesExpensed" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE0LTUtMS0xLTExMjE1Mg_3f6c496d-e324-4452-b23a-6690ad35f382">147,581</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Business divestiture-related gains (losses)</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:GainLossOnSaleOfBusiness" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE1LTEtMS0xLTExMjE1Mg_6f25604f-3e0e-401e-b9ef-34a892cdebc0">40,258</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:GainLossOnSaleOfBusiness" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE1LTMtMS0xLTExMjE1Mg_24eeb1bf-3ef5-4417-b798-42f16627692c">278,559</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:GainLossOnSaleOfBusiness" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE1LTUtMS0xLTExMjE1Mg_4c373120-12c6-43d8-82ff-c284ebdd8450">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other, net</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:OtherNonoperatingIncomeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE4LTEtMS0xLTExMjE1Mg_306db030-d2fb-459e-9c15-91a8f513fad0">6,667</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:OtherNonoperatingIncomeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE4LTMtMS0xLTExMjE1Mg_0f53a4f4-ced6-4424-bdee-648d2d68b5f2">1,165</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:OtherNonoperatingIncomeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE4LTUtMS0xLTExMjE1Mg_96d3d0d2-9086-4929-9e48-c4e4ca7b76a8">31,442</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total other income (loss)</span></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:NonoperatingIncomeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE5LTEtMS0xLTExMjE1Mg_eea4d282-0dba-482f-9fd2-965d73bc8665">243,787</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:NonoperatingIncomeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE5LTMtMS0xLTExMjE1Mg_eca5be76-96f2-459d-8beb-556afbee70f8">796,360</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:NonoperatingIncomeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE5LTUtMS0xLTExMjE1Mg_1fac8e94-f369-470c-90a3-0c6ab26ed1d1">2,094,266</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">General and administrative expenses</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Compensation and management fee</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:LaborAndRelatedExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM2LTEtMS0xLTExMjE1Mg_9a667e5b-6b17-4d09-9eea-b445bb5c9ae6">112,703</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:LaborAndRelatedExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM2LTMtMS0xLTExMjE1Mg_1b1ba688-aaf3-436f-9ce4-642a43a55dc6">118,451</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:LaborAndRelatedExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM2LTUtMS0xLTExMjE1Mg_8a12f9a7-6f83-4529-b0d2-dae439a8cbef">131,685</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other general and administrative expenses</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:OtherGeneralAndAdministrativeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM3LTEtMS0xLTExMjE1Mg_2453376b-4d2d-4306-a290-740fc2933a2e">50,026</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:OtherGeneralAndAdministrativeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM3LTMtMS0xLTExMjE1Mg_58efa907-e561-4528-963d-6249e991d1dc">67,563</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:OtherGeneralAndAdministrativeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM3LTUtMS0xLTExMjE1Mg_887796b8-4859-4ff4-bd5d-18a374073a53">90,510</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total general and administrative expenses</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:GeneralAndAdministrativeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM4LTEtMS0xLTExMjE1Mg_95f6f77c-6a46-434e-bc36-e83a36cf1f95">162,729</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:GeneralAndAdministrativeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM4LTMtMS0xLTExMjE1Mg_42ee969e-d0f0-4fcb-a6d0-586d5f853daa">186,014</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:GeneralAndAdministrativeExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM4LTUtMS0xLTExMjE1Mg_b3c91e4b-e608-477b-90e8-bfb2959dd60d">222,195</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Income (loss) before income taxes</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM5LTEtMS0xLTExMjE1Mg_e45eb379-cc3f-4536-9bdc-8753e1c24c31">1,771,991</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM5LTMtMS0xLTExMjE1Mg_a933053e-336e-4c31-a236-fc330069a757">2,400,955</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM5LTUtMS0xLTExMjE1Mg_881e7f98-9ad5-4997-b0cf-a8608d77ca5a">918,195</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Income taxes</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:IncomeTaxExpenseBenefit" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQwLTEtMS0xLTExMjE1Mg_03ee562c-e3e6-49aa-baa1-0488c67cb338">45,571</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:IncomeTaxExpenseBenefit" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQwLTMtMS0xLTExMjE1Mg_8ec1b67d-db42-4022-9038-27e07002d22d">4,675</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:IncomeTaxExpenseBenefit" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQwLTUtMS0xLTExMjE1Mg_d045031b-a8d4-4d9e-8af4-3b8b36ce0620">28,423</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss)</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQxLTEtMS0xLTExMjE1Mg_0d9a3008-bbcd-4236-b36f-09fe426b950f">1,726,420</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQxLTMtMS0xLTExMjE1Mg_9610b319-5203-44ec-851f-f1acc7d67d88">2,396,280</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQxLTUtMS0xLTExMjE1Mg_db3a8deb-a141-4545-a2a2-c3c1138454a6">889,772</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) attributable to noncontrolling interests</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:NetIncomeLossAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQyLTEtMS0xLTExMjE1Mg_472b8c49-a5a7-4ba4-8cac-365a935b2d86">1,095</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:NetIncomeLossAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQyLTMtMS0xLTExMjE1Mg_890c53e8-f24e-4c27-b4f9-3fefd305e718">6,384</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:NetIncomeLossAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQyLTUtMS0xLTExMjE1Mg_7ffed91b-c700-4ec3-b37a-839650e62d0c">1,391</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) attributable to Annaly</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQzLTEtMS0xLTExMjE1Mg_d7641d20-afb4-4caa-9c16-675799d81b2f">1,725,325</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQzLTMtMS0xLTExMjE1Mg_689b6648-efe1-4978-a27a-763a2cef0ce1">2,389,896</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQzLTUtMS0xLTExMjE1Mg_a0a55e96-eef1-425b-b593-f7bf3ffbc7d6">891,163</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Dividends on preferred stock</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PreferredStockDividendsAndOtherAdjustments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ0LTEtMS0xLTExMjE1Mg_76580d43-ec25-432d-86b8-e1baf637c57e">110,623</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PreferredStockDividendsAndOtherAdjustments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ0LTMtMS0xLTExMjE1Mg_959db8da-8578-4645-977c-b71555fa8526">107,532</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PreferredStockDividendsAndOtherAdjustments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ0LTUtMS0xLTExMjE1Mg_f4a1c40c-81b4-408b-ab82-8a8ec295cd0c">142,036</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) available (related) to common stockholders</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ1LTEtMS0xLTExMjE1Mg_faf95766-de44-4156-84c7-c8e7e435cfb0">1,614,702</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ1LTMtMS0xLTExMjE1Mg_64b4f2ea-2653-4912-a757-4bea0cb482cf">2,282,364</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ1LTUtMS0xLTExMjE1Mg_105b8d01-cc6d-4384-bb86-1c6d5efc3f9b">1,033,199</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) per share available (related) to common stockholders</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Basic</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="2" name="us-gaap:EarningsPerShareBasic" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ3LTEtMS0xLTExMjE1Mg_437f7fdb-b29f-4952-978e-960e2b347978">3.93</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="2" name="us-gaap:EarningsPerShareBasic" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ3LTMtMS0xLTExMjE1Mg_fe9e48ff-0af1-43bb-8550-fbe895be9486">6.40</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usdPerShare" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="2" sign="-" name="us-gaap:EarningsPerShareBasic" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ3LTUtMS0xLTExMjE1Mg_54d28c64-ec10-4ee3-a6c4-db18c3be9a3f">2.92</ix:nonFraction>)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Diluted</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="2" name="us-gaap:EarningsPerShareDiluted" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ4LTEtMS0xLTExMjE1Mg_c81aa78a-dede-40d9-8967-8d2ee01e6487">3.92</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="2" name="us-gaap:EarningsPerShareDiluted" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ4LTMtMS0xLTExMjE1Mg_6da03508-a5f9-4d21-95c8-f7c292eb8a72">6.39</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usdPerShare" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="2" sign="-" name="us-gaap:EarningsPerShareDiluted" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ4LTUtMS0xLTExMjE1Mg_de2a6962-f692-4cc2-abe3-cfe3d0a18e3c">2.92</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted average number of common shares outstanding</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Basic</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="0" name="us-gaap:WeightedAverageNumberOfSharesOutstandingBasic" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUwLTEtMS0xLTExMjE1Mg_5550f0f1-6f55-4249-aac2-de9753f612bd">411,348,484</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="0" name="us-gaap:WeightedAverageNumberOfSharesOutstandingBasic" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUwLTMtMS0xLTExMjE1Mg_b5e3f0dd-9a2a-4805-bf37-1f0503977b95">356,856,520</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="0" name="us-gaap:WeightedAverageNumberOfSharesOutstandingBasic" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUwLTUtMS0xLTExMjE1Mg_e1d76aab-f371-4940-ab2c-ea770c73efa4">353,664,860</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Diluted</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="0" name="us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUxLTEtMS0xLTExMjE1Mg_b6030302-e314-472b-8dcf-66f5072aac8a">411,621,758</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="0" name="us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUxLTMtMS0xLTExMjE1Mg_2eba9621-5137-431b-b787-21c2ebaa6257">357,142,251</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="0" name="us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUxLTUtMS0xLTExMjE1Mg_e8ea84d9-bb73-4445-bcd7-100a56e7e96d">353,664,860</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Other comprehensive income (loss)</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss)</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUzLTEtMS0xLTExMjE1Mg_c484a4b9-eb2c-4ae2-9521-263454bf6578">1,726,420</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUzLTMtMS0xLTExMjE1Mg_d7d4a472-7474-4841-8026-9dfe33cc45e5">2,396,280</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUzLTUtMS0xLTExMjE1Mg_5c61eccf-3da5-4c89-86b9-1271ea7ae8c3">889,772</ix:nonFraction>)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unrealized gains (losses) on available-for-sale securities</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU0LTEtMS0xLTExMjE1Mg_bf40009e-f859-466d-88d7-0e48851b20c2">8,204,542</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU0LTMtMS0xLTExMjE1Mg_5ca4704d-44ff-4d84-9af8-fab27d963fa6">2,419,618</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU0LTUtMS0xLTExMjE1Mg_2fd6967f-ac52-463a-9c09-5625e4ca44c1">2,012,878</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reclassification adjustment for net (gains) losses included in net income (loss)</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU1LTEtMS0xLTExMjE1Mg_3c784a8f-ab4d-4c2c-aac9-81939edd057d">3,537,236</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU1LTMtMS0xLTExMjE1Mg_dddc2877-6ea4-4bfe-85c1-1fbd7ba83a56">3,693</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU1LTUtMS0xLTExMjE1Mg_82e5d559-dd62-4c91-9345-298bf83e7fcc">776,734</ix:nonFraction>)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Other comprehensive income (loss)</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU2LTEtMS0xLTExMjE1Mg_3894f04a-7a84-4b9f-8fea-d73e279e778c">4,667,306</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU2LTMtMS0xLTExMjE1Mg_4a5d15fa-5fe2-4213-9418-20bdbef165b2">2,415,925</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU2LTUtMS0xLTExMjE1Mg_1703d3a9-57fc-4976-992a-b5567e746b95">1,236,144</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Comprehensive income (loss)</span></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU3LTEtMS0xLTExMjE1Mg_6d1ff6ba-0ab1-4ad5-984c-bc581133ec45">2,940,886</ix:nonFraction>)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU3LTMtMS0xLTExMjE1Mg_a3c558e6-6f08-4c95-821f-16ba0f04eca1">19,645</ix:nonFraction>)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU3LTUtMS0xLTExMjE1Mg_694762bb-2190-45cc-aa11-9a32ff34abf7">346,372</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Comprehensive income (loss) attributable to noncontrolling interests</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU4LTEtMS0xLTExMjE1Mg_e9713cff-12aa-4ee7-8af1-0f899beb7372">1,095</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU4LTMtMS0xLTExMjE1Mg_ea6eff16-4e8c-4d70-b640-e9c24e8d39bc">6,384</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU4LTUtMS0xLTExMjE1Mg_a8680fbd-1153-4c6d-b8b2-1cdb4758e79c">1,391</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Comprehensive income (loss) attributable to Annaly</span></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:ComprehensiveIncomeNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU5LTEtMS0xLTExMjE1Mg_2533f6fc-5778-4803-aaa2-f8bef6426b06">2,941,981</ix:nonFraction>)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:ComprehensiveIncomeNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU5LTMtMS0xLTExMjE1Mg_90957386-fd02-4ec7-b32a-17880a3e5de3">26,029</ix:nonFraction>)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ComprehensiveIncomeNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU5LTUtMS0xLTExMjE1Mg_98b65c7d-b054-4dc2-9134-9ae0a201788c">344,981</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends on preferred stock</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PreferredStockDividendsAndOtherAdjustments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYwLTEtMS0xLTExMjE1Mg_ff75eb39-e8b5-4538-b6b2-aec0a55c9f24">110,623</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PreferredStockDividendsAndOtherAdjustments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYwLTMtMS0xLTExMjE1Mg_f0a33a08-e05d-49b8-863f-f2cf4661b823">107,532</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PreferredStockDividendsAndOtherAdjustments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYwLTUtMS0xLTExMjE1Mg_4c8d4963-9910-457a-b539-d438fc7ccfca">142,036</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Comprehensive income (loss) attributable to common stockholders</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="nly:ComprehensiveIncomeLossAttributableToCommonStockHolders" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYxLTEtMS0xLTExMjE1Mg_789f472f-6462-45fb-b6ec-619c94fe506b">3,052,604</ix:nonFraction>)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="nly:ComprehensiveIncomeLossAttributableToCommonStockHolders" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYxLTMtMS0xLTExMjE1Mg_3ce959d2-cedd-443a-ae46-f28a1f7abe9e">133,561</ix:nonFraction>)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:ComprehensiveIncomeLossAttributableToCommonStockHolders" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYxLTUtMS0xLTExMjE1Mg_545dad2a-74a5-40fc-9e2e-a9758272f215">202,945</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">See notes to consolidated financial statements.</span></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><br/>F-4</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_361"></div><hr style="page-break-after:always"/><div style="min-height:45pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:57.465%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.971%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.784%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.532%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.784%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.532%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.932%"></td><td style="width:0.1%"></td></tr><tr><td colspan="21" style="padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES<br/>CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY</span></td></tr><tr><td colspan="21" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For The Years Ended December 31,</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Preferred stock</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning of period</span></div></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iaafd65330ef4426cab1a525dc1d12d07_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzUtMi0xLTEtMTEyMTUy_da1f1158-3545-4c49-9ede-453e194c785c">1,536,569</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i3eac4d3c06d947839f51afcde806325b_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzUtNC0xLTEtMTEyMTUy_4517ae0d-3af2-41f4-8e80-bb43a3988ba2">1,536,569</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i21e2cc66fd7f47fa89351a4c7088b7ce_I20191231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzUtNi0xLTEtMTEyMTUy_36eed0d7-72cb-4173-92dc-3b3c0c548796">1,982,026</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Redemption</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0cc54b183a06443aa94ab381541e9802_D20220101-20221231" decimals="-3" name="us-gaap:StockRedeemedOrCalledDuringPeriodValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzgtMi0xLTEtMTEyMTUy_6fd9e482-8935-43d1-95e3-1a8e60d106eb">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i77517b9f6d3f4a06ac5fb18991df6dce_D20210101-20211231" decimals="-3" name="us-gaap:StockRedeemedOrCalledDuringPeriodValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzgtNC0xLTEtMTEyMTUy_216461f5-b252-4a83-953a-8888abe5cff9">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ib099fca9239f4709be11a60c232b0c39_D20200101-20201231" decimals="-3" name="us-gaap:StockRedeemedOrCalledDuringPeriodValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzgtNi0xLTEtMTEyMTUy_b1d533b9-8870-4ca8-aa1f-5f3ed7a63cab">445,457</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">End of period</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i622f37d064b64b5a98373b4a7ab51c99_I20221231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzktMi0xLTEtMTEyMTUy_a20f3267-525e-4dc4-984e-27af5a0a9b9b">1,536,569</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iaafd65330ef4426cab1a525dc1d12d07_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzktNC0xLTEtMTEyMTUy_bb89dd84-ba27-4291-89d3-a815579d7e41">1,536,569</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i3eac4d3c06d947839f51afcde806325b_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzktNi0xLTEtMTEyMTUy_aff612d4-170a-4786-b15b-c13a8de70cf8">1,536,569</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Common stock</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning of period</span></div></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iff0a234d3cdc438a84805c2e2c0376d4_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzExLTItMS0xLTExMjE1Mg_ac9d4bf2-c7a9-47a9-a9cd-7ce47eed58a4">3,649</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1833150a97c54e958f99fd97f44227f0_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzExLTQtMS0xLTExMjE1Mg_440fa7a4-7549-4082-a1f9-8511416d9277">3,496</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia82135b5e6cd4925976658d70df99600_I20191231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzExLTYtMS0xLTExMjE1Mg_d104b20a-a977-49a3-b0d1-86bc2922ab06">3,575</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Issuance</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueNewIssues" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEyLTItMS0xLTExMjE1Mg_241a6f5c-2cd1-4568-83bf-7adf29727ebc">1,031</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueNewIssues" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEyLTQtMS0xLTExMjE1Mg_51d5e86b-afe3-4399-9ae4-0aaa5cb35de9">152</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueNewIssues" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEyLTYtMS0xLTExMjE1Mg_3cf1bc3f-ed5e-4089-8738-8c176510c6e0">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Buyback of common stock</span></div></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231" decimals="-3" name="us-gaap:StockRepurchasedAndRetiredDuringPeriodValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEzLTItMS0xLTExMjE1Mg_810fd138-c3a8-47e5-ac38-b62c32caa5fb">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231" decimals="-3" name="us-gaap:StockRepurchasedAndRetiredDuringPeriodValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEzLTQtMS0xLTExMjE1Mg_872d0ad9-c997-4329-987f-e9355909d010">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231" decimals="-3" name="us-gaap:StockRepurchasedAndRetiredDuringPeriodValue" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEzLTYtMS0xLTExMjE1Mg_76e7d813-1a50-42a6-b8c3-c0592ce1df53">80</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Stock-based award activity</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231" decimals="-3" name="us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE1LTItMS0xLTExMjE1Mg_090d457d-b1f6-427c-b749-6f17460c6308">3</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231" decimals="-3" name="us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE1LTQtMS0xLTExMjE1Mg_3aacc795-92f5-4278-a673-fbeef68d1b6c">1</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231" decimals="-3" name="us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE1LTYtMS0xLTExMjE1Mg_216fc6e3-37a9-4ea9-aa11-11a57f4835c7">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Direct purchase and dividend reinvestment</span></div></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE2LTItMS0xLTExMjE1Mg_915db67c-773b-44e6-beef-f7c2ee9042a6">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE2LTQtMS0xLTExMjE1Mg_2ed7ccd5-750f-4f88-8167-3e734bb4cf24">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE2LTYtMS0xLTExMjE1Mg_4f45ba82-4fb9-48e2-89aa-daee5e4329ed">1</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">End of period</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2dbf1a78bfe6414aa2642ec48e8b8747_I20221231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE3LTItMS0xLTExMjE1Mg_2e4abf04-98a2-4fa7-8f31-c512b9a01394">4,683</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iff0a234d3cdc438a84805c2e2c0376d4_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE3LTQtMS0xLTExMjE1Mg_4975e756-9833-40d4-a318-bb12076ee5c7">3,649</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1833150a97c54e958f99fd97f44227f0_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE3LTYtMS0xLTExMjE1Mg_ce6dfb3e-04ae-4a04-be66-91130e5b63fe">3,496</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Additional paid-in capital</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning of period</span></div></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie86bcbd954be4709bb4638e0b8dcaddd_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE5LTItMS0xLTExMjE1Mg_c710d535-d1dc-4443-baaa-57c56837b6fc">20,324,780</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6b5f2066f7a3427fa7adc0c7341d8aae_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE5LTQtMS0xLTExMjE1Mg_670ceffe-79a1-4fd6-b64d-a41e55f15fa4">19,761,304</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia0a16f5f30ff48e1b8246f0765747f94_I20191231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE5LTYtMS0xLTExMjE1Mg_1c3aa318-0a09-4a3d-bde1-aa07e6582163">19,977,649</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Issuance</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueNewIssues" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIxLTItMS0xLTExMjE1Mg_4a878d4a-62cc-40f4-aa4e-ef727de650d0">2,634,969</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueNewIssues" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIxLTQtMS0xLTExMjE1Mg_57b41cda-ec13-4f3b-ae02-8df5eb47c1a5">552,063</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:StockIssuedDuringPeriodValueNewIssues" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIxLTYtMS0xLTExMjE1Mg_5691425a-2074-4bdd-857e-9db978b8c116">93</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Buyback of common stock</span></div></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231" decimals="-3" name="us-gaap:StockRepurchasedAndRetiredDuringPeriodValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIyLTItMS0xLTExMjE1Mg_51c62493-dba2-444f-8728-a08227336f42">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231" decimals="-3" name="us-gaap:StockRepurchasedAndRetiredDuringPeriodValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIyLTQtMS0xLTExMjE1Mg_b2debfc8-bfd9-4674-bb11-e86c2c5511de">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231" decimals="-3" name="us-gaap:StockRepurchasedAndRetiredDuringPeriodValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIyLTYtMS0xLTExMjE1Mg_0e973454-dc36-41a3-a39b-c64c33418fdf">209,338</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Stock-based award activity</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231" decimals="-3" name="us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI0LTItMS0xLTExMjE1Mg_4dd6b7b5-afd9-442b-a092-9d39bc8ade60">21,571</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231" decimals="-3" name="us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI0LTQtMS0xLTExMjE1Mg_61084d68-969c-49cb-8ffc-59501810c25c">11,413</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231" decimals="-3" name="us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI0LTYtMS0xLTExMjE1Mg_71aaec0b-278c-45d4-81f0-691dcfbe5064">6,452</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Redemption of preferred stock</span></div></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231" decimals="-3" name="us-gaap:StockRedeemedOrCalledDuringPeriodValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI1LTItMS0xLTExMjE1Mg_c7a71e8f-f5f5-4259-ad4d-ad849de43d17">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231" decimals="-3" name="us-gaap:StockRedeemedOrCalledDuringPeriodValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI1LTQtMS0xLTExMjE1Mg_e9ed4211-7491-4323-897d-32cd4d2c25f3">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231" decimals="-3" name="us-gaap:StockRedeemedOrCalledDuringPeriodValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI1LTYtMS0xLTExMjE1Mg_d24a4f43-1770-4933-ab9c-32f7052bcaee">14,543</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Direct purchase and dividend reinvestment</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI2LTItMS0xLTExMjE1Mg_c161f0a1-b941-443d-a2a7-ab1c0301df81">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI2LTQtMS0xLTExMjE1Mg_fea3c45a-8d49-4a6c-8c42-4d793c762759">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231" decimals="-3" name="us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI2LTYtMS0xLTExMjE1Mg_aa8a9e76-3b5a-4282-8afa-c7d8047e22a4">1,177</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">End of period</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i11d72f808506420d8c9bcb04ad63fa8b_I20221231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI3LTItMS0xLTExMjE1Mg_92c05cbf-235d-4736-a54f-b3da3f6ff943">22,981,320</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie86bcbd954be4709bb4638e0b8dcaddd_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI3LTQtMS0xLTExMjE1Mg_c4ca0fe6-2eca-4a5a-a9ba-4b72b1cd337c">20,324,780</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6b5f2066f7a3427fa7adc0c7341d8aae_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI3LTYtMS0xLTExMjE1Mg_3b12bc7a-b183-4f29-803b-43bba73cf9f7">19,761,304</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Accumulated other comprehensive income (loss)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning of period</span></div></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="icf520e7c63054769b8d106510b70c19b_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI5LTItMS0xLTExMjE1Mg_a7dba235-20a4-46f6-881d-e81384719b34">958,410</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1b1fc02776f14127ba211ce32b3461f9_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI5LTQtMS0xLTExMjE1Mg_fbaa541b-c9fe-4822-bc24-b8fbe9385bdd">3,374,335</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if435e3d4479b45399b3435c4daed36f6_I20191231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI5LTYtMS0xLTExMjE1Mg_31ce2034-9944-471b-a9cb-73def273608d">2,138,191</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unrealized gains (losses) on available-for-sale securities</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2c9b7d59505642b3bd04a5836ccc01a5_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMwLTItMS0xLTExMjE1Mg_f43000af-d313-47ed-992c-15a3db932540">8,204,542</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ie5a94cca203c4f87adc2e8ea6d7f86d6_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMwLTQtMS0xLTExMjE1Mg_a823413a-afd5-465e-bfa5-0f2f6252fc60">2,419,618</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i84c2735b3478415a926f6d19a583036b_D20200101-20201231" decimals="-3" name="us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMwLTYtMS0xLTExMjE1Mg_99d5d66f-cd78-4648-b31c-0397dfcfb49d">2,012,878</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reclassification adjustment for net gains (losses) included in net income (loss)</span></div></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2c9b7d59505642b3bd04a5836ccc01a5_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMxLTItMS0xLTExMjE1Mg_ad63207d-3f90-464a-9fd5-32b4e62de891">3,537,236</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie5a94cca203c4f87adc2e8ea6d7f86d6_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMxLTQtMS0xLTExMjE1Mg_282bf25e-d063-4b99-a5ae-a2bf81e0fe27">3,693</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i84c2735b3478415a926f6d19a583036b_D20200101-20201231" decimals="-3" name="us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMxLTYtMS0xLTExMjE1Mg_da2ef057-ecc6-4da0-8840-3777e80e7e13">776,734</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">End of period</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i21732d9c0ec149519fcb5de93b8f81fa_I20221231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMyLTItMS0xLTExMjE1Mg_f19b5f77-1a94-4b80-9f80-0cc0e7f6d35b">3,708,896</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="icf520e7c63054769b8d106510b70c19b_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMyLTQtMS0xLTExMjE1Mg_5d30052b-ce25-47b7-9eed-f1ba123bc2c7">958,410</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1b1fc02776f14127ba211ce32b3461f9_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMyLTYtMS0xLTExMjE1Mg_2ec288dc-d495-499d-a577-96fad5023555">3,374,335</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Accumulated deficit</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning of period - unadjusted</span></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i83043a3d84ea4b6a90fd9f64cd96f4c3_I20211231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM0LTItMS0xLTExMjE1Mg_924805da-d4b0-4c1d-9140-93ec3744cf91">9,653,582</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4a3e622bfbaa43e8bf2307a38254ca19_I20201231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM0LTQtMS0xLTExMjE1Mg_2432a48c-5cb5-4c46-8b03-eaa3c9dc7344">10,667,388</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2532cbce88a84157aa132a9eab4bb3a9_I20191231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM0LTYtMS0xLTExMjE1Mg_f9a9d988-6512-4bdf-988f-d9a8788d5a13">8,309,424</ix:nonFraction>)</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cumulative effect of change in accounting principle for credit losses</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iad1c1c1248d34815a94b20b475691451_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM1LTItMS0xLTExMjE1Mg_bd93f2a2-8275-40b8-9569-114a25cabd17">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2d1deb20160346f5b8a57fe0138352f0_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM1LTQtMS0xLTExMjE1Mg_4c296cc2-4c2c-42a5-938b-1263d7ed5d47">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="id51557df95944b7585db1f922f0c93c4_I20191231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM1LTYtMS0xLTExMjE1Mg_4f6a5d1e-3fbd-46a4-a5d8-4e8d92e4b0b0">39,641</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning of period - adjusted</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i5e37a5f699c947048adf2ca17b3dff29_I20211231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM2LTItMS0xLTExMjE1Mg_381ebaa1-7a7b-4b4b-8c95-23c3c30f4b9f">9,653,582</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i63b4c7f9e7a843728fccf14724e1e015_I20201231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM2LTQtMS0xLTExMjE1Mg_3f703b53-3f1b-4fe5-9088-ee9f4dacfebf">10,667,388</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i56ee41e7963749f8bfbb7179133ad7b2_I20191231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM2LTYtMS0xLTExMjE1Mg_47672b48-02ba-4844-9848-fecdbe839256">8,349,065</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net income (loss) attributable to Annaly</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4590a6366434967a107006eb47868a1_D20220101-20221231" decimals="-3" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM3LTItMS0xLTExMjE1Mg_5a5f0024-bfd5-45e7-8f01-b26b6c97f50d">1,725,325</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iacdbd0bffabc405b8835624dc5433111_D20210101-20211231" decimals="-3" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM3LTQtMS0xLTExMjE1Mg_75557f98-144b-41ba-85e3-cf73f7433864">2,389,896</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ie845dda40a1f42979ed05d7f4c573f1f_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM3LTYtMS0xLTExMjE1Mg_50991016-fe56-455b-89c8-b6cf89ac3235">891,163</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared on preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia4590a6366434967a107006eb47868a1_D20220101-20221231" decimals="-3" name="us-gaap:DividendsPreferredStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTItMS0xLTExMjE1Mg_b1886e0d-28b3-4595-8dc1-0ec29a7a8c4d">110,623</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="iacdbd0bffabc405b8835624dc5433111_D20210101-20211231" decimals="-3" name="us-gaap:DividendsPreferredStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTQtMS0xLTExMjE1Mg_464ea255-86df-44a1-83ac-ad9c4bdf7053">107,532</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ie845dda40a1f42979ed05d7f4c573f1f_D20200101-20201231" decimals="-3" name="us-gaap:DividendsPreferredStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTYtMS0xLTExMjE1Mg_5c202a13-31af-43c0-8136-a60673196e7a">142,036</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends and dividend equivalents declared on common stock and stock-based awards </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia4590a6366434967a107006eb47868a1_D20220101-20221231" decimals="-3" name="us-gaap:DividendsCommonStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTItMS0xLTExMjE1Mg_38a2729b-fdc6-4045-b5f9-76e57656551f">1,504,353</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="iacdbd0bffabc405b8835624dc5433111_D20210101-20211231" decimals="-3" name="us-gaap:DividendsCommonStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTQtMS0xLTExMjE1Mg_9ec71129-d3f9-456a-9ee8-983a044e5ccb">1,268,558</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ie845dda40a1f42979ed05d7f4c573f1f_D20200101-20201231" decimals="-3" name="us-gaap:DividendsCommonStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTYtMS0xLTExMjE1Mg_c80af597-8d38-42a5-9cfd-d56f14c13df0">1,285,124</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">End of period</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i9cc97e99b9b548c1b58b51a0d1368348_I20221231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQxLTItMS0xLTExMjE1Mg_70aca530-1bd2-422b-b1e5-2a05b8b5d520">9,543,233</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i83043a3d84ea4b6a90fd9f64cd96f4c3_I20211231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQxLTQtMS0xLTExMjE1Mg_1765e7de-11f6-427d-a7b1-a00a4486ff1a">9,653,582</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4a3e622bfbaa43e8bf2307a38254ca19_I20201231" decimals="-3" sign="-" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQxLTYtMS0xLTExMjE1Mg_4d4ed4d9-d625-44d4-b2d4-5c4531d59600">10,667,388</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total stockholder&#8217;s equity</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i40e5cf072d6f4297b18ebc8432866d56_I20221231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQyLTItMS0xLTExMjE1Mg_d00bb048-b0cb-45aa-a41c-335062012dfe">11,270,443</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i661f31ce7c204133ab21fec09a084d26_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQyLTQtMS0xLTExMjE1Mg_fe8441c0-092f-4282-b87b-007137c6b13f">13,169,826</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia92634961c634e2bbe5a12c674f5c7ff_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQyLTYtMS0xLTExMjE1Mg_73c3b0ce-77e8-40a5-b252-4a69b9ebcc80">14,008,316</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Noncontrolling interests</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning of period</span></div></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1ec89dba98ae46ef998d7f8ed701ce44_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ0LTItMS0xLTExMjE1Mg_c689d873-5576-4b8d-a083-ef2eae76cddf">25,499</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i667c94ad27a04c7d8247e4d4604bdef9_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ0LTQtMS0xLTExMjE1Mg_bc1949e1-fbe7-4941-93bd-935000f34bc3">13,480</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i672eeb80da344e2aaa6ab6e9157e28a9_I20191231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ0LTYtMS0xLTExMjE1Mg_421fb6af-d970-4099-aade-e0251802f77d">4,327</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net income (loss) attributable to noncontrolling interests</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0c75470116844805bb036e9b4b75a78f_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:NetIncomeLossAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ1LTItMS0xLTExMjE1Mg_4dd46126-1d01-4a3d-bebe-2c7ad188cf1b">1,095</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i588001d04941479fb9831fb07c19189b_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:NetIncomeLossAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ1LTQtMS0xLTExMjE1Mg_0efce1d7-b410-4a09-aba0-be7865670a6e">6,384</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if093a9222d0f4b34850534f34b1cf288_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:NetIncomeLossAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ1LTYtMS0xLTExMjE1Mg_f2fd25b0-b8d9-4a7e-ac84-9aeb67338aab">1,391</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Equity contributions from (distributions to) noncontrolling interests</span></div></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0c75470116844805bb036e9b4b75a78f_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ2LTItMS0xLTExMjE1Mg_9e48cdc5-2fc8-446f-9c56-d8c8f8d77bab">72,389</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i588001d04941479fb9831fb07c19189b_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ2LTQtMS0xLTExMjE1Mg_d05124e9-ff94-46cb-b74f-5e3d26507032">5,635</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if093a9222d0f4b34850534f34b1cf288_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ2LTYtMS0xLTExMjE1Mg_2cd18bf2-90b5-4244-8651-63b423ac907c">7,762</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">End of period</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0069c41b6ec644a6bd3b13737031d4e2_I20221231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ3LTItMS0xLTExMjE1Mg_1a961ed9-a47e-4cc3-b31b-68868496078c">98,983</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1ec89dba98ae46ef998d7f8ed701ce44_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ3LTQtMS0xLTExMjE1Mg_d56ea239-4d32-47c4-91c0-465d873c2bb2">25,499</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i667c94ad27a04c7d8247e4d4604bdef9_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ3LTYtMS0xLTExMjE1Mg_e94e7bbf-9cea-4330-8408-15e9c0b19f7a">13,480</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total equity</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ4LTItMS0xLTExMjE1Mg_0b1e5675-ff1b-49e3-8636-d866f1eaa133">11,369,426</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ4LTQtMS0xLTExMjE1Mg_b4c8be43-8b6c-4af8-8d0f-a6f59b8c5441">13,195,325</ix:nonFraction>&#160;</span></td><td style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6c589c7729574f33a050cbce15906304_I20201231" decimals="-3" name="us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ4LTYtMS0xLTExMjE1Mg_6ed58f94-a417-4a65-87f3-f6bbdb2095ae">14,021,796</ix:nonFraction>&#160;</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="21" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><ix:footnote id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30" footnoteRole="http://www.xbrl.org/2003/role/footnote"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Refer to the &#8220;Capital Stock&#8221; Note for dividends per share for each class of shares.</span></ix:footnote></div></td></tr><tr><td colspan="21" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">See notes to consolidated financial statements.</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:45pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><br/>F-5</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_364"></div><hr style="page-break-after:always"/><div style="min-height:40.5pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><div style="text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:95.467%"><tr><td style="width:1.0%"></td><td style="width:64.290%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.926%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.565%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.926%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.565%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.928%"></td><td style="width:0.1%"></td></tr><tr><td colspan="18" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES<br/>&#160;CONSOLIDATED STATEMENTS OF CASH FLOWS</span></td></tr><tr><td colspan="18" style="border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">For The Years Ended December 31,</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Cash flows from operating activities</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net income (loss)</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUtMS0xLTEtMTEyMTUy_26767441-b128-4254-a384-96b1bac56ef5">1,726,420</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUtMy0xLTEtMTEyMTUy_1ed8dad8-6f5f-4852-ae34-9bb7868bfb4f">2,396,280</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUtNS0xLTEtMTEyMTUy_20d936b7-2a49-4755-98a0-8ba4603b31b2">889,772</ix:nonFraction>)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Adjustments to reconcile net income (loss) to net cash provided by (used in) operating&#160;activities</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Amortization of premiums and discounts of investments, net</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzctMS0xLTEtMTEyMTUy_c0b7f95a-e1c0-45ab-b7dd-4f62266c74be">87,154</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzctMy0xLTEtMTEyMTUy_02daeeba-c958-4415-8407-7048c2dd3437">784,110</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzctNS0xLTEtMTEyMTUy_dca9e8ff-eb31-4c55-88eb-ffa27960a6df">1,371,178</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Amortization of securitized debt premiums and discounts and deferred financing costs</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgtMS0xLTEtMTEyMTUy_12216ba7-b2e9-467c-9d7b-9abb3ff6051e">4,733</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgtMy0xLTEtMTEyMTUy_b2c749b7-05e0-430d-bc16-ee4c0e6d3f4d">6,620</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgtNS0xLTEtMTEyMTUy_ab3c5c7a-1943-47e0-9f4a-492479b8bce1">11,576</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Depreciation, amortization and other noncash expenses</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzktMS0xLTEtMTEyMTUy_4037a353-df3e-40e6-8d4b-169fb9fbf50c">20,506</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzktMy0xLTEtMTEyMTUy_e88d1418-74af-4623-987b-7bd846ba15d5">24,636</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzktNS0xLTEtMTEyMTUy_4f67af2f-87c9-4060-b18c-055b79bf59fa">41,357</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net (gains) losses on investments and derivatives</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="nly:GainLossOnInvestmentsDebtAndDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEwLTEtMS0xLTExMjE1Mg_77a04c75-5ffc-4420-8e06-4eee10b71c21">109,443</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:GainLossOnInvestmentsDebtAndDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEwLTMtMS0xLTExMjE1Mg_eb9f704c-d69a-488b-b4a1-65ef853d65a8">1,204,830</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="nly:GainLossOnInvestmentsDebtAndDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEwLTUtMS0xLTExMjE1Mg_97f7f67f-09f4-4f61-a886-b523908634de">1,707,366</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Business divestiture-related (gains) losses</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:GainLossOnSaleOfBusiness" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzExLTEtMS0xLTExMjE1Mg_df037e5b-530c-476f-9b38-b017954d0f65">40,258</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:GainLossOnSaleOfBusiness" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzExLTMtMS0xLTExMjE1Mg_9153886d-bfb3-457f-a54f-b7343dcf4dc2">278,559</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:GainLossOnSaleOfBusiness" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzExLTUtMS0xLTExMjE1Mg_eec589fd-a287-428a-b770-bd2756e7d8aa">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Income (loss) from unconsolidated joint ventures</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:IncomeLossFromEquityMethodInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEyLTEtMS0xLTExMjE1Mg_c682bf40-c5d8-47dd-a79a-67b0e5f3cd5b">11,454</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:IncomeLossFromEquityMethodInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEyLTMtMS0xLTExMjE1Mg_d4a71e3e-487c-4a2c-a894-a2738d5a87ee">12,181</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:IncomeLossFromEquityMethodInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEyLTUtMS0xLTExMjE1Mg_dfcfa1f5-2c38-4b76-a7e1-bd135f14a9b4">7,072</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Loan loss provision (reversal)</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:ProvisionForLoanLossesExpensed" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEzLTEtMS0xLTExMjE1Mg_54c5278e-27d6-4421-a4f2-2a15456f6974">20,660</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:ProvisionForLoanLossesExpensed" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEzLTMtMS0xLTExMjE1Mg_75c5a774-d9ae-43c3-a6c2-1ff9743dbed2">145,066</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProvisionForLoanLossesExpensed" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEzLTUtMS0xLTExMjE1Mg_51da023a-6e81-48d6-99de-c8289ed0a5a6">147,581</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payments on purchases of loans held for sale</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:PaymentsForPurchaseOfLoansOperatingActivities" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE1LTEtMS0xLTExMjE1Mg_e13adb5a-f886-4364-82a1-aac826590f80">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:PaymentsForPurchaseOfLoansOperatingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE1LTMtMS0xLTExMjE1Mg_5f5489bc-9101-4e76-beff-e58d303ae9f5">51,403</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:PaymentsForPurchaseOfLoansOperatingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE1LTUtMS0xLTExMjE1Mg_3f8af6a7-69e7-4fe5-8c42-ac230cd15427">147,833</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from sales and repayments of loans held for sale</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleOfLoansHeldForSale" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE3LTEtMS0xLTExMjE1Mg_e92f0e3b-87d4-47bd-a38f-f12b97c8037a">4,597</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromSaleOfLoansHeldForSale" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE3LTMtMS0xLTExMjE1Mg_05a49baf-a99f-43ac-8aa7-3c482fa8800e">90,020</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromSaleOfLoansHeldForSale" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE3LTUtMS0xLTExMjE1Mg_e20b5e72-d8a4-4ae3-afb3-e32bc0357990">168,716</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net receipts (payments) on derivatives</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI0LTEtMS0xLTExMjE1Mg_65af1c95-5297-4c7b-8489-c2773e11bb3a">3,643,954</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI0LTMtMS0xLTExMjE1Mg_f5e7ed5c-ea7a-42d9-9126-5ca28052e0b1">932,867</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="nly:PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI0LTUtMS0xLTExMjE1Mg_8b20c64c-970f-4095-9829-080fd2d3faf1">1,958,131</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Net change in</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Other assets</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI3LTEtMS0xLTExMjE1Mg_791e309a-7848-4671-a01d-90be5a7cef20">11,437</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI3LTMtMS0xLTExMjE1Mg_1a45d964-65f4-4d88-8b42-39ef979c423b">31,044</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI3LTUtMS0xLTExMjE1Mg_4b1fe936-58c5-49c0-a620-635864db5476">249,778</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Interest receivable</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:IncreaseDecreaseInInterestAndDividendsReceivable" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI4LTEtMS0xLTExMjE1Mg_144af42f-909c-4e2b-8c0b-bea473b2fefc">403,613</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:IncreaseDecreaseInInterestAndDividendsReceivable" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI4LTMtMS0xLTExMjE1Mg_08c6fe5d-f515-4d27-8145-7b61d545acd4">32,926</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:IncreaseDecreaseInInterestAndDividendsReceivable" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI4LTUtMS0xLTExMjE1Mg_18f074a2-f863-462e-a3fd-8954f7e3745c">159,320</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Interest payable</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:IncreaseDecreaseInInterestPayableNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI5LTEtMS0xLTExMjE1Mg_7d1b618f-ed4d-464e-8757-d3241f33b128">233,753</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:IncreaseDecreaseInInterestPayableNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI5LTMtMS0xLTExMjE1Mg_f070d689-4786-46c7-9e11-4bc4a4bca324">99,590</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:IncreaseDecreaseInInterestPayableNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI5LTUtMS0xLTExMjE1Mg_16415b01-7491-4919-a997-5ac6ddf6574b">285,219</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Other liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:IncreaseDecreaseInAccountsPayableAndAccruedLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMwLTEtMS0xLTExMjE1Mg_81ed9ce3-5525-415d-a519-7a0b4d09c8f1">41,777</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:IncreaseDecreaseInAccountsPayableAndAccruedLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMwLTMtMS0xLTExMjE1Mg_712a67ac-8a90-4003-ba61-cab45fe7ffa9">1,725</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:IncreaseDecreaseInAccountsPayableAndAccruedLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMwLTUtMS0xLTExMjE1Mg_9f64f05e-fe1c-4ea0-8697-c69b3e45ad76">31,870</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Net cash provided by (used in) operating activities</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:NetCashProvidedByUsedInOperatingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMxLTEtMS0xLTExMjE1Mg_121b1563-f4e2-40b7-b1a4-808b02091884">5,372,411</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:NetCashProvidedByUsedInOperatingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMxLTMtMS0xLTExMjE1Mg_1b6a4320-20e6-4948-9e76-2f42431c92f5">3,076,839</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:NetCashProvidedByUsedInOperatingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMxLTUtMS0xLTExMjE1Mg_835dab9f-95df-4614-9fed-8f31b9f19350">527,967</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Cash flows from investing activities</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payments on purchases of securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMzLTEtMS0xLTExMjE1Mg_b5155c36-35a6-473a-b410-c54bac7c30b4">45,474,466</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMzLTMtMS0xLTExMjE1Mg_31691060-d132-4db3-82e1-2c167e51d405">22,344,751</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMzLTUtMS0xLTExMjE1Mg_fc2b9d01-debf-4bd9-9d55-009cfb82cc7f">32,676,856</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from sales of securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM0LTEtMS0xLTExMjE1Mg_54fd86bd-4dbf-4d2b-bb98-9310b4bbaa06">25,055,929</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM0LTMtMS0xLTExMjE1Mg_92b70595-4cd8-42b0-b9a9-075a3ceb0bf2">11,670,321</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM0LTUtMS0xLTExMjE1Mg_7e50794e-fd00-494d-916c-497bd833c963">52,639,778</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Principal payments on securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM1LTEtMS0xLTExMjE1Mg_e9ce045b-517e-41cf-b76e-731b1bad09e7">9,541,036</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM1LTMtMS0xLTExMjE1Mg_9375b6b6-6ad0-47df-87bc-a252398de22a">18,742,951</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM1LTUtMS0xLTExMjE1Mg_fd00f840-89b8-464a-9014-7d04ce3e2511">19,571,476</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payments on purchases and origination of loans</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsToAcquireFinanceReceivables" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM2LTEtMS0xLTExMjE1Mg_ad31dd24-986c-4c7a-b6ae-e62c5772911b">6,137,067</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsToAcquireFinanceReceivables" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM2LTMtMS0xLTExMjE1Mg_06b3da47-0f3f-47fb-b84c-b8f54a19e264">7,715,200</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsToAcquireFinanceReceivables" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM2LTUtMS0xLTExMjE1Mg_10c51faf-830b-4605-920a-8c923723eab5">2,257,314</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from sales of loans</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleOfHeldToMaturitySecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM3LTEtMS0xLTExMjE1Mg_416f0d58-4eb4-4658-8339-0ef9a55db4ff">1,930,367</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromSaleOfHeldToMaturitySecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM3LTMtMS0xLTExMjE1Mg_79610dec-a17b-45b8-aa26-5c0886ae7458">1,213,745</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromSaleOfHeldToMaturitySecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM3LTUtMS0xLTExMjE1Mg_75ba5eb5-f778-4a03-bf22-6e813fd2913e">624,026</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Principal payments on loans</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM4LTEtMS0xLTExMjE1Mg_b1df60e0-c137-410e-b82b-d0476cb61863">1,562,308</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM4LTMtMS0xLTExMjE1Mg_f796bb87-36e2-4d6c-b3c1-4fa5e2de48ea">2,610,912</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM4LTUtMS0xLTExMjE1Mg_d9cc23c9-429f-4aef-a2f4-414d9dba4a09">2,222,500</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payments on purchases of MSR</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsToAcquireMortgageServicingRightsMSR" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM5LTEtMS0xLTExMjE1Mg_0ca106d8-8728-4591-979f-76b936501d4d">1,009,349</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsToAcquireMortgageServicingRightsMSR" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM5LTMtMS0xLTExMjE1Mg_ac3ed220-e933-4069-b6ce-306c7ae9e62d">473,035</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsToAcquireMortgageServicingRightsMSR" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM5LTUtMS0xLTExMjE1Mg_9b5e88c2-abaa-4d3b-ba1a-0506d2cfc6b9">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from sales of MSR</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleOfMortgageServicingRightsMSR" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQwLTEtMS0xLTExMjE1Mg_486c44a7-542b-4c15-af28-9a0137d167e2">9,085</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromSaleOfMortgageServicingRightsMSR" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQwLTMtMS0xLTExMjE1Mg_889d516a-03c0-4b7a-b7d8-c8706ee83278">82,175</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromSaleOfMortgageServicingRightsMSR" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQwLTUtMS0xLTExMjE1Mg_0b6142b0-b081-4b3e-8bc8-8877414b64b6">72,160</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payments on purchases of interests in MSR</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:PaymentsToAcquireInterestInMortgageServicingRights" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQxLTEtMS0xLTExMjE1Mg_54910ad5-1787-43bc-8d32-a1d3d5ec9a75">4,913</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:PaymentsToAcquireInterestInMortgageServicingRights" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQxLTMtMS0xLTExMjE1Mg_6b235a21-73a0-47d2-afde-00ef684d85ec">65,107</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:PaymentsToAcquireInterestInMortgageServicingRights" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQxLTUtMS0xLTExMjE1Mg_d36b49c7-952c-4660-90e1-bc77d1066be7">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Investments in real estate</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsToAcquireCommercialRealEstate" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQyLTEtMS0xLTExMjE1Mg_130d25e0-f74c-40fc-a222-545d3b8a3c04">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsToAcquireCommercialRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQyLTMtMS0xLTExMjE1Mg_9c9ca3c0-ad4b-461f-8836-2380fe3dd82c">2,329</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsToAcquireCommercialRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQyLTUtMS0xLTExMjE1Mg_a94fc398-fc68-4063-8637-c94da5cb462e">7,450</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from sales of real estate</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleOfRealEstateHeldforinvestment" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQzLTEtMS0xLTExMjE1Mg_ac3e72f5-de0c-4b77-8b68-43bba1119a2b">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromSaleOfRealEstateHeldforinvestment" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQzLTMtMS0xLTExMjE1Mg_86ea66c6-0e53-4b77-8601-90ad077fac2d">53,910</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromSaleOfRealEstateHeldforinvestment" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQzLTUtMS0xLTExMjE1Mg_7de16df5-79fa-4846-9d5d-8b6f7d84fa07">149,600</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from reverse repurchase agreements</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSecuritiesPurchasedUnderAgreementsToResell" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ0LTEtMS0xLTExMjE1Mg_bd5de5ae-4717-448e-87a7-d55f22e7e7a6">24,500,024</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromSecuritiesPurchasedUnderAgreementsToResell" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ0LTMtMS0xLTExMjE1Mg_5c907ec7-4d75-47b7-a751-071e8ec564b2">16,734,313</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromSecuritiesPurchasedUnderAgreementsToResell" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ0LTUtMS0xLTExMjE1Mg_d155a935-69a3-4271-99db-9346f5b330b3">58,800,000</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payments on reverse repurchase agreements</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsForSecuritiesPurchasedUnderAgreementsToResell" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ1LTEtMS0xLTExMjE1Mg_895edbc6-8b2e-4942-a339-aba385e8fc1c">24,500,024</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsForSecuritiesPurchasedUnderAgreementsToResell" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ1LTMtMS0xLTExMjE1Mg_0c061a5e-adb9-4a26-9871-b25cdf7155eb">16,734,313</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsForSecuritiesPurchasedUnderAgreementsToResell" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ1LTUtMS0xLTExMjE1Mg_61136447-04d1-458b-9bae-bb18a350dafb">58,800,000</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Distributions in excess of cumulative earnings from unconsolidated joint ventures</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ2LTEtMS0xLTExMjE1Mg_b664ea62-d5d4-400e-9c62-830799ed15a4">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ2LTMtMS0xLTExMjE1Mg_6b32b957-eb50-419d-aaba-2621ef915523">290</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ2LTUtMS0xLTExMjE1Mg_0537102f-3dc7-46e0-b96d-73e1a18831a4">7,590</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from sale of equity securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleOfEquitySecuritiesFvNi" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ4LTEtMS0xLTExMjE1Mg_2edf2109-6c5e-4675-b87c-153b7375c7dd">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromSaleOfEquitySecuritiesFvNi" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ4LTMtMS0xLTExMjE1Mg_497703ac-cfec-4407-8def-b2a823be85f2">6,957</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromSaleOfEquitySecuritiesFvNi" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ4LTUtMS0xLTExMjE1Mg_63c4bd18-3e97-4715-9ad9-d841bfcceb20">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Cash acquired (paid) in asset acquisition</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:CashAcquiredFromAcquisition" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ5LTEtMS0xLTExMjE1Mg_953ad8cb-6ae2-4751-afa8-5ad4e5e6e860">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:CashAcquiredFromAcquisition" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ5LTMtMS0xLTExMjE1Mg_c9ef731f-9906-4899-a7e3-6e655b9d4617">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:CashAcquiredFromAcquisition" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ5LTUtMS0xLTExMjE1Mg_208da8c5-e073-4ce5-aac5-0f9c3a654471">6,264</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net proceeds from business divestiture</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromDivestitureOfBusinessesNetOfCashDivested" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUwLTEtMS0xLTExMjE1Mg_5f73dcf5-cc23-4029-9f8a-c4cdc790b14f">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromDivestitureOfBusinessesNetOfCashDivested" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUwLTMtMS0xLTExMjE1Mg_5ad55950-946a-4173-a569-4879f2fcc49c">1,118,440</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromDivestitureOfBusinessesNetOfCashDivested" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUwLTUtMS0xLTExMjE1Mg_f2853428-c3f5-4bf8-aa34-d18579a13c0b">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Net cash provided by (used in) investing activities</span></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:NetCashProvidedByUsedInInvestingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUxLTEtMS0xLTExMjE1Mg_25a2afad-fa9c-4286-a483-4066e94f6e72">14,527,070</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:NetCashProvidedByUsedInInvestingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUxLTMtMS0xLTExMjE1Mg_8c26c0b7-83c4-483b-b963-9a6f157f8e1f">4,899,279</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:NetCashProvidedByUsedInInvestingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUxLTUtMS0xLTExMjE1Mg_eacc156d-7ccf-4b84-9260-3144dcc31e3a">40,351,774</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Cash flows from financing activities</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from repurchase agreements and other secured financing</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:ProceedsFromRepurchaseAgreements" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUzLTEtMS0xLTExMjE1Mg_f4badda6-d5a4-472c-b806-be5f8f39e3cf">3,571,043,066</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:ProceedsFromRepurchaseAgreements" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUzLTMtMS0xLTExMjE1Mg_915381d0-7f81-4398-b32e-f698425b3ed4">2,288,704,788</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:ProceedsFromRepurchaseAgreements" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUzLTUtMS0xLTExMjE1Mg_53d06ffa-8a1b-435b-b7bc-34dfbe459c0c">2,776,331,362</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payments on repurchase agreements and other secured financing</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:PrincipalPaymentsOnRepurchaseAgreements" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU0LTEtMS0xLTExMjE1Mg_c33873d6-a18f-4497-8c69-a4cea1325cac">3,566,953,367</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:PrincipalPaymentsOnRepurchaseAgreements" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU0LTMtMS0xLTExMjE1Mg_3aa1efbb-fbe6-470e-87c1-4e4cca294dee">2,298,775,005</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:PrincipalPaymentsOnRepurchaseAgreements" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU0LTUtMS0xLTExMjE1Mg_cdbeafa7-de9e-401a-bef0-5338070a3d4e">2,816,805,618</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from issuances of securitized debt</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromIssuanceOfSecuredDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU2LTEtMS0xLTExMjE1Mg_71b1ce37-69f9-46b7-9357-103b40e716c7">5,473,311</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromIssuanceOfSecuredDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU2LTMtMS0xLTExMjE1Mg_7c78effd-f5b8-4e49-9a0f-a0e6431b9ed0">3,719,027</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromIssuanceOfSecuredDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU2LTUtMS0xLTExMjE1Mg_8ba70a78-e2e4-473d-99c7-dfbb6ed7e020">2,385,374</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Principal payments on securitized debt</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:RepaymentsOfSecuredDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU3LTEtMS0xLTExMjE1Mg_0af39cdb-a3a0-4068-8745-7a8a9cfcb68e">1,234,090</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:RepaymentsOfSecuredDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU3LTMtMS0xLTExMjE1Mg_de05201b-db86-4dea-87da-8881960255a6">1,716,196</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:RepaymentsOfSecuredDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU3LTUtMS0xLTExMjE1Mg_ecc5a891-fab2-43ab-abc6-57ec78c5bf28">1,238,962</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payments on purchases of securitized debt</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:PaymentsFromReliefOfSecuritizedDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU4LTEtMS0xLTExMjE1Mg_aa3cdf98-9aef-4fea-a195-4add5597dfbc">8,495</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:PaymentsFromReliefOfSecuritizedDebt" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU4LTMtMS0xLTExMjE1Mg_abf3f044-c47c-4985-87e8-f689c966c5ed">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:PaymentsFromReliefOfSecuritizedDebt" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU4LTUtMS0xLTExMjE1Mg_bf9b9f4a-39fc-4318-9847-602ef738365e">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payment of deferred financing cost</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsOfFinancingCosts" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU5LTEtMS0xLTExMjE1Mg_a0768833-3512-4e43-9a92-9f0a057a36b3">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsOfFinancingCosts" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU5LTMtMS0xLTExMjE1Mg_c375c191-c931-4926-a846-62f02932669a">9,279</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsOfFinancingCosts" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU5LTUtMS0xLTExMjE1Mg_65f4bd27-1118-4af4-b22d-6b89268e3ddd">553</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net proceeds from stock offerings, direct purchases and dividend reinvestments</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromIssuanceOfCommonStock" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYwLTEtMS0xLTExMjE1Mg_1422ff1d-11c9-4b54-9245-f93625ff8b64">2,636,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromIssuanceOfCommonStock" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYwLTMtMS0xLTExMjE1Mg_b56397b9-5989-48dd-ba6c-52f15076153d">552,215</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromIssuanceOfCommonStock" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYwLTUtMS0xLTExMjE1Mg_eb6cbec1-c9c8-4571-81a1-f9dcf5278de0">1,175</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Redemptions of preferred stock</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsForRepurchaseOfPreferredStockAndPreferenceStock" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYxLTEtMS0xLTExMjE1Mg_96cdc6e0-bf05-42aa-8430-841010925212">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsForRepurchaseOfPreferredStockAndPreferenceStock" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYxLTMtMS0xLTExMjE1Mg_607f7174-d1b7-4383-8652-e97078e5c850">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsForRepurchaseOfPreferredStockAndPreferenceStock" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYxLTUtMS0xLTExMjE1Mg_8d12a2b8-c9c8-4ad5-99ba-c154d09bd82f">460,000</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Proceeds from participations issued</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:ProceedsFromParticipatingMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYyLTEtMS0xLTExMjE1Mg_3c50d20e-9594-458b-b882-f78e7f82e99c">1,908,204</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:ProceedsFromParticipatingMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYyLTMtMS0xLTExMjE1Mg_e6d60f50-50c1-4c17-ac5d-e33c51ad20ec">1,847,821</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:ProceedsFromParticipatingMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYyLTUtMS0xLTExMjE1Mg_6d1b5153-b147-48f0-81cf-73724de2511d">38,741</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Payments on repurchases of participations issued</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:PaymentsOnRepurchaseOfParticipatingMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYzLTEtMS0xLTExMjE1Mg_5ae88c7b-93e4-4c6f-83a0-9bd6c24dd1fd">1,973,666</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:PaymentsOnRepurchaseOfParticipatingMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYzLTMtMS0xLTExMjE1Mg_930b46c3-563b-47f5-8b95-b2771995992d">818,575</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:PaymentsOnRepurchaseOfParticipatingMortgageLoans" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYzLTUtMS0xLTExMjE1Mg_21945675-01a7-4dda-a597-230bfaa7885c">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Principal payments on participations issued</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:PrincipalPaymentsOnParticipationMortgageLoansIssued" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY0LTEtMS0xLTExMjE1Mg_7e242320-e63b-42d3-ad42-398f8fe24407">50,712</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:PrincipalPaymentsOnParticipationMortgageLoansIssued" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY0LTMtMS0xLTExMjE1Mg_980af5b0-c8d6-40ba-ae74-052b73cfc1dd">23,374</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:PrincipalPaymentsOnParticipationMortgageLoansIssued" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY0LTUtMS0xLTExMjE1Mg_3c3f3014-1a22-4cce-b40e-4cc7fdf08b69">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net principal receipts (payments) on mortgages payable</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromRepaymentsOfOtherLongTermDebt" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY1LTEtMS0xLTExMjE1Mg_59c6a7f9-cd81-453d-9ce5-04dde1dbb79a">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:ProceedsFromRepaymentsOfOtherLongTermDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY1LTMtMS0xLTExMjE1Mg_746298ef-3f45-4edd-ba12-e20421ad3b94">2,237</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:ProceedsFromRepaymentsOfOtherLongTermDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY1LTUtMS0xLTExMjE1Mg_b25900f9-8533-4ad1-ab2c-1f48457ab00a">60,980</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net contributions (distributions) from (to) noncontrolling interests</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromPaymentsToMinorityShareholders" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY2LTEtMS0xLTExMjE1Mg_5268839b-8d1d-42ba-89f9-c163755a8afd">72,389</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromPaymentsToMinorityShareholders" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY2LTMtMS0xLTExMjE1Mg_d5f5cc18-e244-4647-b5c6-cd7d8bdd6cde">5,635</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromPaymentsToMinorityShareholders" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY2LTUtMS0xLTExMjE1Mg_3c62db8a-3ced-4640-bc0a-e899007b7a7f">7,762</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Net payments on share repurchase</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsForRepurchaseOfCommonStock" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY3LTEtMS0xLTExMjE1Mg_e766bc34-07bb-41a7-abc3-c51a231e1544">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsForRepurchaseOfCommonStock" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY3LTMtMS0xLTExMjE1Mg_82e52825-aa00-4bc9-b879-8559f20a1480">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsForRepurchaseOfCommonStock" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY3LTUtMS0xLTExMjE1Mg_c02345a7-1a59-486e-88dc-1e58134af413">209,418</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Settlement of stock-based awards in satisfaction of withholding tax requirements</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsRelatedToTaxWithholdingForShareBasedCompensation" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY4LTEtMS0xLTExMjE1Mg_4d71f3e4-4c36-4522-93ba-baeb1bebe992">4,108</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsRelatedToTaxWithholdingForShareBasedCompensation" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY4LTMtMS0xLTExMjE1Mg_21ae85fc-0eb8-4b20-b153-675c45d5f8e3">2,830</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsRelatedToTaxWithholdingForShareBasedCompensation" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY4LTUtMS0xLTExMjE1Mg_36371331-be15-48bb-b663-9e60b8282f57">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Dividends paid</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsOfDividends" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY5LTEtMS0xLTExMjE1Mg_41920f02-b57b-45a8-976f-2d6480db9d49">1,519,249</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsOfDividends" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY5LTMtMS0xLTExMjE1Mg_9ef03e1e-ad84-41d0-980b-ce9b4b598303">1,359,721</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PaymentsOfDividends" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY5LTUtMS0xLTExMjE1Mg_8bb23fed-0b4d-45c8-a8e7-c99114576dc0">1,475,650</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Net cash provided by (used in) financing activities</span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:NetCashProvidedByUsedInFinancingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcwLTEtMS0xLTExMjE1Mg_4091be82-4580-465e-ae13-c6f40e1c9bd8">9,389,283</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:NetCashProvidedByUsedInFinancingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcwLTMtMS0xLTExMjE1Mg_bdd0e149-eba2-440c-a12b-2268d58e6b00">7,877,731</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:NetCashProvidedByUsedInFinancingActivities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcwLTUtMS0xLTExMjE1Mg_1eefc23b-ed1f-4fd0-a5c1-f71e59b980c7">41,486,767</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Net (decrease) increase in cash and cash equivalents</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcxLTEtMS0xLTExMjE1Mg_8f7e068c-23dd-4ea1-80c1-dc624c154add">234,624</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcxLTMtMS0xLTExMjE1Mg_25db43bb-2bf1-4cb6-99c4-6363f341f29f">98,387</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcxLTUtMS0xLTExMjE1Mg_b0e22430-053b-428c-ad96-79baedbf161c">607,026</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Cash and cash equivalents including cash pledged as collateral, beginning of period</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcyLTEtMS0xLTExMjE1Mg_7c9f2932-08eb-4115-aed6-b7f76a1d517e">1,342,090</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6c589c7729574f33a050cbce15906304_I20201231" decimals="-3" name="us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcyLTMtMS0xLTExMjE1Mg_53ec96df-e8c0-4b57-9d68-918dd0cb4eea">1,243,703</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7fd95b1d1c71441a92d393531523717b_I20191231" decimals="-3" name="us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcyLTUtMS0xLTExMjE1Mg_fc1b2d41-8538-4b03-be11-e69b922e605f">1,850,729</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Cash and cash equivalents including cash pledged as collateral, end of period</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzczLTEtMS0xLTExMjE1Mg_ed3b3099-f6a8-45eb-b732-dd512a21effb">1,576,714</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzczLTMtMS0xLTExMjE1Mg_d2c1e320-f7b5-4428-af53-88dd04165845">1,342,090</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6c589c7729574f33a050cbce15906304_I20201231" decimals="-3" name="us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzczLTUtMS0xLTExMjE1Mg_b7e843b1-acd3-4b29-bcdc-35a750485ad1">1,243,703</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Supplemental disclosure of cash flow information</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Interest received</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromInterestReceived" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc1LTEtMS0xLTExMjE1Mg_0e921b0c-1e7e-462b-916d-99b4aadafa6f">2,459,012</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromInterestReceived" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc1LTMtMS0xLTExMjE1Mg_9ccbd433-38f3-4128-bf79-d4a7c986a505">2,701,381</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromInterestReceived" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc1LTUtMS0xLTExMjE1Mg_11d2543c-3544-4e5d-b003-d98be53be75b">3,681,826</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Dividends received</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromDividendsReceived" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc2LTEtMS0xLTExMjE1Mg_c1f664c2-4cd6-4fed-8bfe-2e7639de0e9b">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProceedsFromDividendsReceived" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc2LTMtMS0xLTExMjE1Mg_eaad39db-ce86-48c4-88fe-a99e5d13d03a">51</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:ProceedsFromDividendsReceived" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc2LTUtMS0xLTExMjE1Mg_af2e1fa2-b668-4279-a8c4-4363aea220b4">4,643</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Interest paid (excluding interest paid on interest rate swaps)</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:InterestPaidExcludingInterestPaidOnInterestRateSwaps" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc5LTEtMS0xLTExMjE1Mg_aa0bf310-fd04-4967-b817-fcc4b483592a">866,829</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:InterestPaidExcludingInterestPaidOnInterestRateSwaps" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc5LTMtMS0xLTExMjE1Mg_6babb4ff-3c1a-4947-b86e-22d1dc6d0cf6">269,244</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:InterestPaidExcludingInterestPaidOnInterestRateSwaps" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc5LTUtMS0xLTExMjE1Mg_03308220-16a2-4a03-aa43-14f83c65f890">1,166,977</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Net interest received (paid) on interest rate swaps</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:InterestPaidNetInterestRateDerivative" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgwLTEtMS0xLTExMjE1Mg_bb3ce549-4295-4a6f-9d34-0ce6e5d23413">15,621</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="nly:InterestPaidNetInterestRateDerivative" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgwLTMtMS0xLTExMjE1Mg_bad5c834-c336-4fdf-86dc-d5aeed9d496c">340,738</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:InterestPaidNetInterestRateDerivative" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgwLTUtMS0xLTExMjE1Mg_0c90cc71-5eff-482b-b9fa-1c88cfa740c8">296,621</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Taxes received (paid)</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:IncomeTaxesPaidNet" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgxLTEtMS0xLTExMjE1Mg_019bb9ff-510e-4e38-9e4b-54b5a880f8f3">492</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:IncomeTaxesPaidNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgxLTMtMS0xLTExMjE1Mg_90137802-65f8-47a9-b93e-b35e1d2fa15c">3,797</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:IncomeTaxesPaidNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgxLTUtMS0xLTExMjE1Mg_872615dc-b7a9-452e-a90e-2803a6812611">1,515</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Noncash investing and financing activities</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Receivable for unsettled trades</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:ReceivableForInvestmentSecuritiesSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgzLTEtMS0xLTExMjE1Mg_b7c7d2ea-8b79-4f9c-9dc1-18b28be20393">575,091</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:ReceivableForInvestmentSecuritiesSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgzLTMtMS0xLTExMjE1Mg_d6a0d314-d094-48a7-8e21-2b89e2e3db52">2,656</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6c589c7729574f33a050cbce15906304_I20201231" decimals="-3" name="nly:ReceivableForInvestmentSecuritiesSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgzLTUtMS0xLTExMjE1Mg_d7435b83-3bad-4f01-8d75-da7b0c766c31">15,912</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Payable for unsettled trades</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:PayableForInvestmentSecuritiesPurchased" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg0LTEtMS0xLTExMjE1Mg_bad9e386-f18b-429a-b81b-e157df594588">1,157,846</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:PayableForInvestmentSecuritiesPurchased" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg0LTMtMS0xLTExMjE1Mg_4e6f5509-555a-4d03-91ed-28eb1274db5f">147,908</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6c589c7729574f33a050cbce15906304_I20201231" decimals="-3" name="nly:PayableForInvestmentSecuritiesPurchased" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg0LTUtMS0xLTExMjE1Mg_aec5c1cd-4919-48e3-9a25-e7ee86f542e3">884,069</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="nly:NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg1LTEtMS0xLTExMjE1Mg_3d81d1da-f8be-42e2-be93-e5e03d00eb09">4,667,306</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="nly:NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg1LTMtMS0xLTExMjE1Mg_1d1811d0-c6ae-454a-b710-58079785ce9f">2,415,925</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg1LTUtMS0xLTExMjE1Mg_9a838c26-1368-4578-9896-275f0891ea86">1,236,144</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Dividends declared, not yet paid</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:DividendsPayableCurrentAndNoncurrent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg4LTEtMS0xLTExMjE1Mg_2aa291e1-8459-480e-894b-0ee570f7b2f2">412,113</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:DividendsPayableCurrentAndNoncurrent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg4LTMtMS0xLTExMjE1Mg_3fcd1d24-2b18-424b-9c5e-6f71b8e57f84">321,142</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6c589c7729574f33a050cbce15906304_I20201231" decimals="-3" name="us-gaap:DividendsPayableCurrentAndNoncurrent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg4LTUtMS0xLTExMjE1Mg_f6f7ccff-afbc-4f41-b0d6-89f5ee4987b7">307,613</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Derecognition of assets of consolidated VIEs</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg5LTEtMS0xLTExMjE1Mg_e5ba9334-cce6-4852-8151-81acfc6f811a">424,005</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg5LTMtMS0xLTExMjE1Mg_e61b82b2-52ed-4d34-a292-f3def6051917">3,075,961</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg5LTUtMS0xLTExMjE1Mg_643a2129-5f0a-4e06-bda8-0116f9a0aa4e">1,222,221</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Derecognition of securitized debt of consolidated VIEs</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkwLTEtMS0xLTExMjE1Mg_ed63f4d3-5aaa-4eeb-8560-7a9926933c0d">391,928</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkwLTMtMS0xLTExMjE1Mg_22e2fee4-3037-4702-b45a-9983f6b26e5e">2,506,799</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:3pt double #000000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkwLTUtMS0xLTExMjE1Mg_f8e040d5-b048-49f1-8541-23d28f663b1f">1,141,311</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Derecognition of mortgages payable</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkxLTEtMS0xLTExMjE1Mg_1c9d38de-5d3f-45e4-90f5-30cb12257232">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkxLTMtMS0xLTExMjE1Mg_ff803f96-15bb-4239-803b-2cfc5cf0f36f">314,485</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:3pt double #000;padding:2px 0;text-align:right;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkxLTUtMS0xLTExMjE1Mg_8a5055ee-c2b1-44d8-9292-498572702c5c">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:middle"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="18" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">See notes to consolidated financial statements.</span></td></tr></table></div><div style="height:40.5pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><br/>F-6</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_367"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">NOTES TO CONSOLIDATED FINANCIAL STATEMENTS</span></div><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">FOR THE YEARS ENDED December 31, 2022, 2021 and 2020 </span></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">________________________________________________________________________________________________________________________________</span></div><div id="i700770ee33434e33a71763c387c61302_370"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:BusinessDescriptionAndBasisOfPresentationTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzAvZnJhZzowZTljYzA3MmFlMTE0NzQ3ODM0YTIxMjAwZTdjNDQ2MS90ZXh0cmVnaW9uOjBlOWNjMDcyYWUxMTQ3NDc4MzRhMjEyMDBlN2M0NDYxXzE4MDM_c73a4fca-1aae-47ec-9f80-c753743da4c2" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">1. DESCRIPTION OF BUSINESS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Annaly Capital Management, Inc. (the &#8220;Company&#8221; or &#8220;Annaly&#8221;) is a Maryland corporation that commenced operations on February 18, 1997. The Company is a leading diversified capital manager with investment strategies across mortgage finance. The Company owns a portfolio of real estate related investments, including mortgage pass-through certificates, collateralized mortgage obligations, credit risk transfer (&#8220;CRT&#8221;) securities, other securities representing interests in or obligations backed by pools of mortgage loans, residential mortgage loans and mortgage servicing rights (&#8220;MSR&#8221;). The Company&#8217;s principal business objective is to generate net income for distribution to its stockholders and optimize its returns through prudent management of its diversified investment strategies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company is an internally-managed company that has elected to be taxed as a Real Estate Investment Trust (&#8220;REIT&#8221;) as defined under the Internal Revenue Code of 1986, as amended, and regulations promulgated thereunder (the &#8220;Code&#8221;). Prior to the closing of the Internalization (as defined in &#8220;Related Party Transactions&#8221; Note) on June 30, 2020, the Company was externally managed by Annaly Management Company LLC (the &#8220;Former Manager&#8221;).</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:ScheduleOfInvestmentGroupsTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzAvZnJhZzowZTljYzA3MmFlMTE0NzQ3ODM0YTIxMjAwZTdjNDQ2MS90ZXh0cmVnaW9uOjBlOWNjMDcyYWUxMTQ3NDc4MzRhMjEyMDBlN2M0NDYxXzE3OTk_445a04c5-3e6e-45f3-95ae-f2f25769e8b6" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s <ix:nonFraction unitRef="investmentgroup" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="INF" name="nly:NumberOfInvestmentGroups" format="ixt-sec:numwordsen" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzAvZnJhZzowZTljYzA3MmFlMTE0NzQ3ODM0YTIxMjAwZTdjNDQ2MS90ZXh0cmVnaW9uOjBlOWNjMDcyYWUxMTQ3NDc4MzRhMjEyMDBlN2M0NDYxXzEyNjI_f4c0f5f8-1108-43e3-80f4-d16cf0bf3dbb">three</ix:nonFraction> investment groups are primarily comprised of the following:</span></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:31.694%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:66.106%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Investment Groups</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Description</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Agency Group</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Invests in Agency mortgage-backed securities (&#8220;MBS&#8221;) collateralized by residential mortgages which are guaranteed by Fannie Mae, Freddie Mac or Ginnie Mae and complementary investments within the Agency market, including  Agency commercial mortgage-backed securities.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Residential Credit Group</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Invests primarily in non-Agency residential whole loans and securitized products within the residential and commercial markets.</span></td></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Mortgage Servicing Rights Group</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Invests in MSR, which provide the right to service residential mortgage loans in exchange for a portion of the interest payments made on the loans.</span></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In April 2022, the Company announced that it had entered into a definitive agreement to sell substantially all of the assets that comprise the Annaly Middle Market Lending (&#8220;MML&#8221;) portfolio, including assets held on balance sheet as well as assets managed for third parties. The vast majority of these assets were legally transferred at the end of the third quarter of 2022 and the remaining assets were transferred by the end of the fourth quarter of 2022. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information on the transaction.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In March 2021, the Company announced that it had entered into a definitive agreement to sell and exit its Commercial Real Estate (&#8220;CRE&#8221;) business. During the year ended December 31, 2021, the platform and the significant majority of the assets were transferred with the remaining assets transferred by the end of the year ended December 31, 2022. Refer to the &#8220;Sale of Commercial Real Estate Business&#8221; Note for additional information.</span></div></ix:nonNumeric><div id="i700770ee33434e33a71763c387c61302_373"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:BasisOfAccounting" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzMvZnJhZzo3NGNiZGJkNWQwM2Q0YzgxOTUyOGRjZTVlMWFjMTViYi90ZXh0cmVnaW9uOjc0Y2JkYmQ1ZDAzZDRjODE5NTI4ZGNlNWUxYWMxNWJiXzQwNDM_b486c11c-f4dd-432e-818d-dea1781e20dd" continuedAt="ib6d5ee26569144b9ae6cfb5bcecafc9d" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">2. BASIS OF PRESENTATION</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:BasisOfAccountingPolicyPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzMvZnJhZzo3NGNiZGJkNWQwM2Q0YzgxOTUyOGRjZTVlMWFjMTViYi90ZXh0cmVnaW9uOjc0Y2JkYmQ1ZDAzZDRjODE5NTI4ZGNlNWUxYWMxNWJiXzQwMzg_1ad3b525-77ca-4955-a624-6f4c25fd5bba" escape="true">The accompanying consolidated financial statements and related notes of the Company have been prepared in accordance with U.S. generally accepted accounting principles (&#8220;GAAP&#8221;).</ix:nonNumeric> </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The preparation of the consolidated financial statements requires management to make estimates and assumptions that affect the reported balance sheet amounts and/or disclosures at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ materially from those estimates. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Certain line items in the Company&#8217;s Consolidated Statements of Cash Flows were aggregated to simplify presentation. Prior periods have been adjusted to conform to the current presentation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Beginning with the quarter ended March 31, 2022, in light of the continued growth of its mortgage servicing rights portfolio the Company enhanced its financial disclosures by separately reporting servicing income and servicing expense in its Consolidated Statements of Comprehensive Income (Loss). Servicing income and servicing expense were previously included within Other income (loss). As a result of this change, prior periods have been adjusted to conform to the current presentation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In addition, beginning with the quarter ended March 31, 2022, the Company consolidated certain line items in its Consolidated Statements of Comprehensive Income (Loss) in an effort to streamline and simplify its financial presentation. Amounts previously reported under Net interest component of interest rate swaps, Realized gains (losses) on termination or maturity of interest rate swaps, Unrealized gains (losses) on interest rate swaps and Net gains (losses) on other derivatives are combined </span></div></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><br/>F-7</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="ib6d5ee26569144b9ae6cfb5bcecafc9d"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">into a single line item titled Net gains (losses) on derivatives. Similarly, amounts previously reported under Net gains (losses) on disposal of investments and other and Net unrealized gains (losses) on instruments measured at fair value through earnings are combined into a single line item titled Net gains (losses) on investments and other. As a result of these changes, prior periods have been adjusted to conform to the current presentation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Reverse Stock Split</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On September 8, 2022, the Company announced that its Board had unanimously approved a reverse stock split of the Company&#8217;s common stock at a ratio of 1-for-4 (the &#8220;Reverse Stock Split&#8221;). The Reverse Stock Split was effective following the close of business on September 23, 2022 (the &#8220;Effective Time&#8221;). Accordingly, at the Effective Time, every four issued and outstanding shares of the Company&#8217;s common stock were converted into one share of the Company&#8217;s common stock. No fractional shares were issued in connection with the Reverse Stock Split. Instead, each stockholder that would have held fractional shares as a result of the Reverse Stock Split received cash in lieu of such fractional shares. The par value per share of the Company&#8217;s common stock remained unchanged at $<ix:nonFraction unitRef="usdPerShare" contextRef="idec7d8a3638c4527bd18e87515ca5eda_I20220908" decimals="2" name="us-gaap:CommonStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzMvZnJhZzo3NGNiZGJkNWQwM2Q0YzgxOTUyOGRjZTVlMWFjMTViYi90ZXh0cmVnaW9uOjc0Y2JkYmQ1ZDAzZDRjODE5NTI4ZGNlNWUxYWMxNWJiXzI3NDg3NzkwNzQ0MTU_71b3fd4e-4b24-4e0b-859d-f970f68faf9b">0.01</ix:nonFraction> per share after the Reverse Stock Split. Accordingly, for all historical periods presented, an amount equal to the par value of the reduced number of shares resulting from the Reverse Stock Split was reclassified from Common stock to Additional paid in capital in the Company&#8217;s Consolidated Statements of Financial Condition. All references made to share or per share amounts in the accompanying consolidated financial statements and applicable disclosures have been retroactively adjusted to reflect the effects of the Reverse Stock Split.</span></div></ix:continuation><div><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_376"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:SignificantAccountingPoliciesTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDU2_0dac491d-f879-43da-b20a-28a5765f5e57" continuedAt="i1d9b3753009449bd93b800d6f20bf89b" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">3. SIGNIFICANT ACCOUNTING POLICIES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s significant accounting policies are described below or are included elsewhere in these notes to the consolidated financial statements.</span></div><div style="margin-bottom:6pt;text-align:justify"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ConsolidationPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDc2_01a92bf4-2d9b-4257-a3a6-eedc0a12c743" escape="true"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Principles of Consolidation</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The consolidated financial statements include the accounts of the entities where the Company has a controlling financial interest. In order to determine whether the Company has a controlling financial interest, it first evaluates whether an entity is a voting interest entity (&#8220;VOE&#8221;) or a variable interest entity (&#8220;VIE&#8221;).  All intercompany balances and transactions have been eliminated in consolidation.</span></ix:nonNumeric></div><div style="margin-bottom:6pt;text-align:justify"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:ConsolidationVotingInterestEntityPolicyPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDg0_8db06571-8d69-4bf7-9e30-735aa4c01f2d" escape="true"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Voting Interest Entities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8211; A VOE is an entity that has sufficient equity and in which equity investors have a controlling financial interest. The Company consolidates VOEs where it has a majority of the voting equity of such VOE.</span></ix:nonNumeric></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ConsolidationVariableInterestEntityPolicy" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDI0_237ab9ff-19f7-47e7-8889-e0ac0c0d65b6" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Variable Interest Entities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211;  A VIE is defined as an entity in which equity investors (i) do not have the characteristics of a controlling financial interest, and/or (ii) do not have sufficient equity at risk for the entity to finance its activities without additional subordinated financial support from other parties. A VIE is required to be consolidated by its primary beneficiary, which is defined as the party that has both (i) the power to control the activities that most significantly impact the VIE&#8217;s economic performance and (ii) the obligation to absorb losses or the right to receive benefits from the VIE that could potentially be significant to the VIE.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company performs ongoing reassessments of whether changes in the facts and circumstances regarding the Company&#8217;s involvement with a VIE causes the Company&#8217;s consolidation conclusion to change. Refer to the &#8220;Variable Interest Entities&#8221; Note for further information.</span></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:EquityMethodInvestmentsPolicy" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDY0_d907ebed-0605-4965-a3e8-a05249c98a1f" continuedAt="ibc6f088b52de4d7db7a966fed494a353" escape="true">Equity Method Investments</ix:nonNumeric></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="ibc6f088b52de4d7db7a966fed494a353"> - For entities that are not consolidated, but where the Company has significant influence over the operating or financial decisions of the entity, the Company accounts for the investment under the equity method of accounting. In accordance with the equity method of accounting, the Company will recognize its share of earnings or losses of the investee in the period in which they are reported by the investee.  The Company also considers whether there are any indicators of other-than-temporary impairment of joint ventures accounted for under the equity method. These investments are included in Other assets with income or loss included in Other, net.</ix:continuation> </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:CashAndCashEquivalentsPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDY1_c19b4953-bdac-4a0e-9b40-b52c5eff02ce" continuedAt="if86d50d23ee2432694fa2d7712f04358" escape="true">Cash and Cash Equivalents &#8211;</ix:nonNumeric></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="if86d50d23ee2432694fa2d7712f04358"> Cash and cash equivalents include cash on hand, cash held in money market funds on an overnight basis and cash pledged as collateral with counterparties. Cash deposited with clearing organizations is carried at cost, which approximates fair value.</ix:continuation> Cash and securities deposited with clearing organizations and collateral held in the form of cash on margin with counterparties to the Company&#8217;s interest rate swaps and other derivatives totaled $<ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-8" name="us-gaap:MarginDepositAssets" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzI5NDI_a6f1da45-afa1-42e7-b37c-6aec2126924a">1.4</ix:nonFraction> billion and $<ix:nonFraction unitRef="usd" contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231" decimals="-8" name="us-gaap:MarginDepositAssets" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzI5NDk_d257ab6c-75cc-44a4-846f-9329182bf4db">1.2</ix:nonFraction> billion at December 31, 2022 and December 31, 2021, respectively.</span></div><div style="margin-bottom:6pt;text-align:justify"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:FairValueMeasurementPolicyPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDM3_e9d71f68-23a8-4131-bc86-54a94d2e76a6" continuedAt="ibd7f976eb373418b998759410a2380ca" escape="true"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Fair Value Measurements and the Fair Value Option</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company reports various investments at fair value, including certain eligible financial instruments elected to be accounted for under the fair value option (&#8220;FVO&#8221;). The Company chooses to elect the FVO in order to simplify the accounting treatment for certain financial instruments. Items for which the FVO has been elected are presented at fair value in the Consolidated Statements of Financial Condition and any change in fair value is recorded in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). For </span></ix:nonNumeric></div></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-8</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i1d9b3753009449bd93b800d6f20bf89b" continuedAt="idcb1b0077e794ddab8f9ff54d4e7095e"><ix:continuation id="ibd7f976eb373418b998759410a2380ca" continuedAt="i3fc5f253c0a549bc924f77fcf384cdc8"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">additional information regarding financial instruments for which the Company has elected the FVO see the table in the &#8220;Financial Instruments&#8221; Note.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Fair Value Measurements&#8221; Note for a complete discussion on the methodology utilized by the Company to estimate the fair value of certain financial instruments. </span></div></ix:continuation><div style="margin-bottom:6pt;text-align:justify"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:DerivativesOffsettingFairValueAmountsPolicy" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDcz_b2044705-1d6a-4ac0-8714-c7c55fc84e77" escape="true"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Offsetting Assets and Liabilities - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company elected to present all derivative instruments on a gross basis as discussed in the &#8220;Derivative Instruments&#8221; Note. Reverse repurchase and repurchase agreements are presented net in the Consolidated Statements of Financial Condition if they meet the offsetting criteria. Please see below and refer to the &#8220;Secured Financing&#8221;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Note for further discussion on reverse repurchase and repurchase agreements.</span></ix:nonNumeric></div><div style="margin-bottom:6pt;text-align:justify"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:DerivativesPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDg1_cd288386-6e6c-44ef-a2e1-563461750089" escape="true"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Derivative Instruments &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> Derivatives are recognized as either assets or liabilities at fair value in the Consolidated Statements of Financial Condition with changes in fair value recognized in the Consolidated Statements of Comprehensive Income (Loss). The changes in the estimated fair value are presented within Net gains (losses) on derivatives. None of the Company&#8217;s derivative transactions have been designated as hedging instruments for accounting purposes. Refer to the &#8220;Derivative Instruments&#8221; Note for further discussion.</span></ix:nonNumeric></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:CompensationRelatedCostsPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDI2_7b43cbf6-79a8-4e66-aca2-f054eb8decd4" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Stock-Based Compensation</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company measures compensation expense for stock-based awards at fair value, which is generally based on the grant-date fair value of the Company&#8217;s common stock. Compensation expense is recognized ratably over the vesting or requisite service period of the award. Stock-based awards that contain market-based conditions are valued using a model.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Compensation expense for awards with performance conditions is recognized based on the probable outcome of the performance condition at each reporting date.&#160;Compensation expense for awards with market conditions is recognized irrespective of the probability of the market condition being achieved and is not reversed if the market condition is not met. Stock-based awards that do not require future service (i.e., vested awards) are expensed immediately. Forfeitures are recorded when they occur. The Company generally issues new shares of common stock upon delivery of stock-based awards.</span></div></ix:nonNumeric><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:RevenueRecognitionInterest" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDU5_24850f9e-4c3c-4c23-98fb-c81b97007290" continuedAt="i0c8f776c74be4f3689e2b561bbb5aa63" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Interest Income - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company recognizes interest income primarily on Residential Securities (as defined in the &#8220;Securities&#8221; Note), residential mortgage loans, commercial investments and reverse repurchase agreements. Interest accrued but not received is recognized as Interest receivable on the Consolidated Statements of Financial Condition. Interest income is presented as a separate line item on the Consolidated Statements of Comprehensive Income (Loss). Refer to the &#8220;Interest Income and Interest Expense&#8221; Note for further discussion.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For its securities, the Company recognizes coupon income, which is a component of interest income, based upon the outstanding principal amounts of the financial instruments and their contractual terms. In addition, the Company amortizes or accretes premiums or discounts into interest income for its Agency mortgage-backed securities (other than interest-only securities, multifamily and reverse mortgages), taking into account estimates of future principal prepayments in the calculation of the effective yield.&#160; The Company recalculates the effective yield as differences between anticipated and actual prepayments occur. Using third party model and market information to project future cash flows and expected remaining lives of securities, the effective interest rate determined for each security is applied as if it had been in place from the date of the security&#8217;s acquisition. The amortized cost of the security is then adjusted to the amount that would have existed had the new effective yield been applied since the acquisition date, which results in a cumulative premium amortization adjustment in each period. The adjustment to amortized cost is offset with a charge or credit to interest income. Changes in interest rates and other market factors will impact prepayment speed projections and the amount of premium amortization recognized in any given period.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Premiums or discounts associated with the purchase of Agency interest-only securities, reverse mortgages and residential credit securities are amortized or accreted into interest income based upon current expected future cash flows with any adjustment to yield made on a prospective basis.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Premiums and discounts associated with the purchase of residential mortgage loans and with those transferred or pledged to securitization trusts are primarily amortized or accreted into interest income over their estimated remaining lives using the effective interest rates inherent in the estimated cash flows from the mortgage loans. Amortization of premiums and accretion of discounts are presented in Interest income in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If collection of a loan&#8217;s principal or interest is in doubt or the loan is 90 days or more past due, interest income is not accrued. For nonaccrual status loans carried at fair value or held for sale, interest is not accrued but is recognized on a cash basis. For nonaccrual status loans carried at amortized cost, if collection of principal is not in doubt but collection of interest is in doubt, interest income is recognized on a cash basis. If collection of principal is in doubt, any interest received is applied against principal until collectability of the remaining balance is no longer in doubt; at that point, any interest income is recognized on a cash basis. Generally, a loan is returned to accrual status when the borrower has resumed paying the full amount of the scheduled contractual obligation, if all principal and interest amounts contractually due are reasonably assured of repayment within a reasonable period of time and there is a sustained period of repayment performance by the borrower. Refer to the  &#8220;Interest Income and Interest Expense&#8221; Note for further discussion on interest.</span></div></ix:nonNumeric></ix:continuation><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-9</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="idcb1b0077e794ddab8f9ff54d4e7095e"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="i0c8f776c74be4f3689e2b561bbb5aa63">The Company has made an accounting policy election not to measure an allowance for loans losses for accrued interest receivable. If interest receivable is deemed to be uncollectible or not collected within 90 days of its contractual due date for commercial loans or 120 days for corporate debt carried at amortized cost, it is written off through a reversal of interest income. Any interest written off that is recovered is recognized as interest income.</ix:continuation></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Interest Income and Interest Expense&#8221; Note for further discussion of interest income.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:IncomeTaxPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDUy_77779ad3-ebb2-493f-a3c9-393100775646" continuedAt="ie2d57e4395b24571b9ae48e45c0cd68d" escape="true">Income Taxes</ix:nonNumeric></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="ie2d57e4395b24571b9ae48e45c0cd68d"> &#8211; The Company has elected to be taxed as a REIT and intends to comply with the provisions of the Code, with respect thereto.&#160;As a REIT, the Company will not incur federal income tax to the extent that it distributes its taxable income to its stockholders.&#160;The Company and certain of its direct and indirect subsidiaries have made separate joint elections to treat these subsidiaries as taxable REIT subsidiaries (&#8220;TRSs&#8221;).&#160; As such, each of these TRSs is taxable as a domestic C corporation and subject to federal, state and local income taxes based upon its taxable income.</ix:continuation> Refer to the &#8220;Income Taxes&#8221; Note for further discussion on income taxes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:NewAccountingPronouncementsPolicyPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDc0_b08cf4d2-a4c9-459a-8d0e-e3ffe709b34d" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Recent Accounting Pronouncements</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company considers the applicability and impact of all Accounting Standards Updates (&#8220;ASUs&#8221;).&#160;There were no recent ASUs that are expected to have a significant impact on the Company's consolidated financial statements when adopted or had a significant impact on the Company's consolidated financial statements upon adoption.</span></div></ix:nonNumeric></ix:continuation><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:96.637%"><tr><td style="width:1.0%"></td><td style="width:12.213%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:21.895%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.154%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:50.338%"></td><td style="width:0.1%"></td></tr><tr style="height:12pt"><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-10</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_379"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:FinancialInstrumentsDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90ZXh0cmVnaW9uOjZlZDRmYjE1MWFjZTRiZDY5NjI2NzgzZjI1NzUzZGU3XzEyMQ_fcf08c80-3fbd-4a50-a1b0-ff77234fc76b" escape="true"><div style="margin-bottom:3pt;margin-top:12pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">4. FINANCIAL INSTRUMENTS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:TradingSecuritiesAndCertainTradingAssetsTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90ZXh0cmVnaW9uOjZlZDRmYjE1MWFjZTRiZDY5NjI2NzgzZjI1NzUzZGU3XzEyNA_212379cd-b374-45f9-8210-e1503972f077" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents characteristics for certain of the Company&#8217;s financial instruments at December 31, 2022 and 2021.</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"></td><td style="width:20.976%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:27.408%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:26.823%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.987%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.115%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.991%"></td><td style="width:0.1%"></td></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Instruments </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Balance Sheet Line Item</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Type / Form</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Measurement Basis</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through other comprehensive income</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i34acb9e21e544e23b0768a49ffd33a0d_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzQtMy0xLTEtMTEyMTUy_d5c018fd-bf7a-4fda-9dd8-96b5d33fc5f0">34,528,515</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic3de02b482d44fcdbb6c3423483e3438_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzQtNS0xLTEtMTEyMTUy_9c0d8c59-ac2c-4f02-b078-4537b98d5b03">59,939,383</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i3a258192084b4c43b84f2e5f4b4623a7_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzUtMy0xLTEtMTEyMTUy_550adba5-436d-4c03-baff-6c4a11345773">27,746,380</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i830ee6417ee743a5ad17e6e7bcb808dd_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzUtNS0xLTEtMTEyMTUy_cfa9c048-89de-43fe-bfe7-8c913d55c9fe">586,222</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential credit risk transfer securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i26d4657ce6184ca7a486cd5f18ba70a2_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzctMy0xLTEtMTEyMTUy_0d8cf634-2d22-484b-a0dd-fce773a9134e">997,557</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie4a7af10b14546dc907c4bd37e4d682d_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzctNS0xLTEtMTEyMTUy_36aa18db-9f3f-4f46-80ab-7d8d50b7626d">936,228</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-agency mortgage-backed securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i30b89f4d49594947b19e0c2a69af51a5_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzgtMy0xLTEtMTEyMTUy_195c0e71-2a74-42ce-93cd-8a5dd4208e79">1,991,146</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i74d4260b17fe4036bf04f5e5ffcd88cc_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzgtNS0xLTEtMTEyMTUy_2ea5f8e9-94ac-45bf-8f69-0306b0367f68">1,663,336</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial real estate debt investments - CMBS</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibf7a5ba5a6354e00925bbe8c6d78e524_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzEwLTMtMS0xLTExMjE1Mg_46971749-a292-434a-b298-7f876d8338a8">508,406</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if1973c2aea35441aaa467971e7aa5d94_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzEwLTUtMS0xLTExMjE1Mg_a5c909b5-8b53-47c2-99c5-1261bd1cbe45">521,440</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial real estate debt investments - credit risk transfer securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic3cec4e06f0b46eca833edcf09480e66_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzExLTMtMS0xLTExMjE1Mg_1526952e-4f31-4377-9cb2-e4884217747e">17,903</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8b64c246c321443e9a8a6c388b4e2373_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzExLTUtMS0xLTExMjE1Mg_2ebca57f-b64f-4589-a40d-2c442b7ad735">9,065</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i39663b06b19744e896bea62c61b52f5a_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzEyLTMtMS0xLTExMjE1Mg_023a54c8-f063-40b5-ba54-57ea4ab81b0f">65,789,907</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id188a864d114410989ceffb15dbfc59f_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzEyLTUtMS0xLTExMjE1Mg_cb64d18b-f6d5-4b79-9c47-f66b4004308e">63,655,674</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia9c461be57754a3aa4346792a9c14623_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE0LTMtMS0xLTExMjE1Mg_e08286cc-01f0-4b9c-8cc1-76af5b2e1c66">1,809,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i808258adf40b4e028659d92a76170c1d_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE0LTUtMS0xLTExMjE1Mg_84cfee22-26ff-4b14-b53c-90743b4d375b">2,272,072</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loan warehouse facility</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iacb53a6ed38a4e24bbc1a32430261b3f_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE1LTMtMS0xLTExMjE1Mg_1afc170c-874e-4cfe-886b-026102d34a81">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib0dbfc8961c54fffab685b26757b2690_I20211231" decimals="-3" name="us-gaap:Assets" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE1LTUtMS0xLTExMjE1Mg_7ab72f99-6e42-493a-833d-703e4468436f">980</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Corporate debt, held for investment</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib29731c8a53b43168dfbfba459e5e285_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE4LTMtMS0xLTExMjE1Mg_9facb741-aba3-4bb0-9b2d-84be3304f9cc">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i752d2d74c73c40aab179856b3dfca289_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE4LTUtMS0xLTExMjE1Mg_cfa84d3f-05fb-44ed-b0b5-e8c26b947440">1,968,991</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total loans, net</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7b8e859f35f94268913f626a02713e88_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIwLTMtMS0xLTExMjE1Mg_90173aa7-ed09-4bc5-af90-86fd31649637">1,809,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1d4d31dcdfd04d0ba5f10339f707af0a_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIwLTUtMS0xLTExMjE1Mg_6ec0cfbe-6d69-4d3c-bb5c-bdf6cd4e1a4f">4,242,043</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest in net servicing cash flows</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc5d1c038e3d443481c51e897c454e27_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIxLTMtMS0xLTExMjE1Mg_0544bac1-f0d2-469e-ad8a-f021453c0789">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i312697cd971c43dea180fd741c5f2926_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIxLTUtMS0xLTExMjE1Mg_aa6e2669-b592-447c-85ad-8bf0f0ccfb6f">69,316</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through other comprehensive income</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic3af8809674645fc897d00bd7fa0a8be_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIyLTMtMS0xLTExMjE1Mg_08323040-7db6-4f7b-b11d-1571effdd293">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i94ec13d3193045088534c013ce9fc20b_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIyLTUtMS0xLTExMjE1Mg_041a4db6-519a-4947-8fab-4f701126aa09">589,873</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="icdca4db5c95c4c149ca1cc4cf639df61_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIzLTMtMS0xLTExMjE1Mg_a5ebb7f3-b8ee-44df-a219-eaf6d6f6e1c9">9,121,912</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iac3121e1206b4ec7bf95f53aa5fa5b9f_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIzLTUtMS0xLTExMjE1Mg_e8027f0a-710e-4631-8192-48bf1d0dcca1">5,496,435</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets transferred or pledged to securitization vehicles</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i41fc884d7c4f49b5b1b52b49a6d6250c_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzI2LTMtMS0xLTExMjE1Mg_0937d07a-2cc9-4e98-9798-31496689ba9a">9,121,912</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i99a3dd0f661f4c85a3661f26e16dd598_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzI2LTUtMS0xLTExMjE1Mg_db473f17-dd6b-40c7-9862-cd8426a4e2df">6,086,308</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="3" style="padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8252b01520594e418328a332a662d558_I20221231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzI5LTMtMS0xLTExMjE1Mg_f61d74e3-4dac-41ab-9e05-7631f513e6a4">59,512,597</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i734489a65cfb44b8b2a24fb194dd71da_I20211231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzI5LTUtMS0xLTExMjE1Mg_621a7211-c05e-416a-a822-2c3933011067">54,769,643</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="icdbb1cc9183140f79cbbe7f00b7742c4_I20221231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMwLTMtMS0xLTExMjE1Mg_5f1e749f-b061-4e31-b69b-76dd52f4434a">250,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7729e5300c5d49aa9e58aacfb51ce61c_I20211231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMwLTUtMS0xLTExMjE1Mg_1c762a55-1840-4796-a96b-76899ed06b2c">903,255</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i065d36b585884f2a9e2b4c3a404555ef_I20221231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMxLTMtMS0xLTExMjE1Mg_c48cd5cf-5348-48e1-8eff-dffb2707c34a">7,744,160</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ieb8ad33e4d284e07a3e37bbb74e990f7_I20211231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMxLTUtMS0xLTExMjE1Mg_d7e9e650-8cb0-4589-9606-4338f0252910">5,155,633</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if10cdbe6b7fa4893bf9d20994cc62b98_I20221231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMyLTMtMS0xLTExMjE1Mg_a67ace6e-7bdf-4288-8a5a-d1f26d833f83">800,849</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i67b54cdee02b4797bf2f38e1a8434ab2_I20211231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMyLTUtMS0xLTExMjE1Mg_f72d3287-e5aa-4410-af0e-1104914df26b">1,049,066</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Receivable for unsettled trades, Principal and interest receivable, Payable for unsettled trades, Interest payable and Dividends payable are accounted for at cost. Interests in MSR are considered financial assets whereas directly held MSR are servicing assets or obligations.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities purchased prior to July 1, 2022.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes interest-only securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities.</span></div></td></tr></table></div></ix:nonNumeric></ix:nonNumeric><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_382"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MTc_e0927bb1-5528-4651-88fc-a0e7240c8a62" continuedAt="i3d7373f9a4be45d9ad5a625abdef05fc" escape="true"><div style="margin-bottom:3pt;margin-top:12pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">5. SECURITIES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s investments in securities include agency, credit risk transfer, non-agency and commercial mortgage-backed securities. All of the debt securities are classified as available-for-sale. Available-for-sale debt securities are carried at fair value, with changes in fair value recognized in other comprehensive income, unless the fair value option is elected in which case changes in fair value are recognized in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). Effective July 1, 2022, the Company elected the fair value option for any newly purchased Agency mortgage-backed securities in order to simplify the accounting for these securities. Agency mortgage-backed securities purchased prior to July 1, 2022, are still classified as available-for-sale with changes in fair value recognized in other comprehensive income. During the year ended December 31, 2022, ($665.6)&#160;million of unrealized gains (losses) on Agency mortgage-backed securities purchased on or after July 1, 2022, were reported in Net gains (losses) on investments and other in the Company&#8217;s Consolidated Statements of Comprehensive Income (Loss). Transactions for regular-way securities are recorded on trade date, including to-be-announced (&#8220;TBA&#8221;) securities that meet the regular-way securities scope exception from </span></div></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-11</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i3d7373f9a4be45d9ad5a625abdef05fc" continuedAt="i82e0cbb548d244f8b1c34d92ddf3c869"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">derivative accounting. Gains and losses on disposals of securities are recorded on trade date based on the specific identification method.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Impairment</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; Management evaluates available-for-sale securities where the fair value option has not been elected and held-to-maturity debt securities for impairment at least quarterly, and more frequently when economic or market conditions warrant such evaluation. When the fair value of an available-for-sale security is less than its amortized cost, the security is considered impaired. For securities that are impaired, the Company determines if it (1) has the intent to sell the security, (2) is more likely than not that it will be required to sell the security before recovery of its amortized cost basis, or (3) does not expect to recover the entire amortized cost basis of the security.&#160; Further, the security is analyzed for credit loss (the difference between the present value of cash flows expected to be collected and the amortized cost basis). The credit loss, if any, will then be recognized in the Consolidated Statements of Comprehensive Income (Loss) as a securities loss provision and reflected as an allowance for credit losses on securities on the Consolidated Statements of Financial Condition, while the balance of losses related to other factors will be recognized as a component of Other comprehensive income (loss).&#160; For the year ended December 31, 2021, the Company recognized a $<ix:nonFraction unitRef="usd" contextRef="i3874e9cfd6d440938c91ed5a44b5a5ed_D20210101-20211231" decimals="-5" name="nly:OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzIxOTkwMjMyNjc3MTM_06b2e5f7-a8fe-4800-aebd-53861f2b6d50">0.4</ix:nonFraction>&#160;million impairment on a commercial mortgage-backed security that it intended to sell. There was no impairment recognized for the years ended December 31, 2022 and 2020. When the fair value of a held-to-maturity security is less than the cost, the Company performs an analysis to determine whether it expects to recover the entire cost basis of the security.  </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Agency Mortgage-Backed Securities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">- </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company invests in mortgage pass-through certificates, collateralized mortgage obligations and other MBS representing interests in or obligations backed by pools of residential or multifamily mortgage loans and certificates. Many of the underlying loans and certificates are guaranteed by the Government National Mortgage Association (&#8220;Ginnie Mae&#8221;), the Federal Home Loan Mortgage Corporation (&#8220;Freddie Mac&#8221;) or the Federal National Mortgage Association (&#8220;Fannie Mae&#8221;) (collectively, &#8220;Agency mortgage-backed securities&#8221;).&#160; </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Agency mortgage-backed securities may include forward contracts for Agency mortgage-backed securities purchases or sales of a generic pool, on a to-be-announced basis. TBA securities without intent to accept delivery (&#8220;TBA derivatives&#8221;) are accounted for as derivatives as discussed in the &#8220;Derivative Instruments&#8221; Note. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">CRT Securities - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">CRT securities are risk sharing instruments issued by Fannie Mae and Freddie Mac, and similarly structured transactions arranged by third party market participants. CRT securities are designed to synthetically transfer mortgage credit risk from Fannie Mae and Freddie Mac to private investors. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Non-Agency Mortgage-Backed Securities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">- </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company invests in non-Agency mortgage-backed securities such as those issued in prime loan, prime jumbo loan, Alt-A loan, subprime loan, non-performing loan (&#8220;NPL&#8221;) and re-performing loan (&#8220;RPL&#8221;) securitizations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Agency mortgage-backed securities, non-Agency mortgage-backed securities and residential CRT securities are referred to herein as &#8220;Residential Securities.&#8221; Although the Company generally intends to hold most of its Residential Securities until maturity, it may, from time to time, sell any of its Residential Securities as part of the overall management of its portfolio.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Commercial Mortgage-Backed Securities (&#8220;Commercial Securities&#8221;) - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company invests in Commercial Securities such as conduit, credit CMBS, single-asset single borrower and collateralized loan obligations.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:DebtSecuritiesAvailableForSaleTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc4OTk_4adefb9e-063a-4c20-bf28-82332e24f9b4" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following represents a rollforward of the activity for the Company&#8217;s securities, excluding securities transferred or pledged to securitization vehicles, for the year ended December 31, 2022:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"></td><td style="width:26.239%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.712%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.554%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.859%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.408%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.859%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.554%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.715%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Credit Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance January 1, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6969e87cb93d4b7b84743bcbbb9e5cb1_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzItMS0xLTEtMTEyMTUy_4e0051eb-e0a1-4a82-a670-e46bb2dfae6f">60,525,605</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ice8c9263df2b4b148fa8f698fd4ec5e0_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzItMy0xLTEtMTEyMTUy_83ce1a24-8ac2-430a-b1b9-a5a4e4454582">2,599,564</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1329b64292d248f1bc58910e4c05d485_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzItNS0xLTEtMTEyMTUy_63150bac-c789-48ea-b399-492b8b9e6434">530,505</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzItNy0xLTEtMTEyMTUy_190fb516-4301-45b5-ab10-a6877edc41ad">63,655,674</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231" decimals="-3" name="nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzMtMS0xLTEtMTEyMTUy_c56b10af-bd22-47a3-964e-c53b395b1227">44,470,550</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231" decimals="-3" name="nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzMtMy0xLTEtMTEyMTUy_a014d39f-a381-4ef6-9e2e-963da353bce3">1,728,916</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231" decimals="-3" name="nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzMtNS0xLTEtMTEyMTUy_10bb471e-0b96-4c0b-8138-422952e01336">262,634</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzMtNy0xLTEtMTEyMTUy_39177f89-d3d5-48b7-aded-67b7943d7bab">46,462,100</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sales and transfers</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231" decimals="-3" name="nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzQtMS0xLTEtMTEyMTUy_cd77700b-75fd-48bd-b2f3-fec689891e5e">28,360,527</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231" decimals="-3" name="nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzQtMy0xLTEtMTEyMTUy_5e302c53-846d-4532-bce6-cdf85d80116f">573,571</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231" decimals="-3" name="nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzQtNS0xLTEtMTEyMTUy_43be8797-b02a-477d-b95e-5d7e8a7d0287">247,935</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzQtNy0xLTEtMTEyMTUy_9f48b490-3b6b-4bf7-9584-cdd2e5ca857d">29,182,033</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal paydowns</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzUtMS0xLTEtMTEyMTUy_6eaff3c4-2ed3-4b84-8d9b-d92e30cf723c">8,942,437</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzUtMy0xLTEtMTEyMTUy_1d5d7e70-ba68-4744-8ca1-9f96a1b89ca5">520,743</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzUtNS0xLTEtMTEyMTUy_614f5221-1789-412d-87a1-5d4cd131b9e6">4,375</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzUtNy0xLTEtMTEyMTUy_94381706-2c23-4b70-ba0e-96024e036686">9,467,555</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(Amortization) / accretion</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231" decimals="-3" sign="-" name="nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzYtMS0xLTEtMTEyMTUy_9b503204-f0b4-4079-853a-f1f7ca90b25b">53,880</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231" decimals="-3" name="nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzYtMy0xLTEtMTEyMTUy_0ebba352-4832-4ae9-87c7-1cb48171f025">7,403</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231" decimals="-3" name="nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzYtNS0xLTEtMTEyMTUy_5d7ad957-fe0b-4c7e-9f29-aba74874ccab">827</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzYtNy0xLTEtMTEyMTUy_9ffd3bfb-8ae7-45fa-9aff-cce5526582c8">45,650</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value adjustment</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzctMS0xLTEtMTEyMTUy_e8a4b32d-f6da-490c-8d85-72ee8d9de6ee">5,364,416</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzctMy0xLTEtMTEyMTUy_958fcaf9-9c05-41a0-bc42-8085eae3a8be">252,866</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzctNS0xLTEtMTEyMTUy_47caf964-7018-4337-8993-09d195fdf832">15,347</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzctNy0xLTEtMTEyMTUy_cf1441c5-f66d-4dea-8db6-0e45512fafe0">5,632,629</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1324688cd8e740cb99c68c1f96eb6914_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzgtMS0xLTEtMTEyMTUy_af97da94-6ab8-483c-98e5-65777c519ac3">62,274,895</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia77ca0377fea4e82a6e56e87bc260f03_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzgtMy0xLTEtMTEyMTUy_27c06a6d-b0b7-440a-8e3d-22128ac0724a">2,988,703</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ida3f2fd8af6a4d96b9dc4a2f147d4556_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzgtNS0xLTEtMTEyMTUy_ab79bd9e-209e-4136-945c-a2e24ac4448e">526,309</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzgtNy0xLTEtMTEyMTUy_b174b64b-bed1-47e2-93f1-0c466cbbae9e">65,789,907</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td></tr></table></div></ix:nonNumeric></ix:continuation><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-12</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i82e0cbb548d244f8b1c34d92ddf3c869" continuedAt="i4bfe2b833e394431adec8876594323ff"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MTI_d6760bf9-a98a-44d5-8f95-5637da6e6800" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present the Company&#8217;s securities portfolio, excluding securities transferred or pledged to securitization vehicles, that were carried at their fair value at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.561%"><tr><td style="width:1.0%"></td><td style="width:24.744%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.885%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.885%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.738%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.885%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.885%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.885%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.534%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.889%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Principal /<br/>Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Premium</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Discount</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Gains</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Losses</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fixed-rate pass-through</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i691e1b438273413b9a1c722ead613a59_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtMS0xLTEtMTEyMTUy_2b0bf7ba-bfc5-4e7a-9e5b-aa221b6f77d6">63,232,479</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i691e1b438273413b9a1c722ead613a59_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtMy0xLTEtMTEyMTUy_3adee092-2ee7-46c5-b8d1-8000981fd339">2,105,813</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i691e1b438273413b9a1c722ead613a59_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtNS0xLTEtMTEyMTUy_f711abda-a168-4b5e-a584-55e114b828c8">1,003,225</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i691e1b438273413b9a1c722ead613a59_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtNy0xLTEtMTEyMTUy_5ebf5640-5e17-4ea5-8309-4fb7775267c6">64,335,067</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i691e1b438273413b9a1c722ead613a59_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtOS0xLTEtMTEyMTUy_7b3d2c58-f0d8-495b-9bca-866a3ccbd024">62,060</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i691e1b438273413b9a1c722ead613a59_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtMTEtMS0xLTExMjE1Mg_8eaedbda-19f5-4534-9828-b944726df59c">4,367,369</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i691e1b438273413b9a1c722ead613a59_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtMTMtMS0xLTExMjE1Mg_9fcd88ad-8d60-4c3e-b659-b5d9e21375cd">60,029,758</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Adjustable-rate pass-through</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtMS0xLTEtMTEyMTUy_3ab274bd-20d4-44bf-bb50-9e3423b53c22">232,028</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtMy0xLTEtMTEyMTUy_5c486256-ec42-4ccf-8582-27cd2a2f117d">17,065</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtNS0xLTEtMTEyMTUy_6bfba6e4-58dc-49fc-bd66-1491c338698b">85</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtNy0xLTEtMTEyMTUy_0512dd9b-5024-4723-9766-9f26cd44c5b0">249,008</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtOS0xLTEtMTEyMTUy_87b2cc21-7dcc-4105-9de6-3dbe9c9f4261">2,138</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtMTEtMS0xLTExMjE1Mg_caf990ae-e01b-4138-880c-756401fbb11b">16,759</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtMTMtMS0xLTExMjE1Mg_e458d656-6031-4a67-b0dc-6644fd2c0efe">234,387</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">CMO</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i19aaf083609142958b7848b68335f791_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtMS0xLTEtMTEyMTUy_8de309e5-ac7a-4936-b11b-54da27edae0c">101,543</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i19aaf083609142958b7848b68335f791_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtMy0xLTEtMTEyMTUy_3c9788db-d9e1-4fbb-b678-40b5201c0246">1,781</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i19aaf083609142958b7848b68335f791_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtNS0xLTEtMTEyMTUy_ed70d55f-460d-46f7-9549-b9bebb9e78af">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i19aaf083609142958b7848b68335f791_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtNy0xLTEtMTEyMTUy_9411fd1b-e7d7-4f8b-8f62-c90bc73ab996">103,324</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i19aaf083609142958b7848b68335f791_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtOS0xLTEtMTEyMTUy_371e83fb-ef13-4625-8658-9aa77ac4f92f">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i19aaf083609142958b7848b68335f791_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtMTEtMS0xLTExMjE1Mg_6b8e6b0d-fe5a-4319-925a-68f1c0e340ec">13,714</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i19aaf083609142958b7848b68335f791_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtMTMtMS0xLTExMjE1Mg_0d94096c-84f1-4b36-91dd-caebcfc5eb0e">89,610</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest-only</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if65a39badda04946bd411854c5c36298_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtMS0xLTEtMTEyMTUy_b7fd812c-f9c8-40c9-8bc9-163769749f05">1,824,339</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if65a39badda04946bd411854c5c36298_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtMy0xLTEtMTEyMTUy_0fd0eb8b-10a6-4e1e-bb65-49705b344866">438,295</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if65a39badda04946bd411854c5c36298_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtNS0xLTEtMTEyMTUy_d74c31b6-3eb3-43a9-b78d-7048bb1fac0b">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if65a39badda04946bd411854c5c36298_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtNy0xLTEtMTEyMTUy_e4c156d3-dc7d-4844-b5ab-6f87fd10c0ef">438,295</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if65a39badda04946bd411854c5c36298_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtOS0xLTEtMTEyMTUy_7cb54571-3c48-4021-b66a-aa0d3762ad21">153</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="if65a39badda04946bd411854c5c36298_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtMTEtMS0xLTExMjE1Mg_339f7617-f2ff-43be-a1e0-5236cc2095c3">220,371</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if65a39badda04946bd411854c5c36298_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtMTMtMS0xLTExMjE1Mg_6d1b251a-539f-4ffa-9a21-0ab7f038e216">218,077</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Multifamily </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctMS0xLTEtMTEyMTUy_935818f1-fe0f-4fb9-949d-e0c1e8dabb4a">9,801,375</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctMy0xLTEtMTEyMTUy_ee5e79a6-58ca-45ea-8210-a169a40bade6">311,785</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctNS0xLTEtMTEyMTUy_c181b35f-5921-41c9-8260-3d7fee4114dc">1,021</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctNy0xLTEtMTEyMTUy_8ea5015d-1f5b-4a94-8361-91c7090b8577">1,750,737</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctOS0xLTEtMTEyMTUy_3e7b5390-bfc1-4968-9d27-d6d093ebb26c">7,588</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctMTEtMS0xLTExMjE1Mg_22a6728e-f750-42a9-a772-d7197e7113aa">84,160</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctMTMtMS0xLTExMjE1Mg_9a874c67-cba2-4ca3-ab49-f20b835b9f2a">1,674,165</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse mortgages</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtMS0xLTEtMTEyMTUy_01f4f916-8a51-4e18-a1c8-0d6d28e9feeb">28,478</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtMy0xLTEtMTEyMTUy_17d3be64-290f-416c-9137-beeac691c03f">3,379</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtNS0xLTEtMTEyMTUy_0d59a5d3-cf31-4d9b-9781-21c2dc5e8fdc">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtNy0xLTEtMTEyMTUy_6261c95c-303d-438f-b594-0bfa6f3d6f7e">31,857</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtOS0xLTEtMTEyMTUy_bf705cd1-045d-4f6b-8a57-50c5c3c5a751">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtMTEtMS0xLTExMjE1Mg_f95703aa-499b-415c-be39-feff8a6ea604">2,959</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtMTMtMS0xLTExMjE1Mg_7c58e8d8-e06c-4583-9b7e-f52f67d656e5">28,898</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total agency securities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktMS0xLTEtMTEyMTUy_2a730cf6-f231-4310-92e2-fc81633af1be">75,220,242</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktMy0xLTEtMTEyMTUy_78969068-d21d-4637-892d-3c0f108a9e81">2,878,118</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktNS0xLTEtMTEyMTUy_da15fdd4-90cc-4549-a214-d37e41520d30">1,004,331</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktNy0xLTEtMTEyMTUy_190e2e73-0f05-42a5-b6b3-3abe44843e7a">66,908,288</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktOS0xLTEtMTEyMTUy_9cdf25f8-7b53-4a4d-a7f3-881ffc1cbad0">71,939</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktMTEtMS0xLTExMjE1Mg_5295471d-6462-4136-bc01-e46512d1a8fc">4,705,332</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktMTMtMS0xLTExMjE1Mg_48626bad-ac23-415e-ba33-8b493ce82935">62,274,895</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i244b47934c8949c486be554665f1e35b_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTEtMS0xLTExMjE1Mg_431e90bb-ea79-44c0-9e5f-5120ce041a2e">1,013,368</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i244b47934c8949c486be554665f1e35b_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTMtMS0xLTExMjE1Mg_5378003f-8f66-4d74-a7f5-5f6a67372bdb">6,790</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i244b47934c8949c486be554665f1e35b_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTUtMS0xLTExMjE1Mg_08ec5694-f0f3-48ea-8654-c28670815bd0">4,828</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i244b47934c8949c486be554665f1e35b_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTctMS0xLTExMjE1Mg_f0297359-d0d7-456e-865f-ea228a351247">1,015,330</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i244b47934c8949c486be554665f1e35b_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTktMS0xLTExMjE1Mg_c2cf18a5-fe91-4566-a237-db397e2352b8">6,629</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i244b47934c8949c486be554665f1e35b_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTExLTEtMS0xMTIxNTI_30f27721-df80-4143-96c8-5d5bab71c632">24,402</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i244b47934c8949c486be554665f1e35b_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTEzLTEtMS0xMTIxNTI_3f222260-3052-49f0-924e-8b25172fac1d">997,557</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Alt-A</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTEtMS0xLTExMjE1Mg_3234998a-e994-4a6f-bec3-68b185fd943f">111,009</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTMtMS0xLTExMjE1Mg_f11b7139-6d66-4c45-b01d-c303a0adc254">9</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTUtMS0xLTExMjE1Mg_94873987-20e0-4e92-a89a-ac9a7ebea12b">5,048</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTctMS0xLTExMjE1Mg_7f95f79d-b153-4461-a0a6-79c60ba1ea59">105,970</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTktMS0xLTExMjE1Mg_12b05f3b-c8e4-4137-b5e4-26e1f2a4a277">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTExLTEtMS0xMTIxNTI_2ec0765d-58b2-4775-afaf-2781c9c10640">14,754</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTEzLTEtMS0xMTIxNTI_d8cbbbff-cf08-445b-903b-d3208df646fb">91,216</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTEtMS0xLTExMjE1Mg_803eb25e-cd26-4982-a688-90133963a9f4">1,946,186</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTMtMS0xLTExMjE1Mg_dcd30db7-d1e0-4518-9674-a2706ede484e">19,496</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTUtMS0xLTExMjE1Mg_3b1ba1a0-9659-44af-b4ba-840655ce03fc">17,375</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTctMS0xLTExMjE1Mg_fb031909-a254-4d2d-99b2-1f9818c0ef1f">240,694</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTktMS0xLTExMjE1Mg_081d67d1-1b7a-47b7-a39d-d6eb5481dd72">1,528</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTExLTEtMS0xMTIxNTI_e17713d0-b805-4625-ac57-e6242f1b9827">44,352</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTEzLTEtMS0xMTIxNTI_eb76adba-9281-44f9-b0c1-5a3bce32209b">197,870</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Subprime</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTEtMS0xLTExMjE1Mg_47aa38f1-8c78-4782-9225-3d12317cb9f7">202,304</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTMtMS0xLTExMjE1Mg_c0b37b81-1ddd-44ff-9cc5-9179a77b9610">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTUtMS0xLTExMjE1Mg_6e74a517-fa90-4853-a2ba-d52561378c24">32,188</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTctMS0xLTExMjE1Mg_c553c998-a25a-40ee-86bd-85003c66f807">170,116</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTktMS0xLTExMjE1Mg_55dac432-b7bd-485e-9c5f-7b1fd3232f27">1,275</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTExLTEtMS0xMTIxNTI_fad8a0fb-1bf3-4e4b-bf58-aae3ed317a7d">15,078</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTEzLTEtMS0xMTIxNTI_94e9d327-951f-429c-a348-8d84865fc784">156,313</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">NPL/RPL</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTEtMS0xLTExMjE1Mg_ed93fb8f-402c-4aea-9b12-804b1a01b79c">1,426,616</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTMtMS0xLTExMjE1Mg_0596057b-d0dc-4f8c-9918-658e4d6d1893">1,624</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTUtMS0xLTExMjE1Mg_1efa4621-770f-42a0-b3df-ba7df2a9496b">15,500</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTctMS0xLTExMjE1Mg_f0306efd-f5b0-4cab-ab4e-a9c4d215fab8">1,412,740</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTktMS0xLTExMjE1Mg_5947be94-4afc-485d-b7f2-e85b7a716d95">87</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTExLTEtMS0xMTIxNTI_5ee9b1e8-5aa4-4974-9fa3-c558a79c1658">95,673</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTEzLTEtMS0xMTIxNTI_39948ec7-bced-436d-a91d-7f3b34b6488d">1,317,154</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime jumbo (&gt;=2010 vintage) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTEtMS0xLTExMjE1Mg_517c23b1-c45f-4bbd-80d7-4a91a2070002">5,717,558</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTMtMS0xLTExMjE1Mg_736b800e-bf60-4a00-acfe-e11e004fef50">37,260</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTUtMS0xLTExMjE1Mg_45019ffa-7070-4a1b-8445-d3beace15860">29,242</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTctMS0xLTExMjE1Mg_0e10e11f-40a6-465e-b878-c6bc28044701">272,623</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTktMS0xLTExMjE1Mg_005d9065-5ddb-4310-a6df-14e97717ddfd">1,685</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTExLTEtMS0xMTIxNTI_233108b1-4e15-454e-bbed-e55786ea922c">45,715</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTEzLTEtMS0xMTIxNTI_e4387cb0-311a-4c71-9df5-b2cd87d02f15">228,593</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential credit securities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTEtMS0xLTExMjE1Mg_e2e2938b-a394-4f1a-8c87-9e60192a6e2d">10,417,041</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTMtMS0xLTExMjE1Mg_4baab34b-0c2b-446f-beb3-0875ecc53b1e">65,179</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTUtMS0xLTExMjE1Mg_6ac448c2-7fea-462f-a21a-ed4319eb1a0f">104,181</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTctMS0xLTExMjE1Mg_418571d1-59b8-40c9-a212-e706ccf92dee">3,217,473</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTktMS0xLTExMjE1Mg_86f5853a-c8ce-4278-91c3-807567665600">11,204</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTExLTEtMS0xMTIxNTI_94f566e6-492d-4669-80e1-62d1029d7bc2">239,974</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTEzLTEtMS0xMTIxNTI_41db4043-cf91-42e5-b244-11adef1c9f3e">2,988,703</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential securities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTEtMS0xLTExMjE1Mg_3332c27e-7c52-4903-831d-6c39e3d1800c">85,637,283</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTMtMS0xLTExMjE1Mg_c7f1ae53-5d5d-4ff6-aa61-5fd1d2366bf7">2,943,297</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTUtMS0xLTExMjE1Mg_033ec0c5-7439-4ae8-b06d-d67a95f49cd3">1,108,512</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTctMS0xLTExMjE1Mg_2126820f-f0ff-4eae-8ed4-7abc2f3f8c97">70,125,761</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTktMS0xLTExMjE1Mg_7b31cefd-3880-42f7-8efe-311abdc59007">83,143</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTExLTEtMS0xMTIxNTI_a9fa5c39-2c7c-4f81-8338-6d07001b5fbb">4,945,306</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTEzLTEtMS0xMTIxNTI_eb1df113-9218-42d6-b5a2-5b98c5041ee6">65,263,598</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial securities</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if2801ec32fb34447a95c87682682725e_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTEtMS0xLTExMjE1Mg_fdb4911e-5d6e-4aca-981c-2671c4d0d5f0">546,499</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if2801ec32fb34447a95c87682682725e_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTMtMS0xLTExMjE1Mg_5aa719ea-adcb-444f-a4f6-289a87be8b51">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="if2801ec32fb34447a95c87682682725e_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTUtMS0xLTExMjE1Mg_7482bcba-c4fb-497d-8d58-10a3ff54e9af">2,405</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if2801ec32fb34447a95c87682682725e_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTctMS0xLTExMjE1Mg_02547968-86a2-477b-96f5-91003ed9ee80">544,094</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if2801ec32fb34447a95c87682682725e_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTktMS0xLTExMjE1Mg_17748061-c44d-45db-83dc-31bddf5c8210">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="if2801ec32fb34447a95c87682682725e_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTExLTEtMS0xMTIxNTI_0b0d94c5-c049-4994-ba86-c85a3965c703">17,785</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if2801ec32fb34447a95c87682682725e_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTEzLTEtMS0xMTIxNTI_60e5d6e2-74f2-4881-abdb-ecd2e83fcf59">526,309</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTEtMS0xLTExMjE1Mg_5c1f2ab3-b5fa-4749-8f42-7d9b5118f010">86,183,782</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTMtMS0xLTExMjE1Mg_7a895c9c-bf11-4c96-afc0-15988d8aa8f8">2,943,297</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTUtMS0xLTExMjE1Mg_55b35c18-fc15-44dd-a728-c5ec55f36c5a">1,110,917</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTctMS0xLTExMjE1Mg_b3bb3d71-ac9b-42a9-86e7-d33cc09fd345">70,669,855</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTktMS0xLTExMjE1Mg_317f1fd2-3f0f-4ca0-920d-ed75d9f2812b">83,143</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTExLTEtMS0xMTIxNTI_74f21847-47ec-4746-ba45-e4d863f6839e">4,963,091</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTEzLTEtMS0xMTIxNTI_da5fa25b-3383-4c9f-88ad-ddcb8812ff93">65,789,907</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr style="height:6pt"><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Principal /<br/>Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Premium</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Discount</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Gains</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Losses</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fixed-rate pass-through</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia861d861f9414da28be42460b53f2747_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTEtMS0xLTExMjE1Mg_a5eb76e1-35f0-46e4-b037-230a9ed9ac69">54,432,252</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia861d861f9414da28be42460b53f2747_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTMtMS0xLTExMjE1Mg_5e563570-e4ec-4798-b43f-577f57c9b692">3,008,185</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia861d861f9414da28be42460b53f2747_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTUtMS0xLTExMjE1Mg_ad8bc6c0-7656-4e3c-8574-586a60590b73">18,314</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia861d861f9414da28be42460b53f2747_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTctMS0xLTExMjE1Mg_5c338d1f-52e7-4165-a990-431d339e0f93">57,422,123</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia861d861f9414da28be42460b53f2747_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTktMS0xLTExMjE1Mg_8706dd31-5ada-4a19-a6b6-03d322cf4f61">1,349,125</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia861d861f9414da28be42460b53f2747_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTExLTEtMS0xMTIxNTI_a1f7302a-fa8f-4f00-acfc-25949d4e0fd9">474,643</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia861d861f9414da28be42460b53f2747_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTEzLTEtMS0xMTIxNTI_3036bcff-7cbf-4a98-8338-58c386fdc429">58,296,605</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Adjustable-rate pass-through</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTEtMS0xLTExMjE1Mg_67a80824-1f6c-4213-9b93-b5cb7e39c507">305,211</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTMtMS0xLTExMjE1Mg_6bba0f1a-8c5e-43d2-af97-d63ee66be514">1,965</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTUtMS0xLTExMjE1Mg_18280374-7711-4dd7-bebe-18815997dfba">2,124</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTctMS0xLTExMjE1Mg_1ca408fd-730e-48e3-9887-7c149089d2b7">305,052</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTktMS0xLTExMjE1Mg_be2674e9-a323-4f14-ba5c-c743ee044a15">16,223</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTExLTEtMS0xMTIxNTI_1ddd773a-8a80-4501-ad08-c2116b382e4c">2</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTEzLTEtMS0xMTIxNTI_1a65ba47-b011-4db3-9b33-c32bacbc8811">321,273</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">CMO</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTEtMS0xLTExMjE1Mg_9571aa8d-8724-40e9-97ce-b08b274bdb7e">114,533</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTMtMS0xLTExMjE1Mg_0860e765-a580-4cb5-b090-e445965e9a02">1,888</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTUtMS0xLTExMjE1Mg_276590bc-7b0e-49d5-9b41-b401f578c77e">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTctMS0xLTExMjE1Mg_184001a2-4361-494b-8ea7-3d6815c569e1">116,421</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTktMS0xLTExMjE1Mg_2b7646d2-0b6f-4adf-bc24-147503cb6f4c">5,277</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTExLTEtMS0xMTIxNTI_7a5dbee5-d473-410c-8750-df33ee62c965">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTEzLTEtMS0xMTIxNTI_c6cf95d1-b5f1-40b3-b9a1-feddf7d078de">121,698</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest-only</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i83f0140faba3491f84c2debbe9347287_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTEtMS0xLTExMjE1Mg_96909453-70ce-48cc-81bb-1129e3986b64">1,912,415</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i83f0140faba3491f84c2debbe9347287_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTMtMS0xLTExMjE1Mg_df6f0f88-a798-4d0f-8c49-12d5dc4e6272">456,683</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i83f0140faba3491f84c2debbe9347287_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTUtMS0xLTExMjE1Mg_b1f13209-fce1-4803-914a-ab7b739b8a9f">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i83f0140faba3491f84c2debbe9347287_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTctMS0xLTExMjE1Mg_76b44082-f53f-4932-af32-ee00da7a468e">456,683</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i83f0140faba3491f84c2debbe9347287_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTktMS0xLTExMjE1Mg_b169f3bf-70bc-4d05-8d4b-3607a75223b5">428</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i83f0140faba3491f84c2debbe9347287_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTExLTEtMS0xMTIxNTI_f2ff6a63-7099-42d8-86e6-41cd1e32e47d">163,197</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i83f0140faba3491f84c2debbe9347287_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTEzLTEtMS0xMTIxNTI_10d481d5-b346-4db0-aa76-7d97450a451b">293,914</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Multifamily </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTEtMS0xLTExMjE1Mg_033dc41e-fd2f-432c-8ca6-ba770b407df9">5,671,138</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTMtMS0xLTExMjE1Mg_7ba93fdf-0404-4cc2-93a4-6d090cbb189d">273,553</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTUtMS0xLTExMjE1Mg_28873cc6-3f8c-46d9-b0ca-080c2701c2c6">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTctMS0xLTExMjE1Mg_31d1e8be-5386-49cd-aee3-4cdfcb6f8c6d">1,453,946</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTktMS0xLTExMjE1Mg_ec699473-779f-4673-82a5-0e36cf3eda56">15,330</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTExLTEtMS0xMTIxNTI_eef9452a-2f08-44be-ba8b-d86d21a3a608">16,563</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTEzLTEtMS0xMTIxNTI_4b8147a7-47af-4aed-9e8a-35ea8c596b80">1,452,713</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse mortgages</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1b46b118c2a44febbba588aced192118_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTEtMS0xLTExMjE1Mg_3af64fc8-6733-4918-b2cd-2292530e6203">36,807</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1b46b118c2a44febbba588aced192118_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTMtMS0xLTExMjE1Mg_76ff94ef-c485-4832-8f40-ca4c048c2a10">3,550</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1b46b118c2a44febbba588aced192118_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTUtMS0xLTExMjE1Mg_48a347de-5cbc-4041-b467-d3b3e5e89eb9">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1b46b118c2a44febbba588aced192118_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTctMS0xLTExMjE1Mg_6ec3a8ee-f1dc-4ccf-bf40-567f420f1430">40,357</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1b46b118c2a44febbba588aced192118_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTktMS0xLTExMjE1Mg_d8dc5ab6-e649-4cd3-8f8c-0fc1f164866b">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i1b46b118c2a44febbba588aced192118_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTExLTEtMS0xMTIxNTI_6a23dc1b-5274-472d-a64e-62f0ca14f142">955</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1b46b118c2a44febbba588aced192118_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTEzLTEtMS0xMTIxNTI_c044afda-d675-412d-afb7-b5ead1aabb69">39,402</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total agency investments</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTEtMS0xLTExMjE1Mg_6359be15-d1e1-4613-a2f9-0f1955b9e1b0">62,472,356</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTMtMS0xLTExMjE1Mg_26fd572c-c4c7-49f4-a330-716da29746ac">3,745,824</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTUtMS0xLTExMjE1Mg_93293288-20eb-4252-9e36-c557435297b3">20,438</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTctMS0xLTExMjE1Mg_5032404b-b9a4-404c-96bd-4a99175c87e6">59,794,582</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTktMS0xLTExMjE1Mg_3de5110f-a938-4adc-8935-cc53d6fcbfc4">1,386,383</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTExLTEtMS0xMTIxNTI_eaff4c1b-e92a-4c37-929a-b65aa5f7df4a">655,360</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTEzLTEtMS0xMTIxNTI_672bf090-290d-46e7-ae19-9cd531a14e85">60,525,605</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTEtMS0xLTExMjE1Mg_2272d716-1724-4f86-b362-173f218f150a">924,101</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTMtMS0xLTExMjE1Mg_6dbd01e4-0645-405d-9887-822941e3800b">8,754</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTUtMS0xLTExMjE1Mg_eb1a1d75-2007-4995-b6e0-63c286d8d91a">1,176</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTctMS0xLTExMjE1Mg_38d56df2-5bfa-4f3e-8fe3-309e7198a278">927,555</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTktMS0xLTExMjE1Mg_aa8d3037-4038-4a08-a90b-c46a218b6ac6">9,641</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTExLTEtMS0xMTIxNTI_9666e7ab-f09d-49c7-8503-78b0472efe3c">968</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTEzLTEtMS0xMTIxNTI_f029ce51-9e8d-41ef-aefa-13bcc9e51c15">936,228</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Alt-A</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTEtMS0xLTExMjE1Mg_af8e8e1b-739a-4fae-a4bb-a1e404e12a79">83,213</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTMtMS0xLTExMjE1Mg_8c205e88-423d-43b3-aa4c-58b89da36dbd">31</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTUtMS0xLTExMjE1Mg_2f72fc33-1ba9-4e00-8594-ad2087b26b4f">17,133</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTctMS0xLTExMjE1Mg_5f744346-a10a-4316-a92b-3ddfe6817e9e">66,111</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTktMS0xLTExMjE1Mg_e92f1038-6856-46fa-b37a-3f7a14412a2a">3,627</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTExLTEtMS0xMTIxNTI_8bf68690-dccf-4dcf-933f-c75199fdc17c">251</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTEzLTEtMS0xMTIxNTI_9975da82-3f69-43f9-92f8-e7675d7d40da">69,487</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTEtMS0xLTExMjE1Mg_a856a4bb-4010-4a09-9685-929dbfcfc5b4">323,062</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTMtMS0xLTExMjE1Mg_020d2e93-33ce-45b6-bc25-37502bd4814d">9,841</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTUtMS0xLTExMjE1Mg_a3091de1-68d4-4872-bd74-a1d2ce048c9f">14,757</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTctMS0xLTExMjE1Mg_6e887319-5d82-4a77-a3fa-696604f50ace">268,117</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTktMS0xLTExMjE1Mg_1ea8b08a-a3b7-4b3c-aa92-614b2f001122">10,853</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTExLTEtMS0xMTIxNTI_f2c7a1bf-029a-411e-9310-ce0f73aaac32">3,529</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTEzLTEtMS0xMTIxNTI_fb9f219c-bb52-425a-b5c6-8e11608f73fc">275,441</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Subprime</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTEtMS0xLTExMjE1Mg_0c1f4571-a556-4ad3-93ef-ca99ded106f3">170,671</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTMtMS0xLTExMjE1Mg_24fdcb7e-d954-4fc2-9832-be8a186bfc3e">349</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTUtMS0xLTExMjE1Mg_5977268d-1a20-45a7-9494-7311cd14fe6a">16,111</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTctMS0xLTExMjE1Mg_e09ee0d3-9214-465b-8740-e95f5f2f6696">154,909</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTktMS0xLTExMjE1Mg_57efc3f1-f7eb-4a79-8136-ec850bc56296">8,285</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTExLTEtMS0xMTIxNTI_73331923-7a08-4dfa-b6b3-8e67926c021e">118</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTEzLTEtMS0xMTIxNTI_0fa3f199-7413-4d5b-88e7-1de4b14f6c74">163,076</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">NPL/RPL</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTEtMS0xLTExMjE1Mg_92c0f25e-7974-497b-bb86-c3f74e47613e">987,415</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTMtMS0xLTExMjE1Mg_2d15c8c2-8b59-4fa1-b6b0-abfed3c5bdea">950</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTUtMS0xLTExMjE1Mg_5b98c0e1-d959-4a7c-a93b-f0d7ed112aed">1,698</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTctMS0xLTExMjE1Mg_1840c327-49ae-4368-aa61-995d0ba94841">986,667</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTktMS0xLTExMjE1Mg_259b9c38-6426-4c2a-8a1a-c202997c1f17">2,739</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTExLTEtMS0xMTIxNTI_bb7aba3d-957a-47eb-9eaa-2b676fe48b09">5,968</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTEzLTEtMS0xMTIxNTI_6b90f4f3-e39e-4a61-a8b0-139e231a77a0">983,438</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime jumbo (&gt;=2010 vintage) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTEtMS0xLTExMjE1Mg_ca9695e1-7e99-4215-8a36-222874bcad3e">299,783</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTMtMS0xLTExMjE1Mg_d98af3e4-5efc-4dc7-8e3e-8354361d7e4b">5,680</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTUtMS0xLTExMjE1Mg_4388cf35-8972-42f1-a315-c42e7dc0f23a">6,410</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTctMS0xLTExMjE1Mg_362f690f-c079-4a42-8921-1f829f3f13ca">172,598</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTktMS0xLTExMjE1Mg_a4e9f3ae-a592-46fa-ba27-ac42781b1689">4,272</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTExLTEtMS0xMTIxNTI_a9513662-629b-4898-949a-6b1d457a69d0">4,976</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTEzLTEtMS0xMTIxNTI_ae37fb13-1dcc-464a-8070-313c0ceada99">171,894</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential credit securities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTEtMS0xLTExMjE1Mg_f48c3114-7d4d-4d72-be70-8c56e5cb81c8">2,788,245</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTMtMS0xLTExMjE1Mg_836281c8-fcfb-48ee-a781-4a0287257e48">25,605</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTUtMS0xLTExMjE1Mg_80d318ad-c2d7-458f-8da1-1fadd1f3d36a">57,285</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTctMS0xLTExMjE1Mg_e144f63b-ae17-4f8c-a428-450132058c34">2,575,957</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTktMS0xLTExMjE1Mg_7e1bdfb9-7529-450c-b6cf-da7db3256c4b">39,417</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTExLTEtMS0xMTIxNTI_5ef3bd22-f7bb-415e-8240-386e5bbf4128">15,810</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTEzLTEtMS0xMTIxNTI_2815d0b2-f190-4a9f-bac2-98ed59700b7d">2,599,564</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential securities</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTEtMS0xLTExMjE1Mg_68431ef0-6da6-418c-b3fc-f239a571a939">65,260,601</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTMtMS0xLTExMjE1Mg_d26a48f3-9162-4bbf-a842-11b8a8308bfb">3,771,429</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTUtMS0xLTExMjE1Mg_c7dc5c2f-f1b6-4a79-930d-10b66dbc66ec">77,723</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTctMS0xLTExMjE1Mg_581f9fa3-315e-45e5-b9d0-beb8961d0c3a">62,370,539</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTktMS0xLTExMjE1Mg_6d0b1eca-494f-4218-8bb1-d83b4c63fe9a">1,425,800</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTExLTEtMS0xMTIxNTI_caae20ad-db3e-4ba7-a0f3-81a1ac72d73d">671,170</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTEzLTEtMS0xMTIxNTI_3594443d-da06-4e4f-b72c-9b57301c9205">63,125,169</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial securities</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTEtMS0xLTExMjE1Mg_2fae5cd3-f9a3-4319-a304-4b60ab840173">533,071</ix:nonFraction>&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTMtMS0xLTExMjE1Mg_58cca436-ad94-4c3c-931c-c69c58e84f84">&#8212;</ix:nonFraction>&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTUtMS0xLTExMjE1Mg_d217f818-a914-4a5e-8d09-9c0fa7424f18">127</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTctMS0xLTExMjE1Mg_68000777-f13a-49dc-9d54-b842cbd954fe">532,944</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTktMS0xLTExMjE1Mg_ddda12b3-c343-4d88-8d69-c86e3208eb6a">165</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTExLTEtMS0xMTIxNTI_ce6c37f2-69ca-4878-820f-cdf00989ebcf">2,604</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTEzLTEtMS0xMTIxNTI_cff50328-11dc-4020-a490-07d7f9824755">530,505</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTEtMS0xLTExMjE1Mg_0f0f2fde-2852-44ac-bd05-e5d5936ebeab">65,793,672</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTMtMS0xLTExMjE1Mg_d6ce504d-829b-493e-92c1-bd3b66aeb092">3,771,429</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:DebtSecuritiesAvailableforsaleRemainingDiscount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTUtMS0xLTExMjE1Mg_b48cf29a-d605-4a28-a2cf-62bc8ca836b8">77,850</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTctMS0xLTExMjE1Mg_14eea2a0-9f36-42ee-8418-c822a86a2f5b">62,903,483</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTktMS0xLTExMjE1Mg_50ce82c3-87cc-4caf-8031-02a6bd5396ba">1,425,965</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTExLTEtMS0xMTIxNTI_94dd3c1e-841c-4188-8e94-57b0058c3fb1">673,774</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTEzLTEtMS0xMTIxNTI_bd758918-f810-4619-a86d-1a09e1962934">63,655,674</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="42" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $<ix:nonFraction unitRef="usd" contextRef="ic358914593a84b52ba6030a376411400_I20221231" decimals="-8" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzQz_40224ca7-2f09-4869-8fe4-f30bfa88523a">8.4</ix:nonFraction> billion and $<ix:nonFraction unitRef="usd" contextRef="i938edb22a06c498387d47039640c0ac5_I20211231" decimals="-8" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzUw_746ffd52-884d-4658-84c9-994ade135e27">4.5</ix:nonFraction> billion of Agency Multifamly interest-only securities as of December 31, 2022 and December 31, 2021, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $<ix:nonFraction unitRef="usd" contextRef="ieec3599729324dbcb9dacaa7e51664ba_I20221231" decimals="-5" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:fixed-zero" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzE2Nw_71e9b980-a2e5-4c57-80d7-ac3125dbd742">0.0&#160;million</ix:nonFraction> and $<ix:nonFraction unitRef="usd" contextRef="i86abdd7d50454326b9f482cfc6e4c224_I20211231" decimals="-5" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzE3NA_0f007f5a-4d87-4586-aa98-78d6643e9ec4">4.1</ix:nonFraction> million of a CRT interest-only security as of December 31, 2022 and December 31, 2021, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $<ix:nonFraction unitRef="usd" contextRef="id3e10a0586f24e28867332c58265d8df_I20221231" decimals="-8" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzI3OQ_56cc2d2f-557a-493f-97fc-00c6878fd2a4">1.7</ix:nonFraction>&#160;billion and $<ix:nonFraction unitRef="usd" contextRef="i7ac77913140d4266ac30ae430aecd466_I20211231" decimals="-5" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzI4Ng_6b806e72-c53c-4a50-b8cb-f49f708722b5">50.0</ix:nonFraction>&#160;million of Prime interest-only securities as of December 31, 2022 and December 31, 2021, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $<ix:nonFraction unitRef="usd" contextRef="i3dc08f97a8f24159a851de8ac1738420_I20221231" decimals="-8" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzM5Mw_cabd5929-da19-45d9-930d-b9ab27685337">5.5</ix:nonFraction>&#160;billion and $<ix:nonFraction unitRef="usd" contextRef="id527bb2d7de34808a1b5d607bdd8e3a9_I20211231" decimals="-5" name="us-gaap:InvestmentOwnedBalancePrincipalAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzQwMA_0e3e3c7c-39a3-4218-b608-280969904eb6">126.5</ix:nonFraction>&#160;million of Prime Jumbo interest-only securities as of December 31, 2022 and December 31, 2021, respectively.</span></div></td></tr></table></div></ix:nonNumeric></ix:continuation><div style="margin-bottom:6pt;padding-left:18pt;text-align:justify;text-indent:-18pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-13</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i4bfe2b833e394431adec8876594323ff"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MDA_a293d5bd-9d4a-456c-9526-ffab584c5296" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the Company&#8217;s Agency mortgage-backed securities portfolio, excluding securities transferred or pledged to securitization vehicles, by issuing Agency at December 31, 2022 and 2021:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:66.228%"><tr><td style="width:1.0%"></td><td style="width:35.986%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:29.805%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.903%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:29.806%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Investment Type</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fannie Mae</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib0b694c18e984ac49f401e138f36f6fe_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzItMS0xLTEtMTEyMTUy_5957a271-32cf-4526-b900-886a754046f3">54,043,015</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0d99690d918142a5abbe13f34632fd48_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzItMy0xLTEtMTEyMTUy_138206eb-bcc3-4e73-bb46-19ac065ff2be">48,404,991</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Freddie Mac</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7cdc208437f4475fa8d3c1fb4af6a70d_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzMtMS0xLTEtMTEyMTUy_6a04814a-cdd1-4358-b069-e38896d0534c">8,174,080</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="icbfc82015e6240b88ca71aea440a3e3e_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzMtMy0xLTEtMTEyMTUy_3ddcc238-22d1-430e-84f1-f97ef0bccce3">10,880,033</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Ginnie Mae</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8d7bb77846f84a51afff336c5ac2c0d9_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzQtMS0xLTEtMTEyMTUy_251e4341-de81-4923-bdf3-3a02f31793ed">57,800</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i16f6df0ed7974c25953754c59e978e24_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzQtMy0xLTEtMTEyMTUy_07a678e4-b894-4134-b5b5-164e595a5174">1,240,581</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzUtMS0xLTEtMTEyMTUy_cdbbc054-addc-4e05-ab6c-a81af0ca61ef">62,274,895</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzUtMy0xLTEtMTEyMTUy_dc291772-6e63-4f61-b484-8c55f6456be1">60,525,605</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Actual maturities of the Company&#8217;s Residential Securities are generally shorter than stated contractual maturities because actual maturities of the portfolio are affected by periodic payments and prepayments of principal on the underlying mortgages.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MTM_29c2a55d-90b4-4731-bfb7-25ffc6d27fcb" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the Company&#8217;s Residential Securities, excluding securities transferred or pledged to securitization vehicles, at December 31, 2022 and 2021, according to their estimated weighted average life classifications:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.847%"><tr><td style="width:1.0%"></td><td style="width:37.417%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.813%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.704%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.632%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.704%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.462%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.704%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.464%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated weighted average life</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less than one year</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzMtMS0xLTEtMTEyMTUy_38d7d4d5-adcb-4c74-abc0-64d4f2a8340c">247,921</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzMtMy0xLTEtMTEyMTUy_b2cfd3b6-6a2b-4d45-9ff1-dedac2fa0a42">264,637</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzMtNS0xLTEtMTEyMTUy_c061027b-13ef-4073-84b5-2d07821cdb1c">253,129</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzMtNy0xLTEtMTEyMTUy_d64e65f1-8526-4fd7-a48e-ab8a24b43e0e">250,689</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than one year through five years</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzQtMS0xLTEtMTEyMTUy_4bb3d2b1-2241-4e82-964a-6d9c5f354d3b">3,002,471</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzQtMy0xLTEtMTEyMTUy_4be9a7c3-699c-4e0a-9c0d-827c0c4d72cc">3,206,250</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzQtNS0xLTEtMTEyMTUy_43e5d419-f10e-4b32-9dce-c222ecf4146d">16,155,017</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzQtNy0xLTEtMTEyMTUy_88878a62-4161-4067-87f4-ec1dff5bae4b">15,766,307</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than five years through ten years</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzUtMS0xLTEtMTEyMTUy_3810adf7-97db-45a1-8af4-701e4b7690e0">55,593,990</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzUtMy0xLTEtMTEyMTUy_7345e678-2c30-47a0-96aa-d9111d0f00ab">59,658,578</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzUtNS0xLTEtMTEyMTUy_d5269676-2e0e-4b30-8f82-757a169b6f9c">45,470,212</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzUtNy0xLTEtMTEyMTUy_c479ac1f-1890-458e-9695-a8a5c0b3abcd">45,102,607</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than ten years</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzYtMS0xLTEtMTEyMTUy_131719bc-3c2a-4cfb-9e66-a477c236ab2e">6,419,216</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzYtMy0xLTEtMTEyMTUy_f6626611-5a88-4a38-8072-bfd0a9257df6">6,996,296</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzYtNS0xLTEtMTEyMTUy_3a1ea348-5877-4a27-bde9-8ae8c7b3446a">1,246,811</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzYtNy0xLTEtMTEyMTUy_d1630102-bb20-4096-b194-1568c7132f29">1,250,936</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzctMS0xLTEtMTEyMTUy_da17c1a0-be38-4f3f-8be7-baf4e907de21">65,263,598</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzctMy0xLTEtMTEyMTUy_ef96702e-31e9-4544-8006-740877f32a38">70,125,761</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzctNS0xLTEtMTEyMTUy_2124115a-88b7-4346-9491-5324cdb812c6">63,125,169</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzctNy0xLTEtMTEyMTUy_6942d629-cdcf-4c8f-8682-b48d6fbe5cea">62,370,539</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The estimated weighted average lives of the Residential Securities at December 31, 2022 and 2021 in the table above are based upon projected principal prepayment rates. The actual weighted average lives of the Residential Securities could be longer or shorter than projected.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MDg_733679c2-83d6-4870-a52b-c7c625a09ca1" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the gross unrealized losses and estimated fair value of the Company&#8217;s Agency mortgage-backed securities, accounted for as available-for-sale where the fair value option has not been elected, by length of time that such securities have been in a continuous unrealized loss position at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.479%"><tr><td style="width:1.0%"></td><td style="width:18.514%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.034%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.675%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.334%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.675%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.509%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.675%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.034%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.675%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:11.509%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.675%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.991%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Unrealized Losses </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Number of Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Unrealized Losses </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Number of Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="33" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less than 12 months</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2bfa7d8459864067828dd2ef174cdeb8_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtMS0xLTEtMTEyMTUy_7e2db6ce-ab70-4a12-a7b2-8de954378c55">33,061,267</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2bfa7d8459864067828dd2ef174cdeb8_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtMy0xLTEtMTEyMTUy_ddff45c8-51ac-4c55-b403-61bc748f9731">3,448,120</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="security" contextRef="i2bfa7d8459864067828dd2ef174cdeb8_I20221231" decimals="INF" name="us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtNS0xLTEtMTEyMTUy_c1885daa-3759-4494-952f-dab1a2c9c794">2,481</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i18d24a09f7ae4fc1ac3d6363e504508e_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtNy0xLTEtMTEyMTUy_f41a1bef-46b8-40e8-8045-9fe31854144b">22,828,156</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i18d24a09f7ae4fc1ac3d6363e504508e_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtOS0xLTEtMTEyMTUy_a297ff50-4f16-47b8-97a3-17f282b98b66">475,064</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="security" contextRef="i18d24a09f7ae4fc1ac3d6363e504508e_I20211231" decimals="INF" name="us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtMTEtMS0xLTExMjE1Mg_3f8b1cbe-8674-4962-8547-c6612755dc4f">571</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12 Months or more</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i03057f354af04ce3a94920ebd9dc8163_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtMS0xLTEtMTEyMTUy_547d27fb-befe-4a62-b8c4-3bc6e6fa8ad7">1,260,378</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i03057f354af04ce3a94920ebd9dc8163_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtMy0xLTEtMTEyMTUy_26fdccfa-58ee-42d9-89ef-dd9a50e1f3d1">266,686</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="security" contextRef="i03057f354af04ce3a94920ebd9dc8163_I20221231" decimals="INF" name="us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtNS0xLTEtMTEyMTUy_547a756a-1d92-4cee-ad50-42d6c034f294">129</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i544d69762ec344a7a593b013d3da78eb_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtNy0xLTEtMTEyMTUy_caa45f4a-4775-4770-ae26-5e9a37b74169">383,815</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i544d69762ec344a7a593b013d3da78eb_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtOS0xLTEtMTEyMTUy_09c9ccf0-c7a1-44a7-9ed1-5266b45f455a">10,960</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="security" contextRef="i544d69762ec344a7a593b013d3da78eb_I20211231" decimals="INF" name="us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtMTEtMS0xLTExMjE1Mg_f723ab7a-0b37-476c-9056-9f52cebe0a76">19</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtMS0xLTEtMTEyMTUy_cf87dfde-fda7-4969-8ee1-8bf0fd64248b">34,321,645</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtMy0xLTEtMTEyMTUy_caa3bed4-1254-4fde-bb35-55a59bb119db">3,714,806</ix:nonFraction>)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="security" contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231" decimals="INF" name="us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtNS0xLTEtMTEyMTUy_6527df1d-cef4-4fc9-b2e6-3b4c1b6c5b21">2,610</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtNy0xLTEtMTEyMTUy_27c6c1d0-c2da-4f91-b961-e8914628ee2e">23,211,971</ix:nonFraction>&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231" decimals="-3" name="us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtOS0xLTEtMTEyMTUy_15c4c430-6122-419b-b450-a110a07a06af">486,024</ix:nonFraction>)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="security" contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231" decimals="INF" name="us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtMTEtMS0xLTExMjE1Mg_85d9128e-2d1c-4987-abd4-6fc2abe91e73">590</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="36" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes interest-only mortgage-backed securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities.</span></div></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The decline in value of these securities is solely due to market conditions and not the quality of the assets.&#160;Substantially all of the Agency mortgage-backed securities have an actual or implied credit rating that is the same as that of the U.S. government.&#160;An impairment has not been recognized in earnings related to these investments because the decline in value is not related to credit quality, the Company currently has not made a decision to sell the securities nor is it more likely than not that the securities will be required to be sold before recovery.&#160; </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the years ended December 31, 2022 and 2021, the Company disposed of $<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-8" name="nly:MortgageBackedSecuritiesSoldCarryingValue" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzIxOTkwMjMyNjY5Njg_00c6d4a3-c5d7-4869-b6d9-39e85d7b09f8">28.9</ix:nonFraction> billion and $<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-8" name="nly:MortgageBackedSecuritiesSoldCarryingValue" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzIxOTkwMjMyNjY5NzU_314e6851-9e0d-451e-ae3e-e461d2537d17">11.5</ix:nonFraction> billion, respectively, of Residential Securities. <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfRealizedGainLossTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MTY_0381279b-7a22-4ba1-aea2-816b23354e18" continuedAt="id7b5e4a47ba444fd97f883dea1eb2848" escape="true">The following table presents the Company&#8217;s net gains (losses) from the disposal of Residential Securities for the years ended December 31, 2022 and 2021, which is included in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). </ix:nonNumeric></span></div><div style="margin-bottom:6pt;padding-left:18pt;padding-right:18pt;text-align:center;text-indent:36pt"><ix:continuation id="id7b5e4a47ba444fd97f883dea1eb2848"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.625%"><tr><td style="width:1.0%"></td><td style="width:36.137%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:19.004%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.023%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:19.004%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.023%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:19.009%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Realized Gains</span></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Realized Losses</span></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Realized Gains (Losses)</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the year ended</span></td><td colspan="15" style="background-color:#083b92;border-right:1pt solid #929292;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8ad666d17fcf48d48407c9f15cc2e83e_D20221001-20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleRealizedGain" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzItMS0xLTEtMTEyMTUy_47273319-f249-49df-9313-1d0c86e59b78">66,587</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i8ad666d17fcf48d48407c9f15cc2e83e_D20221001-20221231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleRealizedLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzItMy0xLTEtMTEyMTUy_f5a0c9e8-cc4c-4fb8-9ece-3e540e74ffdd">3,663,446</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:GainLossOnSalesOfMortgageBackedSecuritiesMBS" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzItNS0xLTEtMTEyMTUy_da3a8086-84c0-445a-b7f3-afa66bc77408">3,596,859</ix:nonFraction>)</span></td><td style="border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-left:1pt solid #929292;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></div></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleRealizedGain" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzMtMS0xLTEtMTEyMTUy_72c8d0cb-80df-406c-a0ea-0150f2059185">102,567</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:DebtSecuritiesAvailableForSaleRealizedLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzMtMy0xLTEtMTEyMTUy_e1c51382-29cf-4afa-b556-2442dd430872">105,646</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:GainLossOnSalesOfMortgageBackedSecuritiesMBS" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzMtNS0xLTEtMTEyMTUy_9e69894f-6018-49cb-8c37-5f3871477557">3,079</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></ix:continuation></div></ix:continuation><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-14</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_385"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:LoansNotesTradeAndOtherReceivablesDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTQ1_fb0f0f86-38f3-461a-a9dc-7dfd21313347" continuedAt="i390e44277c914c9ea27743b7ac99b0f9" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">6. LOANS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company invests in residential loans. Loans are classified as either held for investment or held for sale. Loans are eligible to be accounted for under the fair value option. If loans are elected under the fair value option, they are carried at fair value with changes in fair value recognized in earnings. Otherwise, loans held for investment are carried at cost less impairment and loans held for sale are accounted for at the lower of cost or fair value.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Excluding loans transferred or pledged to securitization vehicles and loan warehouse facilities, as of December 31, 2022 and 2021, the Company reported $<ix:nonFraction unitRef="usd" contextRef="ie3990415b64a4858b1074888ea943c72_I20221231" decimals="-8" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzYxOA_4db3baed-8ba4-4860-915a-55f58afbfbd3">1.8</ix:nonFraction>&#160;billion and $<ix:nonFraction unitRef="usd" contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231" decimals="-8" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzYyNQ_08dca2ae-33cc-4977-9535-1f32d1000901">2.3</ix:nonFraction>&#160;billion, respectively, of loans for which the fair value option was elected. If the Company intends to sell or securitize the loans and the securitization vehicle is not expected to be consolidated, the loans are classified as held for sale. If loans are held for sale and the fair value option was not elected, they are accounted for at the lower of cost or fair value. Any origination fees and costs or purchase premiums or discounts are deferred and recognized upon sale. The Company determines the fair value of loans held for sale on an individual loan basis. The carrying value of the Company&#8217;s residential loans held for sale was $<ix:nonFraction unitRef="usd" contextRef="ie3990415b64a4858b1074888ea943c72_I20221231" decimals="-5" name="us-gaap:LoansReceivableHeldForSaleAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzEyNTc_4583b70f-bc9f-4c4e-b5ae-0ae335caf8e9">1.3</ix:nonFraction> million and $<ix:nonFraction unitRef="usd" contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231" decimals="-5" name="us-gaap:LoansReceivableHeldForSaleAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzEyNjQ_52f24e63-7bc8-4370-9eac-7de7f0911425">2.3</ix:nonFraction> million at December 31, 2022 and 2021, respectively.</span></div><div style="margin-bottom:6pt;text-align:justify"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTE0_d9be56b8-9a90-4961-b84f-2cf220392056" escape="true"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Allowance for Losses</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; Prior to the sale of its corporate debt and commercial loan portfolios, the Company evaluated the need for a loss reserve on each of its loans classified as held-for investment and carried at amortized cost based upon estimated current expected credit losses.</span></ix:nonNumeric></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company recorded net loan loss (provisions) reversals of $<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-5" sign="-" name="us-gaap:ProvisionForLoanLossesExpensed" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU4NTI_0c36adea-f1c9-4b8e-b286-ff9827be0295">20.7</ix:nonFraction>&#160;million, $<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-5" sign="-" name="us-gaap:ProvisionForLoanLossesExpensed" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU4NTY_582e72d9-b203-49f1-8580-54155c8d9c8b">145.1</ix:nonFraction>&#160;million and ($<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-5" name="us-gaap:ProvisionForLoanLossesExpensed" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU4NjM_958fb10f-1f0f-4453-8d51-67d7e4daf2c5">147.6</ix:nonFraction>)&#160;million for the years ended December 31, 2022, 2021 and 2020, respectively. As of December 31, 2022 and 2021, the Company&#8217;s loan loss allowance was $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-5" name="us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU5NzA_3d46a902-31ef-4911-b361-fbd3c5413991">0</ix:nonFraction> and $<ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-5" name="us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU5Nzc_f5a5b150-c6dc-4589-8a96-fe8919a6f183">27.9</ix:nonFraction> million, respectively.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:SummaryOfLoansInvestmentActivityTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTI2_31efa146-b595-4fa7-914c-2eb231a6568d" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the activity of the Company&#8217;s loan investments, excluding loans transferred or pledged to securitization vehicles and loan warehouse facilities, for the year ended December 31, 2022:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.766%"><tr><td style="width:1.0%"></td><td style="width:41.789%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.055%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:2.283%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="width:1.0%"></td><td style="width:16.732%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="width:0.1%"></td><td style="width:2.283%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.058%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Corporate Debt</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance January 1, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibe4a1efebfe948d6b3f6d3977160e60b_I20211231" decimals="-3" name="us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzItMS0xLTEtMTEyMTUy_038daff2-88ad-451d-812a-b8437524e24b">2,272,072</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i090d51346c5a4ff7be48f76610ac9086_I20211231" decimals="-3" name="us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzItNS0xLTEtMTEyMTUy_f456598b-c41f-465f-ad96-1d68b1926d79">1,968,991</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i624f2954f0734189878e3c576defe7f0_I20211231" decimals="-3" name="us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzItOS0xLTEtMTEyMTUy_c16095f1-f5e9-4aff-8148-f62b8dd867f4">4,241,063</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases / originations</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231" decimals="-3" name="us-gaap:MortgageLoansOnRealEstateNewMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzQtMS0xLTEtMTEyMTUy_214b1660-b76f-4a7d-9bd3-453ea68fb9f2">5,983,775</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231" decimals="-3" name="us-gaap:MortgageLoansOnRealEstateNewMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzQtNS0xLTEtMTEyMTUy_71f0c087-fd13-466d-99e7-baaa9a224384">185,269</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231" decimals="-3" name="us-gaap:MortgageLoansOnRealEstateNewMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzQtOS0xLTEtMTEyMTUy_3c98c13e-0d39-4939-945e-cb0acd4c42fc">6,169,044</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sales and transfers</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231" decimals="-3" name="us-gaap:MortgageLoansOnRealEstateCostOfMortgagesSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzUtMS0xLTEtMTEyMTUy_6b5d3d4a-dc03-4650-bc86-5062d02f4bdb">6,106,109</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231" decimals="-3" name="us-gaap:MortgageLoansOnRealEstateCostOfMortgagesSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzUtNS0xLTEtMTEyMTUy_8cb9df4a-b241-41e9-862e-0d8d787afa59">1,902,444</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231" decimals="-3" name="us-gaap:MortgageLoansOnRealEstateCostOfMortgagesSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzUtOS0xLTEtMTEyMTUy_25fcb0b4-fb9c-4210-b12c-6fb1650c0006">8,008,553</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal payments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231" decimals="-3" name="srt:MortgageLoansOnRealEstateCollectionsOfPrincipal" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzktMS0xLTEtMTEyMTUy_4a6fef91-784c-45c1-814d-227ac5333824">111,589</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231" decimals="-3" name="srt:MortgageLoansOnRealEstateCollectionsOfPrincipal" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzktNS0xLTEtMTEyMTUy_21c0bfae-7932-4b9a-bdaf-12449c3550c2">231,190</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231" decimals="-3" name="srt:MortgageLoansOnRealEstateCollectionsOfPrincipal" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzktOS0xLTEtMTEyMTUy_7dea54a7-d35a-4e12-b34e-e73c94d9d4a3">342,779</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gains / (losses)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231" decimals="-3" sign="-" name="nly:MortgageLoansonRealEstateGainsLosses" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEwLTEtMS0xLTExMjE1Mg_8d495b74-d13b-486f-aa03-dd03db3c7658">220,130</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231" decimals="-3" sign="-" name="nly:MortgageLoansonRealEstateGainsLosses" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEwLTUtMS0xLTExMjE1Mg_44e85a51-2363-4bb6-a21f-aade939a831a">23,320</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231" decimals="-3" sign="-" name="nly:MortgageLoansonRealEstateGainsLosses" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEwLTktMS0xLTExMjE1Mg_67bc4658-c904-4c5c-8d53-ca4c8a4b90fc">243,450</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(Amortization) / accretion</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231" decimals="-3" name="nly:SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzExLTEtMS0xLTExMjE1Mg_0ad41b03-16ab-44d2-9d84-95eb7bfd9324">8,187</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231" decimals="-3" sign="-" name="nly:SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzExLTUtMS0xLTExMjE1Mg_76309d56-749c-40b9-8f68-a7c5c86d65e8">2,694</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231" decimals="-3" name="nly:SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzExLTktMS0xLTExMjE1Mg_729a94ae-d8ca-42e6-bda2-38e63268eee7">5,493</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iacbdafd53db64be990256ca034126f9c_I20221231" decimals="-3" name="us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEzLTEtMS0xLTExMjE1Mg_46ef5f86-2a91-49ea-9a87-397097d180d1">1,809,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i12765511af2149e58e70652eb429a704_I20221231" decimals="-3" name="us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEzLTUtMS0xLTExMjE1Mg_d623520b-9a1b-4657-9157-f66225a1878e">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i291a9c82e6f4422296eae2e7e5c7284d_I20221231" decimals="-3" name="us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEzLTktMS0xLTExMjE1Mg_3a24c19a-12d1-4241-98c6-74f917c9d448">1,809,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes securitizations, syndications,  transfers to securitization vehicles and corporate debt transfers to assets of disposal group held for sale and other assets. Includes transfer of residential loans to securitization vehicles with a carrying value of $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-8" name="nly:NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzE1LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjAyZjQyM2FkZThlNTQwNzQ5M2E2MjcwNTFmNzAyOTYyXzM4Mw_375ce4d2-21bb-4969-be15-10b3286ceed6">6.1</ix:nonFraction> billion during the year ended December 31, 2022.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">&#160;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes loan loss allowances.</span></div></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:LoansAndLeasesReceivableMortgageBankingActivitiesPolicy" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTMz_ad3d080d-9e81-4931-bfc7-3d6cb35a7d38" continuedAt="iefb551a0da7e40f8933f09507cae5fca" escape="true">Residential </ix:nonNumeric></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="iefb551a0da7e40f8933f09507cae5fca">The Company&#8217;s residential mortgage loans are primarily comprised of performing adjustable-rate and fixed-rate whole loans. The Company&#8217;s residential loans are accounted for under the fair value option with changes in fair value reflected in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). The Company also consolidates securitization trusts in which it had purchased subordinated securities because it also has certain powers and rights to direct the activities of such trusts.</ix:continuation> Refer to the &#8220;Variable Interest Entities&#8221; Note for further information related to the Company&#8217;s consolidated residential mortgage loan trusts.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The mortgage loans are secured by first liens on primarily one-to-four family residential properties. A subsidiary of the Company has engaged a third party to act as its custodian, agent and bailee for the purposes of receiving and holding certain documents, instruments and papers related to the residential mortgage loans it purchases. Pursuant to the Company&#8217;s custodial agreement, the custodian segregates and maintains continuous custody of all documents constituting the mortgage file with respect to each mortgage loan owned by the subsidiary in secure and fire resistant facilities and in a manner consistent with the standard of care employed by prudent mortgage loan document custodians. At or prior to the funding of any residential mortgage loan, the related seller, pursuant to the terms of our mortgage loan purchase agreement, must deliver to the custodian, the mortgage loan documents  including the mortgage note, the mortgage and other related loan documents. In addition, a complete credit file for the related mortgage and borrower must be delivered to the subsidiary prior to the date of purchase.</span></div></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-15</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><div><span><br/></span></div><ix:continuation id="i390e44277c914c9ea27743b7ac99b0f9" continuedAt="iaef2f09ceaca432c90e1a0ca564abf1c"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTM2_caa1bf13-ddc4-4d98-a7ea-13baa09ca496" escape="true"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:107%">The following table presents the fair value and the unpaid principal balances of the residential mortgage loan portfolio, including loans transferred or pledged to securitization vehicles and excluding loan warehouse facilities, at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.473%"><tr><td style="width:1.0%"></td><td style="width:44.478%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:26.110%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:26.112%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie3990415b64a4858b1074888ea943c72_I20221231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTowMzNlNTI4NTk0MDQ0YTUyOWEwODAzNjJhYjUzNzk2ZC90YWJsZXJhbmdlOjAzM2U1Mjg1OTQwNDRhNTI5YTA4MDM2MmFiNTM3OTZkXzItMS0xLTEtMTEyMTUy_903651d1-9851-4699-8171-ddece50b194b">10,931,744</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTowMzNlNTI4NTk0MDQ0YTUyOWEwODAzNjJhYjUzNzk2ZC90YWJsZXJhbmdlOjAzM2U1Mjg1OTQwNDRhNTI5YTA4MDM2MmFiNTM3OTZkXzItMi0xLTEtMTEyMTUy_25448b67-795f-47a0-bf50-0c60483e17e5">7,768,507</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unpaid principal balance</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie3990415b64a4858b1074888ea943c72_I20221231" decimals="-3" name="us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTowMzNlNTI4NTk0MDQ0YTUyOWEwODAzNjJhYjUzNzk2ZC90YWJsZXJhbmdlOjAzM2U1Mjg1OTQwNDRhNTI5YTA4MDM2MmFiNTM3OTZkXzMtMS0xLTEtMTEyMTUy_9d9af576-900a-40e2-96d6-a43febb97e11">12,247,346</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231" decimals="-3" name="us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTowMzNlNTI4NTk0MDQ0YTUyOWEwODAzNjJhYjUzNzk2ZC90YWJsZXJhbmdlOjAzM2U1Mjg1OTQwNDRhNTI5YTA4MDM2MmFiNTM3OTZkXzMtMi0xLTEtMTEyMTUy_f26e6eba-9119-46b1-9b62-484678038c89">7,535,855</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr></table></div></ix:nonNumeric><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfComprehensiveIncomeLossTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTQ2_2efa4feb-7523-4895-8c01-c36a389b80a7" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides information regarding the line items and amounts recognized in the Consolidated Statements of Comprehensive Income (Loss) for December 31, 2022 and 2021 for these investments, excluding loan warehouse facilities:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:87.280%"><tr><td style="width:1.0%"></td><td style="width:63.891%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.650%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.307%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.652%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest income</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231" decimals="-3" name="us-gaap:InterestIncomeExpenseNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzMtMS0xLTEtMTEyMTUy_c1f14f99-360a-46ba-9553-58c36ff01b0a">410,195</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231" decimals="-3" name="us-gaap:InterestIncomeExpenseNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzMtMy0xLTEtMTEyMTUy_7707226b-f0b5-426f-b75c-ea11a84e1cef">182,325</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net gains (losses) on disposal of investments </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:GainLossOnSaleOfInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzQtMS0xLTEtMTEyMTUy_e271b4aa-4b64-42f6-b282-69cea3f3d236">12,842</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:GainLossOnSaleOfInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzQtMy0xLTEtMTEyMTUy_10de2f8c-a521-4a30-9337-656423ee71ae">37,212</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net unrealized gains (losses) on instruments measured at fair value through earnings </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:UnrealizedGainLossOnInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzUtMS0xLTEtMTEyMTUy_b19dc58d-272a-49a2-8cb5-19a96b00ffb3">1,420,645</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231" decimals="-3" name="us-gaap:UnrealizedGainLossOnInvestments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzUtMy0xLTEtMTEyMTUy_84a9914a-6380-495b-bbf1-a2fcea051f5c">19,545</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total included in net income (loss)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzYtMS0xLTEtMTEyMTUy_b46356bf-b7c5-422b-b692-be9846e4862c">1,023,292</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231" decimals="-3" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzYtMy0xLTEtMTEyMTUy_cc3d7bfd-b79b-4cc6-8155-4a7d99f8f0b5">164,658</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> These amounts are presented in the line item Net gains (losses) on investments and other on the Consolidated Statements of Comprehensive Income (loss).</span></div></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:SchedulesOfConcentrationOfRiskByRiskFactorTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTQx_e98eca9b-2ddc-47b8-83e2-d782c78662ba" continuedAt="i9d8aa814158a4ee79bc69192f4210f4f" escape="true">The following table provides the geographic concentrations based on the unpaid principal balances at December 31, 2022 and 2021 for the residential mortgage loans, including loans transferred or pledged to securitization vehicles:&#160;</ix:nonNumeric></span></div><div style="margin-bottom:6pt;text-align:center"><ix:continuation id="i9d8aa814158a4ee79bc69192f4210f4f"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:86.257%"><tr><td style="width:1.0%"></td><td style="width:35.001%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.459%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.647%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:35.001%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.292%"></td><td style="width:0.1%"></td></tr><tr><td colspan="15" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Geographic Concentrations of Residential Mortgage Loans</span></td></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="6" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Property location</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">% of Balance</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Property location</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">% of Balance</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">California</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i2f2b13d5b29540bdad0e62308454e4e7_D20220101-20221231" decimals="3" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzMtMS0xLTEtMTEyMTUy_2b0ab8d0-c75f-4f0b-9334-26210502941f">44.8</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">California</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i57e5c348395841798ef3889969e408f7_D20210101-20211231" decimals="3" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzMtNC0xLTEtMTEyMTUy_9542ee12-8544-470b-b454-7cfc5a91a17b">50.2</ix:nonFraction>%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">New York</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i228c1ef05ea643159122f6cbe9648569_D20220101-20221231" decimals="3" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzQtMS0xLTEtMTEyMTUy_213196d8-6e8d-42ad-abbf-054e9b14d9cd">10.3</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">New York</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i83dad02eafb14e4083695ad772597377_D20210101-20211231" decimals="3" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzQtNC0xLTEtMTEyMTUy_fea41dd3-948a-4e6b-80ee-924d9cce7bbe">10.9</ix:nonFraction>%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Florida</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i762aa7ce151c45dc9c83c721f0d58547_D20220101-20221231" decimals="3" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzUtMS0xLTEtMTEyMTUy_4c5c70ad-6c0d-4769-a1be-37900b168d60">8.3</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Florida</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i479a1d300dc94ff295c83264f36dacba_D20210101-20211231" decimals="3" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzUtNC0xLTEtMTEyMTUy_ba3bfac0-1e01-441b-a0e2-98682f058e8b">6.1</ix:nonFraction>%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Texas</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="id2e0b67af70041bc9ca11b1e281476f9_D20220101-20221231" decimals="3" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzYtMS0xLTEtMTM5NzQx_f2c015af-9bce-4f6b-bba5-39860a7b734f">5.1</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">All other (none individually greater than 5%)</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i1852511a30a740d8b11eb122a3e89093_D20210101-20211231" decimals="3" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzYtNC0xLTEtMTM5NjU3_a9baa318-e8e9-4f38-b6eb-bf2502e1a070">32.8</ix:nonFraction>%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">All other (none individually greater than 5%)</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i309bde3d7040463793717cab3c2aa88a_D20220101-20221231" decimals="3" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzYtMS0xLTEtMTEyMTUy_fd633d1d-0917-4009-b050-63808af16e95">31.5</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i44ac78daf02843b3ba08a476dc82e47f_D20220101-20221231" decimals="INF" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzktMS0xLTEtMTEyMTUy_7a266c31-f675-4846-89dc-93f9d1ed916b">100.0</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ie90df1926fe64e72af7b2e306c3cd5dc_D20210101-20211231" decimals="INF" name="us-gaap:ConcentrationRiskPercentage1" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzktNC0xLTEtMTEyMTUy_08d259d4-35c7-4bb7-ad99-f7b889ae5e33">100.0</ix:nonFraction>%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td></tr></table></ix:continuation><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:MortgageLoansHeldForPortfolioTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTIy_bf680297-ba93-4eed-a012-2b202074d213" continuedAt="i691e63385637492397ba45f2e4c20a00" escape="true">The following table provides additional data on the Company&#8217;s residential mortgage loans, including loans transferred or pledged to securitization vehicles, at December 31, 2022 and 2021:</ix:nonNumeric></span></div><div style="margin-bottom:6pt;text-align:center"><ix:continuation id="i691e63385637492397ba45f2e4c20a00"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:85.964%"><tr><td style="width:1.0%"></td><td style="width:31.382%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.267%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.650%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:13.185%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.990%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.097%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.650%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.679%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio Weighted<br/>Average</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range</span></div></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio Weighted Average</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unpaid principal balance</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i8afcd0f3868c4507a3d493d8d49e1ef7_I20221231" decimals="-3" name="us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246Y2NjMTYyOTk2ODU0NGY3MGE0N2U2MGVmMGUyNzU2N2NfNA_988c21d1-61e5-49d7-bd29-42857bd434a0">3</ix:nonFraction> - $<ix:nonFraction unitRef="usd" contextRef="i86d55abd42ad4a0b9c936018fbf98aff_I20221231" decimals="-3" name="us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246Y2NjMTYyOTk2ODU0NGY3MGE0N2U2MGVmMGUyNzU2N2NfOQ_f52ca0b1-f0a4-4684-b7a8-b7c8a2b1768e">4,396</ix:nonFraction></span></div></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="ic1dd4be6b18c4e738bec85130f614c07_I20221231" decimals="-3" name="us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtMy0xLTEtMTEyMTUy_039104c9-14df-4cc9-a3f6-36f3bc285b7a">489</ix:nonFraction></span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i21e9b956d21a4356879fdc204e32bdd8_I20211231" decimals="-3" name="us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246Y2E5NGViMzI0MjFkNDdlMmE0NmY5M2VhNzE3YzMwYzBfNA_80cf9950-1342-43e2-a28d-69044ac29870">1</ix:nonFraction> - $<ix:nonFraction unitRef="usd" contextRef="ie1729eedc69744dd85c3a03716de5c75_I20211231" decimals="-3" name="us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246Y2E5NGViMzI0MjFkNDdlMmE0NmY5M2VhNzE3YzMwYzBfOQ_43dfd16a-1a3d-471e-82ab-3b6e2e0acdbb">4,382</ix:nonFraction></span></div></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i4da234ee9bef488bbe2ae665d9f88b98_I20211231" decimals="-3" name="us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtNy0xLTEtMTEyMTUy_f197d310-ad6e-4627-bef5-d09eb94b7fdc">513</ix:nonFraction></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="id1e986dd53c440cdb87366ff5439927e_D20220101-20221231" decimals="4" name="nly:InvestmentInterestRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZDQwYzZjYjE0Yzg4NDNkNWI1ODZhZDIxMTNmNGJlMDdfNA_ef0cfc67-76f8-4925-b4f5-fa1a8f872ed0">2.00</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="icd0b67d178f7412ba31c094ab9c9377f_D20220101-20221231" decimals="4" name="nly:InvestmentInterestRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZDQwYzZjYjE0Yzg4NDNkNWI1ODZhZDIxMTNmNGJlMDdfOQ_c0a31080-3347-4ac9-b12a-a89a21db21e4">15.00</ix:nonFraction>%</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i4bfb31ddcbf7463ab24f836eaa6f53b7_D20220101-20221231" decimals="4" name="nly:InvestmentInterestRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtMy0xLTEtMTEyMTUy_85062218-fef2-4ade-9f44-06ef3e93fbd0">4.61</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i6e4298453c234b69a209f3abd60172de_D20210101-20211231" decimals="4" name="nly:InvestmentInterestRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ODBjMDA3ZTc2ODg3NDFmYjkxZGRlZGIwYjI4NmNhYWRfNA_cd992b6c-2a67-41b5-bcf2-c1599d749e00">0.75</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="ib0d1d900ed054259989b252a00728f2a_D20210101-20211231" decimals="4" name="nly:InvestmentInterestRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ODBjMDA3ZTc2ODg3NDFmYjkxZGRlZGIwYjI4NmNhYWRfOQ_ea6a9874-a820-4ed7-9af6-0eed55dacd94">9.24</ix:nonFraction>%</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i4bd44d3a2f0243f899ed2cc2335b81f9_D20210101-20211231" decimals="4" name="nly:InvestmentInterestRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtNy0xLTEtMTEyMTUy_7f394b90-bae5-49e3-a229-4101115e9b21">4.04</ix:nonFraction>%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Maturity</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7/1/2029 - 1/1/2063</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10/6/2051</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7/1/2029 - 12/1/2061</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12/22/2050</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">FICO score at loan origination</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="point" contextRef="i8afcd0f3868c4507a3d493d8d49e1ef7_I20221231" decimals="0" name="nly:FicoScore" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246YzU5OTFjY2RkNGRmNDY5ZjlkMDlmZjQ3OWE2NGYxNzBfNA_3acd491a-77d9-4140-a282-40fd42568641">588</ix:nonFraction> - <ix:nonFraction unitRef="point" contextRef="i86d55abd42ad4a0b9c936018fbf98aff_I20221231" decimals="0" name="nly:FicoScore" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246YzU5OTFjY2RkNGRmNDY5ZjlkMDlmZjQ3OWE2NGYxNzBfOQ_65a28f60-02f3-4722-9acf-e6cab86320de">831</ix:nonFraction></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="point" contextRef="ic1dd4be6b18c4e738bec85130f614c07_I20221231" decimals="0" name="nly:FicoScore" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtMy0xLTEtMTEyMTUy_2b07a426-cbaa-4176-a9f2-711c3ff071bf">759</ix:nonFraction></span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="point" contextRef="i21e9b956d21a4356879fdc204e32bdd8_I20211231" decimals="0" name="nly:FicoScore" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246YTI3ODk5OTA3ZTE5NDE1MTgwNjc4ODdhOTk5NDY5MTBfNA_e59692a0-8bbc-4be9-a9f7-8f11f090c6af">604</ix:nonFraction> - <ix:nonFraction unitRef="point" contextRef="ie1729eedc69744dd85c3a03716de5c75_I20211231" decimals="0" name="nly:FicoScore" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246YTI3ODk5OTA3ZTE5NDE1MTgwNjc4ODdhOTk5NDY5MTBfOQ_fc341b9e-7b0b-4629-b9b2-ff15314914a1">831</ix:nonFraction></span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="point" contextRef="i4da234ee9bef488bbe2ae665d9f88b98_I20211231" decimals="0" name="nly:FicoScore" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtNy0xLTEtMTEyMTUy_7229304d-3715-4371-b937-5fadddff6d6f">762</ix:nonFraction></span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loan-to-value ratio at loan origination</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="id1e986dd53c440cdb87366ff5439927e_D20220101-20221231" decimals="2" name="nly:LoanToValuePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MzQzN2YwZjA5NTJlNDljOGE5YzIyZjkwNjEwMDVhZTVfNA_f5c751ac-d3e2-430e-839a-bfdf8985ce9f">5</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="icd0b67d178f7412ba31c094ab9c9377f_D20220101-20221231" decimals="2" name="nly:LoanToValuePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MzQzN2YwZjA5NTJlNDljOGE5YzIyZjkwNjEwMDVhZTVfOQ_ca0ab474-b1a7-4646-8e98-f050096652a0">100</ix:nonFraction>%</span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i4bfb31ddcbf7463ab24f836eaa6f53b7_D20220101-20221231" decimals="2" name="nly:LoanToValuePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctMy0xLTEtMTEyMTUy_31efea54-ef44-4ce9-ab97-2e48992285fd">68</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i6e4298453c234b69a209f3abd60172de_D20210101-20211231" decimals="2" name="nly:LoanToValuePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctNS0xLTEtMTEyMTUyL3RleHRyZWdpb246OTY2MDgyZTBlZmUyNDY3YmFkYTIyZTExMzQ3NTdhNDdfNA_96ce26e7-1ddd-4370-b863-980ad9bab329">8</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="ib0d1d900ed054259989b252a00728f2a_D20210101-20211231" decimals="2" name="nly:LoanToValuePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctNS0xLTEtMTEyMTUyL3RleHRyZWdpb246OTY2MDgyZTBlZmUyNDY3YmFkYTIyZTExMzQ3NTdhNDdfOQ_87022f85-1a66-43b9-916c-03b0eb8ceec2">103</ix:nonFraction>%</span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i4bd44d3a2f0243f899ed2cc2335b81f9_D20210101-20211231" decimals="2" name="nly:LoanToValuePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctNy0xLTEtMTEyMTUy_2419e63e-9472-423c-a849-0d6a4d5907f9">66</ix:nonFraction>%</span></td></tr></table></ix:continuation><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">At December 31, 2022 and 2021, approximately <ix:nonFraction unitRef="number" contextRef="ie3990415b64a4858b1074888ea943c72_I20221231" decimals="2" name="nly:PercentageOfAdjustableRateLoans" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzg5Mjc_048b93a5-0041-4e4e-9a3d-b6ac9f969557">11</ix:nonFraction>% and <ix:nonFraction unitRef="number" contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231" decimals="2" name="nly:PercentageOfAdjustableRateLoans" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzg5MzQ_704d27fa-5269-4396-a0a5-89ac79306630">16</ix:nonFraction>%, respectively, of the carrying value of the Company&#8217;s residential mortgage loans, including loans transferred or pledged to securitization vehicles, were adjustable-rate.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company participates in an arrangement that provides a residential mortgage loan warehouse facility to a third-party originator. The Company has elected to apply the fair value option to this lending facility in order to simplify the accounting and keep the accounting consistent with other residential credit financial instruments with similar characteristics. At December 31, 2022 and December 31, 2021, the fair value and carrying value of this warehouse facility was approximately $<ix:nonFraction unitRef="usd" contextRef="iacb53a6ed38a4e24bbc1a32430261b3f_I20221231" decimals="-5" name="us-gaap:Assets" format="ixt:fixed-zero" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzk1ODY_23982083-a719-4feb-b8f6-63a4bb26422b">0.0 million</ix:nonFraction> and $<ix:nonFraction unitRef="usd" contextRef="ib0dbfc8961c54fffab685b26757b2690_I20211231" decimals="-5" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzIxOTkwMjMyOTY4MTQ_bf8246e3-158a-4aa6-ad95-fe7f05edeeab">1.0</ix:nonFraction> million, respectively, and reported as Loans, net in the Consolidated Statements of Financial Condition. As of December 31, 2022, the lending facility was not on nonaccrual status nor past due.</span></div></ix:continuation><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-16</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="iaef2f09ceaca432c90e1a0ca564abf1c"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Commercial</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">As of December 31, 2021, commercial real estate loans were reported in Assets of disposal group held for sale in the Consolidated Statements of Financial Condition and classified as held for sale. Refer to the  &#8220;Sale of Commercial Real Estate Business&#8221; Note for additional information on the transaction.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Corporate Debt</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In April 2022, the Company entered into a definitive agreement to sell substantially all of the corporate loan interests held by the MML business operated by the Company, as well as assets managed for third parties (collectively, the &#8220;MML Portfolio&#8221;), to Ares Capital Management LLC (&#8220;Ares&#8221;). The vast majority of these assets were legally transferred to Ares at the end of the third quarter and the remaining assets were transferred by the end of the fourth quarter of 2022. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information on the transaction.</span></div></ix:continuation><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_388"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90ZXh0cmVnaW9uOmVhYWRkZDhmMjIwOTQwNDFhZDVhYzk3OGY1YjYzMjgwXzIyODA_3cf4c020-7c3b-455c-a565-bf1e6388caf7" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">7. MORTGAGE SERVICING RIGHTS  </span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">MSR represent the rights and obligations associated with servicing pools of residential mortgage loans. The Company and its subsidiaries do not originate or directly service residential mortgage loans. Rather, these activities are carried out by duly licensed subservicers who perform substantially all servicing functions for the loans underlying the MSR. The Company generally intends to hold the MSR as investments and elected to account for all of its investments in MSR at fair value. As such, they are recognized at fair value on the accompanying Consolidated Statements of Financial Condition with changes in the estimated fair value presented as a component of Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Interests in MSR represent agreements to purchase all, or a component of, net servicing cash flows. A third party acted as a master servicer for the loans providing the net servicing cash flows represented by the Interests in MSR. The Company accounts for its Interests in MSR at fair value with change in fair value presented in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). Cash flows received for Interests in MSR are recorded in Other, net in the Consolidated Statements of Comprehensive Income (Loss).</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfServicingAssetsAtFairValueTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90ZXh0cmVnaW9uOmVhYWRkZDhmMjIwOTQwNDFhZDVhYzk3OGY1YjYzMjgwXzIyNzk_8aad9281-510e-457d-9444-9eb29d2d2c98" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents activity related to MSR and Interests in MSR for the years ended December 31, 2022 and 2021: &#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"><tr><td style="width:1.0%"></td><td style="width:58.793%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.511%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.683%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.513%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;&#160;Mortgage Servicing Rights</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, beginning of period</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzItMS0xLTEtMTEyMTUy_35b96ad4-8f22-41fe-a5cd-cabf9b7d88e9">544,562</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6c589c7729574f33a050cbce15906304_I20201231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzItMy0xLTEtMTEyMTUy_6c1d08e8-cf36-4c7e-a55c-0fc39a5a5257">100,895</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAdditions" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzQtMS0xLTEtMTEyMTUy_1c7dff1a-7867-4235-ab2d-83b0f96f2dbe">1,009,351</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAdditions" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzQtMy0xLTEtMTEyMTUy_aff8b608-d014-4e85-aa64-dbaad88c7f24">468,196</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Transfers </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:ServicingAssetsAtFairValueTransfers" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzUtMS0xLTEtMTMzMjQ1_300d6f8b-40e1-4575-9b8a-eedf7048123e">82,650</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:ServicingAssetsAtFairValueTransfers" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzUtMy0xLTEtMTMzMjQ4_f8f22be2-8de4-47e7-8e8a-b318734fe05c">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sales</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueDisposals" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzUtMS0xLTEtMTEyMTUy_deae2b38-bacf-47c6-b16e-5682715b63af">9,084</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueDisposals" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzUtMy0xLTEtMTEyMTUy_81ef854d-0bff-4c23-a9fa-f66b78668c18">82,176</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Change in fair value due to</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Changes in valuation inputs or assumptions</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzgtMS0xLTEtMTEyMTUy_f739a224-6855-4f4a-bce9-8670e3d30dae">205,463</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzgtMy0xLTEtMTEyMTUy_e82ae331-7925-4b83-8247-5b03a306376e">120,879</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other changes, including realization of expected cash flows</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:ServicingAssetAtFairValueOtherChangesThatAffectBalance" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzktMS0xLTEtMTEyMTUy_004088fc-3cb4-4a25-89ee-f52820b4bf31">84,733</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:ServicingAssetAtFairValueOtherChangesThatAffectBalance" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzktMy0xLTEtMTEyMTUy_6a3472ce-997f-4406-8d27-5a9a65e5e7da">63,232</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fair value, end of period</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzEwLTEtMS0xLTExMjE1Mg_e3155f05-0d6c-4088-ba7d-013c927f1619">1,748,209</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzEwLTMtMS0xLTExMjE1Mg_fc5d3ba4-84b3-41eb-97b8-1743192b7ead">544,562</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">Transfers from Interests in MSR - Refer to the &#8220;Variable Interest Entities&#8221; Note for additional information.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principally represents changes in discount rates and prepayment speed inputs used in valuation model, primarily due to changes in interest rates.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.029%"><tr><td style="width:1.0%"></td><td style="width:42.115%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:27.292%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:27.293%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interests in MSR</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"></td><td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i205c71d70055483da27452fdaf641a2b_I20211231" decimals="-3" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzItMS0xLTEtMTEyMTUy_a439bdbf-aa22-4e6a-8b33-597c56ce3100">69,316</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71c372cd02574b1fb3e86631ab5ad077_I20201231" decimals="-3" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzItMi0xLTEtMTI0MzM1_d09484d9-466c-4855-8c85-122a90a0d2c5">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ieaf58c231a854a4c9d12fa353b8038cd_D20220101-20221231" decimals="-3" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzMtMS0xLTEtMTEyMTUy_3490e50e-1a3b-4f57-85b2-ccc12717d5d8">4,860</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i3fa0bd9fb6ea4718ab6438f3fde567ca_D20210101-20211231" decimals="-3" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzMtMi0xLTEtMTI0MzM1_994c0622-f7d0-4c6d-a25e-6132b5d14711">65,107</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Transfers </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ieaf58c231a854a4c9d12fa353b8038cd_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzQtMS0xLTEtMTI0MjMy_02a6ec82-42f1-4924-a40c-2afdc47555d7">82,650</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i3fa0bd9fb6ea4718ab6438f3fde567ca_D20210101-20211231" decimals="-3" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzQtMi0xLTEtMTI0MzM1_74a61e5f-1310-4cbb-991c-036b91497391">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gain (loss) included in net income</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ieaf58c231a854a4c9d12fa353b8038cd_D20220101-20221231" decimals="-3" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzQtMS0xLTEtMTEyMTUy_40cdd1ec-0536-4266-8814-6d53ac2bfc77">8,474</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i3fa0bd9fb6ea4718ab6438f3fde567ca_D20210101-20211231" decimals="-3" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzUtMi0xLTEtMTI2Nzg2_783f9f53-4f48-496b-ba1e-f707c7970936">4,209</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i3120e31ce2d4424cba3cccbe0badce44_I20221231" decimals="-3" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzctMS0xLTEtMTEyMTUy_ecdba2d5-7e70-47d0-85e7-677224918811">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i205c71d70055483da27452fdaf641a2b_I20211231" decimals="-3" name="us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzgtMi0xLTEtMTI2Nzg2_e3453dde-0228-4612-8e34-c8028f719888">69,316</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="9" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">Transfers to MSR - Refer to the &#8220;Variable Interest Entities&#8221; Note for additional information</span></div></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div></ix:nonNumeric></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-17</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_391"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:VariableInterestEntityDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExODEx_8fe42c2c-9085-400d-9f1b-0e03042c73cb" continuedAt="ibbccc78420f3477a8caf45dc2c88d80f" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">8. VARIABLE INTEREST ENTITIES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s exposure to the obligations of its VIEs is generally limited to the Company&#8217;s investment in the VIEs of $<ix:nonFraction unitRef="usd" contextRef="i29ccddc88f984e98b8f579f3f605ea8e_I20221231" decimals="-8" name="us-gaap:VariableInterestEntityEntityMaximumLossExposureAmount" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzIxOTkwMjMyNzY4NTY_a360dc46-dcfe-4159-9c93-313f0e506157">1.0</ix:nonFraction> billion at December 31, 2022. Assets of the VIEs may only be used to settle obligations of the VIEs. Creditors of the VIEs have no recourse to the general credit of the Company. The Company is not contractually required to provide and has not provided any form of financial support to the VIEs. No gains or losses were recognized upon consolidation of existing VIEs. Interest income and expense are recognized using the effective interest method.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Multifamily Securitization</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In March 2020, the Company repackaged Fannie Mae guaranteed multifamily mortgage-backed securities with a principal cut-off balance of $<ix:nonFraction unitRef="usd" contextRef="i141606cb87bf4ce0807c099fe620ceae_I20200331" decimals="-8" name="nly:VariableInterestEntityPrincipalCuffOffBalance" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzcyMg_85044519-364c-48a9-aecd-a3983cca0e81">0.5</ix:nonFraction> billion and retained interest-only securities with a notional balance of $<ix:nonFraction unitRef="usd" contextRef="id11f948d11c644049636f3c2c9ea86d0_I20200331" decimals="-8" name="nly:VariableInterestEntityRetainedInterestNotionalBalance" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5Xzc5MA_bfe308fe-6e13-46e8-b4c3-aee26ee660be">0.5</ix:nonFraction> billion. At the inception of this arrangement, the Company determined that it was the primary beneficiary based upon its involvement in the design of this VIE and through the retention of a significant variable interest in the VIE. The Company elected the fair value option for the financial liabilities of this VIE in order to simplify the accounting; however, the financial assets were not eligible for the fair value option as it was not elected at purchase.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the year ended December 31, 2022, the Company deconsolidated the 2020 multifamily VIE since it sold all of its interest-only securities and no longer retains a significant variable interest in the entity. As a result of the deconsolidation of this VIE, the Company derecognized approximately $<ix:nonFraction unitRef="usd" contextRef="ifdd6e3484e3a409fae13836ea130c945_D20220101-20221231" decimals="-5" name="nly:VariableInterestEntityDerecognizedAssetsSecurities" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzIxOTkwMjMyNzY4MDE_cd99b7cd-1616-42dc-a022-1b2c26b72ed8">424.0</ix:nonFraction>&#160;million of securities and approximately $<ix:nonFraction unitRef="usd" contextRef="ifdd6e3484e3a409fae13836ea130c945_D20220101-20221231" decimals="-5" name="nly:VariableInterestEntityDerecognizedAssetsSecuritizationVehicles" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzIxOTkwMjMyNzY4MTU_932d601d-6710-4947-bb9f-341478f2c322">391.9</ix:nonFraction>&#160;million of debt issued by securitization vehicles and recognized a realized gain of $<ix:nonFraction unitRef="usd" contextRef="ifdd6e3484e3a409fae13836ea130c945_D20220101-20221231" decimals="-5" name="us-gaap:GainsLossesOnSalesOfAssets" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzIxOTkwMjMyNzY3ODU_07973bae-eeab-4516-82be-f1dc84a0ca4a">33.4</ix:nonFraction>&#160;million, which is included in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Residential Securitizations</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company also invests in residential mortgage-backed securities issued by entities that are VIEs because they do not have sufficient equity at risk for the entities to finance their activities without additional subordinated financial support from other parties. The Company is not the primary beneficiary because it does not have the power to direct the activities that most significantly impact the VIEs&#8217; economic performance. For these entities, the Company&#8217;s maximum exposure to loss is the amortized cost basis of the securities it owns and it does not provide any liquidity arrangements, guarantees or other commitments to these  VIEs. See the &#8220;Securities&#8221; Note for further information on Residential Securities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">OBX Trusts</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Residential securitizations are issued by <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfVariableInterestEntitiesTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExODE2_ea15f367-3ae5-49a3-bc39-1e06a7cd846b" continuedAt="ief0562383ccd4639beb5365024a568e8" escape="true">entities generally referred to collectively as the &#8220;OBX Trusts.&#8221; These securitizations represent financing transactions which provide non-recourse financing to the Company that are collateralized by residential mortgage loans purchased by the Company. Residential securitizations closed during the year are included in the table below.</ix:nonNumeric></span></div><div style="margin-bottom:6pt;text-align:center"><ix:continuation id="ief0562383ccd4639beb5365024a568e8"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.175%"><tr><td style="width:1.0%"></td><td style="width:32.233%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:32.233%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:32.234%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Securitization</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Date of Closing</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Face Value at Closing</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM1</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">January 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i58f394f5637c4080b1544803644619dd_I20220131" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI0LTItMS0xLTExMjE1Mg_3b5a728a-28a4-4aef-983e-c87ba24a2e72">556,696</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV1</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">January 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iff32d93dae3c422b988a5845ba12b53a_I20220131" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI1LTItMS0xLTExMjE1Mg_093697df-4d60-455b-918f-35d3dd76fe5e">377,275</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV2</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibbba2488463a470c9f1ec9dcbdebcdb9_I20220228" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI2LTItMS0xLTExMjE1Mg_a8bf4da7-557e-4fb1-9cf3-710f246ccf6a">466,686</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM2</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i88c82a27d8d545ca80983cd063da07e4_I20220228" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI3LTItMS0xLTExMjE1Mg_5c488f6b-c612-449e-8288-11905b09b659">439,421</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV3</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">March 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i12b715c2bb3f42f6987ef2f844822bc1_I20220331" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI4LTItMS0xLTExMjE1Mg_840a1862-115a-43ad-b725-9771c59e7805">330,823</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM3</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">March 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4d677a69f99f44188cf9b64b3300c5ee_I20220331" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI5LTItMS0xLTExMjE1Mg_76adbe89-4056-473a-b99d-19aa458da034">315,843</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM4</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">May 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibda9fd8e7266490ca6b5c2e6957644ba_I20220531" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzMwLTItMS0xLTExMjE1Mg_27b7288d-4cf0-4181-b587-d56703376cbc">457,285</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-J1</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">May 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id02c9994c65440fdb0a23eaf21e75a96_I20220531" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzMxLTItMS0xLTExMjE1Mg_4b10cf70-ce2e-406d-804a-869c1f145e4a">389,334</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM5</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i29960dc3cec34ccf9a5d8c7768884b27_I20220630" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzMyLTItMS0xLTExMjE1Mg_3a676662-2dcf-4bf7-8cf0-1b755264c819">390,775</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV4</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i3081f63b204a4b1aa5cf24704b290241_I20220630" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzMzLTItMS0xLTExMjE1Mg_815cc53e-be31-4188-8780-44e379397ab3">335,900</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM6</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i62b61b7f8aad42afa3bb9bb243066094_I20220630" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM0LTItMS0xLTExMjE1Mg_129ba179-b498-407a-86f1-9da17797c540">387,913</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-J2</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">August 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4bd7e6261ae94d1e9b0d0a19b3c68265_I20220831" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM1LTItMS0xLTExMjE1Mg_2fb6b761-b3f7-4cf6-9e9d-b860b211e95b">305,969</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM7</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">August 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i09108806778c436686298d7b54d42002_I20220831" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM2LTItMS0xLTExMjE1Mg_38f49480-c711-4351-88f3-77494d4cfda0">358,931</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM8</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">September 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie1f41b51d09946cd9506096bc141a8db_I20220930" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM3LTItMS0xLTEyMzU5Mg_630227dc-cc5f-4773-a33d-fa118594af48">397,470</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV5</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">November 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i28e3705615444a73b234dd27139dc11f_I20221130" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM4LTItMS0xLTEyMzU5Mg_c48af557-c7e2-4019-9f5e-249900afb334">326,226</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM9</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 2022</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8b4a5fbec2ee4788977c0b0d9f736278_I20221231" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM5LTItMS0xLTEyMzU5Mg_709dc7e1-ca68-485f-a038-10871d07a3eb">359,380</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></ix:continuation></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">As of December 31, 2022 and 2021, a total carrying value of $<ix:nonFraction unitRef="usd" contextRef="i1a02593eeaaa4ed0ab53ec6bcd8c3524_I20221231" decimals="-8" name="nly:SecuritizedDebtOfConsolidatedVie" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzQyMTQ_18370d1c-bc19-4130-b71e-008a914b5b51">7.7</ix:nonFraction>&#160;billion and $<ix:nonFraction unitRef="usd" contextRef="i29c4db11a8c74aeb844e1510c84085ad_I20211231" decimals="-8" name="nly:SecuritizedDebtOfConsolidatedVie" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzU0OTc1NTgzOTYxNA_aa63c5ee-5f15-42c4-9e81-880349e9f801">4.6</ix:nonFraction>&#160;billion, respectively, of bonds were held by third parties and the Company retained $<ix:nonFraction unitRef="usd" contextRef="i994c29c355974d92b92781581a2be87a_I20221231" decimals="-8" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzQzMDA_49857ade-cdd4-4839-9d6d-2d546fc1007c">1.0</ix:nonFraction>&#160;billion and $<ix:nonFraction unitRef="usd" contextRef="ifae3b3f3f54c443c92d0e54987e710a7_I20211231" decimals="-5" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzU0OTc1NTgzOTY0MA_8e9e1420-7758-4f75-a0e4-beb9ec1a579b">780.8</ix:nonFraction>&#160;million, respectively, of mortgage-backed securities, which were eliminated in consolidation. The Company is deemed to be the primary beneficiary and consolidates the OBX Trusts because it has power to direct the activities that most significantly impact the OBX Trusts&#8217; performance and holds a variable interest that </span></div></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-18</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="ibbccc78420f3477a8caf45dc2c88d80f" continuedAt="iac0ad8e3bae84d7b8cf49ff0e171963c"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">could be potentially significant to these VIEs. The Company has elected the fair value option for the financial assets and liabilities of these VIEs. Effective August 1, 2022, upon initial consolidation of new securitization entities, the Company elected to apply the measurement alternative for consolidated collateralized financing entities in order to simplify the accounting and valuation processes. The liabilities of these securitization entities are deemed to be more observable and are used to measure the fair value of the assets. During the years ended December 31, 2022 and 2021, the Company incurred $<ix:nonFraction unitRef="usd" contextRef="ibb6bd86a7b34426eb07274d5ce748ac0_D20220101-20221231" decimals="-5" name="us-gaap:GeneralAndAdministrativeExpense" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzUwMzY_ef80b7e3-46e9-41b6-96c1-83241875b362">7.6</ix:nonFraction> million and $<ix:nonFraction unitRef="usd" contextRef="icd169a83205740adbef663fa7acf37fc_D20210101-20211231" decimals="-5" name="us-gaap:GeneralAndAdministrativeExpense" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzU0OTc1NTgzOTY0OQ_f4332d1a-b8de-41ab-931c-d33a8e9cce54">5.6</ix:nonFraction>&#160;million, respectively, of costs in connection with these securitizations that were expensed as incurred.&#160;The contractual principal amount of the OBX Trusts&#8217; debt held by third parties was $<ix:nonFraction unitRef="usd" contextRef="i1a02593eeaaa4ed0ab53ec6bcd8c3524_I20221231" decimals="-8" name="nly:SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzUyMjY_eb6aeca6-8d06-4041-8d14-ecf3a4d74edf">9.0</ix:nonFraction>&#160;billion and $<ix:nonFraction unitRef="usd" contextRef="i29c4db11a8c74aeb844e1510c84085ad_I20211231" decimals="-8" name="nly:SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzU0OTc1NTgzOTY1OA_9b5edff8-bf43-4154-8015-fbde467041f5">4.6</ix:nonFraction>&#160;billion at December 31, 2022 and 2021, respectively. During the years ended December 31, 2022 and 2021, the Company recorded $<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-8" name="nly:SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzEwOTk1MTE2NTgxMjI_45245202-c038-4aa4-a042-f6db617307f1">1.2</ix:nonFraction> billion and ($<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-5" sign="-" name="nly:SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzEwOTk1MTE2NTgxNDI_ea756698-fcb4-4203-9d9b-3e7cb9727403">69.4</ix:nonFraction>)&#160;million, respectively, of unrealized gains (losses) on debt held by third parties, which is reported in Net gains (losses) on investments and other in the Company's Consolidated Statements of Comprehensive Income (Loss).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Although the residential mortgage loans have been sold for bankruptcy and state law purposes, the transfers of the residential mortgage loans to the OBX Trusts did not qualify for sale accounting and are reflected as intercompany secured borrowings that are eliminated upon consolidation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Credit Facility VIEs</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In connection with the sale of all of the assets that comprise the MML Portfolio, the credit facilities which provided financing for the Company&#8217;s corporate debt were paid-off and terminated during the year ended December 31, 2022. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information on the transaction.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">MSR VIEs</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company owns variable interests in an entity that invests in MSR and has structured its operations, funding and capitalization into pools of assets and liabilities, each referred to as a &#8220;silo.&#8221; Owners of variable interests in a given silo are entitled to all of the returns and subjected to the risk of loss on the investments and operations of that silo and have no substantive recourse to the assets of any other silo. While the Company previously held <ix:nonFraction unitRef="number" contextRef="i13743ff584a341abac51ab3d69b77af3_D20170801-20170831" decimals="INF" name="us-gaap:VariableInterestEntityOwnershipPercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzgyODA_c0d69b9d-a4ed-476f-9f47-925e85ff2406">100</ix:nonFraction>% of the voting interests in this entity, in August 2017, the Company sold <ix:nonFraction unitRef="number" contextRef="i13743ff584a341abac51ab3d69b77af3_D20170801-20170831" decimals="INF" name="us-gaap:VariableInterestEntityOwnershipPercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzgzNTY_c0d69b9d-a4ed-476f-9f47-925e85ff2406">100</ix:nonFraction>% of such interests, and entered into an agreement with the entity&#8217;s affiliated portfolio manager giving the Company the power over the silo in which it owns all of the beneficial interests. As a result, the Company is considered to be the primary beneficiary and consolidates this silo.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company owned variable interests in entities that invested in Interests in MSR. These entities were VIEs because they did not have sufficient equity at risk to finance their activities and the Company was the primary beneficiary because it had power to remove the decision makers with or without cause and held substantially all of the variable interests in the entities. During the quarter ended September 30, 2022, the Company terminated its contracts previously classified as Interests in MSR on its Consolidated Statements of Financial Condition and purchased the underlying mortgage servicing rights. As a result, consolidated VIEs holding the Interests in MSR and related assets and liabilities were liquidated. No gain or loss was recognized upon deconsolidation. The underlying MSR were initially recognized at fair value and subsequent changes in fair value are recognized in earnings. See the &#8220;Mortgage Servicing Rights&#8221; Note and &#8220;Fair Value Measurements&#8221; Note for further information regarding MSR.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExODA3_e6e8b9ce-f555-4585-be06-bde5e039e9ca" continuedAt="i0548983ef4e5465f9a0e4920648ddfbf" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The statements of financial condition of the Company&#8217;s VIEs, excluding the multifamily securitization, credit facility VIEs and OBX Trusts as the transfers of loans or securities did not meet the criteria to be accounted for as sales, that are reflected in the Company&#8217;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021 are as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"><tr><td style="width:1.0%"></td><td style="width:70.290%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:27.510%"></td><td style="width:0.1%"></td></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">MSR VIE</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cash and cash equivalents</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id0d962eb3eda428d97662505068deb9c_I20221231" decimals="-3" name="us-gaap:CashAndCashEquivalentsAtCarryingValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzMtMS0xLTEtMTEyMTUy_244467f4-4576-41e3-8bd7-52b859e05b51">2,239</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id0d962eb3eda428d97662505068deb9c_I20221231" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzQtMS0xLTEtMTEyMTUy_f462529e-140f-40ef-8ac6-8a7607d4cd92">1,293</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id0d962eb3eda428d97662505068deb9c_I20221231" decimals="-3" name="us-gaap:ServicingAsset" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzUtMS0xLTEtMTEyMTUy_7340a41e-bdc3-4832-b524-df7aed1634fb">27</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other assets</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id0d962eb3eda428d97662505068deb9c_I20221231" decimals="-3" name="us-gaap:OtherAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzgtMS0xLTEtMTEyMTUy_c11ba864-6659-4f4e-9622-edec74c8a28a">1,238</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id0d962eb3eda428d97662505068deb9c_I20221231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzktMS0xLTEtMTEyMTUy_81a94c6b-449f-46c1-8369-357a5f352f23">4,797</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Payable for unsettled trades</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id0d962eb3eda428d97662505068deb9c_I20221231" decimals="-3" name="us-gaap:AccountsPayableTradeCurrentAndNoncurrent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzExLTEtMS0xLTExMjE1Mg_4a8cd37a-61ad-4142-9bee-542e1be334ba">2,152</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id0d962eb3eda428d97662505068deb9c_I20221231" decimals="-3" name="us-gaap:AccountsPayableAndOtherAccruedLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzEzLTEtMS0xLTExMjE1Mg_eb09d6dd-b952-4d89-aac3-1d55b6fbd27b">1,409</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id0d962eb3eda428d97662505068deb9c_I20221231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzE0LTEtMS0xLTExMjE1Mg_ce3bbd6a-e76c-43d2-9464-f39bb25fd58b">3,561</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div></ix:nonNumeric></ix:continuation><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-19</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="iac0ad8e3bae84d7b8cf49ff0e171963c"><div style="margin-bottom:6pt;text-align:center"><ix:continuation id="i0548983ef4e5465f9a0e4920648ddfbf"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"><tr><td style="width:1.0%"></td><td style="width:70.290%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:27.510%"></td><td style="width:0.1%"></td></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">MSR VIE</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cash and cash equivalents</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231" decimals="-3" name="us-gaap:CashAndCashEquivalentsAtCarryingValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzMtMS0xLTEtMTEyMTUy_fb130b1b-b2af-4991-8a71-6a3e563d6f44">16,187</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231" decimals="-3" name="us-gaap:MortgageLoansOnRealEstate" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzQtMS0xLTEtMTEyMTUy_a2432e98-90bc-49d5-920a-590804d3120d">2,347</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231" decimals="-3" name="us-gaap:ServicingAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzUtMS0xLTEtMTEyMTUy_a382b8ed-e5ab-492e-8937-afb2f609a6d6">7,254</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231" decimals="-3" name="nly:InterestInMortgageServicingRights" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzYtMS0xLTEtMTI0NDY3_15545036-1d4e-4fd5-ae34-942d22aa90f2">69,316</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other assets</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231" decimals="-3" name="us-gaap:OtherAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzgtMS0xLTEtMTEyMTUy_d8043b26-ae47-44c2-b5e9-a96543824da2">10,406</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231" decimals="-3" name="us-gaap:Assets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzktMS0xLTEtMTEyMTUy_e395eb6d-4804-4945-b70d-c221316eba20">105,510</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Payable for unsettled trades</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231" decimals="-3" name="us-gaap:AccountsPayableTradeCurrentAndNoncurrent" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzExLTEtMS0xLTExMjE1Mg_d9f8f808-cbcb-4b44-b7c4-276746358c30">1,911</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231" decimals="-3" name="us-gaap:AccountsPayableAndOtherAccruedLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzEzLTEtMS0xLTExMjE1Mg_61613f1b-3373-4681-b17f-02946968cda9">14,582</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231" decimals="-3" name="us-gaap:Liabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzE0LTEtMS0xLTExMjE1Mg_6ec001f1-7945-4007-b1d6-bfebf895a413">16,493</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table></ix:continuation></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Corporate Debt Funds</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company managed parallel funds investing in senior secured first and second lien corporate loans (the &#8220;Fund Entities&#8221;). The Fund Entities were considered VIEs because the investors did not have substantive liquidation, kick-out or participating rights. The fees that the Company earned were not considered variable interests of the VIE. The Company was not the primary beneficiary of the Fund Entities and therefore did not consolidate the Fund Entities. The corporate loans in the Fund Entities were assets managed for third parties and were part of the MML Portfolio transferred to Ares during the three months ended June 30, 2022. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information on the transaction. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Residential Credit Fund</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company manages a fund investing in participations in residential mortgage loans. The residential credit fund is deemed to be a VIE because the entity does not have sufficient equity at risk to permit the legal entity to finance its activities without additional subordinated financial support provided by any parties, including equity holders, as capital commitments are not considered equity at risk. The Company is not the primary beneficiary and does not consolidate the residential credit fund as its only interest in the fund is the management and performance fees that it earns, which are not considered variable interests in the entity. As of December 31, 2022 and 2021 the Company had outstanding participating interests in residential mortgage loans of $<ix:nonFraction unitRef="usd" contextRef="ibfbb03fd740a4391a3e3c54d889b13fc_I20221231" decimals="-8" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExMjk0_5419c45c-c992-48e0-b0a4-73dbb12ae653">0.8</ix:nonFraction>&#160;billion and $<ix:nonFraction unitRef="usd" contextRef="i6003367fd0cf457a9344879661023ed1_I20211231" decimals="-8" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExMzAx_5f3cc19c-096c-41bb-95de-583403e7922b">1.0</ix:nonFraction>&#160;billion, respectively. These transfers do not meet the criteria for sale accounting and are accounted for as secured borrowings, thus the residential loans are reported as Loans, net and the associated liability is reported as Participations issued in the Consolidated Statements of Financial Condition. The Company elected to fair value the participations issued through earnings to more accurately reflect the economics of the transfers as the underlying loans are carried at fair value through earnings.</span></div></ix:continuation><div style="text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_394"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTQvZnJhZzo3OWE3MzcyZDFiYTE0ZTA4OTgwYmU1MDE5MmU1MTQ2Ni90ZXh0cmVnaW9uOjc5YTczNzJkMWJhMTRlMDg5ODBiZTUwMTkyZTUxNDY2XzE5ODk_69b65bba-0c61-4830-a9ee-664d4dee3a5c" continuedAt="ic5ea2e40754f4be78b81f1d02f358a58" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">9. SALE OF COMMERCIAL REAL ESTATE BUSINESS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On March 25, 2021, the Company entered into a definitive agreement to sell substantially all of the assets that comprise its CRE business to Slate Asset Management L.P. and Slate Grocery REIT (together, &#8220;Slate&#8221;) for $<ix:nonFraction unitRef="usd" contextRef="i2650fbb9c86b4f5786af0d0a2621175e_I20210325" decimals="-7" name="us-gaap:DisposalGroupIncludingDiscontinuedOperationConsideration" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTQvZnJhZzo3OWE3MzcyZDFiYTE0ZTA4OTgwYmU1MDE5MmU1MTQ2Ni90ZXh0cmVnaW9uOjc5YTczNzJkMWJhMTRlMDg5ODBiZTUwMTkyZTUxNDY2XzIyMw_d095ba0c-6a51-4976-bbfe-8da91c6e78b6">2.33</ix:nonFraction>&#160;billion. The transaction included equity interests, loan assets and associated liabilities, and CMBS (other than commercial CRTs). The Company also sold nearly all of the remaining CRE business assets that were not included in the transaction with Slate. Certain employees who primarily supported the CRE business joined Slate in connection with the sale. In connection with the execution of the definitive agreement to sell the CRE business, during the year ended December 31, 2021, the Company performed an assessment of goodwill, which was related to the Company&#8217;s 2013 acquisition of CreXus Investment Corp., and recognized an impairment of $<ix:nonFraction unitRef="usd" contextRef="if5010aac59c9465398ad91ca9ce263f3_D20210101-20211231" decimals="-5" name="us-gaap:GoodwillImpairmentLoss" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTQvZnJhZzo3OWE3MzcyZDFiYTE0ZTA4OTgwYmU1MDE5MmU1MTQ2Ni90ZXh0cmVnaW9uOjc5YTczNzJkMWJhMTRlMDg5ODBiZTUwMTkyZTUxNDY2XzU0OTc1NTgyMjM2Mw_d58452c0-e08d-4bb7-b328-fcde8b5ba6d0">71.8</ix:nonFraction>&#160;million. During the year ended December 31, 2021, the Company reported Business divestiture-related gains (losses) of ($<ix:nonFraction unitRef="usd" contextRef="if5010aac59c9465398ad91ca9ce263f3_D20210101-20211231" decimals="-5" sign="-" name="us-gaap:GainLossOnSaleOfBusiness" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTQvZnJhZzo3OWE3MzcyZDFiYTE0ZTA4OTgwYmU1MDE5MmU1MTQ2Ni90ZXh0cmVnaW9uOjc5YTczNzJkMWJhMTRlMDg5ODBiZTUwMTkyZTUxNDY2XzU0OTc1NTgyMjM3OA_9e5c3bc4-a285-43c8-ac0c-d4e2b355071f">262.0</ix:nonFraction>)&#160;million, in its Consolidated Statements of Comprehensive Income (Loss) which includes the aforementioned goodwill impairment as well as valuation adjustments resulting from classifying the CRE assets as held for sale and estimated transaction costs. As of December 31, 2022, the assets held for sale and the associated liabilities were transferred to Slate.</span></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_3620"></div><ix:continuation id="ic5ea2e40754f4be78b81f1d02f358a58"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">10. SALE OF MIDDLE MARKET LENDING PORTFOLIO</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In April 2022, the Company entered into a definitive agreement to sell substantially all of the corporate loan interests held by the MML business operated by the Company, as well as assets managed for third parties (collectively, the &#8220;MML Portfolio&#8221;), to Ares Capital Management LLC (&#8220;Ares&#8221;) for $<ix:nonFraction unitRef="usd" contextRef="i44dc3dfbc17a4b409f1f1bdd2c79f6e4_I20220430" decimals="-8" name="us-gaap:DisposalGroupIncludingDiscontinuedOperationConsideration" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjIwL2ZyYWc6ODExODgyMzJiYjEzNGNlN2ExNDE2NWMzODg0ZjZiZWUvdGV4dHJlZ2lvbjo4MTE4ODIzMmJiMTM0Y2U3YTE0MTY1YzM4ODRmNmJlZV81NDk3NTU4MTU2MTc_b7e14d85-6b5e-4b2e-bda4-f0b6afde4b12">2.4</ix:nonFraction>&#160;billion. The Company&#8217;s loans, having an unpaid principal balance of $<ix:nonFraction unitRef="usd" contextRef="ifc722d3c3b524f2dbe8b902bb2b04896_I20221231" decimals="-8" name="nly:DisposalGroupIncludingDiscontinuedOperationLoans" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjIwL2ZyYWc6ODExODgyMzJiYjEzNGNlN2ExNDE2NWMzODg0ZjZiZWUvdGV4dHJlZ2lvbjo4MTE4ODIzMmJiMTM0Y2U3YTE0MTY1YzM4ODRmNmJlZV81NDk3NTU4MTU2NDQ_40c81b00-0420-4c52-a3c0-a13b839d27dd">1.9</ix:nonFraction>&#160;billion, were transferred to Ares for cash proceeds of $<ix:nonFraction unitRef="usd" contextRef="ia633f7b307a2404da36b66cf938b2bf1_D20220101-20221231" decimals="-8" name="us-gaap:ProceedsFromDivestitureOfBusinesses" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjIwL2ZyYWc6ODExODgyMzJiYjEzNGNlN2ExNDE2NWMzODg0ZjZiZWUvdGV4dHJlZ2lvbjo4MTE4ODIzMmJiMTM0Y2U3YTE0MTY1YzM4ODRmNmJlZV81NDk3NTU4MTU2NzE_7922471b-35db-4daa-85ae-f2d2eecc8832">1.9</ix:nonFraction>&#160;billion and a realized gain of $<ix:nonFraction unitRef="usd" contextRef="ia633f7b307a2404da36b66cf938b2bf1_D20220101-20221231" decimals="-5" name="us-gaap:GainLossOnSaleOfBusiness" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjIwL2ZyYWc6ODExODgyMzJiYjEzNGNlN2ExNDE2NWMzODg0ZjZiZWUvdGV4dHJlZ2lvbjo4MTE4ODIzMmJiMTM0Y2U3YTE0MTY1YzM4ODRmNmJlZV81NDk3NTU4MTU2OTk_1bd581c7-a353-4833-b6ea-7b8b0802e4aa">20.4</ix:nonFraction>&#160;million was recorded during the year ended December 31, 2022. As of December 31, 2022, all loans were transferred to Ares.</span></div></ix:continuation><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-20</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_397"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4MjE_0f06ae75-a7f1-4fab-9629-eaacc9ad2e3e" continuedAt="ic0cb230d8cb240299b81fa4901783efb" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">11. DERIVATIVE INSTRUMENTS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Derivative instruments include, but are not limited to, interest rate swaps, options to enter into interest rate swaps (&#8220;swaptions&#8221;), TBA derivatives, options on TBA securities (&#8220;MBS options&#8221;), U.S. Treasury and Eurodollar futures contracts and certain forward purchase commitments.&#160; The Company may also enter into other types of mortgage derivatives such as interest-only securities, credit derivatives referencing the commercial mortgage-backed securities index and synthetic total return swaps.&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In connection with the Company&#8217;s investment/market rate risk management strategy, the Company economically hedges a portion of its interest rate risk by entering into derivative financial instrument contracts, which include interest rate swaps, swaptions and futures contracts. The Company may also enter into TBA derivatives, MBS options and U.S. Treasury or Eurodollar futures contracts, certain forward purchase commitments and credit derivatives to economically hedge its exposure to market risks. The purpose of using derivatives is to manage overall portfolio risk with the potential to generate additional income for distribution to stockholders. These derivatives are subject to changes in market values resulting from changes in interest rates,&#160;volatility, Agency mortgage-backed security spreads to U.S. Treasuries and market liquidity. The use of derivatives also creates exposure to credit risk relating to potential losses that could be recognized if the counterparties to these instruments fail to perform their obligations under the stated contract. Additionally, the Company may have to pledge cash or assets as collateral for the derivative transactions, the amount of which may vary based on the market value and terms of the derivative contract. In the case of market agreed coupon (&#8220;MAC&#8221;) interest rate swaps, the Company may make or receive a payment at the time of entering into such interest rate swaps, which represents fair value of these swaps, to compensate for the out of market nature of such interest rate swaps. Subsequent changes in fair value from inception of these interest rate swaps are reflected within Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss). Similar to other interest rate swaps, the Company may have to pledge cash or assets as collateral for the MAC interest rate swap transactions.</span><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In the event of a default by the counterparty, the Company could have difficulty obtaining its pledged collateral as well as receiving payments in accordance with the terms of the derivative contracts.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Derivatives are recognized as either assets or liabilities at fair value in the Consolidated Statements of Financial Condition with changes in fair value recognized in the Consolidated Statements of Comprehensive Income (Loss). The changes in the estimated fair value are presented within Net gains (losses) on derivatives. None of the Company&#8217;s derivative transactions have been designated as hedging instruments for accounting purposes.&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company also maintains collateral in the form of cash on margin with counterparties to its interest rate swaps and other derivatives. In accordance with a clearing organization&#8217;s rulebook, the Company presents the fair value of centrally cleared interest rate swaps net of variation margin pledged or received under such transactions. At December 31, 2022 and 2021, ($<ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-8" sign="-" name="nly:DerivativeInstrumentsVariationMarginonCollateral" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4XzM0OTI_6036bfd9-de2a-4197-881b-54861ce8af76">3.2</ix:nonFraction>) billion and ($<ix:nonFraction unitRef="usd" contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231" decimals="-8" sign="-" name="nly:DerivativeInstrumentsVariationMarginonCollateral" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4XzM0OTk_e5644bba-d3a7-420f-8d0c-6fffef80b677">0.4</ix:nonFraction>) billion, respectively, of variation margin was reported as an adjustment to interest rate swaps, at fair value.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Interest Rate Swap Agreements &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> Interest rate swap agreements are the primary instruments used to mitigate interest rate risk. In particular, the Company uses interest rate swap agreements to manage its exposure to changing interest rates on its repurchase agreements by economically hedging cash flows associated with these borrowings. The Company may have outstanding interest rate swap agreements where the floating leg is linked to the London Interbank Offered Rate (&#8220;LIBOR&#8221;), the overnight index swap rate or another index. Interest rate swap agreements may or may not be cleared through a derivatives clearing organization (&#8220;DCO&#8221;).&#160;Uncleared interest rate swaps are fair valued using internal pricing models and compared to the counterparty market values. Centrally cleared interest rate swaps, including MAC interest rate swaps, are generally fair valued using the DCO&#8217;s market values. If an interest rate swap is terminated, the realized gain (loss) on the interest rate swap would be equal to the difference between the cash received or paid and fair value.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Swaptions &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> Swaptions are purchased or sold to mitigate the potential impact of increases or decreases in interest rates.&#160; Interest rate swaptions provide the option to enter into an interest rate swap agreement for a predetermined notional amount, stated term and pay and receive interest rates in the future.&#160; The Company&#8217;s swaptions are not centrally cleared.&#160;The premium paid or received for swaptions is reported as an asset or liability in the Consolidated Statements of Financial Condition. If a swaption expires unexercised, the realized gain (loss) on the swaption would be equal to the premium received or paid. If the Company sells or exercises a swaption, the realized gain (loss) on the swaption would be equal to the difference between the cash received or the fair value of the underlying interest rate swap received and the premium paid. The fair value of swaptions are estimated using internal pricing models and compared to the counterparty market values.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">TBA Dollar Rolls &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> TBA dollar roll transactions are accounted for as a series of derivative transactions. The fair value of TBA derivatives is based on methods similar to those used to value Agency mortgage-backed securities. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">MBS Options &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> MBS options are generally options on TBA contracts, which help manage mortgage market risks and volatility while providing the potential to enhance returns. MBS options are over-the-counter traded instruments and those written on current-coupon mortgage-backed securities are typically the most liquid.&#160; MBS options are measured at fair value&#160;using internal pricing models and compared to the counterparty market values.</span></div></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-21</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="ic0cb230d8cb240299b81fa4901783efb" continuedAt="i53beb247b6ee40a5acf45991da73209f"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Futures Contracts</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; Futures contracts are derivatives that track the prices of specific assets or benchmark rates. Short sales of futures contracts help to mitigate the potential impact of changes in interest rates on the portfolio performance.&#160;The Company maintains margin accounts which are settled daily with Futures Commission Merchants (&#8220;FCMs&#8221;). The margin requirement varies based on the market value of the open positions and the equity retained in the account. Futures contracts are fair valued based on exchange pricing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Forward Purchase Commitments</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company may enter into forward purchase commitments with counterparties whereby the Company commits to purchasing residential mortgage loans at a particular price, provided the residential mortgage loans close with the counterparties. The counterparties are required to deliver the committed loans on a &#8220;best efforts&#8221; basis. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Credit Derivatives &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> The Company may enter into credit derivatives referencing a commercial mortgage-backed securities index, such as the CMBX index, and synthetic total return swaps.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfDerivativeInstrumentsTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4MzQ_f6b45736-0908-487e-940b-fab9231a616f" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The table below summarizes fair value information about the Company&#8217;s derivative assets and liabilities at December 31, 2022 and 2021:</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.017%"><tr><td style="width:1.0%"></td><td style="width:38.650%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td style="width:0.1%"></td><td style="width:2.473%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:26.707%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.760%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:26.710%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivatives Instruments</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeAssetsAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzItMy0xLTEtMTEyMTUy_870426e8-acc9-446a-91a0-43d70811ac93">33,006</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:InterestRateDerivativeAssetsAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzItNS0xLTEtMTEyMTUy_fcb60da3-abc1-4612-97ac-02ad63d163f4">&#8212;</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaptions</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzMtMy0xLTEtMTEyMTUy_f53c83c5-95eb-452c-aaf3-91b5b38d7a73">256,991</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzMtNS0xLTEtMTEyMTUy_84dd8e56-79ee-4a93-bdb3-f5a0f4f05c7f">105,710</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzQtMy0xLTEtMTEyMTUy_a2ebd234-37f9-4ff3-a66e-8d3d49d7bd21">17,056</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzQtNS0xLTEtMTEyMTUy_9b3d87c8-a05f-411d-a85a-191927e34060">52,693</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzUtMy0xLTEtMTEyMTUy_b5f13882-0c1a-42ff-a633-0d967478f941">33,179</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzUtNS0xLTEtMTEyMTUy_6ae6e391-da08-40fb-80be-e9b77d9005c1">9,028</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzYtMy0xLTEtMTEyMTUy_0317b71b-4e46-4d63-9412-50296cacfe2f">1,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzYtNS0xLTEtMTEyMTUy_adf062a5-6deb-409e-b264-2b5d6e6cc3b4">1,779</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzctMy0xLTEtMTEyMTUy_c3f8bbf7-0edf-4a23-bfc5-755bc5dc7607">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzctNS0xLTEtMTEyMTUy_7394c7f5-05e6-4719-baae-2db41a43af5c">1,160</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total derivative assets</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzgtMy0xLTEtMTEyMTUy_7391ef8b-fc9f-4f2b-b80c-cc40e7b8848e">342,064</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzgtNS0xLTEtMTEyMTUy_a80f1b83-a8bc-4b2a-97cb-03479703f096">170,370</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEwLTMtMS0xLTExMjE1Mg_b467fe2c-074e-4243-93b8-653378ee4263">108,724</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEwLTUtMS0xLTExMjE1Mg_af7ac482-1128-4292-88b2-a7a8b05e1e04">747,036</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiability" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEyLTMtMS0xLTExMjE1Mg_434378d3-7a32-4012-89a9-49d4a0d03f66">69,270</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiability" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEyLTUtMS0xLTExMjE1Mg_13e56423-11a0-4ac3-af40-83ec2b45dc5b">3,916</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiability" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEzLTMtMS0xLTExMjE1Mg_ecb9a52a-7b53-4dc6-9371-7c11462fb634">11,919</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiability" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEzLTUtMS0xLTExMjE1Mg_f4d9bba9-025f-495c-ad76-2996469bf9c2">129,134</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiability" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE0LTMtMS0xLTExMjE1Mg_7b3c3255-b93e-4ecd-9489-509a2a8da9a0">460</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiability" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE0LTUtMS0xLTExMjE1Mg_040c7a07-4ad4-43fc-9150-39b449b79286">870</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiability" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE1LTMtMS0xLTExMjE1Mg_c77ea428-015c-44fa-9fff-5e4fec42f61d">13,799</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiability" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE1LTUtMS0xLTExMjE1Mg_604643fd-8a3b-4e44-936c-3696dc92c3f0">581</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total derivative liabilities</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE2LTMtMS0xLTExMjE1Mg_ba1d03af-f707-4241-af19-4e4ada1d8e0b">204,172</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE2LTUtMS0xLTExMjE1Mg_99ff58e9-0a61-44f1-b76e-e2c5e760dfdb">881,537</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="15" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> The maximum potential amount of future payments is the notional amount of credit derivatives in which the Company sold protection of $<ix:nonFraction unitRef="usd" contextRef="if557acf974fb4d9ba7448a01b1758d0a_I20221231" decimals="-5" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE4LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjQwMzRmNzgxMTA4MTQ5NTlhNzI0OTNhMWY1MGY1YzE3XzE0MQ_3c99f3c1-5834-43f2-a8b4-c49b49ca0fd3">420.0</ix:nonFraction> million and $<ix:nonFraction unitRef="usd" contextRef="i641b866c844e457fbba7b292d054222c_I20211231" decimals="-5" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE4LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjQwMzRmNzgxMTA4MTQ5NTlhNzI0OTNhMWY1MGY1YzE3XzE0OA_d47331b5-de88-477f-b552-be431058d6b4">400.0</ix:nonFraction> million at December 31, 2022 and December 31, 2021, respectively, plus any coupon shortfalls on the underlying tranche. As of December 31, 2022 and 2021, the credit derivative tranches referencing the basket of bonds had a range of ratings between AAA and AA.</span></div></td></tr></table></div></ix:nonNumeric></ix:continuation><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-22</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i53beb247b6ee40a5acf45991da73209f" continuedAt="i7e61b3dd3b9a47c7b3bd8e3cf142c67a"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4MjM_7fbccce5-9845-4452-bbbd-83336fdb170b" continuedAt="i97e8f1a9f38e4580850c33e6ad6d6cb1" escape="true"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s interest rate swaps at December 31, 2022 and 2021:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.350%"><tr><td style="width:1.0%"></td><td style="width:33.851%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.492%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.094%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:13.948%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.094%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:13.948%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.094%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.379%"></td><td style="width:0.1%"></td></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Notional </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Pay Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Receive Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Years to Maturity</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="ic5f6405019374571877d495385450ffb_D20220101-20221231" name="nly:DerivativeInstrumentsMinimumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246Mjg0MmZmZjYwNzlmNDVjYzkzZmVkNzgzM2YyMmZlYjhfNA_5b7b6d74-80d2-4511-ad8f-6addfdab1717">0</ix:nonNumeric> - <ix:nonNumeric contextRef="ic5f6405019374571877d495385450ffb_D20220101-20221231" name="nly:DerivativeInstrumentsMaximumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246Mjg0MmZmZjYwNzlmNDVjYzkzZmVkNzgzM2YyMmZlYjhfOQ_92f70d77-284c-45a2-ab5b-511161d1fd21">3</ix:nonNumeric> years</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i528c1da4b7984ac8a41b816110c3b907_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtMS0xLTEtMTEyMTUy_2924465e-d636-4a84-8a7f-77fad21a535e">26,355,700</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i528c1da4b7984ac8a41b816110c3b907_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtMy0xLTEtMTEyMTUy_6574a58e-b06f-4297-a942-70799bbfd509">0.88</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i528c1da4b7984ac8a41b816110c3b907_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtNS0xLTEtMTEyMTUy_ffd2973e-aa35-48e6-85fe-bceaa7cc449e">4.33</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="ic5f6405019374571877d495385450ffb_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtNy0xLTEtMTEyMTUy_f0ccbbaa-d187-4806-8ef7-bda0146d84f8">0.75</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="iee0be1b357d74d4280e7206139879a16_D20220101-20221231" name="nly:DerivativeInstrumentsMinimumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MGFjY2ZkZDRhODRiNGFjY2E5YmZjNDQzM2ZmMjI4NzFfNA_1b4abb40-9b55-4e2c-a452-c3992827bcc3">3</ix:nonNumeric> - <ix:nonNumeric contextRef="iee0be1b357d74d4280e7206139879a16_D20220101-20221231" name="nly:DerivativeInstrumentsMaximumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MGFjY2ZkZDRhODRiNGFjY2E5YmZjNDQzM2ZmMjI4NzFfOQ_a7707fc3-59e5-4938-90bf-d1c2591edfec">6</ix:nonNumeric> years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic4737d4b23e34dfbafb36f303ae30371_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtMS0xLTEtMTEyMTUy_cccfd70b-066e-49f8-bbd6-c47d4b0458cd">1,120,400</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ic4737d4b23e34dfbafb36f303ae30371_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtMy0xLTEtMTEyMTUy_ed804d90-3c0a-4e69-9619-ac5823083f69">2.53</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ic4737d4b23e34dfbafb36f303ae30371_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtNS0xLTEtMTEyMTUy_8d38dca9-82c2-4709-99b3-117d33f34409">3.95</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="iee0be1b357d74d4280e7206139879a16_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtNy0xLTEtMTEyMTUy_94c44ead-e1d6-45c5-bed9-f348730f570c">4.07</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i44c8210676cc420994ce21694b5f3be2_D20220101-20221231" name="nly:DerivativeInstrumentsMinimumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246ODI0YWU2NTcxZmQ1NGViYzgwNzY1YjI2NWRhYjI0ODlfNA_cf5ee718-8a61-42ab-86ce-3f36be5057fb">6</ix:nonNumeric> - <ix:nonNumeric contextRef="i44c8210676cc420994ce21694b5f3be2_D20220101-20221231" name="nly:DerivativeInstrumentsMaximumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246ODI0YWU2NTcxZmQ1NGViYzgwNzY1YjI2NWRhYjI0ODlfOQ_b44cfb82-5cfc-44d8-aba4-47a845257748">10</ix:nonNumeric> years</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic9e0ec2b2207460fb67dd176f7a38b2e_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtMS0xLTEtMTEyMTUy_2a7bafb5-6664-4551-993a-45ffb69c4581">22,492,200</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ic9e0ec2b2207460fb67dd176f7a38b2e_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtMy0xLTEtMTEyMTUy_7035dbda-bcf6-425e-b1cc-8e7e04f9b964">2.54</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ic9e0ec2b2207460fb67dd176f7a38b2e_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtNS0xLTEtMTEyMTUy_13f28f17-d548-4831-a85b-0cc17e61a8bf">4.24</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i44c8210676cc420994ce21694b5f3be2_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtNy0xLTEtMTEyMTUy_281fe557-b7b4-4eba-b37f-764fd231d8de">8.76</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than <ix:nonNumeric contextRef="i4e0ca2df786c41f5bd809495879a3615_D20220101-20221231" name="nly:DerivativeInstrumentsMinimumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MTM5ODBiMmE3Nzc1NGZiNmFiMTVmN2ZmNWNkYmVhYzlfMTc_e0ed7508-a6e2-4892-8a31-df1934f48495">10</ix:nonNumeric> years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i067f210046d146038eef4a39a221f16e_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtMS0xLTEtMTEyMTUy_4ef35c13-29bc-4025-91a7-325e20bcd9f4">2,309,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i067f210046d146038eef4a39a221f16e_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtMy0xLTEtMTEyMTUy_0dc649d0-78ac-4dc5-91d0-dd2cf0ee7ca3">3.49</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i067f210046d146038eef4a39a221f16e_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtNS0xLTEtMTEyMTUy_fc7c81bd-002b-4e78-8c33-e7311db5f60f">4.26</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i4e0ca2df786c41f5bd809495879a3615_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtNy0xLTEtMTEyMTUy_937cf97b-a086-443c-9dcb-ab5c856455de">22.93</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total / Weighted average</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzctMS0xLTEtMTEyMTUy_fcc37d87-c4a1-4c54-8086-e5469447f61b">52,277,300</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzctMy0xLTEtMTEyMTUy_44e8b4e1-2e8f-4cd7-9983-7871554d9410">1.74</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzctNS0xLTEtMTEyMTUy_39b5c88e-a707-4947-acaa-be4ac60dbbf9">4.28</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i7b7c74aaffae42d1bd62c739d2ec5b2c_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzctNy0xLTEtMTEyMTUy_30ac27fd-8b92-4ef0-9ce8-b7a15617c278">5.25</ix:nonNumeric></span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Notional </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average <br/>Pay Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Receive Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Years to Maturity </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i120fd340bfc148d8805a79669f4a4656_D20210101-20211231" name="nly:DerivativeInstrumentsMinimumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjEwZjNhZGYyZWZhZDQ5MjBhNmY2MDJkOGFhYTk5ODJkXzQ_a2d7bfc2-0e69-4f5b-9354-a755e2f25a14">0</ix:nonNumeric> - <ix:nonNumeric contextRef="i120fd340bfc148d8805a79669f4a4656_D20210101-20211231" name="nly:DerivativeInstrumentsMaximumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjEwZjNhZGYyZWZhZDQ5MjBhNmY2MDJkOGFhYTk5ODJkXzk_2049f16e-11c9-42de-8fcb-cb2b4f2ae1d5">3</ix:nonNumeric> years</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i380ec3d968e545c5bcc550b114595be6_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTEtMS0xLTExMjE1Mg_c485fdc1-c292-45e5-a345-ab1a23db10b5">32,709,300</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i380ec3d968e545c5bcc550b114595be6_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTMtMS0xLTExMjE1Mg_dcaa62da-9ded-446b-bd79-0a95f30fcdb6">0.25</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i380ec3d968e545c5bcc550b114595be6_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTUtMS0xLTExMjE1Mg_8d3f5edf-d3e7-4b51-8c66-c4883f1f6aee">0.06</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i120fd340bfc148d8805a79669f4a4656_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTctMS0xLTExMjE1Mg_3eae118a-15cd-4f33-8779-6fd980718276">1.10</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="ied0a337fa8a445fc842e4c2d8d1ae5d0_D20210101-20211231" name="nly:DerivativeInstrumentsMinimumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmYwNjhhYjc2YTMyMTQxZWZiYTYzZDdiZjJkZmFlNGM4XzQ_52711334-3794-440c-812c-eabff88a2589">3</ix:nonNumeric> - <ix:nonNumeric contextRef="ied0a337fa8a445fc842e4c2d8d1ae5d0_D20210101-20211231" name="nly:DerivativeInstrumentsMaximumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmYwNjhhYjc2YTMyMTQxZWZiYTYzZDdiZjJkZmFlNGM4Xzk_36c59aca-8f5a-4c01-ae42-51152091707d">6</ix:nonNumeric> years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i159843cce3914c0c9b513f688572bc6e_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTEtMS0xLTExMjE1Mg_6bda99de-be7d-4f94-8cc6-d819b610443f">2,780,000</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i159843cce3914c0c9b513f688572bc6e_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTMtMS0xLTExMjE1Mg_9def65e4-5d2e-43ea-ba10-c3f5408ac17b">0.21</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i159843cce3914c0c9b513f688572bc6e_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTUtMS0xLTExMjE1Mg_bf41367f-ad4d-4b99-a273-170adffb9c08">0.07</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="ied0a337fa8a445fc842e4c2d8d1ae5d0_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTctMS0xLTExMjE1Mg_24abd560-302d-4833-bb41-c1e5146bc026">3.46</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="if78c918d9f65470bb14398327dd845a9_D20210101-20211231" name="nly:DerivativeInstrumentsMinimumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjcwYWQyNGYzODA4MjQzY2I5MWIxZDM1YTg3YThlYTU5XzQ_956efa49-b558-491a-828b-3113f8c15903">6</ix:nonNumeric> - <ix:nonNumeric contextRef="if78c918d9f65470bb14398327dd845a9_D20210101-20211231" name="nly:DerivativeInstrumentsMaximumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjcwYWQyNGYzODA4MjQzY2I5MWIxZDM1YTg3YThlYTU5Xzk_8562f2f8-b21f-446b-8e41-238c9bd4a66f">10</ix:nonNumeric> years</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i931dcde5e965446a9274ec9446c94b63_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTEtMS0xLTExMjE1Mg_3d7335ad-946e-417e-b3b9-c56912c1d03d">9,118,000</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i931dcde5e965446a9274ec9446c94b63_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTMtMS0xLTExMjE1Mg_1faf6c6f-c39d-4f94-8abc-70afb9974217">1.43</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i931dcde5e965446a9274ec9446c94b63_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTUtMS0xLTExMjE1Mg_25ff8693-83f6-4324-83d0-727550e06bde">0.13</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="if78c918d9f65470bb14398327dd845a9_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTctMS0xLTExMjE1Mg_d8b4815d-f6c8-4e5e-b216-9d4914c0abda">9.05</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than <ix:nonNumeric contextRef="i158ed9243e1d4360a57bb9218422a62b_D20210101-20211231" name="nly:DerivativeInstrumentsMinimumMaturityPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjEwZDg2MmExZjRhMTQ0NWY5MWU4MzhlNjNmN2M4YmQwXzE3_cee41c31-ae20-4fb5-a9b0-0e91b22c7fb8">10</ix:nonNumeric> years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib476e2db5d4e4886899638d60a3c72eb_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTEtMS0xLTExMjE1Mg_e917941d-14ab-4922-8d92-a8bc187f5a8a">1,300,000</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ib476e2db5d4e4886899638d60a3c72eb_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTMtMS0xLTExMjE1Mg_d9cac1eb-638d-4add-8354-13bc29ef602d">4.04</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ib476e2db5d4e4886899638d60a3c72eb_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTUtMS0xLTExMjE1Mg_586515c7-c1f4-4707-aed9-5c09e5c8f8ab">0.11</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i158ed9243e1d4360a57bb9218422a62b_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTctMS0xLTExMjE1Mg_388df5de-eba1-41db-a709-ac7c15fe59f0">18.70</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total / Weighted average</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE3LTEtMS0xLTExMjE1Mg_d019ee54-17bc-40aa-889b-4fe8fe120266">45,907,300</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAveragePayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE3LTMtMS0xLTExMjE1Mg_e75cfa6e-ac31-490c-97a8-f21ba49ac4bc">0.59</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231" decimals="4" name="nly:InterestRateSwapsWeightedAverageReceiveRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE3LTUtMS0xLTExMjE1Mg_8e78aea9-d1f5-4649-85c0-594e98bedc9d">0.08</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i5a0a8633efd04d8cbd8a75fe73813c0e_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE3LTctMS0xLTExMjE1Mg_9f5baf56-06ec-4b71-8ba4-5edc0712da4a">3.32</ix:nonNumeric></span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> As of December 31, 2022, <ix:nonFraction unitRef="number" contextRef="ia6c0fca56ea645b0937e61bda72879a9_I20221231" decimals="2" name="nly:DerivativeNonmonetaryNotionalAmountPercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MTQ_90cbae0e-5944-41a3-927a-4c4ffb53814b">17</ix:nonFraction>%, <ix:nonFraction unitRef="number" contextRef="i273ebc2629814d93ae6a12d1ef5ba2d3_I20221231" decimals="2" name="nly:DerivativeNonmonetaryNotionalAmountPercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MTg_739627ab-0d42-4ec6-9db0-1a2ed7fb09c0">23</ix:nonFraction>% and <ix:nonFraction unitRef="number" contextRef="i9a89cb6fea36491692a5286f0a82732c_I20221231" decimals="2" name="nly:DerivativeNonmonetaryNotionalAmountPercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MjI_c11d27f0-0d4b-4664-a85c-9d2a216bef38">60</ix:nonFraction>% of the Company&#8217;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively. As of December 31, 2021, <ix:nonFraction unitRef="number" contextRef="ieaeaf8e4aedf48cbb54f12b6b1b7d4ee_I20211231" decimals="2" name="nly:DerivativeNonmonetaryNotionalAmountPercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MjY_d99eae3d-f17f-43d1-a0dc-52703c5c4560">18</ix:nonFraction>%, <ix:nonFraction unitRef="number" contextRef="i0230c14b23f64ff6baffc3d0c5919679_I20211231" decimals="2" name="nly:DerivativeNonmonetaryNotionalAmountPercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MzA_f37d2fca-3709-4ed6-83be-86211f3d7bec">53</ix:nonFraction>% and <ix:nonFraction unitRef="number" contextRef="i75f6dd992da54199b961975150565887_I20211231" decimals="2" name="nly:DerivativeNonmonetaryNotionalAmountPercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MzQ_3ce3a578-ab2b-41dd-9356-2d265501e397">29</ix:nonFraction>% of the Company&#8217;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> There were <ix:nonFraction unitRef="usd" contextRef="i3171147db3f1422cba32f25f970fb617_I20211231" decimals="INF" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM0Ng_031d66ac-b331-4f9d-aeee-f90c65cb946c"><ix:nonFraction unitRef="usd" contextRef="i3858a8cd1e26445db377205c600920ea_I20221231" decimals="INF" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM0Ng_1accb524-15e6-4661-9b70-36008b0b0294">no</ix:nonFraction></ix:nonFraction> forward starting swaps at  December 31, 2022 and December 31, 2021.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> At December 31, 2022 and December 31, 2021, the weighted average years to maturity of payer interest rate swaps is offset by the weighted average years to maturity  of receiver interest rate swaps. As such, the net weighted average years to maturity for each maturity bucket may fall outside of the range listed.</span></div></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s swaptions at December 31, 2022 and 2021: </span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.643%"><tr><td style="width:1.0%"></td><td style="width:13.254%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.606%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.222%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.606%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.512%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.606%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.545%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.606%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.029%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.606%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.808%"></td><td style="width:0.1%"></td></tr><tr><td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Underlying Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Fixed Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Floating Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Years to Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Months to Expiration</span></td></tr><tr><td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long pay</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="ib57eb268e94f4d0aaa095b55dc88d799_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzMtMi0xLTEtMTEyMTUy_981ce193-b333-4b64-9fe6-d26e5b2aa45c">2,500,000</ix:nonFraction></span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ib57eb268e94f4d0aaa095b55dc88d799_I20221231" decimals="4" name="nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzMtNC0xLTEtMTEyMTUy_47854a3c-4c6e-4e08-b871-ff02e6e5be42">2.02</ix:nonFraction>%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3M LIBOR</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i4702a772347a44de97968f1e8f0a3d1d_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzMtOC0xLTEtMTEyMTUy_69104683-93f1-49bc-97e2-14f9706afdd3">8.19</ix:nonNumeric></span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i4702a772347a44de97968f1e8f0a3d1d_D20220101-20221231" name="nly:DerivativePortfolioExpirationPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzMtMTAtMS0xLTExMjE1Mg_3b6aa733-337a-45e4-83a4-e9f727b2fb1b">14.28</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long receive</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="ic197d51abf85454bb9c1c66e3dea55ad_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzQtMi0xLTEtMTEyMTUy_657ac3ba-3fa9-478e-b7cb-9be687be33ff">750,000</ix:nonFraction></span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ic197d51abf85454bb9c1c66e3dea55ad_I20221231" decimals="4" name="nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzQtNC0xLTEtMTEyMTUy_a0bf7aa9-7453-4ad9-bcc4-0cff60cc7d90">1.57</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3M LIBOR</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i93449bff1fb14625901fe3edd33a952d_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzQtOC0xLTEtMTEyMTUy_a0b859e4-a6ad-4613-b0af-087edba98c0d">11.07</ix:nonNumeric></span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i93449bff1fb14625901fe3edd33a952d_D20220101-20221231" name="nly:DerivativePortfolioExpirationPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzQtMTAtMS0xLTExMjE1Mg_772abb22-2e77-4d41-82c5-e1b85cc5cfd9">12.82</ix:nonNumeric></span></td></tr><tr style="height:9pt"><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td></tr><tr><td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Underlying Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Fixed Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Floating Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Years to Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Months to Expiration</span></td></tr><tr><td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long pay</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="iedcc073f5dbf4099a01b8981d39bd389_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzktMi0xLTEtMTEyMTUy_e5e13b9f-6508-477a-8112-c1ed1566527b">4,050,000</ix:nonFraction></span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="iedcc073f5dbf4099a01b8981d39bd389_I20211231" decimals="4" name="nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzktNC0xLTEtMTEyMTUy_715e173d-9562-44d5-bccc-a5ce1350ffcf">2.00</ix:nonFraction>%</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3M LIBOR</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i2aa2d9c1eb9e4ab79687f23352f978a4_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzktOC0xLTEtMTEyMTUy_37b62524-3335-45f0-a6fc-795e057f924b">9.65</ix:nonNumeric></span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i2aa2d9c1eb9e4ab79687f23352f978a4_D20210101-20211231" name="nly:DerivativePortfolioExpirationPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzktMTAtMS0xLTExMjE1Mg_942a3845-9a9b-44e7-9d1c-deab830305db">19.50</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long receive</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="ie1c49327c55e40d190ef56fb530bf29f_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzEwLTItMS0xLTExMjE1Mg_2b42d41d-3da7-4e31-96c9-16f70ed43911">2,000,000</ix:nonFraction></span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ie1c49327c55e40d190ef56fb530bf29f_I20211231" decimals="4" name="nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzEwLTQtMS0xLTExMjE1Mg_86c99be1-3f24-402b-97c4-4e8ea851c3a7">1.47</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3M LIBOR</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="ica62655d8c494224870eabde9b6a7839_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzEwLTgtMS0xLTExMjE1Mg_e420a917-5595-4319-adee-9e13f215ebea">10.95</ix:nonNumeric></span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="ica62655d8c494224870eabde9b6a7839_D20210101-20211231" name="nly:DerivativePortfolioExpirationPeriod" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzEwLTEwLTEtMS0xMTIxNTI_f6ac44ff-1323-4d98-8828-1c4def24fc2c">11.38</ix:nonNumeric></span></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s TBA derivatives at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"></td><td style="width:22.307%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.906%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.660%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.693%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.660%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.349%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.660%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:17.665%"></td><td style="width:0.1%"></td></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Purchase and sale contracts for derivative TBAs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Cost Basis</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Market Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Carrying Value</span></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase contracts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iabfe8cca91ad4e2385e5a76d375f5e47_I20221231" decimals="-3" name="us-gaap:DerivativeAssetNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzMtMS0xLTEtMTEyMTUy_3f9990b5-4c5a-4fa1-aac7-f571abb3093e">10,589,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9043c141f5f74ef9889c3979cc30b34d_D20220101-20221231" decimals="-3" name="nly:ToBeAnnouncedSecuritiesCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzMtMy0xLTEtMTEyMTUy_ba977c72-6ca9-4fdd-aa8b-d4678851fb4a">10,675,739</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iabfe8cca91ad4e2385e5a76d375f5e47_I20221231" decimals="-3" name="nly:ToBeAnnouncedSecuritiesFairMarketValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzMtNS0xLTEtMTEyMTUy_72e05b02-1b35-4035-9b8f-91fcbed5520f">10,623,350</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="iabfe8cca91ad4e2385e5a76d375f5e47_I20221231" decimals="-3" sign="-" name="us-gaap:DerivativeFairValueOfDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzMtNy0xLTEtMTEyMTUy_880f34a0-9a1d-4436-9aec-33ee2aab9237">52,389</ix:nonFraction>)</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sale contracts</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="id1b17bcb6981462a8aa04e77080fe9f7_I20221231" decimals="-3" name="us-gaap:DerivativeLiabilityNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzQtMS0xLTEtMTEyMTUy_b320d72d-274f-4c92-91e4-60bd6fe5fd1e">44,000</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic76e541705f14450ac853b5327b9f8ca_D20220101-20221231" decimals="-3" sign="-" name="nly:ToBeAnnouncedSecuritiesCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzQtMy0xLTEtMTEyMTUy_394b8b81-16d3-4e22-a900-766c12aaac21">44,849</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="id1b17bcb6981462a8aa04e77080fe9f7_I20221231" decimals="-3" sign="-" name="nly:ToBeAnnouncedSecuritiesFairMarketValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzQtNS0xLTEtMTEyMTUy_39363ed4-322a-42a3-839d-1e60f13957dc">44,674</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id1b17bcb6981462a8aa04e77080fe9f7_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeNet" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzQtNy0xLTEtMTEyMTUy_1b2b27de-120a-456f-ac54-c256f5b28277">175</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net TBA derivatives</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeAssetNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzUtMS0xLTEtMTEyMTUy_8f5ab539-34b0-48a1-a83d-5a3e6ea9ae2b">10,545,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231" decimals="-3" name="nly:ToBeAnnouncedSecuritiesCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzUtMy0xLTEtMTEyMTUy_49ccade0-4b9f-4d00-afd4-2a65020f9ac2">10,630,890</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="nly:ToBeAnnouncedSecuritiesFairMarketValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzUtNS0xLTEtMTEyMTUy_833e73a4-2d55-47d2-9c34-b62a595ac9da">10,578,676</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" sign="-" name="us-gaap:DerivativeFairValueOfDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzUtNy0xLTEtMTEyMTUy_56ad7f7e-2eb2-456d-adc5-53b58cf23884">52,214</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"></td></tr><tr style="height:9pt"><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Purchase and sale contracts for derivative TBAs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Cost Basis</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Market Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Carrying Value</span></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase contracts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9f0d1c25573b48e9a9b68440e0a5b01e_I20211231" decimals="-3" name="us-gaap:DerivativeAssetNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzExLTEtMS0xLTExMjE1Mg_cff833ef-fdc1-4d53-859e-f0dd519d98a7">20,133,000</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibf055974c74f40a8a1e8e908195ebc1b_D20210101-20211231" decimals="-3" name="nly:ToBeAnnouncedSecuritiesCost" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzExLTMtMS0xLTExMjE1Mg_c838672e-0073-4152-8966-5c523d45bdf8">20,289,856</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9f0d1c25573b48e9a9b68440e0a5b01e_I20211231" decimals="-3" name="nly:ToBeAnnouncedSecuritiesFairMarketValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzExLTUtMS0xLTExMjE1Mg_33b8b480-9f22-4f38-8913-55e49d223d0f">20,338,633</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9f0d1c25573b48e9a9b68440e0a5b01e_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzExLTctMS0xLTExMjE1Mg_31c02482-7b9c-486c-8ff6-794d98513bff">48,777</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr style="height:5pt"><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div></ix:nonNumeric></ix:continuation><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-23</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i7e61b3dd3b9a47c7b3bd8e3cf142c67a" continuedAt="i87c1cd5f2a7342108679497e11e8a7a8"><ix:continuation id="i97e8f1a9f38e4580850c33e6ad6d6cb1"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s futures derivatives at December 31, 2022 and 2021:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"></td><td style="width:38.142%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.693%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.660%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.349%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.660%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.696%"></td><td style="width:0.1%"></td></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Long<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Short<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average<br/>Years to Maturity</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - <ix:nonNumeric contextRef="ic42bfaf8fcad456e85f1cbf9d37ada72_D20220101-20221231" name="us-gaap:DerivativeTermOfContract" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MjgxNDJjNzk1ZDJkNDRkOGIwOTJjODdkN2JjYmM0ZmVfMjg_9a7389de-34d9-459e-86d4-eed0bfd799a0">2</ix:nonNumeric> year</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8dc2379002ec4c4e80e17ca873cbab00_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzQtMS0xLTEtMTEyMTUy_d15b6313-b763-4b15-a8c0-24c64971df61">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i546f43a76cdb406ba2154c7d6eb6dab8_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzQtMy0xLTEtMTEyMTUy_3cbb7b3c-a73f-40b1-974f-74a928e646df">8,518,400</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="ic42bfaf8fcad456e85f1cbf9d37ada72_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzQtNS0xLTEtMTEyMTUy_f3bd74ba-7bb8-48d6-a193-57175d177b0a">1.96</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - <ix:nonNumeric contextRef="i8c08dabbb1cf473da412ed16afc9044c_D20220101-20221231" name="us-gaap:DerivativeTermOfContract" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246YWNhY2NkNDE3ZDA0NDgzMjk2MTMxOTNlYWQ2MjIyY2FfMjg_557d6d84-eeee-437b-a1b0-ad1bc1e27e2e">5</ix:nonNumeric> year</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7b6cfa55da61411383b193a3d763e66e_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzUtMS0xLTEtMTEyMTUy_2db49553-6861-449c-96f3-288fe3d2344b">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ibbcf8c1063f94b4081f8cd1007458de2_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzUtMy0xLTEtMTEyMTUy_72ed30ac-a214-4266-b285-99cc1b64b8c7">5,803,400</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i8c08dabbb1cf473da412ed16afc9044c_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzUtNS0xLTEtMTEyMTUy_4edd4673-bd59-4522-8f02-0d990e71878d">4.37</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - <ix:nonNumeric contextRef="iaefdfafb5d774ccea4c11fd098420ca9_D20220101-20221231" name="us-gaap:DerivativeTermOfContract" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzYtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246NDZiMzdiYjY4OTNmNDFlMWE2NDdlN2U1OWVhNTk1M2ZfMjg_03c6aa35-d138-4ac9-87ee-b03edb6016ee">10</ix:nonNumeric> year and greater</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i19f4459687af4b1c8012b1618dc9ad69_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzYtMS0xLTEtMTEyMTUy_ec5281ad-0fbc-4cfa-ba0d-561579ef2d0f">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="iee95f4e1cd474368be29a46f1ef442ad_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzYtMy0xLTEtMTEyMTUy_f1edc576-2c0d-45ec-b749-f6bef9de358f">6,866,900</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="iaefdfafb5d774ccea4c11fd098420ca9_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzYtNS0xLTEtMTEyMTUy_915624c0-49b2-4ec9-a540-80aae616847d">8.15</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ida94004310654c2eb59ec959e71f2a61_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzctMS0xLTEtMTEyMTUy_d7819be1-a0af-44b1-98f8-766c49279cc9">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i8ea90e09bca5493884d0d5b5c74c9517_I20221231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzctMy0xLTEtMTEyMTUy_8f496ffe-e218-4d5b-91c4-684cd106894e">21,188,700</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i5cabdfbbdf21408ca538dfe920d5df06_D20220101-20221231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzctNS0xLTEtMTEyMTUy_812dd6a5-1dc2-43e5-9654-69d2c20c8727">4.63</ix:nonNumeric></span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr style="height:6pt"><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"></td></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Long<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Short<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average<br/>Years to Maturity</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - <ix:nonNumeric contextRef="ib70b2b83ee4942bcabe063d8d568c990_D20210101-20211231" name="us-gaap:DerivativeTermOfContract" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmFlMTc5MThhMzliNjRhZjhiMDdlZjQ1YWU3ZTRhYmY5XzI4_079b492f-0d73-4e1a-83df-50c3ac93c40f">2</ix:nonNumeric> year</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6c9c19fa849d4a6285cf679ebba8d521_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE0LTEtMS0xLTExMjE1Mg_81e484b8-4fbc-4034-9e9b-782639b47b6c">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i0f9074d3c2244ccf9a2cbcfe727c9c79_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE0LTMtMS0xLTExMjE1Mg_5149677a-b691-4976-b2ad-db958d6320e4">7,509,200</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="ib70b2b83ee4942bcabe063d8d568c990_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE0LTUtMS0xLTExMjE1Mg_9ca62239-e82c-4a08-b328-750b8e74ed50">1.96</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - <ix:nonNumeric contextRef="i94d3384b6cb448acaa28d2b9220d5951_D20210101-20211231" name="us-gaap:DerivativeTermOfContract" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE1LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjMxZTczOWQ3MDdiMzRmODFiNjA3NzM5MjM4MGFkODM3XzI4_e9df5a22-bf21-45df-be76-784e745de188">5</ix:nonNumeric> year</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i237759e5f4434c34b4d24b0c79c0c51f_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE1LTEtMS0xLTExMjE1Mg_d9236d8f-1bce-4730-9aa2-6b25fe52f033">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idd904803333e463b85a94a780a81c39c_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE1LTMtMS0xLTExMjE1Mg_b8db6243-8b2c-4e84-aad6-a67390683b08">5,644,900</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i94d3384b6cb448acaa28d2b9220d5951_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE1LTUtMS0xLTExMjE1Mg_eb27396c-de55-447f-a872-2e986162b0b5">4.38</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - <ix:nonNumeric contextRef="i42fde8126abd4c42af5e61e310427040_D20210101-20211231" name="us-gaap:DerivativeTermOfContract" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE2LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjQ5Mjk3NzljZTQwZjRhNTc4ZGY2OWRjOTc0MDcxMDQ4XzI4_7a8bee8e-8ecc-4d23-a4ce-e5fb18c67dae">10</ix:nonNumeric> year and greater</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib07338fe1dfd457fa487b468e71980ca_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE2LTEtMS0xLTExMjE1Mg_07fc01d9-0e9e-49cf-853f-15fdfc9defd8">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i27ffa1701ed648ddb5d4e5c34687e194_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE2LTMtMS0xLTExMjE1Mg_3c10ded1-3a3f-4de9-87b3-4528b57376ba">9,381,000</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i42fde8126abd4c42af5e61e310427040_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE2LTUtMS0xLTExMjE1Mg_ba52b82a-2edf-438f-bd61-70bc906603d6">6.84</ix:nonNumeric></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i064625bb8c0e476b9f5bc1357d52d6ab_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE3LTEtMS0xLTExMjE1Mg_b9981dad-448f-4cf8-880a-1748de136c3b">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="if0c5f8251f1c48aba3ad1afc8853e947_I20211231" decimals="-3" name="us-gaap:DerivativeNotionalAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE3LTMtMS0xLTExMjE1Mg_dd755ba6-425d-47c3-bee0-7ae7e569e737">22,535,100</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonNumeric contextRef="i81093ade6fa74dbf9c8ae8bf06c6bc58_D20210101-20211231" name="us-gaap:DerivativeAverageRemainingMaturity1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE3LTUtMS0xLTExMjE1Mg_7144ad36-f17f-4ff3-8e87-ecf66a610241">4.60</ix:nonNumeric></span></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table></div></ix:continuation><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company presents derivative contracts on a gross basis in the Consolidated Statements of Financial Condition. Derivative contracts may contain legally enforceable provisions that allow for netting or setting off receivables and payables with each counterparty.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4NTA_12123486-45a1-4ad5-b646-08aa5307ab89" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present information about derivative assets and liabilities that are subject to such provisions and can be offset in the Company&#8217;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021, respectively.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"><tr><td style="width:1.0%"></td><td style="width:32.292%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.271%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.683%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.157%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.683%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.624%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.683%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.507%"></td><td style="width:0.1%"></td></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amounts Eligible for Offset</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Amounts</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash Collateral</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Amounts</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps, at fair value</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzQtMS0xLTEtMTEyMTUy_00994dcf-27ec-41b1-b3e7-21509c8df66b">33,006</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzQtMy0xLTEtMTEyMTUy_92be9e3b-8224-4bec-8607-666c9eddefc7">24,625</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzQtNS0xLTEtMTEyMTUy_16a45449-e4ec-4d4a-8acc-d207df93ccf4">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzQtNy0xLTEtMTEyMTUy_1d83d169-e812-4314-8a68-d5c442072cf0">8,381</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaptions, at fair value</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzUtMS0xLTEtMTEyMTUy_73a1bda9-d0ca-4eb9-8cc7-bfe69fa53538">256,991</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzUtMy0xLTEtMTEyMTUy_1a5d65b8-9a35-4743-af58-9f6c6602f0dc">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzUtNS0xLTEtMTEyMTUy_7b8d280a-7b20-4630-b94b-5f78aad5907e">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzUtNy0xLTEtMTEyMTUy_693e1596-0ee0-4694-9843-79e8b3ae8788">256,991</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzYtMS0xLTEtMTEyMTUy_0b3add68-4d51-4ef3-8bce-222d99e5bc7c">17,056</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzYtMy0xLTEtMTEyMTUy_3100b92d-92bd-41b7-aacb-5ac6b07b0255">16,875</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzYtNS0xLTEtMTEyMTUy_a13b9374-95f3-4006-8797-7f5a42292352">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzYtNy0xLTEtMTEyMTUy_80c78455-668a-40cd-b1db-322b7c511fb4">181</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzctMS0xLTEtMTEyMTUy_b81bf9a5-1c5e-46aa-91d1-a80456845ee6">33,179</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzctMy0xLTEtMTEyMTUy_d374f473-dd82-4c77-8ad9-3ed4ccb9110b">2,414</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzctNS0xLTEtMTEyMTUy_cd3640ec-4d35-42e6-8e6c-a348b1cae5ed">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzctNy0xLTEtMTEyMTUy_44b2a693-4fc5-4750-b6d7-7d17e76ed100">30,765</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzgtMS0xLTEtMTEyMTUy_0620203e-9aca-4cd1-87b8-292722982437">1,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzgtMy0xLTEtMTEyMTUy_fefc8973-734b-4a8c-aa87-1eb14b64e6f8">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzgtNS0xLTEtMTEyMTUy_5d8f8f5b-b13a-4fe5-b08f-0da40405e2c7">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzgtNy0xLTEtMTEyMTUy_87f72478-9611-4fee-a281-29e43dc9f241">1,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps, at fair value</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzExLTEtMS0xLTExMjE1Mg_9ebf1265-ba66-4ced-91e0-becf1a6a4d66">108,724</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzExLTMtMS0xLTExMjE1Mg_8b5c6852-d37b-42e0-87a3-9e351cde7b4d">24,625</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzExLTUtMS0xLTExMjE1Mg_d8ccb58e-69b3-4d58-98a7-d85709a9e4b7">1,251</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzExLTctMS0xLTExMjE1Mg_9eeee64b-e2e8-4cc2-8833-2801140d777e">82,848</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEyLTEtMS0xLTExMjE1Mg_2fd7ff05-140f-4899-bb2b-784978d9a64a">69,270</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEyLTMtMS0xLTExMjE1Mg_808bcf66-c377-4db1-a37e-fa869be3e269">16,875</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEyLTUtMS0xLTExMjE1Mg_b448824a-4572-4e66-bbef-c6397b8ad0a4">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEyLTctMS0xLTExMjE1Mg_2af3dbfc-60af-4845-8e54-ab7ea2d1bdc9">52,395</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEzLTEtMS0xLTExMjE1Mg_126e9a6c-74df-4383-855c-5a553ae5e255">11,919</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEzLTMtMS0xLTExMjE1Mg_f20b0da0-8d5a-4c0c-8224-20b64fc2010f">2,414</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEzLTUtMS0xLTExMjE1Mg_0331e87b-3ca7-455c-88a6-9e81e42fe6c7">9,505</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEzLTctMS0xLTExMjE1Mg_09216e33-290d-43d0-9955-6408ebdef542">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeLiabilities" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE0LTEtMS0xLTExMjE1Mg_8b637102-8eee-4ae8-9d99-c0258cd87843">460</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE0LTMtMS0xLTExMjE1Mg_bd2834fe-312a-4280-8b84-138a3cfbb4d3">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE0LTUtMS0xLTExMjE1Mg_6bbbd970-31cb-4853-aad4-1b3eb256b244">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE0LTctMS0xLTExMjE1Mg_74a8d324-9fd8-4f03-b87c-013d1e767ae1">460</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE1LTEtMS0xLTExMjE1Mg_a1e2760e-0e68-4ba5-8905-806f68a9e050">13,799</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE1LTMtMS0xLTExMjE1Mg_46f250cc-f669-48fe-9a59-5e6409760534">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE1LTUtMS0xLTExMjE1Mg_2d5ed0db-4cdb-4ab9-acf5-9eabebe61e93">9,291</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE1LTctMS0xLTExMjE1Mg_5e0f969a-16b5-4f3b-a773-4163f04f136f">4,508</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:9pt"><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"></td></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amounts Eligible for Offset</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Amounts</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash Collateral</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Amounts</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaptions, at fair value</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIyLTEtMS0xLTExMjE1Mg_433cd8fa-224e-4a0a-925e-56777f8fe4fc">105,710</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIyLTMtMS0xLTExMjE1Mg_fdfb4763-1e0b-48ff-88a6-38633e9d27dc">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIyLTUtMS0xLTExMjE1Mg_e18f720b-bcc1-4f78-bcb9-666c94a1ab4a">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIyLTctMS0xLTExMjE1Mg_f83395e5-7310-43ec-893e-e6e63f6f3953">105,710</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIzLTEtMS0xLTExMjE1Mg_3c8086a4-37a8-4ce5-8060-9beb9cafa23d">52,693</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIzLTMtMS0xLTExMjE1Mg_86d7d1b7-3e2d-4f8f-9864-10607c5af711">3,876</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIzLTUtMS0xLTExMjE1Mg_390ab644-bf4c-47ba-a13f-76848868280e">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIzLTctMS0xLTExMjE1Mg_547c8cc5-ec16-4b9a-8bdf-04a3c3fdd344">48,817</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI0LTEtMS0xLTExMjE1Mg_4d2d2d67-943a-4df6-9d9c-17c99f95ac49">9,028</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI0LTMtMS0xLTExMjE1Mg_bddec0a7-c4d5-43e5-a731-d555e633dd27">9,028</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI0LTUtMS0xLTExMjE1Mg_b36e5748-0774-4913-9041-96b84d61003f">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI0LTctMS0xLTExMjE1Mg_65053396-745d-4a2b-92e6-fbf216a16d0a">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI1LTEtMS0xLTExMjE1Mg_f1426358-3cf1-468c-b289-22c97c85f4ab">1,779</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI1LTMtMS0xLTExMjE1Mg_31e3c180-4594-4a5d-b040-27e07306ee45">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI1LTUtMS0xLTExMjE1Mg_3d295a85-d002-424f-a781-2fb910158579">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI1LTctMS0xLTExMjE1Mg_a7f3782c-1aaa-4312-9d63-bbf083bc1798">1,779</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI2LTEtMS0xLTExMjE1Mg_851e4232-1645-42a6-bf27-563aae163778">1,160</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnSecurities" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI2LTMtMS0xLTExMjE1Mg_8c1d2b7e-83d2-4b0b-a3eb-c71d0e8522f4">516</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralObligationToReturnCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI2LTUtMS0xLTExMjE1Mg_1405dc33-b8fa-42c4-bb54-f5512d9ebc5c">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI2LTctMS0xLTExMjE1Mg_775bc8f4-0897-4869-a5d4-f3fb713612ef">644</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps, at fair value</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI4LTEtMS0xLTExMjE1Mg_4c57a92e-2377-4c78-b813-5a6eb5559a4d">747,036</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI4LTMtMS0xLTExMjE1Mg_07cd49cc-9c4f-4420-997c-7e81d9983286">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI4LTUtMS0xLTExMjE1Mg_8d28b9bd-e264-4c58-9ce4-d7fcedac2b76">77,607</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI4LTctMS0xLTExMjE1Mg_44408ef8-3cf2-41b0-86be-3546ab247426">669,429</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI5LTEtMS0xLTExMjE1Mg_386331a9-4ebd-4642-ab41-83eb608bdbee">3,916</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI5LTMtMS0xLTExMjE1Mg_b99e76a9-2f6c-47c6-bca1-c97b69477c46">3,876</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI5LTUtMS0xLTExMjE1Mg_12a83429-085c-486e-ba06-02848be50b8c">40</ix:nonFraction>)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc1fc643b8404a6e904290495d86c032_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI5LTctMS0xLTExMjE1Mg_9454f01a-7989-4ffb-aaca-1252c67d63bf">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeLiabilities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMwLTEtMS0xLTExMjE1Mg_bb8d9636-0808-4aad-8463-731464ec9a52">129,134</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMwLTMtMS0xLTExMjE1Mg_32ea54e5-849c-43ba-8c3f-7eab1c070dad">9,028</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMwLTUtMS0xLTExMjE1Mg_b5d65252-37d0-4c63-8582-71e236b0ae10">120,106</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMwLTctMS0xLTExMjE1Mg_3411cd8c-4b63-4fd3-9029-106e91817a76">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeLiabilities" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMxLTEtMS0xLTExMjE1Mg_d554edab-115a-451b-b70b-c49c0e613468">870</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMxLTMtMS0xLTExMjE1Mg_eacfd983-6a3b-49e0-9513-189215a082e5">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMxLTUtMS0xLTExMjE1Mg_cc748d3e-f9d2-47b5-a634-1c016ae25307">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc3f180ca6704e54b0521023b5217573_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMxLTctMS0xLTExMjE1Mg_375dadbe-a1c2-47f0-a8b8-0454d2a4b502">870</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeLiabilities" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMyLTEtMS0xLTExMjE1Mg_50ddc241-7083-48bb-9df5-96c7317af829">581</ix:nonFraction>&#160;</span></td><td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimSecurities" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMyLTMtMS0xLTExMjE1Mg_6f07b80d-c974-4ae3-95e5-23f217dddcfc">516</ix:nonFraction>)</span></td><td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeCollateralRightToReclaimCash" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMyLTUtMS0xLTExMjE1Mg_fa00a958-3179-4c7d-a969-ea5e923db5ca">65</ix:nonFraction>)</span></td><td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231" decimals="-3" name="us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMyLTctMS0xLTExMjE1Mg_51027197-7433-4394-917f-c51fbb1ad895">&#8212;</ix:nonFraction>&#160;</span></td><td style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr></table></div></ix:nonNumeric></ix:continuation><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-24</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i87c1cd5f2a7342108679497e11e8a7a8" continuedAt="id4e9b7be9e404fa987a240dac10d5f81"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4MzI_0531fac8-7b81-4cb9-a913-278308f2d17b" escape="true"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The effect of interest rate swaps in the Consolidated Statements of Comprehensive Income (Loss) is as follows:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:81.578%"><tr><td style="width:1.0%"></td><td style="width:23.451%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:23.451%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.696%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:23.451%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.696%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:23.455%"></td><td style="width:0.1%"></td></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Location on Consolidated Statements of Comprehensive Income (Loss)</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Interest Component of Interest Rate Swaps </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Realized Gains (Losses) on Termination of Interest Rate Swaps </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized Gains (Losses) on Interest Rate Swaps </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:GainLossOnRealizedInterestRateSwaps" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzMtMS0xLTEtMTEyMTUy_2dcc0b9d-88d2-4d3f-94f9-4ed283886903">366,161</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" sign="-" name="nly:GainLossOnTerminationOfInterestRateSwaps" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzMtMy0xLTEtMTEyMTUy_e1af4fb8-bb68-41ae-8731-69bb80c673dd">266,427</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzMtNS0xLTEtMTEyMTUy_c7f4cca4-3f7e-4b95-8132-8f09499fe8e1">3,480,708</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="nly:GainLossOnRealizedInterestRateSwaps" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzQtMS0xLTEtMTEyMTUy_110a5cb3-5703-4b8a-96f5-c90ce3db3794">276,142</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" sign="-" name="nly:GainLossOnTerminationOfInterestRateSwaps" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzQtMy0xLTEtMTEyMTUy_16ed81da-971d-4098-baae-754bbdb06eec">1,236,349</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzQtNS0xLTEtMTEyMTUy_38833a91-2a89-4b4f-87be-cdacf5b26490">2,198,486</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="nly:GainLossOnRealizedInterestRateSwaps" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzUtMS0xLTEtMTEyMTUy_26551a4a-fdf3-44aa-a081-c73a094870fd">207,877</ix:nonFraction>)</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="nly:GainLossOnTerminationOfInterestRateSwaps" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzUtMy0xLTEtMTEyMTUy_dc00c62e-e623-4b18-a87c-54f4297cd83d">1,917,628</ix:nonFraction>)</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzUtNS0xLTEtMTEyMTUy_acb1ce97-fb22-4aa9-aba6-f2f8ca8ddfbc">904,532</ix:nonFraction>)</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Included in Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss).</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The effect of other derivative contracts in the Company&#8217;s Consolidated Statements of Comprehensive Income (Loss) is as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"></td><td style="width:24.545%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:22.480%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.660%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:22.480%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.660%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:24.375%"></td><td style="width:0.1%"></td></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Year Ended December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Realized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzEtNS0xLTEtMTEyMTUy_c80e36bc-51c1-4ece-89c4-00673ecdca6e">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</span></span></td></tr><tr><td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net TBA derivatives</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231" decimals="-3" sign="-" name="nly:RealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzMtMS0xLTEtMTEyMTUy_03476e54-dd1a-4162-8430-293de045957f">2,729,866</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzMtMy0xLTEtMTEyMTUy_4683828a-f3ad-4d24-bd61-747c54521b77">100,990</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzMtNS0xLTEtMTI2OTQy_252d12be-a1d4-499b-8539-7e6e7c4177fd">2,830,856</ix:nonFraction>)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest rate swaptions</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i0ca7d92442da4192adde6a5c6e465384_D20220101-20221231" decimals="-3" sign="-" name="nly:RealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzQtMS0xLTEtMTEyMTUy_98f28497-8b90-4be7-9fc3-879c367acffd">43,124</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0ca7d92442da4192adde6a5c6e465384_D20220101-20221231" decimals="-3" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzQtMy0xLTEtMTEyMTUy_4ba84911-5f55-492c-a5dd-38a491f03f4d">195,084</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0ca7d92442da4192adde6a5c6e465384_D20220101-20221231" decimals="-3" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzQtNS0xLTEtMTI2OTQy_78a1b05c-e940-4a69-956c-d54c2e4adbdf">151,960</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6f51e5f47faf458aa2d1e6a23bdf175e_D20220101-20221231" decimals="-3" name="nly:RealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzUtMS0xLTEtMTEyMTUy_8eb4ad99-496f-4cd7-ba48-96c7da0df217">3,825,072</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6f51e5f47faf458aa2d1e6a23bdf175e_D20220101-20221231" decimals="-3" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzUtMy0xLTEtMTEyMTUy_1bd0d73c-956b-488f-ac53-378a63733b09">141,366</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6f51e5f47faf458aa2d1e6a23bdf175e_D20220101-20221231" decimals="-3" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzUtNS0xLTEtMTI2OTQy_f983d698-8b57-49ab-a315-d17c7faee82c">3,966,438</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i23cf0f705f9e497e9596b76f7dd0437c_D20220101-20221231" decimals="-3" name="nly:RealizedGainLossOnDerivatives" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzYtMS0xLTEtMTEyMTUy_0cc1b222-1a39-4de3-9fd8-b1cb658242a5">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i23cf0f705f9e497e9596b76f7dd0437c_D20220101-20221231" decimals="-3" name="us-gaap:UnrealizedGainLossOnDerivatives" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzYtMy0xLTEtMTEyMTUy_8a7f2716-2706-41bb-bd79-89b7845c8447">460</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i23cf0f705f9e497e9596b76f7dd0437c_D20220101-20221231" decimals="-3" name="us-gaap:DerivativeGainLossOnDerivativeNet" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzYtNS0xLTEtMTI2OTQy_bc8fb541-46e1-4617-8366-dc288cd615dd">460</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc9188a2e182487c8ed7561922d0e12c_D20220101-20221231" decimals="-3" name="nly:RealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzctMS0xLTEtMTEyMTUy_6c26a5d1-edbf-4293-b0f3-731424d16fe8">3,657</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idc9188a2e182487c8ed7561922d0e12c_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzctMy0xLTEtMTEyMTUy_a6b3bf11-65b1-4eb0-8c91-582f9c925f5f">12,927</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="idc9188a2e182487c8ed7561922d0e12c_D20220101-20221231" decimals="-3" sign="-" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzctNS0xLTEtMTI2OTQy_e8441228-27c3-4551-af6c-aaa39cd91bc3">9,270</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzgtNS0xLTEtMTEyMTUy_f10a0854-df38-4644-97e1-ef5059822490">1,278,732</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"></td><td style="width:24.545%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:22.480%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.660%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:22.480%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.660%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:24.375%"></td><td style="width:0.1%"></td></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Year Ended December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Realized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</span></td></tr><tr><td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net TBA derivatives</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ifa8852416059440b9be6723f60586886_D20210101-20211231" decimals="-3" sign="-" name="nly:RealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzMtMS0xLTEtMTEyMTUy_9eaadcf3-4b6d-4b8b-9d48-4383a9dfd72d">354,410</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ifa8852416059440b9be6723f60586886_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzMtMy0xLTEtMTEyMTUy_1d2f5173-dac2-4067-8f3f-b9a3c7056586">47,332</ix:nonFraction>)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ifa8852416059440b9be6723f60586886_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzMtNS0xLTEtMTI2OTUy_d2d6f53a-8318-44fe-bf96-24f755aef920">401,742</ix:nonFraction>)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest rate swaptions</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ib526074b87f74d598b5a5430cdbb8761_D20210101-20211231" decimals="-3" sign="-" name="nly:RealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzQtMS0xLTEtMTEyMTUy_318f8a51-6af0-4263-897a-edb7d7b14189">78,431</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib526074b87f74d598b5a5430cdbb8761_D20210101-20211231" decimals="-3" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzQtMy0xLTEtMTEyMTUy_acc461ef-c4b7-4a9f-88b8-da7566746072">2,387</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ib526074b87f74d598b5a5430cdbb8761_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzQtNS0xLTEtMTI2OTUy_08e103f6-3def-4fca-9246-3304c92346c5">76,044</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4840bda5805945b4a8aff83dfb36cdf3_D20210101-20211231" decimals="-3" name="nly:RealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzUtMS0xLTEtMTEyMTUy_84873b4e-83f8-464d-8cd2-7d680944db8c">683,534</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i4840bda5805945b4a8aff83dfb36cdf3_D20210101-20211231" decimals="-3" sign="-" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzUtMy0xLTEtMTEyMTUy_090c89de-d80f-489c-b7ab-5e62c791c885">101,199</ix:nonFraction>)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4840bda5805945b4a8aff83dfb36cdf3_D20210101-20211231" decimals="-3" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzUtNS0xLTEtMTI2OTUy_9fcd8fd9-506f-41ff-ab48-85d63b85b002">582,335</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifdbffaa41bf64b07a4a0e9536e68554c_D20210101-20211231" decimals="-3" name="nly:RealizedGainLossOnDerivatives" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzYtMS0xLTEtMTEyMTUy_8d11b320-96cb-4446-95ab-19d122c3fbaf">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifdbffaa41bf64b07a4a0e9536e68554c_D20210101-20211231" decimals="-3" name="us-gaap:UnrealizedGainLossOnDerivatives" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzYtMy0xLTEtMTEyMTUy_7a1a5158-4b9d-4021-9dad-cbe49b9fa7d9">860</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifdbffaa41bf64b07a4a0e9536e68554c_D20210101-20211231" decimals="-3" name="us-gaap:DerivativeGainLossOnDerivativeNet" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzYtNS0xLTEtMTI2OTUy_b3927be2-2929-416c-b31e-083b3090e329">860</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i53b76195b24948a0ac23a94e3fdb6dfb_D20210101-20211231" decimals="-3" name="nly:RealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzctMS0xLTEtMTEyMTUy_cdf26d0e-2db4-4221-88a7-30932c70fbf7">8,234</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i53b76195b24948a0ac23a94e3fdb6dfb_D20210101-20211231" decimals="-3" name="us-gaap:UnrealizedGainLossOnDerivatives" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzctMy0xLTEtMTEyMTUy_343f8a6a-5bc1-4229-a802-c973af89828c">6,931</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i53b76195b24948a0ac23a94e3fdb6dfb_D20210101-20211231" decimals="-3" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzctNS0xLTEtMTI2OTUy_523adf44-f582-4924-8dfa-254d8d488726">15,165</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:DerivativeGainLossOnDerivativeNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzgtNS0xLTEtMTEyMTUy_16b4e915-9d89-41be-85d7-3137aca1e646">120,574</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Certain of the Company&#8217;s derivative contracts are subject to International Swaps and Derivatives Association Master Agreements or other similar agreements which may contain provisions that grant counterparties certain rights with respect to the applicable agreement upon the occurrence of certain events such as (i) a decline in stockholders&#8217; equity in excess of specified thresholds or dollar amounts over set periods of time, (ii) the Company&#8217;s failure to maintain its REIT status, (iii) the Company&#8217;s failure to comply with limits on the amount of leverage, and (iv) the Company&#8217;s stock being delisted from the New York Stock Exchange. </span></div></ix:continuation><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="id4e9b7be9e404fa987a240dac10d5f81">Upon the occurrence of any one of items (i) through (iv), or another default under the agreement, the counterparty to the applicable agreement has a right to terminate the agreement in accordance with its provisions. The aggregate fair value of all derivative instruments with the aforementioned features were in a net asset position at&#160;December 31, 2022.</ix:continuation> </span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-25</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_400"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:FairValueDisclosuresTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MjU_2bf6ee4d-974d-4ebe-9ef9-f3cbd7c87659" continuedAt="i51d9b049efb44a4eb31276673c46abe3" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">12. FAIR VALUE MEASUREMENTS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><ix:continuation id="i3fc5f253c0a549bc924f77fcf384cdc8"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company follows fair value guidance in accordance with GAAP to account for its financial instruments and MSR that are accounted for at fair value. The fair value of a financial instrument and MSR is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">GAAP requires classification of financial instruments and MSR into a three-level hierarchy based on the priority of the inputs to the valuation technique. The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (Level&#160;1) and the lowest priority to unobservable inputs (Level&#160;3).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If the inputs used to measure the financial instrument and MSR fall within different levels of the hierarchy, the categorization is based on the lowest priority input that is significant to the fair value measurement of the instrument. Financial assets and liabilities recorded at fair value on the Consolidated Statements of Financial Condition or disclosed in the related notes are categorized based on the inputs to the valuation techniques as follows:</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Level 1 &#8211; inputs to the valuation methodology are quoted prices (unadjusted) for identical assets and liabilities in active markets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Level 2 &#8211; inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Level 3 &#8211; inputs to the valuation methodology are unobservable and significant to overall fair value.</span></div></ix:continuation><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:FairValueOfFinancialInstrumentsPolicy" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MDQ_d1c98c43-de88-4753-a39b-dc6cacd6a91b" continuedAt="i6f11febc5d0a461da292bf60af6441e2" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company designates its securities as trading, available-for-sale or held-to-maturity depending upon the type of security and the Company&#8217;s intent and ability to hold such security to maturity. Securities classified as available-for-sale and trading are reported at fair value on a recurring basis.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following is a description of the valuation methodologies used for instruments carried at fair value. These methodologies are applied to assets and liabilities across the three-level fair value hierarchy, with the observability of inputs determining the appropriate level.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Futures contracts are valued using quoted prices for identical instruments in active markets and are classified as Level 1. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Residential Securities, interest rate swaps, swaptions and other derivatives are valued using quoted prices or internally estimated prices for similar assets using internal models. The Company incorporates common market pricing methods, including a spread measurement to the Treasury curve as well as underlying characteristics of the particular security including coupon, prepayment speeds, periodic and life caps, rate reset period and expected life of the security in its estimates of fair value. Fair value estimates for residential mortgage loans are generated by a discounted cash flow model and are primarily based on observable market-based inputs including discount rates, prepayment speeds, delinquency levels, and credit losses. Management reviews and indirectly corroborates its estimates of the fair value derived using internal models by comparing its results to independent prices provided by dealers in the securities and/or third party pricing services. Certain liquid asset classes, such as Agency fixed-rate pass-throughs, may be priced using independent sources such as quoted prices for TBA securities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Residential Securities, residential mortgage loans, interest rate swap and swaption markets, TBA derivatives and MBS options are considered to be active markets such that participants transact with sufficient frequency and volume to provide transparent pricing information on an ongoing basis. The liquidity of the Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options markets and the similarity of the Company&#8217;s securities to those actively traded enable the Company to observe quoted prices in the market and utilize those prices as a basis for formulating fair value measurements.&#160;Consequently, the Company has classified Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options as Level 2 inputs in the fair value hierarchy. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The fair value of commercial mortgage-backed securities classified as available-for-sale is determined based upon quoted prices of similar assets in recent market transactions and requires the application of judgment due to differences in the underlying collateral.&#160;Consequently, commercial real estate debt investments carried at fair value are classified as Level 2.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For the fair value of debt issued by securitization vehicles, refer to the &#8220;Variable Interest Entities&#8221; Note for additional information.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company classifies its investments in MSR and Interests in MSR as Level 3 in the fair value measurements hierarchy. Fair value estimates for these investments are obtained from models, which use significant unobservable inputs in their valuations. These valuations primarily utilize discounted cash flow models that incorporate unobservable market data inputs including discount rates, prepayment rates, delinquency levels and costs to service. Model valuations are then compared to valuations obtained from third party pricing providers. Management reviews the valuations received from third party pricing providers and </span></div></ix:nonNumeric></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-26</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i51d9b049efb44a4eb31276673c46abe3" continuedAt="ic14e2a1259f3430abe2447163957c896"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="i6f11febc5d0a461da292bf60af6441e2">uses them as a point of comparison to modeled values. The valuation of MSR and Interests in MSR require significant judgment by management and the third party pricing providers. Assumptions used for which there is a lack of observable inputs may significantly impact the resulting fair value and therefore the Company&#8217;s financial statements.</ix:continuation>&#160;</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MjA_df766ea1-6917-4c30-bde3-44fad8800239" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present the estimated fair values of financial instruments and MSR measured at fair value on a recurring basis. There were no transfers between levels of the fair value hierarchy during the periods presented.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"></td><td style="width:43.507%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.135%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.616%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.135%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.616%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.135%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.616%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.140%"></td><td style="width:0.1%"></td></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 1</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 2</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 3</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Securities</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzQtMS0xLTEtMTEyMTUy_e8ae528e-ef2d-4af2-9ff1-410b13d088e9">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzQtMy0xLTEtMTEyMTUy_9bcc17af-6158-4259-99aa-49b063c2f724">62,274,895</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzQtNS0xLTEtMTEyMTUy_f91bb3f7-6464-4310-8f18-63ddc6ea7f9b">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzQtNy0xLTEtMTEyMTUy_e75ea083-458c-476b-aab7-96eedfa2c394">62,274,895</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedOtherAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzUtMS0xLTEtMTEyMTUy_e3d4b2df-d25e-48e2-98b4-05f0ee40fc55">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedOtherAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzUtMy0xLTEtMTEyMTUy_35412e0e-24db-4b32-928f-794a279542c0">997,557</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedOtherAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzUtNS0xLTEtMTEyMTUy_ff33841d-90a8-4371-b70f-feb055e4b8e4">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedOtherAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzUtNy0xLTEtMTEyMTUy_648fcafa-67ae-4717-91dd-7654cc03e13e">997,557</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-Agency mortgage-backed securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8013377fdb0d41b8a800dcf44c77f0b1_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzYtMS0xLTEtMTEyMTUy_e537c17a-215f-4e41-ba6c-fe57d158ac51">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i00bb9bf9654341a38405633a98f7a477_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzYtMy0xLTEtMTEyMTUy_d4ebf922-f39e-4ea2-ab1c-aefe4ae8ab79">1,991,146</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idf6f4a5869034524ad9d136bfc0bb50a_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzYtNS0xLTEtMTEyMTUy_8354ca47-ec4e-4afb-9518-ad9b27929331">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9eb5bdb495c7426b858919d1feaeb899_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzYtNy0xLTEtMTEyMTUy_eed58f42-12e9-4428-ac33-e5c674d18fc1">1,991,146</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;&#160;&#160;Commercial mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8a403ea2fcec405382b130394882bd3b_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzctMS0xLTEtMTEyMTUy_57a1645e-189b-4ade-b2a2-907a9603d641">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic06239ce38fb4323a68b0ddf533a5038_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzctMy0xLTEtMTEyMTUy_13924a19-ae29-4872-bd98-0796247ca33d">526,309</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id8a71b2f11614a43af1b0aaecf246ec2_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzctNS0xLTEtMTEyMTUy_37258a67-12eb-45f8-8bc6-23804aa11678">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibe62bc03d57e4fbe9ef7f0557e7bf3da_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzctNy0xLTEtMTEyMTUy_5f352ca9-af07-430a-a746-b5e34ee4fbbb">526,309</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Loans</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iec7a901650504799a49c50ae7f5191dd_I20221231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzktMS0xLTEtMTEyMTUy_f4fc5cdb-8e08-43c7-9908-b7943319a183">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i99b769758b8e457abdfb42ac8faf3c64_I20221231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzktMy0xLTEtMTEyMTUy_152b09a6-255c-40e1-a493-3b730cccf0ab">1,809,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if1326d591f894c95985716c9359b3881_I20221231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzktNS0xLTEtMTEyMTUy_722bdfaf-fe20-4f1b-af31-60db90574b77">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i388d5c3bc1ac42f0a127728d913a661e_I20221231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzktNy0xLTEtMTEyMTUy_de900911-6f51-4deb-934e-6e1e014bb0e8">1,809,832</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzExLTEtMS0xLTExMjE1Mg_aaef1d61-aa79-4cbc-80cb-7d2e3433ce67">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzExLTMtMS0xLTExMjE1Mg_e0ddd61f-3113-4f8f-90a4-10d489ebef9d">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzExLTUtMS0xLTExMjE1Mg_29c4ee0e-f00d-40bd-8001-af861927e540">1,748,209</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzExLTctMS0xLTExMjE1Mg_f67086ae-4ac3-4888-b723-89707d6aa5f2">1,748,209</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie5447a9365874c3992afffd7a905a3a1_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzEzLTEtMS0xLTExMjE1Mg_667913ff-c145-4e82-85e4-30fdd343a0ac">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i949d8694a3b841048765c20485b1d055_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzEzLTMtMS0xLTExMjE1Mg_c87a6d93-a296-4a01-9f07-2f7ab5c7e94d">9,121,912</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i20efd593461e4d159d7e9c31be9129bc_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzEzLTUtMS0xLTExMjE1Mg_5fd0a324-6406-40a1-a4c1-201debe43672">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia671e5feb50d48ea815b270b3d92b82c_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzEzLTctMS0xLTExMjE1Mg_eaeba37e-6104-45a8-8f79-4321a0bcbfa6">9,121,912</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative assets</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeAssetsAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE2LTEtMS0xLTExMjE1Mg_b4afa4fd-b4e4-4253-bc46-f6497909a004">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeAssetsAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE2LTMtMS0xLTExMjE1Mg_f1b8fea6-debb-4c05-8f53-2f5526c9edae">33,006</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeAssetsAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE2LTUtMS0xLTExMjE1Mg_54eddae7-cdde-421b-b199-f944e4d8be87">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeAssetsAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE2LTctMS0xLTExMjE1Mg_563ca3f7-2ca3-4180-8307-3dee25068d73">33,006</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE3LTEtMS0xLTExMjE1Mg_ddaa57b7-a11d-420a-9f9f-024fbb7b5035">33,179</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE3LTMtMS0xLTExMjE1Mg_a9768717-ccf2-416e-b2aa-fc39052dc8be">275,879</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE3LTUtMS0xLTExMjE1Mg_35c6f849-a34c-43d6-a078-aa0324c0af3c">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE3LTctMS0xLTExMjE1Mg_8be5b39a-97a8-49f0-9cae-58a603a56737">309,058</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="nly:FinancialAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE4LTEtMS0xLTExMjE1Mg_a9bad465-3cf6-4f08-b0d5-7e601ba21be0">33,179</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="nly:FinancialAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE4LTMtMS0xLTExMjE1Mg_b73c0be1-38ad-4462-a6d7-ee11b8ba3d2d">77,030,536</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="nly:FinancialAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE4LTUtMS0xLTExMjE1Mg_fa23d2aa-21cc-4e49-93b0-59cd67d12f9c">1,748,209</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="nly:FinancialAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE4LTctMS0xLTExMjE1Mg_818815cf-cd83-40dc-aef4-0b97ab961754">78,811,924</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Debt issued by securitization vehicles</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIxLTEtMS0xLTExMjE1Mg_fe784b0b-d27c-4ddb-bd5e-6aabd763e135">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIxLTMtMS0xLTExMjE1Mg_bb0f8cdc-8a40-4084-ab5e-ee327d2930d3">7,744,160</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIxLTUtMS0xLTExMjE1Mg_64e1a0ae-8b95-4d9f-b4b9-5fe3cb94cb83">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIxLTctMS0xLTExMjE1Mg_50b13e4e-ab9d-449d-a8ef-a853656f0aba">7,744,160</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Participations issued</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIyLTEtMS0xLTExMjE1Mg_6991d239-f2cd-4a8c-9308-8e7c7c488eb2">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIyLTMtMS0xLTExMjE1Mg_70ecbc3e-6099-4b7a-a7ec-94f4707efa08">800,849</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIyLTUtMS0xLTExMjE1Mg_1187c23f-4b4c-4be3-99cd-cc7908313cc3">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIyLTctMS0xLTExMjE1Mg_324edcd6-2f13-47b2-bf1d-6ea986231c32">800,849</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative liabilities</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI0LTEtMS0xLTExMjE1Mg_d8e71d28-2947-47c8-9d75-31c658ca4675">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI0LTMtMS0xLTExMjE1Mg_87774bb4-8b8d-46d6-a72f-15176715c160">108,724</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI0LTUtMS0xLTExMjE1Mg_0e112837-d756-4e15-bddc-0d68c597d0e8">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI0LTctMS0xLTExMjE1Mg_1c8f61cb-3220-4a9e-ad28-d56bf8fecd73">108,724</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI1LTEtMS0xLTExMjE1Mg_8bcd1ecc-7a51-4f78-9224-15806148be4a">11,919</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI1LTMtMS0xLTExMjE1Mg_5cca1424-1bbf-40b0-a86d-9ba41deeaba2">83,529</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI1LTUtMS0xLTExMjE1Mg_7f27be86-2ebb-4bc7-9f26-5a0bab42a740">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI1LTctMS0xLTExMjE1Mg_b0d146ee-f128-43b6-b3ba-d35369634fec">95,448</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231" decimals="-3" name="us-gaap:FinancialLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI2LTEtMS0xLTExMjE1Mg_8eb31676-3423-4c72-9325-97da6d579443">11,919</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231" decimals="-3" name="us-gaap:FinancialLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI2LTMtMS0xLTExMjE1Mg_8660ea4a-9eb3-40f9-9173-71f5c0c574a0">8,737,262</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231" decimals="-3" name="us-gaap:FinancialLiabilitiesFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI2LTUtMS0xLTExMjE1Mg_01495d90-2ef2-4288-a9f3-7d49c9d39982">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231" decimals="-3" name="us-gaap:FinancialLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI2LTctMS0xLTExMjE1Mg_5b8c7965-f51e-4392-a95b-08d53dc1ee75">8,749,181</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"></td><td style="width:43.507%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.135%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.616%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.135%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.616%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.135%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.616%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:12.140%"></td><td style="width:0.1%"></td></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 1</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 2</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 3</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Securities</span></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzQtMS0xLTEtMTEyMTUy_05868c42-f2d2-48f3-a3c7-f9f8c118f06e">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzQtMy0xLTEtMTEyMTUy_503c7548-4930-4b3b-bea0-4daea904d293">60,525,605</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzQtNS0xLTEtMTEyMTUy_e4fc0434-e0db-4c8b-8b4c-e8db6ee81dda">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzQtNy0xLTEtMTEyMTUy_b536ef6c-ccfa-4d7a-85f4-162554c1a00a">60,525,605</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedOtherAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzUtMS0xLTEtMTEyMTUy_3b46428f-4615-4d50-a408-1fcc6feba067">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedOtherAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzUtMy0xLTEtMTEyMTUy_7e03e2b6-4c21-422a-8db3-3a502ba42977">936,228</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedOtherAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzUtNS0xLTEtMTEyMTUy_72cdb3be-48f9-47d6-aed8-ed67372d4e28">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedOtherAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzUtNy0xLTEtMTEyMTUy_534cf1f6-e204-471f-b8d6-e675ebcb5d1d">936,228</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-Agency mortgage-backed securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7008d8cb9909467c94256b86ec776ec8_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzYtMS0xLTEtMTEyMTUy_2590c251-cd4e-4d0a-8416-7d22408e0cb9">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7164b1f4163f4e1cb3503dc6471b9f6c_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzYtMy0xLTEtMTEyMTUy_f3283ac8-3cdf-4092-85d4-87ccb9d6c490">1,663,336</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if16a3ec1db994504952f44be91af1b60_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzYtNS0xLTEtMTEyMTUy_8542f592-5297-4de8-bb9d-7f130c078d04">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i858bafc64ad54f31b1bc0fdfc48a0534_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzYtNy0xLTEtMTEyMTUy_1d7c509b-10ff-4b83-9237-ec9cee98915e">1,663,336</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;&#160;&#160;Commercial mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6eeb7a7c50ef496d9af71d9c2bc8a40f_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzctMS0xLTEtMTEyMTUy_506b7683-de5f-48bb-9d4a-a14044e759a9">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iccb9e06a079f4293b444107c203dd37c_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzctMy0xLTEtMTEyMTUy_d9e44976-1f15-4f49-82cd-68e3dce8750d">530,505</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib6ce3750e37f4ae096881d8f42acb000_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzctNS0xLTEtMTEyMTUy_3696eba5-a6e2-4899-86fe-0fe95fc6021f">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic031c943057c45a2a30747ad2570029e_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzctNy0xLTEtMTEyMTUy_f68ecca4-086b-41fe-9f2f-fbd1cfd10ce1">530,505</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Loans</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i426aa459134740daacef0dbfa49cf931_I20211231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzktMS0xLTEtMTEyMTUy_8e8381c7-56ae-4eeb-887b-8568986ca8b9">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i643e7a54c4374fe99a39a4022759dead_I20211231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzktMy0xLTEtMTEyMTUy_4f046333-1c79-47e7-97a9-d3b1fc4a0bc5">2,272,072</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9b24f8c723a0454f96053994aab24487_I20211231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzktNS0xLTEtMTEyMTUy_3bc8d57a-a662-433b-9663-a8c1c1f8193f">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1cd378f2bb01426cba6fabec8fee52cb_I20211231" decimals="-3" name="nly:MortgageLoansFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzktNy0xLTEtMTEyMTUy_42836aac-2c1e-412d-afea-159511fb1a8d">2,272,072</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loan warehouse facility</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i426aa459134740daacef0dbfa49cf931_I20211231" decimals="-3" name="nly:MortgageLoansWarehouseFacilityFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTEtMS0xLTEyMzk1Ng_233f3653-4b68-4157-a3cb-51db1e54cd9c">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i643e7a54c4374fe99a39a4022759dead_I20211231" decimals="-3" name="nly:MortgageLoansWarehouseFacilityFairValueDisclosure" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTMtMS0xLTEyMzk1OQ_b3f1dfb2-150f-4e7d-a18b-8687355aa8f8">980</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9b24f8c723a0454f96053994aab24487_I20211231" decimals="-3" name="nly:MortgageLoansWarehouseFacilityFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTUtMS0xLTEyMzk2Mg_2dc3f84a-bd84-441e-bdb6-1e9413b0634c">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1cd378f2bb01426cba6fabec8fee52cb_I20211231" decimals="-3" name="nly:MortgageLoansWarehouseFacilityFairValueDisclosure" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTctMS0xLTEyMzk2NQ_51939396-cd6c-4dfd-949b-7cf633f2916b">980</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTEtMS0xLTExMjE1Mg_dbc10ba3-7624-4b4b-98a3-fb27c9a981b5">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTMtMS0xLTExMjE1Mg_a8674969-6b17-45d5-a96f-f011521cd892">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTUtMS0xLTExMjE1Mg_780b5010-ea66-4113-9c7d-901209674a70">544,562</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="us-gaap:ServicingAssetAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTctMS0xLTExMjE1Mg_e10602cf-51af-4e0e-bd7c-d68646a39332">544,562</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interests in MSR</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="nly:InterestInMortgageServicingRightsAtFairValueAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEyLTEtMS0xLTEyMzk3Mg_7484eeb6-88f3-465c-8f8d-0e287369ab57">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="nly:InterestInMortgageServicingRightsAtFairValueAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEyLTMtMS0xLTEyMzk3NQ_ea9fb711-76a6-4e6a-9b63-e1450d6942af">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="nly:InterestInMortgageServicingRightsAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEyLTUtMS0xLTEyMzk3OA_8618ea55-a3b4-495a-815e-297c5b21882c">69,316</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="nly:InterestInMortgageServicingRightsAtFairValueAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEyLTctMS0xLTEyMzk4MQ_b5764cc2-d94f-4c9c-801a-2e163994434f">69,316</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i162ad38f06664fa49ed2812ab45574ea_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzExLTEtMS0xLTExMjE1Mg_edee4744-1cd4-4de6-918c-f24d907d3403">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ifea3bf3c28aa4131ad301f7c84406720_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzExLTMtMS0xLTExMjE1Mg_5f01b217-d523-4184-9ee6-1c4581e3cee7">6,086,308</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i287603f760fa42f298725fb2d0adc9f6_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzExLTUtMS0xLTExMjE1Mg_a7b725c9-b77d-4d4f-a498-001cbf1eb597">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9f1dae94633844f8975fea8e5022e3e9_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzExLTctMS0xLTExMjE1Mg_777d3f29-d65d-4a73-80eb-8dd4f0f93bc9">6,086,308</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative assets</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE1LTEtMS0xLTExMjE1Mg_694e2b85-d11c-4a68-8a56-090b619ae83c">9,028</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE1LTMtMS0xLTExMjE1Mg_dc257ab8-ea8c-4f3e-ac77-1828fd1cb233">161,342</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE1LTUtMS0xLTExMjE1Mg_944f7a94-8855-4c07-ae32-5514b25f0738">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE1LTctMS0xLTExMjE1Mg_4d1359eb-93b0-4083-8b29-88001ac0c485">170,370</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="nly:FinancialAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE2LTEtMS0xLTExMjE1Mg_d1661f87-d7f3-4f85-a46b-32e455298e62">9,028</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="nly:FinancialAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE2LTMtMS0xLTExMjE1Mg_86a20c8a-31bf-4a41-8348-9db644d179a0">72,176,376</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="nly:FinancialAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE2LTUtMS0xLTExMjE1Mg_e7fac3ac-7603-4335-ad7e-992a2f9d014d">613,878</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="nly:FinancialAssetsFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE2LTctMS0xLTExMjE1Mg_153fb505-26d7-4016-8e96-5daa4af20d15">72,799,282</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Debt issued by securitization vehicles</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE5LTEtMS0xLTExMjE1Mg_20f5ad36-e1d7-4d4e-a2ff-45ba54e641cb">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE5LTMtMS0xLTExMjE1Mg_c7bac5b4-f5d6-4003-b9da-8ddb58a36743">5,155,633</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE5LTUtMS0xLTExMjE1Mg_ab5822b3-59d5-4d78-a863-1f53b7e35d49">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE5LTctMS0xLTExMjE1Mg_2a071f89-0bb2-4460-af41-d5b560a8644c">5,155,633</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Participations issued</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIwLTEtMS0xLTExMjE1Mg_7a9e872e-8738-4cc0-9443-f47358f4fcc6">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIwLTMtMS0xLTExMjE1Mg_f1089c2c-bb25-45ec-8a3a-9936daa705b0">1,049,066</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIwLTUtMS0xLTExMjE1Mg_59ec5b31-9d66-4f8a-82ae-a9b7fdf69acd">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIwLTctMS0xLTExMjE1Mg_ed57cb6f-356d-4921-86ad-70809767fc39">1,049,066</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative liabilities</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIyLTEtMS0xLTExMjE1Mg_1b57413f-d74b-4165-a194-642e9cbe9846">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIyLTMtMS0xLTExMjE1Mg_4176f91d-d6c7-483d-bb3a-ca214aa6bdf4">747,036</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIyLTUtMS0xLTExMjE1Mg_4a52d4d7-e7a1-40bf-81b2-a0ed700fa3fb">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="us-gaap:InterestRateDerivativeLiabilitiesAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIyLTctMS0xLTExMjE1Mg_75254ab9-7e10-48e2-a93f-2f07a6e1ed24">747,036</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIzLTEtMS0xLTExMjE1Mg_17a449e9-4333-400d-8a47-8d30b28a4ae0">129,134</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIzLTMtMS0xLTExMjE1Mg_55e81942-f7ba-467f-b61e-9bdab6cdbf59">5,367</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIzLTUtMS0xLTExMjE1Mg_007cb094-8df0-458c-a0ed-e3ec7a59aeaa">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIzLTctMS0xLTExMjE1Mg_33d44442-de51-43e8-9525-a986b796925a">134,501</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i103d231928b840278fbabc08887b7c8b_I20211231" decimals="-3" name="us-gaap:FinancialLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzI0LTEtMS0xLTExMjE1Mg_02543335-2618-45d4-bc44-3f81003ca35e">129,134</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231" decimals="-3" name="us-gaap:FinancialLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzI0LTMtMS0xLTExMjE1Mg_7a3c299a-6fdf-4ca7-813f-34a490064eba">6,957,102</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231" decimals="-3" name="us-gaap:FinancialLiabilitiesFairValueDisclosure" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzI0LTUtMS0xLTExMjE1Mg_cd9a3bcb-1e62-4995-8f45-4df618f6933d">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231" decimals="-3" name="us-gaap:FinancialLiabilitiesFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzI0LTctMS0xLTExMjE1Mg_2e63d076-2547-435f-9c92-2fec51f2309e">7,086,236</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table></div></ix:nonNumeric></ix:continuation><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-27</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="ic14e2a1259f3430abe2447163957c896" continuedAt="i2da2393e84c54e6fb9cf1dc4d604be1d"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Qualitative and Quantitative Information about Level 3 Fair Value Measurements</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company considers unobservable inputs to be those for which market data is not available and that are developed using the best information available to us about the assumptions that market participants would use when pricing the asset. Relevant inputs vary depending on the nature of the instrument being measured at fair value. The sensitivities of significant unobservable inputs along with interrelationships between and among the significant unobservable inputs and their impact on the fair value measurements are described below. The effect of a change in a particular assumption in the sensitivity analysis below is considered independently from changes in any other assumptions. In practice, simultaneous changes in assumptions may not always have a linear effect on the inputs discussed below. Interrelationships may also exist between observable and unobservable inputs. Such relationships have not been included in the discussion below. For each of the individual relationships described below, the inverse relationship would also generally apply. For MSR and Interests in MSR, in general, increases in the discount, prepayment or delinquency rates or in annual servicing costs in isolation would result in a lower fair value measurement. A decline in interest rates could lead to higher-than-expected prepayments of mortgages underlying the Company&#8217;s investments in MSR and Interests in MSR, which in turn could result in a decline in the estimated fair value of MSR and Interests in MSR. Refer to the &#8220;Mortgage Servicing Rights&#8221; Note for additional information, including rollforwards.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MDU_89917817-e3af-4633-b8b9-28ebd3ecc2cc" continuedAt="i28715cb1012b4db8a90c9cedefbfe0fd" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The table below presents information about the significant unobservable inputs used for recurring fair value measurements for Level 3 MSR and Interests in MSR. The table does not give effect to the Company&#8217;s risk management practices that might offset risks inherent in these Level 3 investments.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"></td><td style="width:18.553%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.553%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.378%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.553%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.378%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.553%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.378%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.554%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unobservable Input </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">/</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range (Weighted Average)</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Discount rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Prepayment rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Delinquency rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cost to service</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">MSR held directly</span></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i3469201e327a407bb7d239fef1273c06_I20221231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MjY5MjlkZTg3OTIzNDRmOThhM2IxYTRiMGRmN2Q1MmZfNA_277b23b4-eace-4036-bdf3-ae2d5a776c50">8.4</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="i888397da4c5245949c6a1981d4a12724_I20221231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MjY5MjlkZTg3OTIzNDRmOThhM2IxYTRiMGRmN2Q1MmZfOQ_326f4e09-1c4b-44c7-8973-2c856029622f">10.7</ix:nonFraction>% (<ix:nonFraction unitRef="number" contextRef="ib9b1d5d575324a89880c634301a750dc_I20221231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MjY5MjlkZTg3OTIzNDRmOThhM2IxYTRiMGRmN2Q1MmZfMTM_7dea18f8-5f12-4df0-ad20-8e77bc914f27">9.7</ix:nonFraction>%)</span></div></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="if623fb8925d24680b92098710172cdef_I20221231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMy0xLTEtMTEyMTUyL3RleHRyZWdpb246NjRiN2RiZGUzYjEyNGIyODlmNDI2NWYwZmJiZTlhMzFfNA_734074ec-c494-440c-a750-07bffe7857b6">4.8</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="ie0ab03a91c024a8082654f26ff9d0abc_I20221231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMy0xLTEtMTEyMTUyL3RleHRyZWdpb246NjRiN2RiZGUzYjEyNGIyODlmNDI2NWYwZmJiZTlhMzFfOQ_f3e4b841-44c3-435c-bccb-bbb039350eee">8.1</ix:nonFraction>% (<ix:nonFraction unitRef="number" contextRef="ie3fae5a118cf4adeb4884894afe6d434_I20221231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMy0xLTEtMTEyMTUyL3RleHRyZWdpb246NjRiN2RiZGUzYjEyNGIyODlmNDI2NWYwZmJiZTlhMzFfMTM_bd431702-ba47-4e7c-ac3e-2c138b636eae">5.4</ix:nonFraction>%)</span></div></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ie98fa190f015440f92114c106d3cb05b_I20221231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZWU1NTY3YjM5Y2I0NGM2OThlZTFmZmJjOWJjOTQwOTRfNA_deffecff-81a7-490a-b831-8b52dbe035dc">0.2</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="i54eb8fe48b5e444d919c9c68ae656d4b_I20221231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZWU1NTY3YjM5Y2I0NGM2OThlZTFmZmJjOWJjOTQwOTRfOQ_a93b5347-8d84-4343-852f-7825d42bdb93">4.5</ix:nonFraction>% (<ix:nonFraction unitRef="number" contextRef="i1410cfb41fa44896b04b7a648183fec2_I20221231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZWU1NTY3YjM5Y2I0NGM2OThlZTFmZmJjOWJjOTQwOTRfMTM_9150831e-bf24-4d96-8655-350b9b54bb1f">1.3</ix:nonFraction>%)</span></div></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="ib80ead57fa5c4fd3b2d12a93ebbbaffa_D20220101-20221231" decimals="0" name="nly:FairValueInputsCostToService" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNy0xLTEtMTEyMTUyL3RleHRyZWdpb246ZmUyODExNDk2MTczNDkyZTlmZWJhZTEyOGQ3YzMxM2FfNA_e13172ac-bcef-43d2-97f3-535f88a116c4">86</ix:nonFraction> - $<ix:nonFraction unitRef="usd" contextRef="ide8ab9f6c009432faab8be73269c6a21_D20220101-20221231" decimals="0" name="nly:FairValueInputsCostToService" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNy0xLTEtMTEyMTUyL3RleHRyZWdpb246ZmUyODExNDk2MTczNDkyZTlmZWJhZTEyOGQ3YzMxM2FfOQ_ef790eeb-6982-4b6c-aede-562f4e069652">118</ix:nonFraction> ($<ix:nonFraction unitRef="usd" contextRef="ic4e0ba8d366447dca75cafeb2c2fa200_D20220101-20221231" decimals="0" name="nly:FairValueInputsCostToService" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNy0xLTEtMTEyMTUyL3RleHRyZWdpb246ZmUyODExNDk2MTczNDkyZTlmZWJhZTEyOGQ3YzMxM2FfMTM_483aa53b-5544-4927-80f9-adc4dc5e4bc5">95</ix:nonFraction>)</span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:center"><ix:continuation id="i28715cb1012b4db8a90c9cedefbfe0fd"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"></td><td style="width:18.553%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.553%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.378%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.553%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.378%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.553%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.378%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:18.554%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unobservable Input </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">/</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range (Weighted Average)</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Discount rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Prepayment rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Delinquency rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cost to service</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">MSR held directly</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="idffff1e3df5b4ba3898611002434b26e_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246YjQ5MmUyOTBkZDdmNDMwMTg4NWYyYjI4NmZiZGQzMmZfMjE5OTAyMzI1NTU3MQ_9776faa8-a7d8-4de5-b0f7-ebec85513890">3.3</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="ifd21efebec014c02b352b3983f87b780_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246YjQ5MmUyOTBkZDdmNDMwMTg4NWYyYjI4NmZiZGQzMmZfMjE5OTAyMzI1NTU3Nw_45988057-e727-4e54-9726-037a19d58b74">11.1</ix:nonFraction>% (<ix:nonFraction unitRef="number" contextRef="ia0cb572eee784adf87eecfaa1530a6bd_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246YjQ5MmUyOTBkZDdmNDMwMTg4NWYyYjI4NmZiZGQzMmZfMjE5OTAyMzI1NTU2Nw_0551bb2f-4664-48a3-9a85-e3d91b0cf65b">7.0</ix:nonFraction>%)</span></div></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="id4007e1d1bca4e93a84b6e5fb50e3746_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246ZmYwN2I4MDRhZDJmNGU0OGI0MWIwYTk1NTgxNmRiNTJfMjE5OTAyMzI1NTU1Ng_096c7dac-d6e9-4a44-83ba-b18be423405f">7.3</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="i8f98319f53eb42bbb2be3b9a9d50894e_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246ZmYwN2I4MDRhZDJmNGU0OGI0MWIwYTk1NTgxNmRiNTJfMjE5OTAyMzI1NTU2Mg_59f78da1-e071-49f8-8914-b81422674146">15.9</ix:nonFraction>% (<ix:nonFraction unitRef="number" contextRef="i29fb366f193346ba8052617a7b852f94_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246ZmYwN2I4MDRhZDJmNGU0OGI0MWIwYTk1NTgxNmRiNTJfMjE5OTAyMzI1NTU2Nw_fb024885-436c-4c4f-a20e-c323d9d69ec6">9.4</ix:nonFraction>%)</span></div></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="iaa7398ea98084c56b725e9a08ec417f4_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246NzEzZDk0N2ZjZWU3NDkxMWFiMDQzMGRmYTA2M2E4OWVfMjE5OTAyMzI1NTU1Ng_e99da7ac-9283-4e9e-95d7-75529a2127dd">0.2</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="i42d2351f90d74c71b6419df878fd8582_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246NzEzZDk0N2ZjZWU3NDkxMWFiMDQzMGRmYTA2M2E4OWVfMjE5OTAyMzI1NTU2Mg_5b9aa3e2-4de8-43fa-a5fd-56af81e48659">2.5</ix:nonFraction>% (<ix:nonFraction unitRef="number" contextRef="i5a797c020fb8488b976f9eaaac269bae_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246NzEzZDk0N2ZjZWU3NDkxMWFiMDQzMGRmYTA2M2E4OWVfMjE5OTAyMzI1NTU2OA_eb9436e8-c152-47b1-aea0-bb4cf31c7bd0">1.2</ix:nonFraction>%)</span></div></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i99e53b339b3b4eb7bbd4f0ab4a3fe750_D20210101-20211231" decimals="0" name="nly:FairValueInputsCostToService" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246NjFhMjdkZGJjZGE1NGFkMThmZjBlYjg1YWFmZGJhZTBfMjE5OTAyMzI1NTU1Ng_bcacf3fa-2049-473a-a45e-a592820d8d77">90</ix:nonFraction> - $<ix:nonFraction unitRef="usd" contextRef="ide68f4fccfee4b64bcede1bbc10ea5f7_D20210101-20211231" decimals="0" name="nly:FairValueInputsCostToService" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246NjFhMjdkZGJjZGE1NGFkMThmZjBlYjg1YWFmZGJhZTBfMjE5OTAyMzI1NTU2Ng_3d2fdf5a-bcc7-4f07-ab9d-6b9764d76401">103</ix:nonFraction> ($<ix:nonFraction unitRef="usd" contextRef="i5008841934504116be6081bca2ff4e3e_D20210101-20211231" decimals="0" name="nly:FairValueInputsCostToService" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246NjFhMjdkZGJjZGE1NGFkMThmZjBlYjg1YWFmZGJhZTBfMjE5OTAyMzI1NTU3MA_bf6ce88d-1e54-451f-80d4-5e3fc0246223">96</ix:nonFraction>)</span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="id2a3fcf3fcef4c10a9c78b39e639aa38_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246ZWVkM2FjMDI4ZGE0NDkzOWI4ZWI2MDM3ZjQ3ZTQ0NzNfMjE5OTAyMzI1NTU1Ng_b34c3ba2-851b-4932-bcd7-0cff9d3a2baa">8.4</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="icbb66d657c5640968f4b59602e6e8f06_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246ZWVkM2FjMDI4ZGE0NDkzOWI4ZWI2MDM3ZjQ3ZTQ0NzNfMjE5OTAyMzI1NTU2Mg_723664ca-3223-4307-bb1c-684b0a8c8b91">8.4</ix:nonFraction>% (<ix:nonFraction unitRef="number" contextRef="i4478cc0d76e94c008a27932d5b1f3b5c_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246ZWVkM2FjMDI4ZGE0NDkzOWI4ZWI2MDM3ZjQ3ZTQ0NzNfMjE5OTAyMzI1NTU2OA_6839179b-7a2a-4003-a039-b39124a820e6">8.4</ix:nonFraction>%)</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i520b9b23588e400e81173353ebbb3b11_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246YjUwOTQ5N2YxZGJkNDYwYThhMDE5MWNjZDU0NDM1ZTdfMjE5OTAyMzI1NTU1Ng_c22f3215-a23d-46dd-b01c-b50a74a31508">5.0</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="i060f5700d8b04093ad2b06e470924914_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246YjUwOTQ5N2YxZGJkNDYwYThhMDE5MWNjZDU0NDM1ZTdfMjE5OTAyMzI1NTU2Mg_37ebfe31-a163-4a34-a91c-bd4d9cf60ae4">14.4</ix:nonFraction>% (<ix:nonFraction unitRef="number" contextRef="i72faf16a5e70466eace6d81718c2d880_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246YjUwOTQ5N2YxZGJkNDYwYThhMDE5MWNjZDU0NDM1ZTdfMjE5OTAyMzI1NTU2Nw_21ffeb73-f5f7-454f-93d1-436f2240afd0">9.1</ix:nonFraction>%)</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ia085d4bd0788485e851ee95c3095397f_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246MDkzMDExOTA3ZWQwNDAwNDgzZjczNGIxYWNlMTM5NmZfMjE5OTAyMzI1NTU1Ng_39f49b0b-2f53-4c17-9407-c0f2c215cc7e">0.0</ix:nonFraction>% - <ix:nonFraction unitRef="number" contextRef="ib1b0d225e11e4e71a6e4fd1fb4e554ea_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246MDkzMDExOTA3ZWQwNDAwNDgzZjczNGIxYWNlMTM5NmZfMjE5OTAyMzI1NTU2Mg_e5d978de-d33e-4d72-9455-f15019c6c3b6">0.2</ix:nonFraction>% (<ix:nonFraction unitRef="number" contextRef="i7639676bdc1443e2a217db1c725d732b_I20211231" decimals="3" name="us-gaap:ServicingAssetMeasurementInput" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246MDkzMDExOTA3ZWQwNDAwNDgzZjczNGIxYWNlMTM5NmZfMjE5OTAyMzI1NTU3Nw_e02645a0-7977-4a66-bc0c-8c160dfe43dd">0.1</ix:nonFraction>%)</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i476c80ca824b45aa94b442fca46df740_D20210101-20211231" decimals="0" name="nly:FairValueInputsCostToService" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246OGZlNjBlMmRjMDY4NGIyMGFmOGM5YzNiYjkyZGVhNTdfMjE5OTAyMzI1NTU1Ng_1fcb983c-e434-4473-8d49-c891851525d8">78</ix:nonFraction> - $<ix:nonFraction unitRef="usd" contextRef="i38740f7aa6ca425498b663355e9faee4_D20210101-20211231" decimals="0" name="nly:FairValueInputsCostToService" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246OGZlNjBlMmRjMDY4NGIyMGFmOGM5YzNiYjkyZGVhNTdfMjE5OTAyMzI1NTU2OA_2e7bf9db-4f6a-40ad-873e-8212f9a00bed">84</ix:nonFraction> ($<ix:nonFraction unitRef="usd" contextRef="i78b97c45e71d434e974f297311a3fb1b_D20210101-20211231" decimals="0" name="nly:FairValueInputsCostToService" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246OGZlNjBlMmRjMDY4NGIyMGFmOGM5YzNiYjkyZGVhNTdfMjE5OTAyMzI1NTU3NA_61349079-2475-4cf7-abac-d3ecadc59115">81</ix:nonFraction>)</span></div></td></tr><tr><td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Represents rates, estimates and assumptions that the Company believes would be used by market participants when valuing these assets.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Weighted average discount rate computed based on the fair value of MSR, weighted average prepayment rate, delinquency rate and cost to service based on unpaid principal balances of loans underlying the MSR.</span></div></td></tr></table></ix:continuation><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:FairValueByBalanceSheetGroupingTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MjQ_cd7c8e91-c316-48a1-a324-dbc6dcad57e3" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the estimated fair values for financial assets and liabilities that are not carried at fair value at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"><tr><td style="width:1.0%"></td><td style="width:51.602%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="width:1.0%"></td><td style="width:10.161%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.550%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.161%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.550%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.161%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.550%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.165%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Carrying<br/>Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fair<br/>Value</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Carrying<br/>Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fair<br/>Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial assets</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Loans</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Corporate debt, held for investment</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i6a4509ffcee04e098d2cd07ad6ae3053_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzE0LTMtMS0xLTExMjE1Mg_d8c545be-f444-4be4-ab63-754b21f1971c">&#8212;</ix:nonFraction></span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="id780aa91cf7644fca7c22198e6890bd7_I20221231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzE0LTUtMS0xLTExMjE1Mg_a8ed67cd-3324-483a-8d33-3d21217ae392">&#8212;</ix:nonFraction></span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i806bf507ff174e588171ecf302773395_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzE0LTctMS0xLTExMjE1Mg_253edc96-8347-46cd-a3b8-24994135e479">1,968,991</ix:nonFraction></span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="icc342160a49749c1945c62c456c40272_I20211231" decimals="-3" name="us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzE0LTktMS0xLTExMjE1Mg_d63cecdd-9a58-4f51-bc08-ef7970781503">1,986,379</ix:nonFraction></span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial liabilities</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="id6b4246668744186afccaebec98742b9_I20221231" decimals="-3" name="us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIwLTMtMS0xLTExMjE1Mg_cb1d2256-022e-4a40-aa51-63be62c364db">59,512,597</ix:nonFraction></span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i4c9dcc6f211d46aa9fc4639ac90039e6_I20221231" decimals="-3" name="us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIwLTUtMS0xLTExMjE1Mg_f2097801-7946-42d3-b4cf-efb7338a9d2f">59,512,597</ix:nonFraction></span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i689af9d1102c48cea18c3f337af8611b_I20211231" decimals="-3" name="us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIwLTctMS0xLTExMjE1Mg_80e79e54-2c70-4f41-b694-92a5ca49ac67">54,769,643</ix:nonFraction></span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usd" contextRef="i5f0a75c92ed64185b946e9a5b9efefe5_I20211231" decimals="-3" name="us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIwLTktMS0xLTExMjE1Mg_bed0cef1-2418-440d-bf9b-a9635d49e97a">54,769,643</ix:nonFraction></span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id6b4246668744186afccaebec98742b9_I20221231" decimals="-3" name="us-gaap:OtherSecuredFinancings" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIxLTMtMS0xLTExMjE1Mg_51ab8866-b7e5-4af1-b4dd-333161bc9733">250,000</ix:nonFraction></span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4c9dcc6f211d46aa9fc4639ac90039e6_I20221231" decimals="-3" name="us-gaap:OtherSecuredFinancings" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIxLTUtMS0xLTExMjE1Mg_c55d83be-8c66-4df5-af86-7e02474a4089">250,000</ix:nonFraction></span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i689af9d1102c48cea18c3f337af8611b_I20211231" decimals="-3" name="us-gaap:OtherSecuredFinancings" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIxLTctMS0xLTExMjE1Mg_0fe98061-5b8d-4358-b28c-d411c57b3e3a">903,255</ix:nonFraction></span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5f0a75c92ed64185b946e9a5b9efefe5_I20211231" decimals="-3" name="us-gaap:OtherSecuredFinancings" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIxLTktMS0xLTExMjE1Mg_4574854b-17ad-4597-becd-ac16535d85fa">903,255</ix:nonFraction></span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div></ix:nonNumeric></ix:continuation><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="i2da2393e84c54e6fb9cf1dc4d604be1d">Corporate debt, held for investment is valued using Level 3 inputs. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information. The carrying values of repurchase agreements and short term other secured financing approximate fair value and are considered Level 2 fair value measurements. Long term other secured financing is valued using Level 2 inputs.</ix:continuation>&#160;</span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-28</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_403"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:GoodwillDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90ZXh0cmVnaW9uOjBiZjdhYjRlZWNiNTQ2NmVhZmU1NDczNmRhNzM5Zjg2XzI0NzQ_d0c9b84a-57c8-4791-af32-a400669b6222" escape="true"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">13. &#160;GOODWILL AND INTANGIBLE ASSETS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:GoodwillAndIntangibleAssetsPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90ZXh0cmVnaW9uOjBiZjdhYjRlZWNiNTQ2NmVhZmU1NDczNmRhNzM5Zjg2XzI0NzE_36584ac0-092e-43cd-9095-e5fe8bbb17af" continuedAt="ib92b217011fd4a5bbbf0bfb93c314f52" escape="true"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Goodwill</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s acquisitions are accounted for using the acquisition method if the acquisition is deemed to be a business. Under the acquisition method, net assets and results of operations of acquired companies are included in the consolidated financial statements from the date of acquisition. The purchase prices are allocated to the assets acquired, including identifiable intangible assets, and the liabilities assumed based on their estimated fair values at the date of acquisition. The excess of the purchase price over the fair value of the net assets acquired is recognized as goodwill. Conversely, any excess of the fair value of the net assets acquired over the purchase price is recognized as a bargain purchase gain.</span></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="ib92b217011fd4a5bbbf0bfb93c314f52">The Company tests goodwill for impairment on an annual basis or more frequently when events or circumstances may make it more likely than not that an impairment has occurred. If a qualitative analysis indicates that there may be an impairment, a quantitative analysis is performed. The quantitative impairment test for goodwill compares the fair value of a reporting unit with its carrying value, including goodwill. If the carrying value of a reporting unit exceeds its fair value, an impairment loss is recognized in amount equal to that excess, limited to the total amount of goodwill allocated to that reporting unit.</ix:continuation> At December 31, 2022 and 2021, there was no goodwill balance. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Intangible assets, net</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Finite life intangible assets are amortized over their expected useful lives. As part of the Company&#8217;s management internalization transaction, which closed on June 30, 2020, the Company recognized an intangible asset for the acquired assembled workforce of approximately $<ix:nonFraction unitRef="usd" contextRef="i6ad26db08f984cc1868787569fc75662_D20200630-20200630" decimals="-5" name="us-gaap:FinitelivedIntangibleAssetsAcquired1" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90ZXh0cmVnaW9uOjBiZjdhYjRlZWNiNTQ2NmVhZmU1NDczNmRhNzM5Zjg2XzE4NjQ_558595d3-b041-4809-bd1f-3766b5ebb9c7">41.2</ix:nonFraction>&#160;million based on the replacement cost of the employee base acquired by the Company. </span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90ZXh0cmVnaW9uOjBiZjdhYjRlZWNiNTQ2NmVhZmU1NDczNmRhNzM5Zjg2XzI0NzM_8a4eb837-f621-4818-b44d-1e14a5606187" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the activity of finite lived intangible assets for the year ended December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.385%"><tr><td style="width:1.0%"></td><td style="width:70.136%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:27.664%"></td><td style="width:0.1%"></td></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Intangible Assets, net</span></td></tr><tr><td colspan="6" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance January 1, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:IntangibleAssetsNetExcludingGoodwill" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzItMS0xLTEtMTEyMTUy_470e38eb-85d2-44c2-9ae9-7f0eac6e1f89">24,241</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzUtMC0xLTEtMTEyMTUy_5315bb52-9a6d-4403-947a-d4cdfa882ce7">Impairment</span></span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ImpairmentOfIntangibleAssetsFinitelived" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzUtMS0xLTEtMTEyMTUy_474bc8a3-3db8-4364-bae3-9b017a796324">4,157</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less: amortization expense</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:AmortizationOfIntangibleAssets" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzctMS0xLTEtMTEyMTUy_d9ae75d7-6e51-4dc4-8628-afcc6501dc9f">3,405</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:IntangibleAssetsNetExcludingGoodwill" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzgtMS0xLTEtMTEyMTUy_8bf0a60b-42b5-4143-8be8-b491a97d516f">16,679</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td></tr></table></div></ix:nonNumeric></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_406"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:DebtDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3ODQ_3481d0ab-9d7e-41d9-9802-b5e3a0ee396b" continuedAt="i43e2703bdd434a98832087f6b7c91530" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">14. SECURED FINANCING</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:RepurchaseAgreementsPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3OTM_3ec83719-ee97-4d33-8dc4-01d243f385ab" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Reverse Repurchase and Repurchase Agreements</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company finances a significant portion of its assets with repurchase agreements. At the inception of each transaction, the Company assessed each of the specified criteria in ASC 860, </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Transfers and Servicing</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">, and has determined that each of the financing agreements should be treated as a securing financing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company enters into reverse repurchase agreements to earn a yield on excess cash balances. To mitigate credit exposure, the Company monitors the market value of these securities and delivers or obtains additional collateral based on changes in market value of these securities. Generally, the Company receives or posts collateral with a fair value approximately equal to or greater than the value of the secured financing. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Reverse repurchase agreements and repurchase agreements with the same counterparty and the same maturity are presented net in the Consolidated Statements of Financial Condition when the terms of the agreements meet the criteria to permit netting. The Company reports cash flows on repurchase agreements as financing activities and cash flows on reverse repurchase agreements as investing activities in the Consolidated Statements of Cash Flows.</span></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company had outstanding $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-8" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzEyNjc_b2c044b0-844d-432a-93cb-cc1fade50da5">59.5</ix:nonFraction> billion and $<ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-8" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzEyNzQ_9126a90d-d4d1-45b4-a652-30fb2d1d811d">54.8</ix:nonFraction> billion of repurchase agreements with weighted average remaining maturities of <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1" format="ixt-sec:durday" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzEzNDg_dc461176-aa23-4186-b562-295ac6f13a7c">27</ix:nonNumeric> days and <ix:nonNumeric contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" name="us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1" format="ixt-sec:durday" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzEzNTU_0b3f114e-a0b6-4143-9728-ce85a09e1bd9">52</ix:nonNumeric> days at December 31, 2022 and 2021, respectively. The Company has select arrangements with counterparties to enter into repurchase agreements for $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-8" name="nly:SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzE0ODI_1656dc78-f1f9-4197-94c6-5235efe1b009">1.8</ix:nonFraction> billion with remaining capacity of $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-8" name="nly:SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzE1MTI_2e2aeafb-f276-4c9b-ba11-c8b05e48bb7f">1.1</ix:nonFraction> billion at December 31, 2022.</span></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-29</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i43e2703bdd434a98832087f6b7c91530"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3OTE_c7bf709d-f8ed-4a02-9467-98de5ba47fa3" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">At December 31, 2022 and 2021, the repurchase agreements had the following remaining maturities, collateral types and weighted average rates:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.450%"><tr><td style="width:1.0%"></td><td style="width:16.585%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.974%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.626%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.974%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.626%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.974%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.626%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.974%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.461%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="width:1.0%"></td><td style="width:9.974%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.626%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="width:1.0%"></td><td style="width:9.974%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.626%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.980%"></td><td style="width:0.1%"></td></tr><tr><td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">CRTs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Non-Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Mortgage Loans</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Rate&#160;&#160;</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1 day</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd3eaaddaef44092916c35a424fa4bf7_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMS0xLTEtMTEyMTUy_b89416cd-b6c0-4c0f-bc75-8607ec4e547f">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ica60325cb7e5418aabdaa4bf2cdfa22b_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMy0xLTEtMTEyMTUy_33c036cb-ff6f-488c-8a45-5950a74f8f97">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ida1bda8ecedf43f68ee2ed4ad914d16c_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtNS0xLTEtMTEyMTUy_4e46cc9b-323d-487e-8934-99789c60d66d">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i90bc0179f489443a9c94058eadd8913e_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtNy0xLTEtMTEyMTUy_6c15de71-518b-4b56-acde-727e27a3d260">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idc0522df0eca41c2ba35c874c7f6df53_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMTEtMS0xLTExMjE1Mg_e9767d26-3ce7-42cd-9064-fce5796e1d46">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i24e5c095c2e64c739c02c4a04ecacb46_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMTUtMS0xLTExMjE1Mg_a82d6cb9-b83d-4242-845c-c0d583bf0c00">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i24e5c095c2e64c739c02c4a04ecacb46_I20221231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" format="ixt:fixed-zero" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMTctMS0xLTExMjE1Mg_c9f440e5-f2b7-4cb7-893b-a05fabd21658">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2 to 29 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8735ac64061b4efeb70296b95c0b48b5_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMS0xLTEtMTEyMTUy_b4ef0b10-ea75-474d-8c30-dddbc12b5c52">30,244,050</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1563f33f17684193aaa390b6039aa44d_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMy0xLTEtMTEyMTUy_a34d733e-18ca-4e68-90a1-6a842631e944">193,069</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="icc39e203cd7546e29a1a9eaed7405152_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtNS0xLTEtMTEyMTUy_f46d97fc-85ad-4a56-a8df-79b8872239fa">524,432</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5fc3cb5669cd4ba28ee72d454a659091_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtNy0xLTEtMTEyMTUy_85cb000e-b16d-4983-9204-d2b83e2ec004">200,931</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i27a7be4c6d314ec0a8e5a010499e9afe_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMTEtMS0xLTExMjE1Mg_06082744-585c-4dfa-9e9e-d0ad757d2279">263,711</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id5b5ccb9d0034ab1bed298a03895ee91_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMTUtMS0xLTExMjE1Mg_647c75de-fc73-47e8-8096-2c2ad4f49e49">31,426,193</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="id5b5ccb9d0034ab1bed298a03895ee91_I20221231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMTctMS0xLTExMjE1Mg_a1e7f429-0edd-498a-965c-272fe40715a2">4.27</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">30 to 59 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i2155af1b845048cfb69ca7e73893c623_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMS0xLTEtMTEyMTUy_70c592fa-1523-4813-9733-9f795777fa70">21,200,770</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5b45e663fcbb4149beb7b9af9b80759c_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMy0xLTEtMTEyMTUy_03d02d8f-6ec9-434c-a488-808b90d2fffb">149,733</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i233712138179404da2aeb163b27d5b56_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtNS0xLTEtMTEyMTUy_920fb4ac-2c0f-4525-9d1e-952685e82acb">632,673</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4991175052994a21b4b92f26b201314b_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtNy0xLTEtMTEyMTUy_8568ddac-dcb8-43c7-8ead-a4757fbb7fc0">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic1f39e39c99642eeb6e84b62f65b6028_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMTEtMS0xLTExMjE1Mg_53c77a41-2b12-4791-a0c3-58eb25a5a7e5">124,390</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i08338adaaebb467981803a0ecbdf49e5_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMTUtMS0xLTExMjE1Mg_b0627dd2-5c04-4d12-9e81-9e8effaa4878">22,107,566</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i08338adaaebb467981803a0ecbdf49e5_I20221231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMTctMS0xLTExMjE1Mg_81a348c0-be5d-4a05-ba01-21f0b00135ef">4.18</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60 to 89 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id60caca219564f7eabf58d214aa5beda_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMS0xLTEtMTEyMTUy_e3045722-0292-42c1-a581-12b145486862">4,410,473</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8a884f2f87b64902b5e892432e249dd7_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMy0xLTEtMTEyMTUy_3c4d48e4-c9ad-455b-843d-055fabe22afc">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4e54e6042a7c4578a48ceda39372e927_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtNS0xLTEtMTEyMTUy_e3dcbe93-b8a9-4db3-a9a6-1a7c7967171d">782,905</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic29543cd76f141928814e3edfaa31961_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtNy0xLTEtMTEyMTUy_60e037d3-4870-4529-94cd-c327519dac15">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i6bb81508fe1a4fcc832b43cedbf20fc6_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMTEtMS0xLTExMjE1Mg_5f9dcebe-b98a-42f1-9bc8-8c70f2f7da66">68,647</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4e0c153b6ec745dcb6318c523ccbdb42_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMTUtMS0xLTExMjE1Mg_0dd1d1ed-e7d8-4da8-9035-b3f8c86fbe15">5,262,025</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i4e0c153b6ec745dcb6318c523ccbdb42_I20221231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMTctMS0xLTExMjE1Mg_93a0cf0b-a180-4443-b00c-521883ab55c7">4.59</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">90 to 119 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i76280b6ba03841b5a8e13b81fcdb7ee2_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMS0xLTEtMTEyMTUy_7219db19-8a07-477e-92e7-38e4db4fce94">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i065d24675c9d4e1c9106b7dc964ac1dd_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMy0xLTEtMTEyMTUy_4f2441ee-0922-4006-90bd-fe0d8c67cc7e">125,893</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie89bee4d65d24921b8cf6cdf762fd82b_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctNS0xLTEtMTEyMTUy_02223d3d-418f-442a-bac5-f76c0777833d">73,251</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic9e4f2c7a024465bb3b596e8e37bb76c_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctNy0xLTEtMTEyMTUy_9bd4aa1a-7269-4355-b5d4-83df07519489">168,656</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8959d600bc864d6990dfaddab1362808_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMTEtMS0xLTExMjE1Mg_995fbf02-60be-4882-acd6-5908ccf60451">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id5ef8aefa8d94850a653a1379f5c06d5_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMTUtMS0xLTExMjE1Mg_2abdbe37-9fde-4796-a000-7c77e51e9f2a">367,800</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="id5ef8aefa8d94850a653a1379f5c06d5_I20221231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMTctMS0xLTExMjE1Mg_c255b2fd-7040-4fac-8e48-00763204d3bb">5.82</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Over 119 days </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id80122d8470943da83f6c7a706ecb1f4_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMS0xLTEtMTEyMTUy_35cf433c-cccb-442d-aaf6-c26469d23834">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i66a3487ba7a4449c8aeaef941ca3683d_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMy0xLTEtMTEyMTUy_4f5e39f5-42af-470c-9c04-b1e9f0764671">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7cdd818268684db5ac30becb00c86d99_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtNS0xLTEtMTEyMTUy_5ddcf515-4dc1-4783-8c15-3c8d4ad627fb">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic23bf4ec5e5c445aaec7b2affb5be6a9_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtNy0xLTEtMTEyMTUy_9c6c1fc8-9fad-449d-ba72-00578c3f2448">349,013</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie0214bb77dc54c478b7e89ede712da03_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMTEtMS0xLTExMjE1Mg_b9b2f747-436e-4653-b351-5d494a8b7215">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i05cb740bf4b64e36b0bd838c603445ef_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMTUtMS0xLTExMjE1Mg_9b556444-e9a7-43f5-87e6-05f99b54744f">349,013</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i05cb740bf4b64e36b0bd838c603445ef_I20221231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMTctMS0xLTExMjE1Mg_3a3e25ec-1ceb-49fb-befd-b197b1e83c95">6.37</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMS0xLTEtMTEyMTUy_3e1e4263-403d-428f-ae0f-2306d8d75a8c">55,855,293</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i26d4657ce6184ca7a486cd5f18ba70a2_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMy0xLTEtMTEyMTUy_d3062e42-b0bc-4665-ac85-d16f34a70915">468,695</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i27c0221a6d774f43a5fbc7742d51c454_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktNS0xLTEtMTEyMTUy_a1504c17-8fb9-4b88-858a-52f4f8f77694">2,013,261</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia9c461be57754a3aa4346792a9c14623_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktNy0xLTEtMTEyMTUy_7136b1c3-64ca-43ab-8727-1a8c2c017c84">718,600</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if2801ec32fb34447a95c87682682725e_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMTEtMS0xLTExMjE1Mg_477b3cc4-db43-45c7-bee9-11d755db205c">456,748</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMTUtMS0xLTExMjE1Mg_92d90ec3-2cad-428f-bdda-ad466641eca6">59,512,597</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMTctMS0xLTExMjE1Mg_51143235-50b1-4463-8209-b5bb10e960ed">4.29</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.596%"><tr><td style="width:1.0%"></td><td style="width:16.556%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.956%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.956%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.956%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.956%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="width:1.0%"></td><td style="width:9.956%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="width:1.0%"></td><td style="width:9.956%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.625%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:9.958%"></td><td style="width:0.1%"></td></tr><tr><td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">CRTs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Non-Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Mortgage Loans</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial Mortgage-Backed Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Rate</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1 day</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i548a02657a8f4bc9a5acebe866a9b0fb_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMS0xLTEtMTEyMTUy_634068c1-b835-46ac-8e74-99e752d7cc1b">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i16267ed73ad84b1286edc4ec0c4837db_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMy0xLTEtMTEyMTUy_bfdeeb7b-fb8a-440d-82b7-b76ca538539e">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i397810a998fc4f13a23c9f275cacb238_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtNS0xLTEtMTEyMTUy_6f5404ef-7ba3-4773-831d-58da73a2a36c">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd27c6746116493b8e447691101140be_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtNy0xLTEtMTEyMTUy_afcf5ef7-a8f5-4e90-ade0-101d07cd95eb">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5f3e79873c8f4551bac7a88ced275561_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMTEtMS0xLTExMjE1Mg_a0e4f552-eb15-48d8-a15f-67a73d5c7334">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i1207cbdb9fd9404ebafa32c0a593cfc0_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMTUtMS0xLTExMjE1Mg_30bd4187-6874-463f-bc55-05aeece40cc2">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i1207cbdb9fd9404ebafa32c0a593cfc0_I20211231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" format="ixt:fixed-zero" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMTctMS0xLTExMjE1Mg_ca8bf4ca-de5d-4b9e-a6e0-08efcca7b694">&#8212;</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2 to 29 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i75721baf46a64dc2a7432e5198219f6d_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMS0xLTEtMTEyMTUy_324cf8be-253f-4b78-9848-e8e1a6da3ff3">26,435,408</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ica71c847bdb24af686964f4ee43f9cb5_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMy0xLTEtMTEyMTUy_fd45e475-0a20-496c-b939-bdd895bbec7d">133,525</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i54245b0db7294102a7dfddb230348b14_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtNS0xLTEtMTEyMTUy_cbdaf25a-edd3-45bb-94d6-5322b04119cb">246,707</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i17866c0448d747c6bf75d9002937549b_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtNy0xLTEtMTEyMTUy_d0d4db54-7589-4761-ab63-830ccaba6a87">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ice267c10714e406b9555b410b0bf17e6_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMTEtMS0xLTExMjE1Mg_dcc36cc5-6b0b-42fa-a07f-03c872706302">197,834</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i17d46aeb3de3432194e94f7ca0cbce81_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMTUtMS0xLTExMjE1Mg_a54c7bd1-abdb-404f-9625-121b638e065b">27,013,474</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i17d46aeb3de3432194e94f7ca0cbce81_I20211231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMTctMS0xLTExMjE1Mg_41236423-911c-4121-bc05-8606c97c7e9b">0.14</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">30 to 59 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ic64a29a1d4e3416b9cacd52b6d044404_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMS0xLTEtMTEyMTUy_2a5094a5-c9f4-4c42-949c-34e172a1b599">9,743,872</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7b89d47404c84710a7918b3f0069c1f5_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMy0xLTEtMTEyMTUy_fedd3ee6-7a92-46e0-8793-193de008f20c">38,854</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i25513d07c3dc4c5bb71d1f9b03eebdb6_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtNS0xLTEtMTEyMTUy_8269356b-6948-421b-8698-900082cec0b6">270,377</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i247ccb53786e468ba5da751e72d508ee_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtNy0xLTEtMTEyMTUy_2928b9bf-2d2b-4e47-9aa5-30029291e8c7">159,350</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i973585ba409745a1bcb02fa627788610_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMTEtMS0xLTExMjE1Mg_52c900c7-442d-4462-bfb2-cf4fee9aafd4">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="idb537b8f985c4b17bbd933bcab43529d_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMTUtMS0xLTExMjE1Mg_843eaed8-916a-4848-908b-8704f49f0797">10,212,453</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="idb537b8f985c4b17bbd933bcab43529d_I20211231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMTctMS0xLTExMjE1Mg_f360ffe0-5d4e-49e3-ba3f-c2864c623a1c">0.19</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60 to 89 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="iecd57cb4bf2f468f9fa29d814e3ed91f_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMS0xLTEtMTEyMTUy_959a4fc2-1c9a-4248-9320-d1a36a8dfa9f">6,021,850</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie8916c187eab479a900b45409c6feb6b_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMy0xLTEtMTEyMTUy_48b1d0ee-2508-4c87-aecf-447e18d58388">4,071</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd2ad6995c7946369b58b89f344ad35f_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtNS0xLTEtMTEyMTUy_b485cfcd-e6f9-452a-a878-a2ba9e6161bb">351,426</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i8f3d871e05684d1b990b92b697ae0dfd_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtNy0xLTEtMTEyMTUy_d6646768-2355-4381-9a22-07155fbfdb94">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i111dc28e4289412e8bb47836cfa7ad83_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMTEtMS0xLTExMjE1Mg_b6fd86fd-26a8-4f60-a217-764f9e214dc1">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if7b4d3ce89934d24b38a2da47d5eb476_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMTUtMS0xLTExMjE1Mg_8cfedc4f-1b05-4f29-8714-8e2f09473cbf">6,377,347</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="if7b4d3ce89934d24b38a2da47d5eb476_I20211231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMTctMS0xLTExMjE1Mg_35202c81-d543-43ea-9d1e-392b9e9db28b">0.17</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">90 to 119 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="if2ae1028b5604d818b642261e9aa32d3_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMS0xLTEtMTEyMTUy_8607d10a-5a20-477a-97ab-ab5ce7e1bf64">4,812,345</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i21ab76da400648718eb2a031da2fab69_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMy0xLTEtMTEyMTUy_42925286-bc7a-439b-b0e5-7c750baa38c5">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ibd8feb71838c475591a430b4bbba5187_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctNS0xLTEtMTEyMTUy_56694e45-2024-4bf2-b134-3f2e425fd332">12,573</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0bd6b2238e2444c08067ee2ed189ed72_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctNy0xLTEtMTEyMTUy_1a16bbe4-65ae-46b6-a3be-f791766f4bd0">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i197c19f790474f7abebcf0d7cf227a4e_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMTEtMS0xLTExMjE1Mg_25eb6b6c-a29e-48ea-ab34-0deadb2be91d">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i11dea8527d3d49b691083985bee2117f_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMTUtMS0xLTExMjE1Mg_2e02da47-a61d-4d87-9914-0f104b319d7d">4,824,918</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i11dea8527d3d49b691083985bee2117f_I20211231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMTctMS0xLTExMjE1Mg_a1f72bfe-7d5e-4cf7-b040-13e5ee9e3ce4">0.15</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Over 119 days </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ib43ff40932154358a96dafa2f0173d0f_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMS0xLTEtMTEyMTUy_62ab3042-3dcb-4b7d-a9b7-78fe397f51f5">5,711,448</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i435a160b0f97483a90b18663b25280bd_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMy0xLTEtMTEyMTUy_51c0d3f1-a22d-4dce-ab1f-f10435333885">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5bb383f5a87246e6aa06efc52d920356_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtNS0xLTEtMTEyMTUy_0cbbb2f4-b23f-4d18-9d19-340c5c5f6579">96,283</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i5a982a7981614e10a4f91eab3d225b9f_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtNy0xLTEtMTEyMTUy_363dfe63-826d-4578-8c63-da7be33df39b">345,651</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id48f04c2e40b4662a111540cabd60552_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMTEtMS0xLTExMjE1Mg_d5b3bf55-7412-48ef-8881-5ddf190ca7be">188,069</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id8d089396f0d427ea86b8dcbc5b73508_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMTUtMS0xLTExMjE1Mg_3c18efc6-769b-45e6-92c9-7d2ce9679f02">6,341,451</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="id8d089396f0d427ea86b8dcbc5b73508_I20211231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMTctMS0xLTExMjE1Mg_0918e9ae-5f1d-4cd8-987a-7ccfa9c98b34">0.27</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMS0xLTEtMTEyMTUy_667ff941-10d1-49e4-9572-0a5fc99c5dfd">52,724,923</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie4a7af10b14546dc907c4bd37e4d682d_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMy0xLTEtMTEyMTUy_cd9ac277-7f8e-4ea8-80fc-d6c1487724a9">176,450</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7c887978594246b8b95f69a7e213e0da_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktNS0xLTEtMTEyMTUy_df5923bd-38b2-4c71-9fa8-11a2d4c98a78">977,366</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i808258adf40b4e028659d92a76170c1d_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktNy0xLTEtMTEyMTUy_e04ff472-fde8-48c4-8fcf-bcd38da3f0ff">505,001</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMTEtMS0xLTExMjE1Mg_e25cd313-b94e-4782-be17-4139e798ec6c">385,903</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMTUtMS0xLTExMjE1Mg_b7579a2f-4930-44b8-a3c7-329319febeec">54,769,643</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="4" name="nly:RepurchaseAgreementsWeightedAverageRates" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMTctMS0xLTExMjE1Mg_6e7b3346-26b6-49c9-8d51-1de68bcaa9c1">0.17</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td></tr><tr><td colspan="42" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes commercial mortgage-backed securities held for sale.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> No repurchase agreements had a remaining maturity over 1 year at December 31, 2022 and 2021.</span></div></td></tr></table></div></ix:nonNumeric><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfRepurchaseAgreements" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3OTU_ce5a2dfe-8136-4dac-a7b3-53ef931ea97e" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the gross amounts of reverse repurchase agreements and repurchase agreements, amounts offset in accordance with netting arrangements and net amounts of repurchase agreements and reverse repurchase agreements as presented in the Consolidated Statements of Financial Condition at December 31, 2022 and 2021.&#160;Refer to the &#8220;Derivative Instruments&#8221; Note for information related to the effect of netting arrangements on the Company&#8217;s derivative instruments.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"></td><td style="width:25.860%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.547%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.616%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.547%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.616%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.547%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.616%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.551%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Reverse Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Reverse Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Repurchase Agreements</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gross amounts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:SecuritiesForReverseRepurchaseAgreementsGrossAmounts" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzMtMS0xLTEtMTEyMTUy_62082a18-d8af-4565-a369-91f842d9ebfe">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzMtMy0xLTEtMTEyMTUy_c3887c85-953f-4836-896b-008559447597">59,512,597</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:SecuritiesForReverseRepurchaseAgreementsGrossAmounts" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzMtNS0xLTEtMTEyMTUy_64e197da-39e0-4857-a0e9-4cead79e374e">&#8212;</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzMtNy0xLTEtMTEyMTUy_da6c9bbe-42e9-40dd-9e8b-e6dbd05d32a2">54,769,643</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amounts offset</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:SecuritiesForReverseRepurchaseAgreementsAmountsOffset" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzQtMS0xLTEtMTEyMTUy_c46ad28e-f371-4e51-b5f1-bbb9b9f1724c">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="nly:SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzQtMy0xLTEtMTEyMTUy_7fd0cbdb-3410-4315-8ca5-76d975bfcc2e">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:SecuritiesForReverseRepurchaseAgreementsAmountsOffset" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzQtNS0xLTEtMTEyMTUy_669ecc89-262f-434a-aa28-2e4232acb5c5">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="nly:SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzQtNy0xLTEtMTEyMTUy_730a008a-6cbc-44c2-8abd-f90aa827f1fa">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Netted amounts</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:SecuritiesForReverseRepurchaseAgreements" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzUtMS0xLTEtMTEyMTUy_0b8097df-b610-469a-9d39-f8910e3b7744">&#8212;</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzUtMy0xLTEtMTEyMTUy_5db36304-94ea-4442-be25-c9eff89c9e40">59,512,597</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:SecuritiesForReverseRepurchaseAgreements" format="ixt:fixed-zero" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzUtNS0xLTEtMTEyMTUy_823d7718-4666-42c0-a077-31e03e7a27c3">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:SecuritiesSoldUnderAgreementsToRepurchase" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzUtNy0xLTEtMTEyMTUy_99e3c878-3384-46cb-a181-97f9a1caf0fa">54,769,643</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Other Secured Financing </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">- As of December 31, 2022, the Company had a $<ix:nonFraction unitRef="usd" contextRef="iab40f01b8bd14674948a64ddd092f81c_I20221231" decimals="-6" name="us-gaap:LineOfCreditFacilityMaximumBorrowingCapacity" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzU0OTc1NTgxNzU5OQ_0498696c-fffc-4a6c-a804-57742175297a">500</ix:nonFraction>&#160;million committed credit facility to finance a portion of its MSR portfolio. Outstanding borrowings under this facility as of December 31, 2022 totaled $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-5" name="us-gaap:OtherSecuredFinancings" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3NDg3NzkwNzMyODY_81ef22b6-e45b-4cc5-9430-3ac6e65fd538">250.0</ix:nonFraction>&#160;million with maturities ranging between <span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzU0OTc1NTgxNzU3Nw_703bc674-1561-49c5-8e1c-08197695d618">one</span> to <ix:nonNumeric contextRef="i205a03da68bb4c84adef1a58acd432c3_I20221231" name="nly:DebtInstrumentMaturity" format="ixt-sec:durwordsen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3NDg3NzkwNzMyMDc_b4a834c2-ae5c-46f3-9c3f-845c18baca9d">three years</ix:nonNumeric>. The weighted average rate of the advances was <ix:nonFraction unitRef="number" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="4" name="us-gaap:DebtWeightedAverageInterestRate" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzIxOTkwMjMyNTkxOTk_b6a06aba-9936-4130-a579-96bf06b4a8fb">7.07</ix:nonFraction>% as of December 31, 2022. Borrowings are reported in Other secured financing in the Company&#8217;s Consolidated Statements of Financial Condition. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Variable Interest Entities&#8221; Note for additional information on the Company&#8217;s other secured financing arrangements at December 31, 2021.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Investments pledged as collateral under secured financing arrangements and interest rate swaps, excluding residential mortgage loans of consolidated VIEs, had an estimated fair value and accrued interest of $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-8" name="nly:CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3MTY_7f25939a-428f-43aa-9b3a-4b4239691baf">62.2</ix:nonFraction> billion and $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-5" name="nly:RepurchaseAgreementsAccruedInterest" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3MjM_4bd3ebba-9bca-4f07-a330-e3140a287e8e">226.4</ix:nonFraction> million, respectively, at December 31, 2022 and $<ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-8" name="nly:CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3NTE_00dc1f63-1c74-4b99-b9ef-8770efe1784d">59.2</ix:nonFraction> billion and $<ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-5" name="nly:RepurchaseAgreementsAccruedInterest" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3NTg_04f4a2de-07e1-4210-93ae-eac38eea4132">160.8</ix:nonFraction> million, respectively, at December 31, 2021.</span></div></ix:continuation><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-30</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_409"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:StockholdersEquityNoteDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzM3MjY_9f6c86ea-f3ce-472a-aa7b-e8a344af9ae5" continuedAt="id025e11f7d3e413ba10c4456cdc3568e" escape="true"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-27pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#00316c;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">15. CAPITAL STOCK</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-27pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(A)&#160;&#160;&#160;&#160;Common Stock</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfStockByClassTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzM3MjI_0fee97c7-00c0-45a6-ae45-8fb996a9ac71" continuedAt="i0fb6f62e990f454dabd4ff5c41c0b166" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides a summary of the Company&#8217;s common shares authorized, and issued and outstanding at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.327%"><tr><td style="width:1.0%"></td><td style="width:20.012%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.757%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.109%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.102%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.109%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.266%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.945%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:14.775%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:8.725%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Shares authorized</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Shares issued and outstanding</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Par Value</span></td></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Common stock</span></div></td><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:CommonStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItMS0xLTEtMTEyMTUy_738c6c71-e63b-459f-8cf4-a5be6ceafd08">2,936,500,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:CommonStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItMy0xLTEtMTEyMTUy_ea91f9e3-16d0-42d4-9fe6-b7d64000e09e">2,936,500,000</ix:nonFraction>&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:CommonStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItNS0xLTEtMTEyMTUy_4777e32d-f422-43a9-918a-5e482234103a"><ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:CommonStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItNS0xLTEtMTEyMTUy_549f0cd6-1580-4de5-b0bd-1a1c31775b00">468,309,810</ix:nonFraction></ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:CommonStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItNy0xLTEtMTEyMTUy_bf0a59a2-73e7-426b-b534-324b04c2eb21"><ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:CommonStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItNy0xLTEtMTEyMTUy_db905e23-e506-4e03-a79f-21a7797439ba">364,934,065</ix:nonFraction></ix:nonFraction>&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$<ix:nonFraction unitRef="usdPerShare" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:CommonStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItOC0xLTEtMTEyMTUy_6444599a-7acc-4355-bd7c-c28122d8083e">0.01</ix:nonFraction></span></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In December 2020, the Company announced that its Board authorized the repurchase of up to $<ix:nonFraction unitRef="usd" contextRef="i062cfcf21f0648b2b7d8d9262d4e8bd8_I20201231" decimals="INF" name="us-gaap:StockRepurchaseProgramAuthorizedAmount1" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI2Mg_5afc8703-568c-4c47-8c11-9def99856f54">1.5</ix:nonFraction> billion of its outstanding common shares through December 31, 2021 (the &#8220;Prior Share Repurchase Program&#8221;). In January 2022, the Company announced that its Board authorized the repurchase of up to $<ix:nonFraction unitRef="usd" contextRef="i13cce04320bd453a9d136413b050abcd_I20220131" decimals="INF" name="us-gaap:StockRepurchaseProgramAuthorizedAmount1" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzQ3OQ_bb1fc0b0-35cf-424b-9c1b-c2b58206b451">1.5</ix:nonFraction>&#160;billion of its outstanding shares of common stock through December 31, 2024 (the &#8220;Current Share Repurchase Program&#8221;). The Current Share Repurchase Program replaced the Prior Share Repurchase Program. During the years ended December 31, 2022 and 2021, <ix:nonFraction unitRef="shares" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="INF" name="us-gaap:TreasuryStockSharesAcquired" format="ixt:fixed-zero" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODE0ODU_12a92a6a-34c4-420e-8ba6-b8ebc3d48baa"><ix:nonFraction unitRef="shares" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="INF" name="us-gaap:TreasuryStockSharesAcquired" format="ixt:fixed-zero" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODE0ODU_aacfc582-01b4-499e-851a-66abf24f8d56">no</ix:nonFraction></ix:nonFraction> shares were purchased under the Current Share Repurchase Program or Prior Share Repurchase Program. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the year ended December 31, 2022, the Company closed two public offerings for an aggregate original issuance of <ix:nonFraction unitRef="shares" contextRef="i74291f3505374862b9bffe8b716b00bd_D20220101-20221231" decimals="INF" name="us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY4OTk_dd3e9836-70dc-4a9d-ada7-5a6e258c00df">50</ix:nonFraction>&#160;million shares of common stock for aggregate proceeds of $<ix:nonFraction unitRef="usd" contextRef="i74291f3505374862b9bffe8b716b00bd_D20220101-20221231" decimals="-7" name="us-gaap:SaleOfStockConsiderationReceivedOnTransaction" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY5MTE_4127a147-6d7e-4465-89e9-bee1a84f3092">1.31</ix:nonFraction>&#160;billion before deducting offering expenses. In connection with each offering, the Company granted the underwriters a <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:SaleOfStockOptionToPurchaseAdditionalSharesPeriod" format="ixt-sec:durwordsen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODE1MDM_a43e2bab-2187-442d-9622-f70192b1557b">thirty-day</ix:nonNumeric> option to purchase up to an additional <ix:nonFraction unitRef="shares" contextRef="i46cca9e584a74e52a226a86e11609f61_D20220101-20221231" decimals="-4" name="us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY5MjY_79e05c43-c7c9-47a1-a8fc-a76e6fe2bf23">3.75</ix:nonFraction>&#160;million shares of common stock, which the underwriters exercised in full in both instances, resulting in an additional $<ix:nonFraction unitRef="usd" contextRef="i46cca9e584a74e52a226a86e11609f61_D20220101-20221231" decimals="-5" name="us-gaap:SaleOfStockConsiderationReceivedOnTransaction" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY5NDA_48b198d3-a9c0-4531-9506-9b83ac7bf61a">196.5</ix:nonFraction>&#160;million in proceeds before deducting offering expenses for the year ended December 31, 2022. The stock offerings conducted during the  year ended December 31, 2022 were completed prior to the Reverse Stock Split and the foregoing share amounts have been retroactively adjusted to reflect the effects thereof.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On August 6, 2020, the Company entered into separate Amended and Restated Distribution Agency Agreements (as amended by Amendment No. 1 to the Amended and Restated Distribution Agency Agreements on August 6, 2021, and Amendment No. 2 to the Amended and Restated Distribution Agency Agreements on November 3, 2022, collectively, the &#8220;Sales Agreements&#8221;) with each of RBC Capital Markets, LLC, Barclays Capital Inc., BofA Securities, Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman Sachs &amp; Co. LLC, Keefe, Bruyette &amp; Woods, Inc., J.P. Morgan Securities LLC, UBS Securities LLC and Wells Fargo Securities, LLC (collectively, the &#8220;Sales Agents&#8221;). Pursuant to the Sales Agreements, the Company may offer and sell shares of its common stock, having an aggregate offering price of up to $<ix:nonFraction unitRef="usd" contextRef="ic4a7e4c43a1e4aaab84b773013dc0172_D20200806-20200806" decimals="-8" name="nly:SaleofStockOfferingPrice" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY5Njk_9fc2f06a-525c-4228-81bb-444a8e382337">1.5</ix:nonFraction>&#160;billion, from time to time through any of the Sales Agents (the &#8220;at-the-market sales program&#8221;).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the year ended December 31, 2022, under the at-the-market sales program, the Company issued <ix:nonFraction unitRef="shares" contextRef="i3e5cd63e9a72497da80b8019153aaabf_D20221001-20221231" decimals="-5" name="us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjc1Mjc_d221cef3-3fcc-45a0-80a4-5850b7a184b9">45.7</ix:nonFraction>&#160;million shares for proceeds of $<ix:nonFraction unitRef="usd" contextRef="i3e5cd63e9a72497da80b8019153aaabf_D20221001-20221231" decimals="-8" name="us-gaap:SaleOfStockConsiderationReceivedOnTransaction" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjcwODE_b5a92da3-f7b7-4652-b7c6-e011c7771879">1.1</ix:nonFraction>&#160;billion, net of commissions and fees. During the year ended December 31, 2021, under the at-the-market sales program, the Company issued <ix:nonFraction unitRef="shares" contextRef="i6e3cfe5f829840568839f51aebb9f27d_D20210101-20211231" decimals="-5" name="us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjcxNjI_220f4a69-8ced-41d9-9a96-2080d86a2bb2">15.2</ix:nonFraction>&#160;million shares for proceeds of $<ix:nonFraction unitRef="usd" contextRef="i6e3cfe5f829840568839f51aebb9f27d_D20210101-20211231" decimals="-5" name="us-gaap:SaleOfStockConsiderationReceivedOnTransaction" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjcxOTE_2ec515d6-791f-4ab3-897c-b193f55f1f74">552.4</ix:nonFraction>&#160;million, net of commissions and fees. The foregoing share amounts have been retroactively adjusted to reflect the effects of the Reverse Stock Split.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-27pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(B)&#160;&#160;&#160;&#160;Preferred Stock</span></div><ix:continuation id="i0fb6f62e990f454dabd4ff5c41c0b166"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following is a summary of the Company&#8217;s cumulative redeemable preferred stock outstanding at December 31, 2022 and 2021. In the event of a liquidation or dissolution of the Company, the Company&#8217;s then outstanding preferred stock takes precedence over the Company&#8217;s common stock with respect to payment of dividends and the distribution of assets.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"><tr><td style="width:1.0%"></td><td style="width:6.707%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.458%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.151%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.458%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.151%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.458%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.151%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.458%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.151%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.308%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:1.151%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.458%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.458%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.458%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.458%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:7.466%"></td><td style="width:0.1%"></td></tr><tr style="height:23pt"><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Shares Authorized</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Shares Issued And Outstanding</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Carrying Value</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Contractual Rate</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Earliest Redemption Date </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:4.55pt;font-weight:700;line-height:100%;position:relative;top:-2.44pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Date At Which Dividend Rate Becomes Floating</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Floating Annual Rate</span></td></tr><tr style="height:23pt"><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="48" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Fixed-to-floating rate</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Series F</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i37e4bde0febb424188e8b0da33e8eb11_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMS0xLTEtMTEyMTUy_9483787b-ebe5-4b07-91b3-d3212b45e529">28,800,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i0719d81ec93342139603a51dbefc783d_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMy0xLTEtMTEyMTUy_3ceaf953-ce55-48c8-8228-82239d4ddaf7">28,800,000</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i37e4bde0febb424188e8b0da33e8eb11_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtNS0xLTEtMTEyMTUy_5a34f47d-33b2-4fec-894d-7d0ec898bf49"><ix:nonFraction unitRef="shares" contextRef="i37e4bde0febb424188e8b0da33e8eb11_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtNS0xLTEtMTEyMTUy_fa33d459-91f6-49bc-9e8b-f0d3b367672f">28,800,000</ix:nonFraction></ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i0719d81ec93342139603a51dbefc783d_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtNy0xLTEtMTEyMTUy_41f043e7-3324-4aa5-a48e-9771b413a11e"><ix:nonFraction unitRef="shares" contextRef="i0719d81ec93342139603a51dbefc783d_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtNy0xLTEtMTEyMTUy_6bbc4476-dea5-4172-971e-b92d1bcd4bf3">28,800,000</ix:nonFraction></ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i37e4bde0febb424188e8b0da33e8eb11_I20221231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtOS0xLTEtMTEyMTUy_b8471ceb-0ca4-46f0-9656-b93aaa348435">696,910</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0719d81ec93342139603a51dbefc783d_I20211231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMTEtMS0xLTExMjE1Mg_a1acb1f2-4017-4910-9da0-213d4a521037">696,910</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231" decimals="INF" name="us-gaap:PreferredStockDividendRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMTItMS0xLTExMjE1Mg_de8dcf8d-71c9-4647-8757-de971251896c">6.95</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">9/30/2022</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">9/30/2022</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3M LIBOR + <ix:nonFraction unitRef="number" contextRef="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231" decimals="INF" name="nly:PreferredStockDividendRatePercentageBasisSpread" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMTUtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM3NzIwOTFhZjNlMDQ1ODU4MGM5ZGZhYjcyZjYyYTVmXzE1_e2d23df6-ccd5-47e7-8035-388a8f470ba0">4.993</ix:nonFraction>%</span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Series G</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i29ea28fa2d85458189cba5f5d67d8243_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMS0xLTEtMTEyMTUy_6aa4f413-ee74-4df1-9a25-cb17e78b52de">17,000,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMy0xLTEtMTEyMTUy_63ed4b8f-2e60-4841-8ffa-f45b5ab14f45">17,000,000</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i29ea28fa2d85458189cba5f5d67d8243_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktNS0xLTEtMTEyMTUy_18fb0edf-c2f9-4891-abec-0d9b9d1fdeb4"><ix:nonFraction unitRef="shares" contextRef="i29ea28fa2d85458189cba5f5d67d8243_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktNS0xLTEtMTEyMTUy_c3afc1cd-7d22-4896-94c1-dca8e355d1da">17,000,000</ix:nonFraction></ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktNy0xLTEtMTEyMTUy_16b81cce-1173-4964-87e4-2d4a5de925bd"><ix:nonFraction unitRef="shares" contextRef="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktNy0xLTEtMTEyMTUy_2115b925-5881-4623-9dcc-48b980492659">17,000,000</ix:nonFraction></ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i29ea28fa2d85458189cba5f5d67d8243_I20221231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktOS0xLTEtMTEyMTUy_1ea44720-55dc-4a24-a3cb-a4468b03afd7">411,335</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMTEtMS0xLTExMjE1Mg_25ed8100-8aff-4a81-9bda-fb62609d1865">411,335</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231" decimals="INF" name="us-gaap:PreferredStockDividendRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMTItMS0xLTExMjE1Mg_49c959d4-9a5f-4287-8c4b-664c9b4f6eb0">6.50</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3/31/2023</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3/31/2023</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3M LIBOR + <ix:nonFraction unitRef="number" contextRef="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231" decimals="INF" name="nly:PreferredStockDividendRatePercentageBasisSpread" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMTUtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjFjYjE2NTJhYmIwMjQxNjc4YjA5YzNmMTMwNjRlMGE3XzE1_15722a50-60b5-4ac7-8d98-4c058b5b6a2a">4.172</ix:nonFraction>%</span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Series I</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="id8a91da812c449f1853c991947739d88_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTEtMS0xLTExMjE1Mg_8f1a8148-a4f5-446a-a0b8-bd7ea320dab0">17,700,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="id2415da0391a4a16a8aec6917c249e2a_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTMtMS0xLTExMjE1Mg_2fcf297e-d7ad-47a8-9d1e-c8ace8a34496">17,700,000</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="id8a91da812c449f1853c991947739d88_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTUtMS0xLTExMjE1Mg_7800ce57-d073-4264-bf54-d696e2001ddf"><ix:nonFraction unitRef="shares" contextRef="id8a91da812c449f1853c991947739d88_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTUtMS0xLTExMjE1Mg_bf8dc464-81b2-4474-8055-7e3f45c2bc33">17,700,000</ix:nonFraction></ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="id2415da0391a4a16a8aec6917c249e2a_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTctMS0xLTExMjE1Mg_6dbf8f6a-a3bc-4fb2-95bb-4c59ae072b75"><ix:nonFraction unitRef="shares" contextRef="id2415da0391a4a16a8aec6917c249e2a_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTctMS0xLTExMjE1Mg_fc2f5703-be55-4a69-8c2f-ecb4fbf3a6eb">17,700,000</ix:nonFraction></ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id8a91da812c449f1853c991947739d88_I20221231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTktMS0xLTExMjE1Mg_9ec6c380-45ff-404b-b902-d43ed9439140">428,324</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="id2415da0391a4a16a8aec6917c249e2a_I20211231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTExLTEtMS0xMTIxNTI_033573dd-d0c0-4af1-9767-45a42129e3fb">428,324</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="number" contextRef="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231" decimals="INF" name="us-gaap:PreferredStockDividendRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTEyLTEtMS0xMTIxNTI_af8fbb0e-900c-4ef9-a6e6-f8a9492c01bb">6.75</ix:nonFraction>%</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6/30/2024</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6/30/2024</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3M LIBOR + <ix:nonFraction unitRef="number" contextRef="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231" decimals="INF" name="nly:PreferredStockDividendRatePercentageBasisSpread" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTE1LTEtMS0xMTIxNTIvdGV4dHJlZ2lvbjo0ODI4YWNmMWVhNmI0MGE0OGIwNzUyNzNjZGE0YzBlZF8xNQ_dab65c45-8c23-4270-877a-a295ec429fca">4.989</ix:nonFraction>%</span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Total</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTEtMS0xLTExMjE1Mg_b6fb6789-4e9a-4dd4-8b5a-dac32b0ead5e">63,500,000</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTMtMS0xLTExMjE1Mg_ff43d4e9-42e8-4c95-86c1-2e43b8da2994">63,500,000</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTUtMS0xLTExMjE1Mg_51350948-0c7e-461f-a7da-574d6a5ebe49"><ix:nonFraction unitRef="shares" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:PreferredStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTUtMS0xLTExMjE1Mg_96d53bfd-0532-41a2-a655-d8c9912a00e6">63,500,000</ix:nonFraction></ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTctMS0xLTExMjE1Mg_0f4d8efd-5939-4e7f-9daf-08076fbefb1f"><ix:nonFraction unitRef="shares" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="INF" name="us-gaap:PreferredStockSharesIssued" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTctMS0xLTExMjE1Mg_bda4a400-711c-4c4a-9c26-6d937a7a2bb2">63,500,000</ix:nonFraction></ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTktMS0xLTExMjE1Mg_7e8e9ee3-3b83-433a-9ee7-e30947f88e4b">1,536,569</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-3" name="us-gaap:PreferredStockValue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTExLTEtMS0xMTIxNTI_55414454-bca6-4d06-b8df-d8e770ab7c10">1,536,569</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="48" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Subject to the Company&#8217;s right under limited circumstances to redeem preferred stock earlier in order to preserve its qualification as a REIT or under limited circumstances related to a change in control of the Company.</span></div></td></tr></table></div></ix:continuation></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-31</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="id025e11f7d3e413ba10c4456cdc3568e"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Each series of preferred stock has a par value of $<ix:nonFraction unitRef="usdPerShare" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:PreferredStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI4MzA_00bb22cc-d598-4d7d-8cbc-913d205782a2">0.01</ix:nonFraction> per share and a liquidation and redemption price of $<ix:nonFraction unitRef="usdPerShare" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="INF" name="us-gaap:PreferredStockRedemptionPricePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI4ODU_b6c4b746-a3d2-43c8-a8aa-e89804fe82da">25.00</ix:nonFraction>, plus accrued and unpaid dividends through their redemption date. Through December 31, 2022, the Company had declared and paid all required quarterly dividends on the Company&#8217;s preferred stock.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, Series G Fixed-to-Floating Rate Cumulative Preferred Stock and Series I Fixed-to-Floating Rate Cumulative Preferred Stock rank senior to the common stock of the Company.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On November 3, 2022, the Company&#8217;s Board of Directors approved a repurchase plan for all of its existing outstanding Preferred Stock (as defined below, the &#8220;Preferred Stock Repurchase Program&#8221;). Under the terms of the plan, the Company is authorized to repurchase up to&#160;an aggregate of <ix:nonFraction unitRef="shares" contextRef="ic739e5a4a76b4921af09ef91824887cb_I20221103" decimals="INF" name="us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ3NzM_03ee61aa-6a2a-4f1a-840f-85ef28d6db80">63,500,000</ix:nonFraction> shares of Preferred Stock, comprised of up to (i) <ix:nonFraction unitRef="shares" contextRef="i84fcdac7658b4996852a96b55c229b53_I20221103" decimals="INF" name="us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ3ODU_404d4479-1933-4d2e-b3b7-75c63bbec4d8">28,800,000</ix:nonFraction> shares of its <ix:nonFraction unitRef="number" contextRef="i9063b69aaa314c37aa94b745f14f9c11_D20221103-20221103" decimals="4" name="us-gaap:PreferredStockDividendRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ3OTc_e440b576-50bf-46e3-ac50-9b83a59842ac">6.95</ix:nonFraction>% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $<ix:nonFraction unitRef="usdPerShare" contextRef="i84fcdac7658b4996852a96b55c229b53_I20221103" decimals="INF" name="us-gaap:PreferredStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4MjM_f8f3bbd5-25e9-413f-971c-6be005638350">0.01</ix:nonFraction> per share (the &#8220;Series F Preferred Stock&#8221;), (ii) <ix:nonFraction unitRef="shares" contextRef="ifea5bd7bc8f84009b83985225154f037_I20221103" decimals="INF" name="us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4MDQ_1830b091-89d9-44ef-96c2-ed90881d4257">17,000,000</ix:nonFraction> shares of its <ix:nonFraction unitRef="number" contextRef="i89c11d7741834a5f83123e5d1d2c5874_D20221103-20221103" decimals="4" name="us-gaap:PreferredStockDividendRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4MTY_b098b59d-6cd9-4b2e-ad03-bf5c0f3f4333">6.50</ix:nonFraction>% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $<ix:nonFraction unitRef="usdPerShare" contextRef="ifea5bd7bc8f84009b83985225154f037_I20221103" decimals="INF" name="us-gaap:PreferredStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4NDk_952b3e70-f3c6-4584-b465-e42c82e6bf9a">0.01</ix:nonFraction> per share (the &#8220;Series G Preferred Stock&#8221;), and (iii) <ix:nonFraction unitRef="shares" contextRef="i730bd95a05be4ff3b1133a62c55c682d_I20221103" decimals="INF" name="us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4Mzc_65b60988-9aaf-498b-a959-d3897d6f84a0">17,700,000</ix:nonFraction> shares of its <ix:nonFraction unitRef="number" contextRef="i55fb64a7e0464de4ab3075dc8e257ecb_D20221103-20221103" decimals="4" name="us-gaap:PreferredStockDividendRatePercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4MzA_3003ee4a-e2e4-49d7-b2b5-7866865f3b3f">6.75</ix:nonFraction>% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $<ix:nonFraction unitRef="usdPerShare" contextRef="i730bd95a05be4ff3b1133a62c55c682d_I20221103" decimals="INF" name="us-gaap:PreferredStockParOrStatedValuePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4NTY_52c4ea61-5a98-4a4f-8a4b-207e772ab1cc">0.01</ix:nonFraction> per share (the &#8220;Series I Preferred Stock&#8221;, and together with Series F Preferred Stock and Series G Preferred Stock, the &#8220;Preferred Stock&#8221;). The aggregate liquidation value of the Preferred Stock that may be repurchased by the Company pursuant to the Preferred Stock Repurchase Program, as of November&#160;3, 2022, was approximately $<ix:nonFraction unitRef="usd" contextRef="ic739e5a4a76b4921af09ef91824887cb_I20221103" decimals="-8" name="us-gaap:StockRepurchaseProgramAuthorizedAmount1" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNzA4NzQ_3573be1e-bdf4-4751-9b21-f4ce5a6a0b6e">1.6</ix:nonFraction>&#160;billion. The Preferred Stock Repurchase Program became effective on November&#160;3, 2022, and shall expire on December&#160;31, 2024. No shares were repurchased to with respect to the Preferred Stock Repurchase Program during the year ended December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(C)&#160;&#160;&#160;&#160;Distributions to Stockholders</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:DividendsDeclaredTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzM3MjQ_caa4cf3c-e2f1-4f83-b052-7d6ba90b533b" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides a summary of the Company&#8217;s dividend distribution activity for the periods presented:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.543%"><tr><td style="width:1.0%"></td><td style="width:63.196%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.751%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.589%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.964%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands, except per share data)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends and dividend equivalents declared on common stock and share-based awards</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:DividendsCommonStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMS0xLTEtMTEyMTUy_1f405e5b-1e50-4e05-9b6a-ebdba565b031">1,504,353</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:DividendsCommonStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMy0xLTEtMTEyMTUy_ed52f935-61b6-4be4-989d-4cb5f4e181b3">1,268,558</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Distributions declared per common share </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="INF" name="us-gaap:CommonStockDividendsPerShareDeclared" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzQtMS0xLTEtMTEyMTUy_dbaf796a-d1f4-4912-b17c-6dcd54d7d0de">3.52</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="INF" name="us-gaap:CommonStockDividendsPerShareDeclared" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzQtMy0xLTEtMTEyMTUy_c9d0a347-7ba5-43db-8d2d-6e729241ac8f">3.52</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Distributions paid to common stockholders after period end</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PaymentsOfDividendsCommonStock" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzUtMS0xLTEtMTEyMTUy_37226040-6017-436c-98c5-0f63c4cd2748">412,113</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PaymentsOfDividendsCommonStock" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzUtMy0xLTEtMTEyMTUy_f8598d62-3e14-4908-bb16-e8611aad18f4">321,142</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Distributions paid per common share after period end</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="INF" name="us-gaap:CommonStockDividendsPerShareCashPaid" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzYtMS0xLTEtMTEyMTUy_9b729c87-5304-4a60-9af1-712bed30e1e4">0.88</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="INF" name="us-gaap:CommonStockDividendsPerShareCashPaid" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzYtMy0xLTEtMTEyMTUy_d1a0a3b4-f6a6-4261-977a-0f5c6f2778cd">0.88</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Date of distributions paid to common stockholders after period end</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">January 31, 2023</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">January 31, 2022</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared to series F preferred stockholders</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231" decimals="-3" name="us-gaap:DividendsPreferredStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE2LTEtMS0xLTExMjE1Mg_8fecf232-27f7-4c39-b4f0-00140cf2d255">53,131</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i7cf457817a6647b1926c99b960dc19eb_D20210101-20211231" decimals="-3" name="us-gaap:DividendsPreferredStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE2LTMtMS0xLTExMjE1Mg_cd1609e7-9f2c-4480-9364-6c00eb8e3c24">50,040</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared per share of series F preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231" decimals="INF" name="us-gaap:PreferredStockDividendsPerShareDeclared" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE3LTEtMS0xLTExMjE1Mg_2c7008e0-9150-455f-88c7-167a58063e44">1.845</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i7cf457817a6647b1926c99b960dc19eb_D20210101-20211231" decimals="INF" name="us-gaap:PreferredStockDividendsPerShareDeclared" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE3LTMtMS0xLTExMjE1Mg_04cc6fba-2591-415e-bffe-d9dfc6b4d756">1.738</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared to series G preferred stockholders</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231" decimals="-3" name="us-gaap:DividendsPreferredStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE4LTEtMS0xLTExMjE1Mg_6e2b620a-5b96-48ce-8523-cf386a8231d6">27,624</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i9208b155a52d438a8315fac5faf67ac3_D20210101-20211231" decimals="-3" name="us-gaap:DividendsPreferredStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE4LTMtMS0xLTExMjE1Mg_679179ab-1197-4e2b-87ae-0f45405efcc0">27,624</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared per share of series G preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231" decimals="INF" name="us-gaap:PreferredStockDividendsPerShareDeclared" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE5LTEtMS0xLTExMjE1Mg_0f329c6d-7480-4c6d-8ae9-b45db555de54">1.625</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i9208b155a52d438a8315fac5faf67ac3_D20210101-20211231" decimals="INF" name="us-gaap:PreferredStockDividendsPerShareDeclared" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE5LTMtMS0xLTExMjE1Mg_c18dab52-7fb5-4c7c-8bfe-70d155769b33">1.625</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared to series I preferred stockholders</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231" decimals="-3" name="us-gaap:DividendsPreferredStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzIyLTEtMS0xLTExMjE1Mg_7b6d90b6-bad6-422a-8a65-0d2ef305dbbb">29,868</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i0fdd4ee28dfb4d268fff65110cac0c58_D20210101-20211231" decimals="-3" name="us-gaap:DividendsPreferredStockCash" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzIyLTMtMS0xLTExMjE1Mg_8acacfe9-946b-4e20-9f51-3f90c49034f5">29,868</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared per share of series I preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231" decimals="INF" name="us-gaap:PreferredStockDividendsPerShareDeclared" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzIzLTEtMS0xLTExMjE1Mg_3b3a2f83-6a90-4830-b70f-204b7ab2be3c">1.688</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i0fdd4ee28dfb4d268fff65110cac0c58_D20210101-20211231" decimals="INF" name="us-gaap:PreferredStockDividendsPerShareDeclared" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzIzLTMtMS0xLTExMjE1Mg_50e766c8-6de2-41ba-8c3d-e6111c7a8900">1.688</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the year ended December 31, 2022, <ix:nonFraction unitRef="number" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="3" name="nly:CommonStockDividendsTaxableOrdinaryIncomePercent" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIxOTkwMjMyNTYyNTY_f6142ad1-936e-457d-8478-ffbb4b00080b">86.5</ix:nonFraction>% and <ix:nonFraction unitRef="number" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="3" name="nly:CommonStockDividendsTaxableReturnOfCapitalPercent" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzMx_4f0d1215-ce2c-41e6-b6ae-755231c0e9f5">13.5</ix:nonFraction>% of common stock dividend distributions of $<ix:nonFraction unitRef="usdPerShare" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="2" name="nly:CommonStockDividendsPerShareTaxable" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3Xzc2_133fc8ab-1fcb-4e5b-8bf4-aff312534518">3.52</ix:nonFraction> per share was taxable as ordinary income and a return of capital, respectively.  For the year ended December 31, 2021,  <ix:nonFraction unitRef="number" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="INF" name="nly:CommonStockDividendsTaxableReturnOfCapitalPercent" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIxOTkwMjMyNTYxODg_9b69edf7-4448-4d92-9931-8614c179c911">100</ix:nonFraction>% of common stock dividend distributions of $<ix:nonFraction unitRef="usdPerShare" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="2" name="nly:CommonStockDividendsPerShareTaxable" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIwMQ_0a0dfef7-7247-438a-92b2-f6f385328a12">3.49</ix:nonFraction> per share were taxable as a return of capital.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the year ended December 31, 2022, <ix:nonFraction unitRef="number" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="INF" name="nly:PreferredStockDividendsTaxableOrdinaryIncomePercent" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIxOTkwMjMyNTYzMDY_d79837cb-1efc-4705-b180-06a8def3022d">100</ix:nonFraction>% of the preferred stock dividend distributions per share were taxable as ordinary income. For the year ended December 31, 2021,  <ix:nonFraction unitRef="number" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="INF" name="nly:PreferredStockDividendsTaxableReturnOfCapitalPercent" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIxOTkwMjMyNTYxOTk_2e5975c4-1ddb-4c34-9aae-4086570721c1">100</ix:nonFraction>% of the preferred stock dividend distributions per share were taxable as a return of capital.   </span></div></td></tr><tr><td colspan="3" style="display:none"></td></tr></table></div></ix:nonNumeric></ix:continuation><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_412"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzIwODU_3fde2cff-bc70-407c-8c25-3cb56c2b2127" continuedAt="i6c2e069752bc4eed97565a29a0477931" escape="true"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">16. &#160;LONG-TERM STOCK INCENTIVE PLAN</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Employees, Directors and other service providers of the Company are eligible to participate in the Company&#8217;s 2020 Equity Incentive Plan (the &#8220;Plan&#8221;), which provides for equity-based compensation in the form of stock options, share appreciation rights, dividend equivalent rights, restricted shares, restricted stock units (&#8220;RSUs&#8221;), and other share-based awards. The Company has the ability to award up to an aggregate of <ix:nonFraction unitRef="shares" contextRef="i992243b8f0cf4f0986fb4bcb44863c39_I20221231" decimals="INF" name="us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzQyNw_fef6b13b-ed68-4fbf-b925-3985d6f3c705">31,250,000</ix:nonFraction> shares under the terms of the Plan, subject to adjustment for any awards that were outstanding under the Company&#8217;s 2010 Equity Incentive Plan (the &#8220;Prior Plan&#8221;, collectively the &#8220;Plans") on the effective date of the Plan and subsequently expire, terminate, or are surrendered or forfeited. No new awards are permitted to be made under the Prior Plan, although existing awards remain effective. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Restricted Stock Units</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company grants RSUs (including RSUs subject to performance conditions (&#8220;PSUs&#8221;)) to employees, which are generally valued based on the closing price of the underlying shares on the date of grant. For RSUs that vest, the underlying shares of common stock are delivered (net of required withholding tax) as outlined in the applicable award agreements. PSUs are subject </span></div></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-32</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i6c2e069752bc4eed97565a29a0477931"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">to the Company&#8217;s achievement of specified performance criteria and the number of awards that vest can range from <ix:nonFraction unitRef="number" contextRef="i6fd0b0396985434185a268e39d486807_D20220101-20221231" decimals="INF" name="us-gaap:SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage" format="ixt:fixed-zero" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzEzMzE_9133cbdd-fb1f-4e3a-a57a-38cc9acbef8f">zero</ix:nonFraction> to <ix:nonFraction unitRef="number" contextRef="idd43b2270f584a1fa851ed2f7bdcb508_D20220101-20221231" decimals="INF" name="us-gaap:SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzEzMzc_9ad11a50-1b6a-466c-ba0f-14b72d0849d5">150</ix:nonFraction>% of the grant amount. Award agreements generally provide that vesting is accelerated in certain circumstances, such as death and disability. Delivery of the underlying shares of common stock, which generally occurs over a <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1" format="ixt-sec:durwordsen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzIwODY_0da6ae0e-cdf0-4c34-bc94-144cbd59650f">three-year</ix:nonNumeric> period, is conditioned on the grantees satisfying certain vesting and other requirements outlined in the award agreements.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company recognized equity-based compensation expense of $<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-5" name="us-gaap:EmployeeBenefitsAndShareBasedCompensation" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzE4NTg_43b38030-de58-40c6-be5e-200f4ce1c721">19.4</ix:nonFraction> million for the year ended December 31, 2022.  As of December 31, 2022, there was $<ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-5" name="us-gaap:EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzE5MDU_1ab6f17a-e8de-422f-876f-6f931fbcf159">20.9</ix:nonFraction> million of total unrecognized compensation cost related to non-vested share-based compensation arrangements. This cost is expected to be recognized over a weighted average period of <ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzIwODI_65443ced-2deb-4ac0-af46-e2f51f9bec90">1.85</ix:nonNumeric> years.</span></div></ix:continuation><div style="margin-bottom:6pt"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_415"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90ZXh0cmVnaW9uOjk1OWE3NzZmNTY1MDRhZTVhMzA0OGQ1OTg0ZjE1NTVjXzQwNg_e135499d-ce8d-4006-b1fd-06dc105a837a" escape="true"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">17. &#160;INTEREST INCOME AND INTEREST EXPENSE</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Significant Accounting Policies&#8221; Note for details surrounding the Company&#8217;s accounting policy related to net interest income on securities and loans.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90ZXh0cmVnaW9uOjk1OWE3NzZmNTY1MDRhZTVhMzA0OGQ1OTg0ZjE1NTVjXzQxNA_34195645-ae45-43e7-81d7-9abd21a9d7ce" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the interest income recognition methodology for Residential Securities:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:78.947%"><tr><td style="width:1.0%"></td><td style="width:69.270%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:28.530%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Interest Income Methodology</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Fixed-rate pass-through </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Effective yield </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Adjustable-rate pass-through </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Effective yield </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Multifamily </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Contractual Cash Flows</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">CMO </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Effective yield </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Reverse mortgages </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Interest-only </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">CRT </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Alt-A </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Subprime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">NPL/RPL </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prime jumbo </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="6" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Changes in fair value are recognized in Other comprehensive income (loss) on the accompanying Consolidated Statements of Comprehensive Income (Loss) for securities purchased prior to July 1, 2022. Effective July 1, 2022, changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss) for newly purchased securities.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss).</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Effective yield is recalculated for differences between estimated and actual prepayments and the amortized cost is adjusted as if the new effective yield had been applied since inception.</span></div></td></tr></table></div></ix:nonNumeric><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:InterestIncomeAndInterestExpenseDisclosureTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90ZXh0cmVnaW9uOjk1OWE3NzZmNTY1MDRhZTVhMzA0OGQ1OTg0ZjE1NTVjXzQxMg_7c21b501-e95d-40b5-8b9e-9763bd146e16" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following presents the components of the Company&#8217;s interest income and interest expense for the years ended December 31, 2022, 2021 and 2020.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.409%"><tr><td style="width:1.0%"></td><td style="width:45.263%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.172%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.709%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.172%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.709%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:16.175%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended December 31,</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest income</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency securities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:InterestIncomeAgencySecurityLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzQtMS0xLTEtMTEyMTUy_18319e82-d9ac-49ac-959f-32dcf35cf450">2,144,696</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:InterestIncomeAgencySecurityLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzQtMy0xLTEtMTEyMTUy_c5cd5a14-13b4-47a1-80b4-730450e1385b">1,484,354</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:InterestIncomeAgencySecurityLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzQtNS0xLTEtMTEyMTUy_bb74019f-3a1c-43c7-a2b0-534781f557fd">1,661,566</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential credit securities</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzUtMS0xLTEtMTEyMTUy_a14c7242-473b-43b3-bd48-87d2b10d56bf">140,220</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzUtMy0xLTEtMTEyMTUy_e6870ecc-fbe1-4a5e-9a4d-0ae5108cee0d">78,681</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzUtNS0xLTEtMTEyMTUy_c5dd5589-7964-44a2-bb04-7ba7cbd27ab6">57,394</ix:nonFraction>&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:InterestIncomeResidentialMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzYtMS0xLTEtMTEyMTUy_0fac9034-ea05-4219-8bb0-ec38cf9deb1c">410,229</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:InterestIncomeResidentialMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzYtMy0xLTEtMTEyMTUy_d8cc2ad6-e90c-43ee-9256-d42baa85fa0b">182,359</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:InterestIncomeResidentialMortgageLoans" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzYtNS0xLTEtMTEyMTUy_ea411953-ac57-48e4-9eb8-2a81eda68e02">170,259</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial investment portfolio</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1) (2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:InterestIncomeCommercialRealEstateDebtAndPreferredEquity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzctMS0xLTEtMTEyMTUy_9be7aacb-5406-4509-9101-b2e4dd3c950d">81,855</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:InterestIncomeCommercialRealEstateDebtAndPreferredEquity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzctMy0xLTEtMTEyMTUy_771c7cd2-358f-4219-9049-e8611c7e74e1">237,597</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:InterestIncomeCommercialRealEstateDebtAndPreferredEquity" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzctNS0xLTEtMTEyMTUy_11b25323-eb16-460b-a29a-a130c66fa9ab">338,763</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse repurchase agreements</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:InterestIncomeSecuritiesPurchasedUnderAgreementsToResell" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzktMS0xLTEtMTEyMTUy_d974992d-ac21-46d8-b026-db1809a30b0b">1,887</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:InterestIncomeSecuritiesPurchasedUnderAgreementsToResell" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzktMy0xLTEtMTEyMTUy_51176394-a639-4e34-acbe-3af82458f018">45</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:InterestIncomeSecuritiesPurchasedUnderAgreementsToResell" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzktNS0xLTEtMTEyMTUy_608a4ab3-3dc6-4b10-b6dd-2aa0ec32a2db">1,643</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total interest income</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:InterestIncomeOperating" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEwLTEtMS0xLTExMjE1Mg_cf9c2f7a-14f4-43bc-ae08-35a1b3aedea5">2,778,887</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:InterestIncomeOperating" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEwLTMtMS0xLTExMjE1Mg_75c35195-01ff-4ad1-9184-c60b9e3a5ff5">1,983,036</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:InterestIncomeOperating" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEwLTUtMS0xLTExMjE1Mg_d418dfff-9c0a-43f0-a61d-76944491ddb4">2,229,625</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest expense</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:InterestPaidOnRepurchaseAgreements" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEyLTEtMS0xLTExMjE1Mg_ed81755c-5c64-4319-b329-8408fe38c11c">1,026,201</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:InterestPaidOnRepurchaseAgreements" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEyLTMtMS0xLTExMjE1Mg_a0984d03-e77e-4fcb-ac43-942dac2680b2">116,974</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:InterestPaidOnRepurchaseAgreements" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEyLTUtMS0xLTExMjE1Mg_a9d9e85e-a1b6-4a2a-b83e-5f6de712b0b5">705,218</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:InterestExpenseSecuritizedDebtOfConsolidatedVie" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE0LTEtMS0xLTExMjE1Mg_1e2a640f-ebe4-42ca-b5c0-f42f9f52c4d0">225,216</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:InterestExpenseSecuritizedDebtOfConsolidatedVie" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE0LTMtMS0xLTExMjE1Mg_b86cf2d4-11bb-4aa1-807f-88ddde8adec7">93,006</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:InterestExpenseSecuritizedDebtOfConsolidatedVie" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE0LTUtMS0xLTExMjE1Mg_3d0ed747-c151-4b16-befe-90c23306f1e9">142,602</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="nly:InterestExpenseParticipationSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE2LTEtMS0xLTExMjE1Mg_b9b4a921-82cf-4c7f-b082-766a4477b501">39,366</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="nly:InterestExpenseParticipationSold" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE2LTMtMS0xLTExMjE1Mg_68c86859-375c-4859-b926-8e82b74c88e5">12,071</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="nly:InterestExpenseParticipationSold" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE2LTUtMS0xLTExMjE1Mg_ce5d0a12-590e-4d61-a463-9c4d463c8759">78</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:InterestExpenseOther" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE3LTEtMS0xLTExMjE1Mg_5c8ebf24-d3dc-4c3b-aa83-f2ba33398ebc">18,952</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:InterestExpenseOther" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE3LTMtMS0xLTExMjE1Mg_e93ad886-4812-4d26-a6c0-14f1759a3fa2">27,192</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:InterestExpenseOther" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE3LTUtMS0xLTExMjE1Mg_94828a4a-e8cd-455c-9407-bdbcfd79d15a">51,214</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total interest expense</span></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:InterestExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE4LTEtMS0xLTExMjE1Mg_a0b6c62b-5073-459a-b423-3df6be53d257">1,309,735</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:InterestExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE4LTMtMS0xLTExMjE1Mg_3adf4e95-4c45-4304-b363-fb95b3660ec7">249,243</ix:nonFraction>&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:InterestExpense" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE4LTUtMS0xLTExMjE1Mg_1f6732d4-1222-4f6e-ba43-7e1288bfacd1">899,112</ix:nonFraction>&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net interest income</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:InterestIncomeExpenseNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE5LTEtMS0xLTExMjE1Mg_9adc28e3-4a77-475d-a533-b73252060fda">1,469,152</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:InterestIncomeExpenseNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE5LTMtMS0xLTExMjE1Mg_db40afd3-1962-4b6a-80e8-472f4c59f36d">1,733,793</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:InterestIncomeExpenseNet" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE5LTUtMS0xLTExMjE1Mg_e9d05ade-fcec-4473-a88c-3096d67169a5">1,330,513</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"></td></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes assets transferred or pledged to securitization vehicles.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes commercial real estate debt and preferred equity and corporate debt.</span></div></td></tr></table></div></ix:nonNumeric></ix:nonNumeric><div style="margin-bottom:6pt;padding-right:54pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-33</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_418"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:EarningsPerShareTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90ZXh0cmVnaW9uOmE4NWY3ZWE1NTVjNDRhNmNhYmRiYjVlOTI4YjU1OGYwXzQ1Nw_3a6eec6b-f2b0-4cb6-9a94-3fb0296dec82" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">18. &#160;NET INCOME (LOSS) PER COMMON SHARE</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90ZXh0cmVnaW9uOmE4NWY3ZWE1NTVjNDRhNmNhYmRiYjVlOTI4YjU1OGYwXzQ2MQ_75083af3-3074-473f-bf15-c3b65468e733" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents a reconciliation of net income (loss) and shares used in calculating basic and diluted net income (loss) per share for the years ended December 31, 2022, 2021 and 2020.</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.836%"><tr><td style="width:1.0%"></td><td style="width:48.191%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.277%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.587%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.277%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.587%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:15.281%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands, except per share data)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net income (loss)</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzMtMS0xLTEtMTEyMTUy_079e320a-f2d6-48ef-bb77-d065a4fd066e">1,726,420</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzMtMy0xLTEtMTEyMTUy_b0e1e82e-2192-4def-978b-849f8b6ede45">2,396,280</ix:nonFraction>&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="padding:0 1pt"></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:ProfitLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzMtNS0xLTEtMTEyMTUy_8b9edb2a-32ca-4c4b-8226-2060b089a9a0">889,772</ix:nonFraction>)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net income (loss) attributable to noncontrolling interests</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:NetIncomeLossAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzQtMS0xLTEtMTEyMTUy_aa23be95-14e4-4baf-a381-ff75ee85538e">1,095</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:NetIncomeLossAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzQtMy0xLTEtMTEyMTUy_b95427e5-2cc4-4c0c-8cc1-2f85de08bc93">6,384</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:NetIncomeLossAttributableToNoncontrollingInterest" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzQtNS0xLTEtMTEyMTUy_fa121d1a-77ed-4790-9735-4625fa652e41">1,391</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) attributable to Annaly </span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzUtMS0xLTEtMTEyMTUy_358e9bac-f31c-4db7-88c0-7414c190c4d6">1,725,325</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzUtMy0xLTEtMTEyMTUy_e1b8bed7-f5d6-49f3-9ed9-4a560f886607">2,389,896</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:NetIncomeLoss" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzUtNS0xLTEtMTEyMTUy_8b7ab81e-ecc4-4f7d-b156-caedb39d1300">891,163</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends on preferred stock</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:PreferredStockDividendsAndOtherAdjustments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzYtMS0xLTEtMTEyMTUy_a6046448-51ed-43bf-933c-7b9a999be7d4">110,623</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:PreferredStockDividendsAndOtherAdjustments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzYtMy0xLTEtMTEyMTUy_5a483108-5287-4792-8fa2-f52496509da9">107,532</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" name="us-gaap:PreferredStockDividendsAndOtherAdjustments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzYtNS0xLTEtMTEyMTUy_4af3813c-ef24-4d27-8833-f0d0d7057d7b">142,036</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) available (related) to common stockholders</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzctMS0xLTEtMTEyMTUy_692471b0-fbe7-40ca-b3db-70700a952a1b">1,614,702</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="-3" name="us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzctMy0xLTEtMTEyMTUy_66c4cd7c-e931-41db-bf4c-2c9f94580d2c">2,282,364</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usd" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-3" sign="-" name="us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzctNS0xLTEtMTEyMTUy_b9015270-a378-4d4d-b85d-7911e9946e5c">1,033,199</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted average shares of common stock outstanding-basic</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="0" name="us-gaap:WeightedAverageNumberOfSharesOutstandingBasic" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEwLTEtMS0xLTExMjE1Mg_25cc43ad-c812-4c01-bf28-6b2ccbc9ec99">411,348,484</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="0" name="us-gaap:WeightedAverageNumberOfSharesOutstandingBasic" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEwLTMtMS0xLTExMjE1Mg_551f68b0-068a-4b5d-a1b0-61f87ef864e5">356,856,520</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="0" name="us-gaap:WeightedAverageNumberOfSharesOutstandingBasic" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEwLTUtMS0xLTExMjE1Mg_70a8eb91-8db6-4cea-aac2-1c12f20406b3">353,664,860</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Add: Effect of stock awards, if dilutive</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="0" name="us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzExLTEtMS0xLTExMjE1Mg_d6838cba-cc32-41a4-ab73-c7a924016faa">273,274</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="0" name="us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzExLTMtMS0xLTExMjE1Mg_e4a895bf-bc82-47e5-b821-519a35f15bb1">285,731</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="0" name="us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements" format="ixt:fixed-zero" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzExLTUtMS0xLTExMjE1Mg_6ae459f9-6b9c-4025-aeec-383ef6e7e9f5">&#8212;</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted average shares of common&#160; stock outstanding-diluted</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="0" name="us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEyLTEtMS0xLTExMjE1Mg_eaeb0d04-435d-4b5a-a64c-2c349c3424c0">411,621,758</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="0" name="us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEyLTMtMS0xLTExMjE1Mg_a2fab67f-3937-4930-ba34-c4198e3b1a5c">357,142,251</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="shares" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="0" name="us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding" format="ixt:num-dot-decimal" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEyLTUtMS0xLTExMjE1Mg_3afb3ff0-c3ca-4bd4-8f81-8792c1149fdc">353,664,860</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) per share available (related) to common share</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Basic</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="2" name="us-gaap:EarningsPerShareBasic" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE0LTEtMS0xLTExMjE1Mg_0038d2b7-b424-4fc3-aa22-034616be0c8f">3.93</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="2" name="us-gaap:EarningsPerShareBasic" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE0LTMtMS0xLTExMjE1Mg_59cd2f33-e036-4926-8b87-a2c2662e8f3a">6.40</ix:nonFraction>&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usdPerShare" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="2" sign="-" name="us-gaap:EarningsPerShareBasic" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE0LTUtMS0xLTExMjE1Mg_7211337f-6d87-41fd-913a-e76440ff7ca4">2.92</ix:nonFraction>)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Diluted</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="2" name="us-gaap:EarningsPerShareDiluted" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE1LTEtMS0xLTExMjE1Mg_f429cd77-ecce-46df-bffb-4a42fe8d6e68">3.92</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><ix:nonFraction unitRef="usdPerShare" contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231" decimals="2" name="us-gaap:EarningsPerShareDiluted" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE1LTMtMS0xLTExMjE1Mg_ed3456cf-8fff-4d40-9203-e43569f90a6c">6.39</ix:nonFraction>&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(<ix:nonFraction unitRef="usdPerShare" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="2" sign="-" name="us-gaap:EarningsPerShareDiluted" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE1LTUtMS0xLTExMjE1Mg_223e3804-4e2d-414a-9f1f-b9b1b706c246">2.92</ix:nonFraction>)</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The computations of diluted net income (loss) per share available (related) to common share for the years ended December 31, 2022 and 2020 exclude <ix:nonFraction unitRef="shares" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-5" name="us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90ZXh0cmVnaW9uOmE4NWY3ZWE1NTVjNDRhNmNhYmRiYjVlOTI4YjU1OGYwXzIxOTkwMjMyNTYwODM_d489db5a-d82a-4eab-8b1d-588910fcfad0">0.7</ix:nonFraction>&#160;million and <ix:nonFraction unitRef="shares" contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231" decimals="-5" name="us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90ZXh0cmVnaW9uOmE4NWY3ZWE1NTVjNDRhNmNhYmRiYjVlOTI4YjU1OGYwXzIxOTkwMjMyNTYyMzg_8e427896-123b-427b-87bf-bc8ad9e5ae13">1.0</ix:nonFraction>&#160;million, respectively, of potentially dilutive restricted stock units and performance stock units because their effect would have been anti-dilutive.</span></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_421"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:IncomeTaxDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzI0MTU_03a62b45-8106-4dd4-b230-044d64c6abf5" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">19. INCOME TAXES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For the year ended December 31, 2022 the Company was qualified to be taxed as a REIT under Code Sections 856 through 860. As a REIT, the Company will not incur federal income tax to the extent that it distributes its taxable income to its stockholders. To maintain qualification as a REIT, the Company must distribute at least 90% of its annual REIT taxable income to its stockholders and meet certain other requirements that relate to, among other things, assets it may hold, income it may generate and its stockholder composition. It is generally the Company&#8217;s policy to distribute <ix:nonFraction unitRef="number" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="INF" name="nly:PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzU3NQ_3069153e-60ec-47e1-b9e1-ddacbfc903f9">100</ix:nonFraction>% of its REIT taxable income. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To the extent there is any undistributed REIT taxable income at the end of a year, the Company distributes such shortfall within the next year as permitted by the Code.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company and certain of its direct and indirect subsidiaries, including Annaly TRS, Inc. and certain subsidiaries of Mountain Merger Sub Corp., have made separate joint elections to treat these subsidiaries as TRSs. As such, each of these TRSs is taxable as a domestic C corporation and subject to federal, state and local income taxes based upon their taxable income.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The provisions of ASC 740, Income Taxes (&#8220;ASC 740&#8221;), clarify the accounting for uncertainty in income taxes recognized in financial statements and prescribe a recognition threshold and measurement attribute for uncertain tax positions taken or expected to be taken on a tax return. ASC 740 also requires that interest and penalties related to unrecognized tax benefits be recognized in the financial statements. The Company does not have any unrecognized tax benefits that would affect its financial position. Thus, no accruals for penalties and interest were deemed necessary at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The state and local tax jurisdictions for which the Company is subject to tax-filing obligations recognize the Company&#8217;s status as a REIT and, therefore, the Company generally does not pay income tax in such jurisdictions. The Company may, however, be subject to certain minimum state and local tax filing fees as well as certain excise, franchise or business taxes. The Company&#8217;s TRSs are subject to federal, state and local taxes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the years ended December 31, 2022, 2021 and 2020 the Company recorded $<ix:nonFraction unitRef="usd" contextRef="ie5311f34d61b474a9595ed45f0bbc16b_D20220101-20221231" decimals="-5" name="us-gaap:IncomeTaxExpenseBenefit" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzIyMjk_978b1a20-02d9-4168-9a3b-608e2e9fcd84">45.6</ix:nonFraction> million, $<ix:nonFraction unitRef="usd" contextRef="ia2b5833fb5e04d1d917ef2f05059f1de_D20210101-20211231" decimals="-5" name="us-gaap:IncomeTaxExpenseBenefit" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzIyMzM_e4f3c1bf-12a0-40fa-8447-a1262bba3d0d">4.7</ix:nonFraction> million and ($<ix:nonFraction unitRef="usd" contextRef="ieff5cefe0c844f8594eaf15dcf595be5_D20200101-20201231" decimals="-5" sign="-" name="us-gaap:IncomeTaxExpenseBenefit" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzIyNDA_c573f652-5c20-4521-8f72-f1813991782e">28.4</ix:nonFraction>) million, respectively, of income tax expense (benefit) attributable to its TRSs. The Company&#8217;s federal, state and local tax returns from 2019 and forward remain open for examination.</span></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-34</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_424"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjQvZnJhZzo2OGJlNDgyMGJkN2E0NzRkOGNhMGQ0MmFmOTYyYzQxMy90ZXh0cmVnaW9uOjY4YmU0ODIwYmQ3YTQ3NGQ4Y2EwZDQyYWY5NjJjNDEzXzQwNDI_33734e95-fb2a-402b-a497-69deeb062897" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">20. RISK MANAGEMENT</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The primary risks to the Company are capital, liquidity and funding risk, investment/market risk, credit risk and operational risk. Interest rates are highly sensitive to many factors, including governmental monetary and tax policies, domestic and international economic and political considerations and other factors beyond the Company&#8217;s control. Changes in the general level of interest rates can affect net interest income, which is the difference between the interest income earned on interest earning assets and the interest expense incurred in connection with the interest bearing liabilities, by affecting the spread between the interest earning assets and interest bearing liabilities. Changes in the level of interest rates can also affect the value of the interest earning assets and the Company&#8217;s ability to realize gains from the sale of these assets. A decline in the value of the interest earning assets pledged as collateral for borrowings under repurchase agreements and derivative contracts could result in the counterparties demanding additional collateral or liquidating some of the existing collateral to reduce borrowing levels.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company may seek to mitigate the potential financial impact by entering into interest rate agreements such as interest rate swaps, interest rate swaptions and other hedges. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Weakness in the mortgage market, the shape of the yield curve, changes in the expectations for the volatility of future interest rates and deterioration of financial conditions in general may adversely affect the performance and market value of the Company&#8217;s investments. This could negatively impact the Company&#8217;s book value.&#160;Furthermore, if many of the Company&#8217;s lenders are unwilling or unable to provide additional financing, the Company could be forced to sell its&#160;investments at an inopportune time&#160;when prices are depressed. The Company has established policies and procedures for mitigating risks, including conducting scenario and sensitivity analyses and utilizing a range of hedging strategies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The payment of principal and interest on the Freddie Mac and Fannie Mae Agency mortgage-backed securities, which exclude CRT securities issued by Freddie Mac and Fannie Mae, is guaranteed by those respective agencies and the payment of principal and interest on Ginnie Mae Agency mortgage-backed securities is backed by the full faith and credit of the U.S. government.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company faces credit risk on the portions of its portfolio which are not guaranteed by the respective Agency or by the full faith and credit of the U.S. government. The Company is exposed to credit risk on commercial mortgage-backed securities, residential mortgage loans, CRT securities, other non-Agency mortgage-backed securities and corporate debt. MSR values may also be adversely impacted by rising borrower delinquencies which would reduce servicing income and increase overall costs to service the underlying mortgage loans. The Company is exposed to risk of loss if an issuer, borrower or counterparty fails to perform its obligations under contractual terms. The Company has established policies and procedures for mitigating credit risk, including reviewing and establishing limits for credit exposure, limiting transactions with specific counterparties, pre-purchase due diligence, maintaining qualifying collateral and continually assessing the creditworthiness of issuers, borrowers and counterparties, credit rating monitoring and active servicer oversight.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company depends on third-party service providers to perform various business processes related to its operations, including mortgage loan servicers and sub-servicers. The Company&#8217;s vendor management policy establishes procedures for engaging, onboarding and monitoring the performance of third-party vendors. These procedures include assessing a vendor&#8217;s financial health as well as oversight of its compliance with applicable laws and regulations, cybersecurity and business continuity programs and security of personally identifiable information.</span></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_427"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:RelatedPartyTransactionsDisclosureTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzI4MzM_692a3dc7-3aa0-4c9c-bf52-d3ab16c0cd0b" continuedAt="i7b5f590048b345cba178ebc2a77cfcfe" escape="true"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">21. RELATED PARTY TRANSACTIONS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Closing of the Internalization and Termination of Management Agreement</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On February 12, 2020, the Company entered into an internalization agreement (the &#8220;Internalization Agreement&#8221;) with the Former Manager and certain affiliates of the Former Manager. Pursuant to the Internalization Agreement, the Company agreed to acquire all of the outstanding equity interests of the Former Manager and the Former Manager&#8217;s direct and indirect parent companies from their respective owners (the &#8220;Internalization&#8221;) for nominal cash consideration ($<ix:nonFraction unitRef="usdPerShare" contextRef="id0ee1ed8eddd476fb9d87fb7a8ee9d28_I20200212" decimals="INF" name="us-gaap:TemporaryEquityRedemptionPricePerShare" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzU0MA_a68a2fa6-b75f-4e0e-95c2-61b890cf3d83">1.00</ix:nonFraction>). In connection with the closing of the Internalization, on June&#160;30, 2020, the Company acquired all of the assets and liabilities of the Former Manager (the net effect of which was immaterial in amount), and the Company transitioned from an externally-managed REIT to an internally-managed REIT. At the closing, all employees of the Former Manager became employees of the Company. The parties also terminated the Amended and Restated Management Agreement by and between the Company and the Former Manager (the &#8220;Management Agreement&#8221;) and therefore the Company no longer pays a management fee to, or reimburses expenses of, the Former Manager. Pursuant to the Internalization Agreement, the Former Manager waived any Acceleration Fee (as defined in the Management Agreement).</span></div></ix:nonNumeric><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-35</span></div></div></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:continuation id="i7b5f590048b345cba178ebc2a77cfcfe"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Prior to the closing of the Internalization, the Former Manager, under the Management Agreement and subject to the supervision and direction of the Board, was responsible for (i) the selection, purchase and sale of assets for the Company&#8217;s investment portfolio; (ii) recommending alternative forms of capital raising; (iii) supervising the Company&#8217;s financing and hedging activities; and (iv) day to day management functions.&#160;The Former Manager also performed such other supervisory and management services and activities relating to the Company&#8217;s assets and operations as appropriate.&#160;In exchange for the management services, the Company paid the Former Manager a monthly management fee, and the Former Manager was responsible for providing personnel to manage the Company. Prior to the closing of the Internalization, the Company had paid the Former Manager a monthly management fee for its management services in an amount equal to 1/12th of the sum of (i) 1.05% of Stockholders' Equity (as defined in the Management Agreement) up to $<ix:nonFraction unitRef="usd" contextRef="i95b8e3b07d97453187b1bcf8729ff3f3_I20200211" decimals="-7" name="nly:StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzIzNTU_8f9bb090-b4a2-4cb9-b3c2-05be3a19fb80">17.28</ix:nonFraction>&#160;billion, and (ii) <ix:nonFraction unitRef="number" contextRef="i28af6559c5914da7a046140ad277d925_D20200211-20200211" decimals="4" name="nly:MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzIzNjg_7e2dc82e-ef20-4aab-ba7c-bf5c6e9cbb7c">0.75</ix:nonFraction>% of Stockholders' Equity (as defined in the Management Agreement) in excess of $<ix:nonFraction unitRef="usd" contextRef="i95b8e3b07d97453187b1bcf8729ff3f3_I20200211" decimals="-7" name="nly:StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" format="ixt:num-dot-decimal" scale="9" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzI0NDk_07dd3c47-9945-4ae4-9311-088a7e272ea1">17.28</ix:nonFraction>&#160;billion.&#160;The Company did not pay the Former Manager any incentive fees.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For the six months ended June 30, 2020, the compensation and management fee computed in accordance with the Management Agreement was $<ix:nonFraction unitRef="usd" contextRef="idde5ba474a1a4f9f80b505fbbbafb28a_D20200101-20200630" decimals="-5" name="us-gaap:LaborAndRelatedExpense" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzI2NDk_7343d523-12f2-4d3c-9bf1-3886ded63caa">77.9</ix:nonFraction>&#160;million and reimbursement payments to the former manager was $<ix:nonFraction unitRef="usd" contextRef="i32368e832785429f98a364ed40e042c1_D20200101-20200630" decimals="-5" name="us-gaap:PaymentForManagementFee" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzI3MDU_7c3bd809-738a-47ef-b6ac-5ab8f9cd7eba">14.2</ix:nonFraction>&#160;million.</span></div></ix:continuation><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div id="i700770ee33434e33a71763c387c61302_433"></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:LesseeOperatingLeasesTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwNTU_002e6cb9-c9c8-4977-9122-815df7119e80" escape="true"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">22. LEASE COMMITMENTS AND CONTINGENCIES </span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s operating leases are primarily comprised of corporate office leases with a remaining lease terms of approximately <ix:nonNumeric contextRef="ib40d41b2ec1b455e8da67b2dbe0b6f2f_D20220101-20221231" name="nly:OperatingLeaseRemainingLeaseTerm" format="ixt-sec:durwordsen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzU0OTc1NTgxNTExMg_a1adbffb-ae76-47fd-abbb-7862e28a6f52">three years</ix:nonNumeric> and <ix:nonNumeric contextRef="i296056625e2343ddbaf5fb3e9e169217_D20220101-20221231" name="nly:OperatingLeaseRemainingLeaseTerm" format="ixt-sec:durwordsen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzU0OTc1NTgxNTEyNA_a9014374-0719-4033-9607-b5f3ff817617">five years</ix:nonNumeric>, respectively. The corporate office leases include options to extend for up to <ix:nonNumeric contextRef="i205a03da68bb4c84adef1a58acd432c3_I20221231" name="us-gaap:LesseeOperatingLeaseRenewalTerm" format="ixt-sec:durwordsen" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzIwNQ_421f94e8-c194-4a23-9b22-1c1254fb871e">five years</ix:nonNumeric>, however the extension terms were not included in the operating lease liability calculation. Leases with an initial term of 12 months or less are not recorded on the balance sheet. The Company recognizes lease expense for these leases on a straight-line basis over the lease term. The lease cost for the year ended December 31, 2022 was $<ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-5" name="us-gaap:OperatingLeaseCost" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzUyOA_35fdb2aa-5bc2-4267-a0a6-aa03074d1416">3.2</ix:nonFraction> million.</span></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="nly:LesseeOperatingLeasesSupplementalInformationTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwNjA_ab76f0f0-f20c-4381-8f11-9d1269574509" escape="true"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Supplemental information related to leases as of and for the year ended December 31, 2022 was as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.356%"><tr><td style="width:1.0%"></td><td style="width:38.414%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:31.655%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:26.631%"></td><td style="width:0.1%"></td></tr><tr style="height:11pt"><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Operating Leases</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Classification</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr style="height:8pt"><td colspan="9" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Operating lease right-of-use assets</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzMtMS0xLTEtMTEyMTUy_9594b59e-9bba-418e-b471-a7e7b0b9d8a7">Other assets</span></span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:OperatingLeaseRightOfUseAsset" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzMtMi0xLTEtMTEyMTUy_a3523c76-b8f1-4f3a-b7ad-d145f523b23b">8,872</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Operating lease liabilities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzYtMS0xLTEtMTEyMTUy_60097d50-cbdd-46c0-8873-9f3829f99931">Other liabilities</span></span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:OperatingLeaseLiability" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzYtMi0xLTEtMTEyMTUy_ece9acfe-b40c-4634-8abb-a3b8e82bf5be">11,265</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Lease term and discount rate</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average remaining lease term</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonNumeric contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" name="us-gaap:OperatingLeaseWeightedAverageRemainingLeaseTerm1" format="ixt-sec:duryear" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzktMi0xLTEtMTEyMTUy_ea215d3a-2540-403b-a179-c2f72b91dace">2.9</ix:nonNumeric> years</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average discount rate</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="number" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="3" name="us-gaap:OperatingLeaseWeightedAverageDiscountRatePercent" scale="-2" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzExLTItMS0xLTExMjE1Mg_03833eb7-c3f3-43be-b705-9fb92f9998c9">3.2</ix:nonFraction>%</span></td></tr><tr><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash paid for amounts included in the measurement of lease liabilities</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;&#160;&#160;Operating cash flows from operating leases</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" decimals="-3" name="us-gaap:OperatingLeasePayments" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzE1LTItMS0xLTExMjE1Mg_56bc4456-173d-4b45-b7e7-e34f0ff42f45">3,872</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="9" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the Company&#8217;s leases that do not provide an implicit rate, the Company uses an incremental borrowing rate based on the information available at adoption date in determining the present value of lease payments.</span></div></td></tr><tr><td colspan="3" style="display:none"></td></tr></table></div></ix:nonNumeric><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:LesseeOperatingLeaseLiabilityMaturityTableTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwNTE_3c742707-05a4-406e-8ecb-1dc7cc7d4de2" escape="true"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides details related to maturities of lease liabilities:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:53.362%"><tr><td style="width:1.0%"></td><td style="width:52.598%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:45.202%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity of Lease Liabilities</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Years ended December 31,</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2023</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzMtMS0xLTEtMTEyMTUy_95c93ba1-75b9-4315-b8ba-083788504d15">4,061</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2024</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueYearTwo" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzQtMS0xLTEtMTEyMTUy_18aa3112-fb21-42ae-b91c-e864603b8840">4,107</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2025</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueYearThree" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzUtMS0xLTEtMTEyMTUy_8091a2f3-3387-47b2-98fe-841fb457217e">3,149</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2026</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueYearFour" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzYtMS0xLTEtMTEyMTUy_c4582cec-9748-457d-9c51-4b74a4828043">261</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Later years</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzctMS0xLTEtMTEyMTUy_5082cd2c-d065-48d1-954b-f9a9681e25ed">291</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total lease payments</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:LesseeOperatingLeaseLiabilityPaymentsDue" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzgtMS0xLTEtMTEyMTUy_f904307c-6522-48ea-a748-e6a4b546f90d">11,869</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less imputed interest</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:LesseeOperatingLeaseLiabilityUndiscountedExcessAmount" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzktMS0xLTEtMTEyMTUy_1921b44b-114b-4b43-80f4-147f34f32056">604</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Present value of lease liabilities</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-3" name="us-gaap:OperatingLeaseLiability" format="ixt:num-dot-decimal" scale="3" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzEwLTEtMS0xLTExMjE1Mg_9a237814-43e5-4dd9-bbe3-63adc19733cd">11,265</ix:nonFraction></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"></td></tr></table></div></ix:nonNumeric><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:CommitmentsAndContingenciesPolicyTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwNjI_cbf3ff8c-98ab-4e71-a52b-d34784ad053d" continuedAt="ie0eccd6b36a84db88764537c59fd4855" escape="true">Contingencies</ix:nonNumeric></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"><ix:continuation id="ie0eccd6b36a84db88764537c59fd4855">From time to time, the Company is involved in various claims and legal actions arising in the ordinary course of business. In the opinion of management, the ultimate disposition of these matters will not have a material effect on the Company&#8217;s consolidated financial statements.</ix:continuation> There were <ix:nonFraction unitRef="usd" contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231" decimals="-5" name="us-gaap:LossContingencyAccrualAtCarryingValue" format="ixt:fixed-zero" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwMTI_1d0ae838-9a93-4921-a227-5893d3ddbfe6"><ix:nonFraction unitRef="usd" contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231" decimals="-5" name="us-gaap:LossContingencyAccrualAtCarryingValue" format="ixt:fixed-zero" scale="0" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwMTI_8c06e7e8-dcf2-489b-b94f-0b8ef609c1aa">no</ix:nonFraction></ix:nonFraction> material contingencies at December 31, 2022 and 2021.</span></div></ix:nonNumeric><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-36</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_439"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</span></div><div style="margin-bottom:6pt"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Financial Statements</span></div></div><ix:nonNumeric contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231" name="us-gaap:SubsequentEventsTextBlock" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzkvZnJhZzpjODBjNTQ0NDk5MTQ0YzM2YWJiMTZmYWY4NDI4MGQ1Yi90ZXh0cmVnaW9uOmM4MGM1NDQ0OTkxNDRjMzZhYmIxNmZhZjg0MjgwZDViXzQ1Mw_3df52529-468c-482d-aea7-cbd713875c8a" escape="true"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"></td><td style="width:98.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">23. SUBSEQUENT EVENTS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"></td></tr><tr><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In January 2023, the Company completed and closed the securitization of residential mortgage loans, OBX 2023-NQM1, with a  face value of $<ix:nonFraction unitRef="usd" contextRef="iaa31b793c5454e4b94b8b52c390bea8b_I20230131" decimals="-5" name="us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzkvZnJhZzpjODBjNTQ0NDk5MTQ0YzM2YWJiMTZmYWY4NDI4MGQ1Yi90ZXh0cmVnaW9uOmM4MGM1NDQ0OTkxNDRjMzZhYmIxNmZhZjg0MjgwZDViXzE2MQ_091eb91a-84cb-4434-a7fb-81542fd2b7db">405.2</ix:nonFraction>&#160;million. The securitization represents financing transactions which provided non-recourse financing to the Company collateralized by residential mortgage loans purchased by the Company.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In January 2023, the Company upsized capacity of an existing credit facility by $<ix:nonFraction unitRef="usd" contextRef="ifeadf2c3188046c0be11df1850d20335_I20230131" decimals="-6" name="nly:LineOfCreditFacilityMaximumBorrowingCapacityIncrease" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzkvZnJhZzpjODBjNTQ0NDk5MTQ0YzM2YWJiMTZmYWY4NDI4MGQ1Yi90ZXh0cmVnaW9uOmM4MGM1NDQ0OTkxNDRjMzZhYmIxNmZhZjg0MjgwZDViXzI3NDg3NzkwNzExMTI_3d8418ad-1c09-4a29-9ec5-67d404c3f439">200</ix:nonFraction>&#160;million for the Company&#8217;s residential mortgage loans.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In February 2023, the Company closed a $<ix:nonFraction unitRef="usd" contextRef="id542aa2518ab48d2a2db05d3dfe7fb7a_I20230228" decimals="-6" name="us-gaap:LineOfCreditFacilityMaximumBorrowingCapacity" format="ixt:num-dot-decimal" scale="6" id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzkvZnJhZzpjODBjNTQ0NDk5MTQ0YzM2YWJiMTZmYWY4NDI4MGQ1Yi90ZXh0cmVnaW9uOmM4MGM1NDQ0OTkxNDRjMzZhYmIxNmZhZjg0MjgwZDViXzI3NDg3NzkwNzExMjY_1f2e53cc-04df-4cd2-9cdc-699c4528acef">250</ix:nonFraction>&#160;million credit facility for Annaly&#8217;s MSR platform.</span></div></ix:nonNumeric><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.935%"><tr><td style="width:1.0%"></td><td style="width:48.256%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.957%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.603%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.957%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.603%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.957%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.603%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.964%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr style="height:3pt"><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><span><br/></span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.935%"><tr><td style="width:1.0%"></td><td style="width:48.256%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.957%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.603%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.957%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.603%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.957%"></td><td style="width:0.1%"></td><td style="width:0.1%"></td><td style="width:0.603%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:10.964%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr style="height:6pt"><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td><td colspan="3" style="padding:0 1pt"></td></tr></table></div><div style="margin-bottom:6pt;padding-left:36pt;padding-right:36pt;text-align:justify;text-indent:-36pt"><span><br/></span></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:6pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">F-37</span></div></div></div><div id="i700770ee33434e33a71763c387c61302_442"></div><hr style="page-break-after:always"/><div style="min-height:42.75pt;width:100%"><div style="margin-bottom:6pt"><span><br/></span></div></div><div style="margin-bottom:3pt;margin-top:12pt"><span style="color:#00316c;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:120%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;        &#160;&#160;&#160;&#160;  </span><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:120%">SIGNATURES</span><span style="color:#00316c;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:120%">       &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Pursuant to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="margin-top:5pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:39.163%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:58.637%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="padding:0 1pt"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Date: February 16, 2023</span></td><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">By: /s/ David L. Finkelstein</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">David L. Finkelstein</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Chief Executive Officer and Chief Investment Officer (Principal Executive Officer)</span></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Pursuant to the requirements of the Securities Exchange Act of 1934, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the date indicated.</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:33.599%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:43.263%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:19.838%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:justify;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Signature</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Title</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Date</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ David L. Finkelstein</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">David L. Finkelstein</span></div></td><td colspan="3" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Chief Executive Officer, Chief Investment Officer, and Director (Principal Executive Officer)<br/>&#160;</span></td><td colspan="3" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ Serena Wolfe</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Serena Wolfe</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Chief Financial Officer<br/>(Principal Financial Officer and Principal Accounting Officer)</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ Francine J. Bovich</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Francine J. Bovich</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Director</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ Wellington J. Denahan</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Wellington J. Denahan</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Director, Vice Chair of the Board</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ Thomas Edward Hamilton</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">          <br/>Thomas Edward Hamilton </span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Director</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ Kathy Hopinkah Hannan</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">                                   <br/>Kathy Hopinkah Hannan</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Director</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ Michael E. Haylon</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Michael E. Haylon</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Director, Chair of the Board</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ Eric A. Reeves</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Eric A. Reeves</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Director</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ John H. Schaefer</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">John H. Schaefer</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Director</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ Glenn A. Votek<br/></span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Glenn A. Votek</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Director</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%;text-decoration:underline">/s/ Vicki Williams</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Vicki Williams</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Director</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 16, 2023</span></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div style="margin-bottom:6pt"><span><br/></span></div><div style="margin-bottom:10pt;text-align:center"><span><br/></span></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="margin-bottom:10pt;text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">II-1</span></div></div></div></body></html>
</XBRL>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-4.10
<SEQUENCE>2
<FILENAME>a202210-knlyexhibit410.htm
<DESCRIPTION>EX-4.10
<TEXT>
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><html><head>
<!-- Document created using Wdesk -->
<!-- Copyright 2023 Workiva -->
<title>Document</title></head><body><div id="iefe671d969e94fbda3444257b55c19c1_1"></div><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Annaly Capital Management, Inc.</font></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">DESCRIPTION OF THE REGISTRANT&#8217;S SECURITIES</font></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">REGISTERED PURSUANT TO SECTION 12 OF THE</font></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">SECURITIES EXCHANGE ACT OF 1934</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">As of December 31, 2022, Annaly Capital Management, Inc. (&#8220;Annaly&#8221; or the &#8220;Company&#8221;) had four classes of securities registered under Section 12 of the Securities Exchange Act of 1934, as amended (the &#8220;Exchange Act&#8221;)&#58;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">common stock, $0.01 par value per share&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, $0.01 par value per share (&#8220;Series F Preferred Stock&#8221;)&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, $0.01 par value per share (&#8220;Series G Preferred Stock&#8221;)&#59; and</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">6.750% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, $0.01 par value per share (&#8220;Series I Preferred Stock&#8221;).</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Each of the Company&#8217;s securities registered under Section 12 of the Exchange Act are listed on The New York Stock Exchange.</font></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Description of Equity Securities</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The following description of the terms of our equity securities is only a summary. This summary is not complete and is qualified by the provisions of our charter and bylaws, which have been filed with the U.S. Securities and Exchange Commission (the &#8220;SEC&#8221;) and incorporated by reference herein, and the Maryland General Corporation Law (the &#8220;MGCL&#8221;).</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Authorized Stock</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">As of January 1, 2023, our charter provides that the total number of shares of stock of all classes which we have the authority to issue is 3,000,000,000 shares of capital stock, consisting of 2,936,500,000 shares of our common stock, 28,800,000 shares of Series F Preferred Stock, 17,000,000 shares of Series G Preferred Stock, and 17,700,000 shares of Series I Preferred Stock. The aggregate par value of all shares of stock having par value is $30,000,000.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Our Board of Directors (the &#8220;Board&#8221;) may classify and reclassify any unissued shares of capital stock by setting or changing in any one or more respects the preferences, conversion or other rights, voting powers, restrictions, limitations as to dividends and other distributions, qualifications or terms or conditions of redemption of such shares of stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Classification or Reclassification of Common Stock or Preferred Stock</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Our charter authorizes our Board to reclassify any unissued shares of stock into other classes or series of shares, to establish the number of shares in each class or series and to set the preferences, conversion and other rights, voting powers, restrictions, limitations, and restrictions on ownership, limitations as to dividends or other distributions, qualifications, and terms or conditions of redemption for each class or series.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Restrictions on Ownership and Transfer</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">To assist us in qualifying as a real estate investment trust (a &#8220;REIT&#8221;), among other purposes, our charter prohibits anyone from acquiring or holding, directly or constructively, ownership of 9.8% or more, in number of shares or value, of any class of our outstanding capital stock. We refer to this restriction as the &#8220;9.8% ownership limit.&#8221; For this purpose, the term &#8220;ownership&#8221; generally means either direct ownership or constructive ownership in accordance with the constructive ownership provisions of Section 544 of the Internal Revenue Code of 1986, as amended (the &#8220;Code&#8221;), as modified in Section 856(h) of the Code.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The constructive ownership provisions of Section 544 of the Code generally (a) attribute ownership of securities owned by a corporation, partnership, estate or trust proportionately to its stockholders, partners or beneficiaries&#59; (b) attribute ownership of securities owned by family members to other members of the same family&#59; and (c) set forth rules for attributing securities constructively owned by one person to another person. To determine whether a person holds or would hold capital stock in excess of the 9.8% ownership limit, a person will be treated as owning not only shares of capital stock actually owned, but also any shares of capital stock attributed to that person under the attribution rules described above. Accordingly, a person who individually owns less than 9.8% of the shares outstanding may nevertheless be in violation of the 9.8% ownership limit.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Any transfer of shares of capital stock that would cause us to be disqualified as a REIT or that would (a) create a direct or constructive ownership of shares of capital stock in excess of the 9.8% ownership limit, (b) result in the shares of capital stock being beneficially owned (within the meaning of Section 856(a) of the Code) by fewer than 100 persons (determined without reference to any rules of attribution), or (c) result in us being &#8220;closely held&#8221; within the meaning of Section 856(h) of the Code, will be null and void, and the intended transferee (the &#8220;purported transferee&#8221;) will acquire no rights to those shares. These restrictions on transferability and ownership will not apply if our Board determines that it is no longer in our best interests to attempt to, or to continue to, qualify as a REIT.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Any purported transfer of shares of capital stock that would result in a purported transferee owning (directly or constructively) shares of capital stock in excess of the 9.8% ownership limit due to the unenforceability of the transfer restrictions described above will constitute &#8220;excess securities.&#8221; Excess securities will be transferred by operation of law to a trust that we will establish for the exclusive benefit of a charitable organization or charitable organizations (the &#8220;charitable beneficiary&#8221;), until such time as the trustee of the trust retransfers the excess securities. The trustee will be a banking institution designated by us that is not affiliated with the purported transferee or us. While the excess securities are held in trust, the purported transferee will not be entitled to vote or to share in any dividends or other distributions with respect to the securities. Subject to the 9.8% ownership limit, excess securities may be transferred by the trust to any person (if such transfer would not result in excess securities). Upon such a transfer, the purported transferee shall receive a price for such excess securities equal to the lesser of (i) the price per share such purported transferee paid in the transfer that resulted in the excess securities (or, if the purported transferee did not give value for such excess securities (such as through a gift, devise or other transaction), a price per share equal to the Market Price (as defined in our charter) for the excess securities on the date of the purported transfer that resulted in the excess securities), or (ii) the price per share for the excess securities received by the trust from the sale or other disposition of the excess securities to the new owner, at which point the excess securities will automatically cease to be excess securities.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Upon a purported transfer of excess securities, the purported transferee will cease to be entitled to distributions, voting rights and other benefits with respect to the shares of capital stock except the right to payment of the purchase price for the shares of capital stock on the retransfer </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">of securities as provided above. Any dividend or distribution paid to a purported transferee on excess securities prior to our discovery that shares of capital stock have been transferred in violation of our charter shall be paid to the trust for the exclusive benefit of the charitable beneficiary. If any of the transfer restrictions in our charter are determined to be void, invalid or unenforceable by a court of competent jurisdiction, then the purported transferee of any excess securities may be deemed, at our option, to have acted as an agent on our behalf in acquiring the excess securities and to hold the excess securities on our behalf. All certificates representing shares of capital stock will bear a legend referring to the restrictions described above.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Any person who acquires shares in violation of our charter, or any person who is a purported transferee such that excess securities results, must immediately give written notice or, in the event of a proposed or attempted transfer that would be void as set forth above, give at least 15 days&#8217; prior written notice to us of such event and shall provide us such other information as we may request in order to determine the effect, if any, of the transfer on our qualification as a REIT. In addition, every record owner of more than 5.0% of the number or value of our outstanding shares of capital stock must send us an annual written notice by January 30 stating the name and address of the record owner, the number of shares beneficially owned and describing how the shares are held. Further, each beneficial owner and each person (including the stockholder of record) who is holding stock for a beneficial owner is required to disclose to us in information with respect to the direct and constructive ownership of shares as we may reasonably request in order to comply with the REIT provisions of the Code, to comply with the requirements of any taxing authority or governmental agency or to determine any such compliance.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding the above, our Board may increase or decrease the 9.8% ownership limit unless, after giving effect to any increased ownership limit, five or fewer persons could beneficially own, in the aggregate, more than 50% in value of the shares of our capital stock then outstanding. In addition, to the extent consistent with the REIT provisions of the Code, our Board may, upon receipt of a ruling from the IRS or an opinion of our tax advisor or other documents or evidence satisfactory to our Board and upon such other conditions as our Board may direct, waive the 9.8% ownership limit for a purchaser of our stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The provisions described above may inhibit market activity and may delay, defer or prevent a change in control or other transaction and the resulting opportunity for the holders of our capital stock to receive a premium for their shares that might otherwise exist in the absence of such provisions. Such provisions also may make us an unsuitable investment vehicle for any person seeking to obtain ownership of more than 9.8%, in number of shares or value, of the outstanding shares of any class or series of our capital stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Certain Provisions of Maryland Law and of Our Charter and Bylaws</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We have summarized certain terms and provisions of our charter and bylaws and the MGCL. This summary is not complete and is qualified by the provisions of our charter and bylaws, which are filed with the SEC and incorporated by reference herein, and the MGCL.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Number of Directors&#59; Vacancies and Removal of Directors</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;Our charter and bylaws provide that the number of directors we have may be established only by a majority of our Board of directors and may not be fewer than the minimum number required by the MGCL. Pursuant to our bylaws, the number of directors may not be more than 15. All directors will be elected to serve until the next annual meeting of stockholders and until their successors are duly elected and qualify. Our bylaws also provide that, except in the case of a vacancy, a majority of our Board must (i) meet the independence requirements under the rules </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">and regulations of the New York Stock Exchange as in effect from time to time and (ii) not be an officer, member or employee of the Company.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Our bylaws provide that any vacancy on our Board for any cause other than an increase in the number of directors may be filled by a majority of the remaining directors, even if such majority is less than a quorum&#59; provided, however, that, pursuant to Maryland law, stockholders will have the concurrent power to elect a director to fill a vacancy resulting from the removal of a director by a vote of the stockholders. Any vacancy on our Board created by an increase in the number of directors may be filled by a majority of the entire Board. Pursuant to the MGCL, a director may be removed at any time, with or without cause, upon the affirmative vote of a majority of the votes entitled to be cast in the election of directors.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Limitation of Liability and Indemnification of Directors and Officers</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The MGCL permits the charter of a Maryland corporation to include a provision limiting the liability of its directors and officers to the corporation and its stockholders for money damages, except to the extent that (1) it is proved that the person actually received an improper benefit or profit in money, property or services&#59; or (2) a judgment or other final adjudication adverse to the person is entered in a proceeding based on a finding that the person&#8217;s action, or failure to act, was the result of active and deliberate dishonesty and was material to the cause of action adjudicated in the proceeding. Our charter provides for elimination of the liability of our directors and officers to us or our stockholders for money damages to the maximum extent permitted by Maryland law from time to time.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The MGCL requires us (unless our charter were to provide otherwise, which it does not) to indemnify a director or officer who has been successful, on the merits or otherwise, in the defense of any proceeding to which he or she is made a party by reason of his or her service in that capacity. The MGCL permits us to indemnify our present and former directors and officers, among others, against judgments, penalties, fines, settlements and reasonable expenses actually incurred by them in connection with any proceeding to or in which they may be made or threatened to be made a party or witness by reason of their service in those or certain other capacities unless it is established that&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the act or omission of the director or officer was material to the matter giving rise to the proceeding and (a) was committed in bad faith or (b) was the result of active and deliberate dishonesty&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the director or officer actually received an improper personal benefit in money, property or services&#59; or</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">in the case of any criminal proceeding, the director or officer had reasonable cause to believe that the act or omission was unlawful.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The MGCL prohibits us from indemnifying a director or officer who has been adjudged liable in a suit by us or on our behalf or in which the director or officer was adjudged liable on the basis that a personal benefit was improperly received. A court may order indemnification if it determines that the director or officer is fairly and reasonably entitled to indemnification, even though the director or officer did not meet the prescribed standard of conduct or was adjudged liable on the basis that a personal benefit was improperly received&#59; however, indemnification for an adverse judgment in a suit by us or on our behalf, or for a judgment of liability on the basis that a personal benefit was improperly received, is limited to expenses.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In addition, the MGCL permits us to advance reasonable expenses to a director or officer upon our receipt of (a) a written affirmation by the director or officer of his or her good faith </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">belief that he or she has met the standard of conduct necessary for indemnification and (b) a written undertaking by him or her or on his or her behalf to repay the amount paid or reimbursed if it is ultimately determined that the standard of conduct was not met.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">To the maximum extent permitted by Maryland law, our charter and bylaws obligate us to indemnify any individual who is made or threatened to be made a party to or witness in a proceeding by reason of his or her service&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">as a director or officer of us&#59; or</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">while a director or officer and at our request, as a director, officer, trustee, member, manager or partner of another corporation, real estate investment trust, limited liability company, partnership, joint venture, trust, employee benefit plan or other enterprise,</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">in each case, from and against any claim or liability to which he or she may become subject or that he or she may incur by reason of his or her service in any of these capacities, and to pay or reimburse his or her reasonable expenses in advance of final disposition of a proceeding. Our charter and bylaws also permit us, with the approval of our Board, to indemnify and advance expenses to any individual who served any of our predecessors in any of the capacities described above and any employee or agent of ours or any of our predecessors.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Exclusive Forum</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Our bylaws provide that unless we consent in writing to the selection of an alternative forum, the Circuit Court for Baltimore City, Maryland, or if that court does not have jurisdiction, the United States District Court for the District of Maryland, Northern Division, will be the sole and exclusive forum for (1) any derivative action or proceeding brought on our behalf, (2) any action asserting a claim of breach of any duty owed by any director or officer or other employee of ours to us or our stockholders, (3) any action asserting a claim against us or any director or officer or other employee of ours arising pursuant to any provision of the MGCL or the our charter or our bylaws, or (4) any other action asserting a claim against us or any director or officer or other employee of ours that is governed by the internal affairs doctrine.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Maryland Business Combination Act</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The MGCL establishes special requirements for &#8220;business combinations&#8221; between a Maryland corporation and &#8220;interested stockholders&#8221; unless exemptions are applicable. An interested stockholder is defined as (i) any person who beneficially owns 10% or more of the voting power of a corporation&#8217;s then outstanding voting stock or (ii) an affiliate or associate of the corporation who, at any time within the two-year period immediately before the date in question, was the beneficial owner of 10% or more of the voting power of the corporation&#8217;s then outstanding voting stock. Among other things, the law prohibits for a period of five years a merger and other similar transactions between a corporation and an interested stockholder unless the corporation&#8217;s board of directors approves the transaction prior to the party becoming an interested stockholder. The five-year period runs from the most recent date on which the interested stockholder became an interested stockholder. The law also requires a supermajority stockholder vote for such transactions after the end of the five-year period. This means that the transaction must be approved by at least&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">80% of the votes entitled to be cast by holders of outstanding voting shares&#59; and</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">two-thirds of the votes entitled to be cast by holders of outstanding voting shares other than shares held by the interested stockholder or an affiliate or associate of the interested stockholder with whom the business combination is to be effected.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">These super-majority vote requirements do not apply if the corporation&#8217;s common stockholders receive a minimum price, as defined under the MGCL, for their shares in the form of cash or other consideration in the same form as previously paid by the interested stockholder for its shares.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The MGCL permits various exemptions from its provisions, including business combinations that are exempted by our Board before the time that the interested stockholder becomes an interested stockholder. Pursuant to the MGCL, we have elected not to be governed by the Maryland business combination statute. We made this election by opting out of this statute in our charter. If, however, we amend our charter to opt back in to the statute, which amendment would be subject to stockholder approval, the business combination statute could have the effect of discouraging offers to acquire us and of increasing the difficulty of consummating any such offers, even if our acquisition would be in our stockholders&#8217; best interests.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Maryland Control Share Acquisition Act</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Maryland law provides that &#8220;control shares&#8221; of a Maryland corporation acquired in a &#8220;control share acquisition&#8221; have no voting rights except to the extent approved by a vote of the other stockholders. Two-thirds of the shares eligible to vote must vote in favor of granting the &#8220;control shares&#8221; voting rights.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Shares held by (i) the person who has made or proposes to make such acquisition, (ii) any officer of the corporation and (iii) any employee of the corporation who is also a director of the corporation are not eligible to vote. &#8220;Control shares&#8221; are shares of stock that, taken together with all other shares of stock the acquirer previously acquired, would entitle the acquirer to exercise voting power in electing directors within one of the following ranges of voting power&#58;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">one-tenth or more but less than one-third of all voting power&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">one-third or more but less than a majority of all voting power&#59; or</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">a majority or more of all voting power.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Control shares do not include shares of stock the acquiring person is entitled to vote as a result of having previously obtained stockholder approval . A &#8220;control share acquisition&#8221; means the acquisition of control shares, subject to certain exceptions.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If a person who has made (or proposes to make) a control share acquisition satisfies certain conditions (including agreeing to pay expenses and making an &#8220;acquiring person statement&#8221; as described in the MGCL), he or she may compel our Board to call a special meeting of stockholders to consider the voting rights of the shares. If such a person makes no request for a meeting, we have the option to present the question at any stockholders&#8217; meeting.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If voting rights are not approved at a meeting of stockholders, then, subject to certain conditions and limitations, we may redeem any or all of the control shares (except those for which voting rights have previously been approved) for fair value. We will determine the fair value of the shares, without regard to the absence of voting rights, as of the date of either&#58;</font></div><div style="margin-bottom:12pt;padding-left:54pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the last control share acquisition&#59; or</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:54pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if we hold a meeting where stockholders consider and do not approve voting rights of the control shares, as of the date of such meeting.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If voting rights for control shares are approved at a stockholders&#8217; meeting and the acquirer becomes entitled to vote a majority of the shares of stock entitled to vote, all other stockholders may obtain rights as objecting stockholders and, thereunder, exercise appraisal rights. This means that stockholders would be able to force us to redeem such stock for fair value. Under Maryland law, the fair value may not be less than the highest price per share paid in the control share acquisition. Furthermore, certain limitations otherwise applicable to the exercise of dissenters&#8217; rights would not apply in the context of a control share acquisition. The control share acquisition statute would not apply to shares acquired in a merger, consolidation or share exchange if we were a party to the transaction. The control share acquisition statute could have the effect of discouraging offers to acquire us and of increasing the difficulty of consummating any such offers, even if our acquisition would be in our stockholders&#8217; best interests.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Amendment to Charter and Bylaws</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as provided in the MGCL, amendments to our charter must be advised by our Board and approved by the affirmative vote of our stockholders entitled to cast a majority of all of the votes entitled to be cast on the matter. Our bylaws may be amended by our Board or by the affirmative vote of our stockholders entitled to cast a majority of the votes entitled to be cast on the matter.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Subtitle 8</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Subtitle 8 of Title 3 of the MGCL permits a Maryland corporation with a class of equity securities registered under the Exchange Act and at least three independent directors to elect, by provision in its charter or bylaws or a resolution of its board of directors and notwithstanding any contrary provision in the charter or bylaws, to be subject to any or all of the following five provisions&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">a classified board&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">a two-thirds vote requirement for removing a director&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">a requirement that the number of directors be fixed only by vote of the directors&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">a requirement that a vacancy on the board be filled only by a vote of the remaining directors (whether or not they constitute a quorum) and for the remainder of the full term of the class of directors in which the vacancy occurred and until a successor is elected and qualifies&#59; or</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">a majority requirement for the calling of a special meeting of stockholders.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Although we have not specifically elected to be subject to any of the provisions of Subtitle 8, through provisions in our bylaws unrelated to Subtitle 8, we (1) require, unless called by the chair of our Board, our chief executive officer, our president or our Board, the request of stockholders entitled to cast not less than 25% of all the votes entitled to be cast at the meeting to call a special meeting of stockholders, and (2) allow a majority of our Board to fix the number of directors without stockholder approval.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Meetings of Stockholders</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Under our bylaws and pursuant to Maryland law, annual meetings of stockholders will be held each year at a date and at the time and place determined by our Board. Special meetings of stockholders may be called by our Board, the chair of our Board, our president or our chief executive officer. Additionally, subject to the provisions of our bylaws, special meetings of the stockholders to act on any matter must be called by our secretary upon the written request of stockholders entitled to cast not less than 25% of all the votes entitled to be cast on such matter at such meeting, or upon the written request of stockholders entitled to cast not less than a majority of all the votes entitled to be cast on such matter at such meeting if the request is to consider a substantially similar matter that was voted on at any special meeting in the preceding twelve months, in each case who have requested the special meeting in accordance with the procedures set forth in, and provided the information and certifications required by, our bylaws. Only matters set forth in the notice of the special meeting may be considered and acted upon at such a meeting. Our secretary will inform the requesting stockholders of the reasonably estimated cost of preparing and delivering the notice of meeting (including our proxy materials), and the requesting stockholder or stockholders must pay such estimated cost before our secretary may prepare and deliver the notice of the special meeting.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Advance Notice of Director Nominations and New Business</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Our bylaws provide that&#58;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">with respect to an annual meeting of stockholders, nominations of individuals for election to our Board and the proposal of business to be considered by stockholders at the annual meeting may be made only&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Courier New',monospace;font-size:12pt;font-weight:400;line-height:100%">o</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:10.8pt">pursuant to our notice of the meeting&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Courier New',monospace;font-size:12pt;font-weight:400;line-height:100%">o</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:10.8pt">by or at the direction of our Board&#59; or</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Courier New',monospace;font-size:12pt;font-weight:400;line-height:100%">o</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:10.8pt">by a stockholder who was a stockholder of record at the record date set by our Board for the meeting, at the time of giving of the notice of the meeting and at the time of the annual meeting (and any postponement or adjustment thereof), who is entitled to vote at the meeting in the election of each individual so nominated or on such other business and who has complied with the advance notice procedures set forth in, and provided the information and certifications required by, our bylaws&#59; and</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">with respect to special meetings of stockholders, only the business specified in our notice of meeting may be brought before the special meeting of stockholders, and nominations of individuals for election to our Board may be made only&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Courier New',monospace;font-size:12pt;font-weight:400;line-height:100%">o</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:10.8pt">by or at the direction of our Board&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Courier New',monospace;font-size:12pt;font-weight:400;line-height:100%">o</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:10.8pt">by a stockholder that has requested a special meeting be called for the purpose of electing directors in compliance with our bylaws&#59; or</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Courier New',monospace;font-size:12pt;font-weight:400;line-height:100%">o</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:10.8pt">provided that the meeting has been called in accordance with our bylaws for the purpose of electing directors, by a stockholder who is a stockholder of record at the record date set by our Board for the meeting, at the time of giving of the notice required by our bylaws and at the time of the meeting (and any postponement or adjustment thereof), who is entitled to vote at the meeting in the election of each individual so nominated and who has complied with the advance notice provisions set forth in, and provided the information and certifications required by, our bylaws.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The purpose of requiring stockholders to give advance notice of nominations and other proposals is to afford our Board and our stockholders the opportunity to consider the qualifications of the proposed nominees or the advisability of the other proposals and, to the extent considered necessary by our Board, to inform stockholders and make recommendations regarding the nominations or other proposals. Although our bylaws do not give our Board the power to disapprove timely stockholder nominations and proposals, our bylaws may have the effect of precluding a contest for the election of directors or proposals for other action if the proper procedures are not followed, and of discouraging or deterring a third party from conducting a solicitation of proxies to elect its own slate of directors to our Board or to approve its own proposal.</font></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Description of Common Stock</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The following description of the terms of our common stock is only a summary. This summary is not complete and is qualified by the provisions of our charter and bylaws, which have been filed with the SEC and incorporated by reference herein, and the MGCL.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">General</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Our charter provides that we may issue up to 2,936,500,000 shares of our common stock. All of the outstanding shares of the common stock are duly authorized, fully paid and nonassessable.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Voting</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Subject to our charter restrictions on ownership and transfer of our stock and the terms of any other class or series of our stock, including the Series F Preferred Stock, Series G Preferred Stock and Series I Preferred Stock, each outstanding share of our common stock entitles the holder thereof to one vote on all matters submitted to a vote of stockholders, including the election of directors. Cumulative voting in the election of directors is not permitted. Each nominee for director shall be elected by a majority of the votes cast. A majority of the votes cast means the affirmative vote of a majority of the total votes cast &#8220;for&#8221; and &#8220;against&#8221; such nominee. Notwithstanding the foregoing, a nominee for director shall be elected by a plurality of the votes cast if the number of nominees exceeds the number of directors to be elected. If an incumbent director fails to receive the required vote for re-election, under our current bylaws our Board is required to publicly disclose whether it has requested and accepted the resignation of such director and, if applicable, its decision regarding any tendered resignation and its rationale.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Dividends&#59; Liquidation&#59; Other Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of our common stock are entitled to receive dividends if and when authorized by our Board and declared by us out of legally available funds. The right of holders of our common stock to receive dividends is subordinate to the rights of holders of our preferred stock or other senior securities. If we liquidate, dissolve or wind-up, our holders of common stock will share ratably in all of our assets remaining after the payment of all of our liabilities and the payment of all liquidation and other preference amounts to holders of our preferred stock and other senior securities. Holders of our common stock have no preemptive or other subscription rights, and there are no conversion rights, or redemption or sinking fund provisions, relating to the shares of common stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Listing</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Company&#8217;s common stock is listed on The New York Stock Exchange under the trading symbol &#8220;NLY.&#8221;</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Transfer Agent and Registrar</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Computershare Inc. is the transfer agent and registrar for our common stock.</font></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Description of the Series F Preferred Stock</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The description of certain terms of the Series F Preferred Stock in this exhibit does not purport to be complete and is in all respects subject to, and qualified in its entirety by references to the relevant provisions of our charter, the articles supplementary for Series F Preferred Stock, our bylaws and Maryland law. In this section, (i) our &#8220;Junior Stock&#8221; means our common stock and any class or series of stock we may issue in the future that by its terms ranks junior to the Series F Preferred Stock with respect to the payment of dividends and the distribution of assets in the event of our liquidation, dissolution, or winding up, (ii) our &#8220;Parity Stock&#8221; means our Series G Preferred Stock, our Series I Preferred Stock, and any other class or series of stock issued by us from time to time that by its terms ranks on parity with the Series F Preferred Stock, Series G Preferred Stock and Series I Preferred Stock with respect to the payment of dividends and the distribution of assets in the event of our liquidation, dissolution or winding up, and (iii) our &#8220;Senior Stock&#8221; means any class or series of stock we may issue in the future that by its terms ranks senior to the Series F Preferred Stock with respect to the payment of dividends and the distribution of assets in the event of our liquidation, dissolution or winding up. The term &#8220;stock&#8221; does not include any convertible or exchangeable debt securities we may issue in the future.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">General</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Pursuant to our charter, our Board and a committee of the Board classified and designated 28,800,000 shares of the Series F Preferred Stock. Our Board may, without the approval of holders of Series F Preferred Stock, Series G Preferred Stock, Series I Preferred Stock or our common stock, designate additional classes or series of authorized preferred stock ranking junior to or on parity with the Series F Preferred Stock or designate additional shares of the Series F Preferred Stock and authorize the issuance of such shares.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Listing</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series F Preferred Stock is listed on the New York Stock Exchange under the symbol &#8220;NYL.F&#8221;.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Transfer Agent and Registrar</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The registrar, transfer agent and dividend and redemption price disbursing agent in respect of the Series F Preferred Stock is Computershare Inc.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Maturity</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series F Preferred Stock has no stated maturity and is not subject to any sinking fund or mandatory redemption. Shares of the Series F Preferred Stock will remain outstanding indefinitely unless we decide to redeem or otherwise repurchase them or they become convertible and are converted as described below under &#8220;&#8212;Conversion Rights.&#8221; We are not required to set apart for payment the funds to redeem the Series F Preferred Stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Ranking</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series F Preferred Stock ranks, with respect to rights to the payment of dividends and the distribution of assets upon our liquidation, dissolution or winding up&#58;</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">senior to all classes or series of our common stock and any other Junior Stock we may issue&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">on a parity with our Parity Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">junior to any Senior Stock we may issue&#59; and</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">effectively junior to all of our existing and future indebtedness (including indebtedness convertible into or exchangeable for our common stock or preferred stock) and the indebtedness of our existing and future subsidiaries.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Dividends</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of shares of the Series F Preferred Stock are entitled to receive, when, as and if authorized by our Board and declared by us, out of funds legally available for the payment of dividends, cumulative cash dividends. The initial dividend rate for the Series F Preferred Stock from and including the date of original issuance to, but not including, September 30, 2022 (the &#8220;Fixed Rate Period&#8221;) will be 6.95% of the $25.00 per share liquidation preference per annum (equivalent to $1.7375 per annum per share). On and after September 30, 2022 (the &#8220;Floating Rate Period&#8221;), dividends on the Series F Preferred Stock will accumulate at a percentage of the $25.00 liquidation preference equal to an annual floating rate of the Three-Month LIBOR Rate plus a spread of 4.993%. Dividends on the Series F Preferred Stock will accumulate daily and be cumulative from, and including, the date of original issue and will be payable quarterly in arrears on the last day of each March, June, September and December (each, a &#8220;dividend payment date&#8221;)&#59; provided that if any dividend payment date is not a business day, as defined in the articles supplementary classifying and designating the Series F Preferred Stock, then the dividend which would otherwise have been payable on that dividend payment date may be paid on the next succeeding business day with the same force and effect as if paid on such dividend payment date. No interest, additional dividends or sums in lieu of interest will be payable for the period from and after that dividend payment date to that next succeeding business day. Any dividend payable on the Series F Preferred Stock, including dividends payable for any partial Dividend Period, will be computed on the basis of a 360-day year consisting of twelve 30-day months. Dividends will be payable to holders of record as they appear on our stock records at the close of business on the applicable record date, which will be no fewer than ten days and no more than 35 days prior to the applicable dividend payment date, as shall be fixed by the board of directors (each, a &#8220;dividend record date&#8221;). The dividends payable on any dividend payment date shall include dividends accumulated to, but not including, such dividend payment date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For each Dividend Period during the Floating Rate Period, LIBOR (the London interbank offered rate) (&#8220;Three-Month LIBOR Rate&#8221;) will be determined by us, as of the applicable Dividend Determination Date (as defined below), in accordance with the following provisions&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">LIBOR will be the rate (expressed as a percentage per year) for deposits in U.S. dollars having an index maturity of three months, in amounts of at least $1,000,000, as such rate appears on &#8220;Reuters Page LIBOR01&#8221; at approximately 11&#58;00 a.m. (London time) on the relevant Dividend Determination Date&#59; or</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if no such rate appears on &#8220;Reuters Page LIBOR01&#8221; or if the &#8220;Reuters Page LIBOR01&#8221; is not available at approximately 11&#58;00 a.m. (London time) on the relevant Dividend Determination Date, then we will select four nationally-recognized banks in the London interbank market and request that the principal London offices of those four selected banks provide us with their offered quotation for deposits in U.S. dollars for a period of three months, commencing on the first day of the applicable Dividend Period, to prime banks in the London </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">interbank market at approximately 11&#58;00 a.m. (London time) on that Dividend Determination Date for the applicable Dividend Period. Offered quotations must be based on a principal amount equal to an amount that, in our discretion, is representative of a single transaction in U.S. dollars in the London interbank market at that time. If at least two quotations are provided, the Three-Month LIBOR Rate for such Dividend Period will be the arithmetic mean (rounded upward if necessary, to the nearest 0.00001 of 1%) of those quotations. If fewer than two quotations are provided, the Three-Month LIBOR Rate for such Dividend Period will be the arithmetic mean (rounded upward if necessary, to the nearest 0.00001 of 1%) of the rates quoted at approximately 11&#58;00 a.m. (New York City time) on that Dividend Determination Date for such Dividend Period by three nationally-recognized banks in New York, New York selected by us, for loans in U.S. dollars to nationally-recognized European banks (as selected by us), for a period of three months commencing on the first day of such Dividend Period. The rates quoted must be based on an amount that, in our discretion, is representative of a single transaction in U.S. dollars in that market at that time. If fewer than three New York City banks selected by us do not quote rates in the manner described above, the Three-Month LIBOR Rate for the applicable Dividend Period will be the same as for the immediately preceding Dividend Period, or, if there was no such Dividend Period, the dividend shall be calculated at the dividend rate in effect for the immediately preceding Dividend Period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Dividend Determination Date&#8221; means the London Business Day (as defined below) immediately preceding the first date of the applicable Dividend Period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Dividend Period&#8221; means the period from, and including, a dividend payment date to, but excluding, the next succeeding dividend payment date, except for the initial Dividend Period, which will be the period from, and including, the original issue date of the Series F Preferred Stock to, but excluding, December 31, 2017.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;London Business Day&#8221; means any day on which dealings in deposits in U.S. dollars are transacted in the London interbank market.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Reuters Page LIBOR01&#8221; means the display so designated on the Reuters 3000 Xtra (or such other page as may replace the LIBOR01 page on that service, or such other service as may be nominated by the ICE Benchmark Administration Limited, or ICE, or its successor, or such other entity assuming the responsibility of ICE or its successor in the event ICE or its successor no longer does so, as the successor service, for the purpose of displaying London interbank offered rates for U.S. dollar deposits).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">No dividends on shares of Series F Preferred Stock may be authorized by our Board or paid or set apart for payment by us at any time when the terms and provisions of any agreement of ours, including any agreement relating to our indebtedness, prohibit the authorization, payment or setting apart for payment thereof or provide that the authorization, payment or setting apart for payment thereof would constitute a breach of the agreement or a default under the agreement, or if the authorization, payment or setting apart for payment is restricted or prohibited by law.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding the foregoing, dividends on the Series F Preferred Stock will accumulate whether or not (i) the terms and provisions of any laws or agreements referred to in the preceding paragraph at any time prohibit the current payment of dividends, (ii) we have earnings, (iii) there are funds legally available for the payment of those dividends and (iv) those dividends are declared. No interest, or sum in lieu of interest, will be payable in respect of any dividend payment or payments on the Series F Preferred Stock which may be in arrears, and holders of </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Series F Preferred Stock will not be entitled to any dividends in excess of full cumulative dividends described above. Any dividend payment made on the Series F Preferred Stock will first be credited against the earliest accumulated but unpaid dividend due with respect to those shares.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Future dividends on our common stock and preferred stock, including the Series F Preferred Stock, will be at the discretion of our Board and will depend on, among other things, our results of operations, cash flow from operations, financial condition and capital requirements, the annual distribution requirements under the REIT provisions of the Code, applicable law, any debt service requirements and any other factors our Board deems relevant. Accordingly, we cannot guarantee that we will be able to make cash distributions on the Series F Preferred Stock or what the actual dividends will be for any future period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as noted below, unless full cumulative dividends on the Series F Preferred Stock have been or contemporaneously are declared and paid or declared and a sum sufficient for the payment thereof is set apart for payment for all past Dividend Periods, no dividends (other than in shares of our common stock or other Junior Stock we may issue) may be declared or paid or set apart for payment upon our common stock or other Junior Stock or our Parity Stock and no other distribution may be declared or made upon our common stock or other Junior Stock or our Parity Stock. In addition, our common stock and other Junior Stock or Parity Stock we may issue may not be redeemed, purchased or otherwise acquired for any consideration (or any moneys be paid to or made available for a sinking fund for the redemption of any such securities) by us (except by conversion into or exchange for shares of, or options, warrants or rights to purchase or subscribe for, our common stock or other Junior Stock we may issue or pursuant to an exchange offer made on the same terms to all holders of Series F Preferred Stock and all Parity Stock). The foregoing will not, however, prevent the redemption, purchase or acquisition by us of shares of any class or series of stock for the purpose of enforcing restrictions on transfer and ownership of our stock contained in our charter, including in order to preserve our qualification as a REIT, or the redemption, purchase or acquisition by us of shares of our common stock for purposes of and in compliance with any incentive or benefit plan of ours.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">When dividends are not paid in full (or a sum sufficient for such full payment is not so set apart) upon the Series F Preferred Stock and our Parity Stock, all dividends declared upon the Series F Preferred Stock and such Parity Stock must be declared pro rata so that the amount of dividends declared per share of Series F Preferred Stock and such Parity Stock will in all cases bear to each other the same ratio that accumulated dividends per share on the Series F Preferred Stock and such Parity Stock (which will not include any accrual in respect of unpaid dividends for prior Dividend Periods if such other Parity Stock do not have a cumulative dividend) bear to each other. No interest, or sum of money in lieu of interest, will be payable in respect of any dividend payment or payments on the Series F Preferred Stock which may be in arrears.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Liquidation Preference</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In the event of our voluntary or involuntary liquidation, dissolution or winding up, the holders of Series F Preferred Stock will be entitled to be paid out of the assets we have legally available for distribution to our stockholders, subject to the preferential rights of the holders of any Senior Stock, a liquidation preference of $25.00 per share, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the payment date, before any distribution of assets is made to holders of common stock or other Junior Stock we may issue&#59; and the holders of Series F Preferred Stock will not be entitled to any further payment.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In the event that, upon any such voluntary or involuntary liquidation, dissolution or winding up, our available assets are insufficient to pay the amount of the liquidating distributions </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">on all outstanding shares of Series F Preferred Stock, Series G Preferred Stock, Series I Preferred Stock and any other Parity Stock we may issue, then the holders of Series F Preferred Stock, Series G Preferred Stock, Series I Preferred Stock and such other Parity Stock will share ratably in any such distribution of assets in proportion to the full liquidating distributions to which they would otherwise be respectively entitled.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notice of any such liquidation stating the payment date or dates when, and the place or places where, the amounts distributable in each circumstance shall be payable, will be given no fewer than 30 days and no more than 60 days prior to the payment date, to each holder of record of Series F Preferred Stock at the address of such holder as it appears on our stock records. After payment of the full amount of the liquidating distributions to which they are entitled, the holders of Series F Preferred Stock will have no right or claim to any of our remaining assets. The consolidation, conversion or merger of us with or into any other corporation, trust or entity or of any other entity with or into us, the sale, lease, transfer or conveyance of all or substantially all of our property or business or a statutory share exchange, will not be deemed to constitute a liquidation, dissolution or winding up of us (although such events may give rise to the special optional redemption and contingent conversion rights described below).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In determining whether a distribution (other than upon voluntary or involuntary liquidation), by dividend, redemption or other acquisition of shares of stock or otherwise, is permitted under Maryland law with respect to any share of any class or series of our stock, amounts that would be needed, if we were to be dissolved at the time of the distribution, to satisfy the preferential rights upon dissolution of holders of shares of Series F Preferred Stock will not be added to our total liabilities.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Redemption</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series F Preferred Stock is not redeemable by us prior to September 30, 2022, except under circumstances where it is necessary to preserve our qualification as a REIT for U.S. federal income tax purposes (please see &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit) and except as described below under &#8220;&#8212;Special Optional Redemption&#8221; upon the occurrence of a Change of Control (as defined herein).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Optional Redemption</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">. On and after September 30, 2022, we may, at our option, upon not less than 30 nor more than 60 days&#8217; notice, redeem the Series F Preferred Stock, in whole or in part, at any time or from time to time, for cash at a redemption price of $25.00 per share, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the redemption date, without interest.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Special Optional Redemption</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">. Upon the occurrence of a Change of Control (as defined below), we may, at our option, upon not less than 30 nor more than 60 days&#8217; notice, redeem the Series F Preferred Stock, in whole or in part, within 120 days after the first date on which such Change of Control occurred, for cash at a redemption price of $25.00 per share, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the redemption date. If, prior to the Change of Control Conversion Date (as defined below), we have provided notice of our election to redeem some or all of the shares of Series F Preferred Stock (whether pursuant to our optional redemption right described above under &#8220;&#8212;Optional Redemption&#8221; or this special optional redemption right), the holders of Series F Preferred Stock will not have the Change of Control Conversion Right (as defined below) described below under &#8220;&#8212;Conversion Rights&#8221; with respect to the shares called for redemption.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">A &#8220;Change of Control&#8221; is deemed to occur when, after the original issuance of the Series F Preferred Stock, the following have occurred and are continuing&#58;</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the acquisition by any person, including any syndicate or group deemed to be a &#8220;person&#8221; under Section 13(d)(3) of the Exchange Act, of beneficial ownership, directly or indirectly, through a purchase, merger or other acquisition transaction or series of purchases, mergers or other acquisition transactions of our stock entitling that person to exercise more than 50% of the total voting power of all our stock entitled to vote generally in the election of our directors (except that such person will be deemed to have beneficial ownership of all securities that such person has the right to acquire, whether such right is currently exercisable or is exercisable only upon the occurrence of a subsequent condition)&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">following the closing of any transaction referred to in the bullet point above, neither we nor the acquiring or surviving entity has a class of common securities (or American Depositary Receipts representing such securities) listed on the NYSE, the NYSE American LLC or the Nasdaq Stock Market, or listed or quoted on an exchange or quotation system that is a successor to the NYSE, the NYSE American LLC or the Nasdaq Stock Market.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Redemption Procedures</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">. In the event we elect to redeem Series F Preferred Stock pursuant to our optional redemption right or our special optional redemption right, the notice of redemption will be given to each holder of record of Series F Preferred Stock called for redemption at such holder&#8217;s address as it appears on our stock records and will state the following&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the redemption date&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of shares of Series F Preferred Stock to be redeemed&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the redemption price&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the place or places where certificates (if any) for the Series F Preferred Stock are to be surrendered for payment of the redemption price&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">that dividends on the shares to be redeemed will cease to accumulate on the redemption date&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if applicable, that such redemption is being made in connection with a Change of Control and, in that case, a brief description of the transaction or transactions constituting such Change of Control&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if such redemption is being made in connection with a Change of Control, that the holders of the shares of Series F Preferred Stock being so called for redemption will not be able to tender such shares of Series F Preferred Stock for conversion in connection with the Change of Control and that each share of Series F Preferred Stock tendered for conversion that is called, prior to the Change of Control Conversion Date, for redemption will be redeemed on the related date of redemption instead of converted on the Change of Control Conversion Date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If less than all of the Series F Preferred Stock held by any holder is to be redeemed, the notice given to such holder shall also specify the number of shares of Series F Preferred Stock held by such holder to be redeemed. No failure to give such notice or any defect thereto or in the giving thereof will affect the validity of the proceedings for the redemption of any shares of Series F Preferred Stock, except as to the holder to whom notice was defective or not given.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of shares of Series F Preferred Stock to be redeemed must surrender such shares at the place designated in the notice of redemption and will be entitled to the redemption price and any accumulated and unpaid dividends payable upon the redemption following the surrender.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If notice of redemption of any shares of Series F Preferred Stock has been given and if we have irrevocably set apart for payment the funds necessary for redemption (including any accumulated and unpaid dividends) in trust for the benefit of the holders of the shares of Series F Preferred Stock so called for redemption, then from and after the redemption date (unless we default in providing for the payment of the redemption price plus accumulated and unpaid dividends, if any), dividends will cease to accumulate on those shares of Series F Preferred Stock, those shares of Series F Preferred Stock will no longer be deemed outstanding and all rights of the holders of those shares will terminate, except the right to receive the redemption price plus accumulated and unpaid dividends, if any, payable upon redemption.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If any redemption date is not a business day, then the redemption price and accumulated and unpaid dividends, if any, payable upon redemption may be paid on the next business day and no interest, additional dividends or other sums will accumulate on the amount payable for the period from and after that redemption date to that next business day.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If less than all of the outstanding shares of Series F Preferred Stock are to be redeemed, the shares of Series F Preferred Stock to be redeemed will be selected pro rata (as nearly as may be practicable without creating fractional shares) or by lot. If such redemption is to be by lot and if, as a result of such redemption, any holder of Series F Preferred Stock would own, or be deemed by virtue of certain attribution provisions of the Code to own, in excess of 9.8% in value or in number of shares (whichever is more restrictive) of any class or series of our stock (including the Series F Preferred Stock), or violate any other restriction or limitation of our stock set forth in our charter, then, except as otherwise provided in our charter, we will redeem the requisite number of shares of Series F Preferred Stock of that holder such that the holder will not own or be deemed by virtue of certain attribution provisions of the Code to own, subsequent to the redemption, in excess of 9.8% in value or in number of shares (whichever is more restrictive) of any class or series of our stock or violate any other restriction or limitation of our stock set forth in our charter. See the heading &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Immediately prior to any redemption of Series F Preferred Stock, we will pay, in cash, any accumulated and unpaid dividends to, but excluding, the redemption date, unless a redemption date falls after a dividend record date and prior to the corresponding dividend payment date, in which case each holder of Series F Preferred Stock at the close of business on such dividend record date will be entitled to the dividend payable on such shares on the corresponding dividend payment date notwithstanding the redemption of such shares before such dividend payment date. Except as provided above, we will make no payment or allowance for unpaid dividends, whether or not in arrears, on shares of the Series F Preferred Stock to be redeemed.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Unless full cumulative dividends on all shares of Series F Preferred Stock have been or contemporaneously are declared and paid or declared and a sum sufficient for the payment thereof has been or contemporaneously is set apart for payment for all past Dividend Periods, no shares of Series F Preferred Stock may be redeemed unless all outstanding shares of Series F Preferred Stock are simultaneously redeemed, and we may not purchase or otherwise acquire directly or indirectly any shares of Series F Preferred Stock (except by conversion into or exchange for shares of, or options, warrants or rights to purchase or subscribe for, our common stock or other Junior Stock we may issue or pursuant to a purchase or exchange offer made on the same terms to all holders of Series F Preferred Stock and all Parity Stock)&#59; provided, however, that the foregoing will not prevent the redemption, purchase or acquisition by us of </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">shares of Series F Preferred Stock for the purpose of enforcing restrictions on ownership and transfer of our stock contained in our charter, including in order to preserve our qualification as a REIT.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Subject to applicable law, we may purchase shares of Series F Preferred Stock in the open market, by tender or by privately negotiated transactions. Any shares of Series F Preferred Stock that we acquire, by redemption or otherwise, shall be reclassified as authorized but unissued shares of preferred stock, without designation as to class or series, and may thereafter be issued as any class or series of preferred stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Conversion Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Upon the occurrence of a Change of Control, each holder of Series F Preferred Stock will have the right (unless, prior to the Change of Control Conversion Date, we have provided notice of our election to redeem some or all of the shares of Series F Preferred Stock held by such holder as described above under &#8220;&#8212;Redemption,&#8221; in which case such holder will have the right only with respect to shares of Series F Preferred Stock that are not called for redemption) to convert some or all of the shares of the Series F Preferred Stock held by such holder (the &#8220;Change of Control Conversion Right&#8221;) on the Change of Control Conversion Date into a number of shares of our common stock per share of Series F Preferred Stock (the &#8220;Common Stock Conversion Consideration&#8221;) equal to the lesser of&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the quotient obtained by dividing (i) the sum of the $25.00 liquidation preference per share of Series F Preferred Stock, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the Change of Control Conversion Date (unless the Change of Control Conversion Date is after a dividend record date and prior to the corresponding dividend payment date for the Series F Preferred Stock, in which case no additional amount for such accumulated and unpaid dividends to be paid on such dividend payment date will be included in this sum) by (ii) the Common Stock Price, as defined below (such quotient, the &#8220;Conversion Rate&#8221;)&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">The &#8220;Share Cap,&#8221; originally, 4.19815, now 1.0495375 as a result of a reverse stock split of our common stock at a ratio of 1-for-4 (the &#8220;Reverse Stock Split&#8221;), subject to certain adjustments as described below.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding anything in our charter to the contrary and except as otherwise required by law, the persons who are the holders of record of shares of Series F Preferred Stock at the close of business on a dividend record date will be entitled to receive the dividend payable on the corresponding dividend payment date notwithstanding the conversion of those shares after such dividend record date and on or prior to such dividend payment date and, in such case, the full amount of such dividend will be paid on such dividend payment date to the persons who were the holders of record at the close of business on such dividend record date. Except as provided in this paragraph, we will make no allowance for unpaid dividends that are not in arrears on the shares of Series F Preferred Stock to be converted.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Share Cap is subject to pro rata adjustments for any share splits (including those effected pursuant to a distribution of our common stock to existing holders of our common stock), subdivisions or combinations (in each case, a &#8220;Share Split&#8221;) with respect to our common stock as follows&#58; the adjusted Share Cap as the result of a Share Split will be the number of shares of our common stock that is equivalent to the product obtained by multiplying (i) the Share Cap in effect immediately prior to such Share Split by (ii) a fraction, the numerator of which is the number of shares of our common stock outstanding immediately after giving effect </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">to such Share Split and the denominator of which is the number of shares of our common stock outstanding immediately prior to such Share Split.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For the avoidance of doubt, subject to the immediately succeeding paragraph, the aggregate number of shares of our common stock (or equivalent Alternative Conversion Consideration, as applicable) issuable or deliverable, as applicable, in connection with the exercise of the Change of Control Conversion Right will not exceed the product of the Share Cap then in effect times the aggregate number of shares of the Series F Preferred Stock issued and outstanding at the Change of Control Conversion Date (or equivalent Alternative Conversion Consideration, as applicable) (the &#8220;Exchange Cap&#8221;). The Exchange Cap is subject to pro rata adjustments for any Share Splits on the same basis as the corresponding adjustment to the Share Cap.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In the case of a Change of Control pursuant to which our common stock is or will be converted into cash, securities or other property or assets (including any combination thereof) (the &#8220;Alternative Form Consideration&#8221;), a holder of Series F Preferred Stock will receive upon conversion of such shares of the Series F Preferred Stock the kind and amount of Alternative Form Consideration which such holder would have owned or been entitled to receive upon the Change of Control had such holder held a number of shares of our common stock equal to the Common Stock Conversion Consideration immediately prior to the effective time of the Change of Control (the &#8220;Alternative Conversion Consideration&#8221;). The Common Stock Conversion Consideration or the Alternative Conversion Consideration, whichever shall be applicable to a Change of Control, is referred to as the &#8220;Conversion Consideration.&#8221;</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If the holders of our common stock have the opportunity to elect the form of consideration to be received in the Change of Control, the Conversion Consideration in respect of such Change of Control will be deemed to be the kind and amount of consideration actually received by holders of a majority of the outstanding shares of our common stock that made or voted for such an election (if electing between two types of consideration) or holders of a plurality of the outstanding shares of our common stock that made or voted for such an election (if electing between more than two types of consideration), as the case may be, and will be subject to any limitations to which all holders of our common stock are subject, including, without limitation, pro rata reductions applicable to any portion of the consideration payable in such Change of Control.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We will not issue fractional shares of our common stock upon the conversion of the Series F Preferred Stock in connection with a Change of Control. Instead, we will make a cash payment equal to the value of such fractional shares based upon the Common Stock Price used in determining the Common Stock Conversion Consideration for such Change of Control.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Within 15 days following the occurrence of a Change of Control, provided that we have not exercised our right to redeem all shares of Series F Preferred Stock pursuant to the redemption provisions described above, we will provide to holders of Series F Preferred Stock a notice of occurrence of the Change of Control that describes the resulting Change of Control Conversion Right, which notice shall be delivered to the holders of record of the shares of Series F Preferred Stock to their addresses as they appear on our stock records. No failure to give such notice or any defect thereto or in the giving thereof will affect the validity of the proceedings for the conversion of any shares of Series F Preferred Stock except as to the holder to whom notice was defective or not given. This notice will state the following&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the events constituting the Change of Control&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the date of the Change of Control&#59;</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the last date on which the holders of Series F Preferred Stock may exercise their Change of Control Conversion Right&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the method and period for calculating the Common Stock Price&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the Change of Control Conversion Date&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">that if, prior to the Change of Control Conversion Date, we have provided notice of our election to redeem all or any shares of Series F Preferred Stock, holders of Series F Preferred Stock that are subject to such notice of redemption will not be able to convert the shares of Series F Preferred Stock called for redemption and such shares will be redeemed on the related redemption date, even if such shares have already been tendered for conversion pursuant to the Change of Control Conversion Right&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if applicable, the type and amount of Alternative Conversion Consideration entitled to be received per share of Series F Preferred Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the name and address of the paying agent, transfer agent and conversion agent for the Series F Preferred Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the procedures that the holders of Series F Preferred Stock must follow to exercise the Change of Control Conversion Right (including procedures for surrendering shares of Series F Preferred Stock for conversion through the facilities of a Depositary (as defined below)), including the form of conversion notice to be delivered by such holders as described below&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the last date on which holders of Series F Preferred Stock may withdraw shares of Series F Preferred Stock surrendered for conversion and the procedures that such holders must follow to effect such a withdrawal.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Under such circumstances, we also will issue a press release containing such notice for publication on the Wall Street Journal, Business Wire, PR Newswire or Bloomberg Business News (or, if these organizations are not in existence at the time of issuance of the press release, such other news or press organization as is reasonably calculated to broadly disseminate the relevant information to the public), and post a notice on our website (if any), in any event prior to the opening of business on the first business day following any date on which we provide the notice described above to the holders of Series F Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">To exercise the Change of Control Conversion Right, the holders of Series F Preferred Stock will be required to deliver, on or before the close of business on the Change of Control Conversion Date, the certificates (if any) representing the shares of Series F Preferred Stock to be converted, duly endorsed for transfer (or, in the case of any shares of Series F Preferred Stock held in book-entry form through a Depositary or shares directly registered with the transfer agent therefor, to deliver, on or before the close of business on the Change of Control Conversion Date, the shares of Series F Preferred Stock to be converted through the facilities of such Depositary or through such transfer agent, respectively), together with a written conversion notice in the form provided by us, duly completed, to our transfer agent. The conversion notice must state&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the relevant Change of Control Conversion Date&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of shares of Series F Preferred Stock to be converted&#59; and</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">that the shares of the Series F Preferred Stock are to be converted pursuant to the applicable provisions of the articles supplementary designating the Series F Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The &#8220;Change of Control Conversion Date&#8221; is the date the Series F Preferred Stock is to be converted, which will be a business day selected by us that is no fewer than 20 days nor more than 35 days after the date on which we provide the notice described above to the holders of Series F Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The &#8220;Common Stock Price&#8221; is (i) if the consideration to be received in the Change of Control by the holders of our common stock is solely cash, the amount of cash consideration per share of our common stock or (ii) if the consideration to be received in the Change of Control by holders of our common stock is other than solely cash (x) the average of the closing sale prices per share of our common stock (or, if no closing sale price is reported, the average of the closing bid and ask prices per share or, if more than one in either case, the average of the average closing bid and the average closing ask prices per share) for the ten consecutive trading days immediately preceding, but not including, the date on which such Change of Control occurred as reported on the principal U.S. securities exchange on which our common stock is then traded, or (y) if our common stock is not then listed for trading on a U.S. securities exchange, the average of the last quoted bid prices for our common stock in the over-the-counter market as reported by OTC Markets Group Inc. or similar organization for the ten consecutive trading days immediately preceding, but not including, the date on which such Change of Control occurred.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of Series F Preferred Stock may withdraw any notice of exercise of a Change of Control Conversion Right (in whole or in part) by a written notice of withdrawal delivered to our transfer agent prior to the close of business on the business day prior to the Change of Control Conversion Date. The notice of withdrawal delivered by any holder must state&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of withdrawn shares of Series F Preferred Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if certificated shares of Series F Preferred Stock have been surrendered for conversion, the certificate numbers of the withdrawn shares of Series F Preferred Stock&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of shares of Series F Preferred Stock, if any, which remain subject to the holder&#8217;s conversion notice.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding the foregoing, if any shares of Series F Preferred Stock are held in book-entry form through The Depository Trust Company (&#8220;DTC&#8221;) or a similar depositary (each, a &#8220;Depositary&#8221;), the conversion notice and&#47;or the notice of withdrawal, as applicable, must comply with applicable procedures, if any, of the applicable Depositary.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Shares of Series F Preferred Stock as to which the Change of Control Conversion Right has been properly exercised and for which the conversion notice has not been properly withdrawn will be converted into the applicable Conversion Consideration in accordance with the Change of Control Conversion Right on the Change of Control Conversion Date, unless prior to the Change of Control Conversion Date we have provided notice of our election to redeem some or all of the shares of Series F Preferred Stock, as described above under &#8220;&#8212;Redemption,&#8221; in which case only the shares of Series F Preferred Stock properly surrendered for conversion and not properly withdrawn that are not called for redemption will be converted as aforesaid. If we elect to redeem shares of Series F Preferred Stock that would otherwise be converted into the applicable Conversion Consideration on a Change of Control Conversion Date, such shares of Series F Preferred Stock will not be so converted and the holders of such shares will be entitled </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">to receive on the applicable redemption date the redemption price described above under &#8220;&#8212;Redemption.&#8221;</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We will deliver all securities, cash and any other property owing upon conversion no later than the third business day following the Change of Control Conversion Date. Notwithstanding the foregoing, the persons entitled to receive any shares of our common stock or other securities delivered on conversion will be deemed to have become the holders of record thereof as of the Change of Control Conversion Date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In connection with the exercise of any Change of Control Conversion Right, we will comply with all applicable federal and state securities laws and stock exchange rules in connection with any conversion of shares of the Series F Preferred Stock into shares of our common stock or other property. Notwithstanding any other provision of the Series F Preferred Stock, no holder of Series F Preferred Stock will be entitled to convert such shares of the Series F Preferred Stock into shares of our common stock to the extent that receipt of such shares of common stock would cause such holder (or any other person) to violate the applicable restrictions on transfer and ownership of our stock contained in our charter, unless we provide an exemption from this limitation to such holder pursuant to the terms of our charter. Please see the section entitled &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Change of Control conversion feature may make it more difficult for a third party to acquire us or discourage a party from acquiring us.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as provided above in connection with a Change of Control, the Series F Preferred Stock is not convertible into or exchangeable for any other securities or property.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Voting Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of Series F Preferred Stock do not have any voting rights, except as set forth below.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Whenever dividends on any shares of Series F Preferred Stock are in arrears for six or more full quarterly Dividend Periods, whether or not consecutive, the number of directors constituting our Board will be automatically increased by two (if not already increased by two by reason of the election of directors by the holders of any other class or series of Parity Stock upon which like voting rights have been conferred and are exercisable) and the holders of Series F Preferred Stock, voting as a single class with holders of the Parity Stock upon which like voting rights have been conferred and are exercisable, will be entitled to vote for the election of those two additional directors at a special meeting called by us at the request of the holders of record of at least 25% of the outstanding shares of Series F Preferred Stock and all other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable to be held no later than 90 days after our receipt of such request (unless the request is received less than 90 days before the date fixed for the next annual or special meeting of our stockholders, in which case, such vote will be held at the earlier of the next annual or special meeting of the stockholders to the extent permitted by applicable law), and at each subsequent annual meeting until all dividends accumulated on the Series F Preferred Stock for all past Dividend Periods and the then current Dividend Period will have been fully paid. In that case, the right of holders of Series F Preferred Stock to elect any directors will cease and, unless there are other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable, the term of office of any directors elected by holders of Series F Preferred Stock will immediately terminate and the number of directors constituting the board of directors will be reduced accordingly. For the avoidance of doubt, in no event will the total number of directors elected by holders of Series F Preferred Stock (voting together as a single class with the Parity Stock upon </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">which like voting rights have been conferred and are exercisable) pursuant to these voting rights exceed two. The directors elected by the holders of the Series F Preferred Stock and the holders of the Parity Stock upon which like voting rights have been conferred and are exercisable will be elected by a plurality of the votes cast by the holders of the outstanding shares of Series F Preferred Stock when they have the voting rights described in this paragraph and the Parity Stock upon which like voting rights have been conferred and are exercisable (voting together as a single class) to serve until our next annual meeting of stockholders and until their successors are duly elected and qualify or until such directors&#8217; right to hold the office terminates as described above, whichever occurs earlier.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">On each matter on which holders of Series F Preferred Stock are entitled to vote, each share of Series F Preferred Stock will be entitled to one vote, except that when shares of any other class or series of preferred stock we may issue, including the Parity Stock, have the right to vote with the Series F Preferred Stock as a single class on any matter, the Series F Preferred Stock, the Parity Stock and each such other class or series of stock will have one vote for each $25.00 of liquidation preference (excluding accumulated dividends). If, at any time when the voting rights conferred upon the Series F Preferred Stock are exercisable, any vacancy in the office of a director elected by the holders of the Parity Stock upon which like voting rights have been conferred and are exercisable will occur, then such vacancy may be filled only by the remaining director or by vote of the holders of the outstanding Series F Preferred Stock and any other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Any director elected by holders of shares of Series F Preferred Stock and any class or series of Parity Stock upon which like voting rights have been conferred and are exercisable may be removed at any time, with or without cause, by the vote of, and may not be removed otherwise than by the vote of, the holders of record of a majority of the outstanding shares of Series F Preferred Stock and any class or series of Parity Stock we may issue when they have the voting rights described above (voting as a single class with all other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">So long as any shares of Series F Preferred Stock remain outstanding, we will not, without the affirmative vote or consent of the holders of at least two-thirds of the shares of Series F Preferred Stock, and Parity Stock upon which like voting rights have been conferred and are exercisable (voting together as a single class), (i) authorize, create, or increase the authorized or issued amount of, any class or series of Senior Stock or reclassify any of our authorized stock into such shares, or create or authorize or issue any obligation or security convertible into or evidencing the right to purchase any such shares or (ii) amend, alter or repeal the provisions of our charter, whether by merger, conversion, consolidation or otherwise, so as to materially and adversely affect any right, preference, privilege or voting power of the Series F Preferred Stock (each, an &#8220;Event&#8221;)&#59; provided, however, with respect to the occurrence of any event set forth in clause (ii) above, so long as the Series F Preferred Stock remains outstanding with the terms thereof materially unchanged, or the holders of Series F Preferred Stock receive shares of stock or other equity interests with rights, preferences, privileges and voting powers substantially the same as those of the Series F Preferred Stock, taking into account that upon the occurrence of an Event we may not be the successor entity, the occurrence of any such Event will not be deemed to materially and adversely affect the rights, preferences, privileges or voting power of holders of Series F Preferred Stock&#59; and, provided further, that any increase in the amount of the authorized or issued Series F Preferred Stock or the creation or issuance, or any increase in the amounts authorized of any Parity Stock, including the Series G Preferred Stock, Series I Preferred Stock, or Junior Stock will not be deemed to materially and adversely affect the rights, preferences, privileges or voting powers of holders of Series F Preferred Stock. Notwithstanding the foregoing, if any amendment, alteration or repeal of any provision of our charter would materially and adversely affect the rights, preferences or privileges of the Series F Preferred </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Stock disproportionately relative to other classes or series of Parity Stock, including the Series G Preferred Stock and Series I Preferred Stock, then the affirmative vote or consent of the holders of at least two-thirds of the outstanding shares of Series F Preferred Stock (voting as a separate class) shall also be required.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The foregoing voting provisions will not apply if, at or prior to the time when the act with respect to which such vote would otherwise be required shall be effected, all outstanding shares of Series F Preferred Stock have been redeemed or called for redemption upon proper notice and sufficient funds have been irrevocably set apart to effect such redemption.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as expressly stated in our charter or as may be required by applicable law, the Series F Preferred Stock do not have any relative, participating, optional or other special voting rights or powers and the consent of the holders thereof will not be required for the taking of any corporate action. The holders of Series F Preferred Stock have exclusive voting rights on any amendment to our charter that would alter the contract rights, as expressly set forth in the charter, of only the Series F Preferred Stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Information Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">During any period in which we are not subject to Section 13 or 15(d) of the Exchange Act and any shares of Series F Preferred Stock are outstanding, we will use our best efforts to (i) transmit through our website at http&#58;&#47;&#47;www.annaly.com (or other permissible means under the Exchange Act) copies of the Annual Reports on Form 10-K and Quarterly Reports on Form 10-Q that we would have been required to file with the SEC pursuant to Section 13 or 15(d) of the Exchange Act if we were subject thereto (other than any exhibits that would have been required). We will use our best efforts to provide such reports on our website within 15 days after the respective dates by which we would have been required to file such reports with the SEC if we were subject to Section 13 or 15(d) of the Exchange Act and we were a &#8220;non-accelerated filer&#8221; within the meaning of the Exchange Act.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Restrictions on Transfer and Ownership</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">To assist us in qualifying as a REIT, our charter prohibits anyone from acquiring or holding, directly or constructively, ownership of 9.8%, in number of shares or value, of each class or series of our outstanding shares. For this purpose the term &#8220;ownership&#8221; generally means either direct ownership or constructive ownership in accordance with the constructive ownership provisions of Section 544 of the Code, as modified in Section 856(h) of the Code. These provisions may restrict the ability of a holder of Series F Preferred Stock to convert such stock into our common stock as described above under &#8220;&#8212;Conversion Rights.&#8221; Our board of directors may, in its sole discretion, exempt a person from the 9.8% ownership limit under certain circumstances as described under &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For further information regarding restrictions on ownership and transfer of the Series F Preferred Stock, please see the section entitled &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Preemptive Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">No holders of Series F Preferred Stock, as holders of Series F Preferred Stock, have any preemptive rights to purchase or subscribe for our common stock or any of our other securities.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Book-Entry Procedures</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">DTC acts as securities depositary for the Series F Preferred Stock, which were issued in the form of global securities held in book-entry form. We will not issue certificates to holders of the Series F Preferred Stock for the shares of Series F Preferred Stock that are purchased, unless DTC&#8217;s services are discontinued as described below.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Title to book-entry interests in the Series F Preferred Stock will pass by book-entry registration of the transfer within the records of DTC in accordance with its procedures. Book-entry interests in the securities may be transferred within DTC in accordance with procedures established for these purposes by DTC. Each person owning a beneficial interest in shares of the Series F Preferred Stock must rely on the procedures of DTC and the participant through which such person owns its interest to exercise its rights as a holder of the Series F Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">DTC has advised us that it is a limited-purpose trust company organized under the New York Banking Law, a member of the Federal Reserve System, a &#8220;clearing corporation&#8221; within the meaning of the New York Uniform Commercial Code and a &#8220;clearing agency&#8221; registered under the provisions of Section 17A of the Exchange Act. DTC holds securities that its participants (&#8220;Direct Participants&#8221;) deposit with DTC. DTC also facilitates the settlement among Direct Participants of securities transactions, such as transfers and pledges, in deposited securities through electronic computerized book-entry changes in Direct Participants&#8217; accounts, thereby eliminating the need for physical movement of securities certificates. Direct Participants include securities brokers and dealers, banks, trust companies, clearing corporations, and certain other organizations. Access to the DTC system is also available to others such as securities brokers and dealers, including the underwriters, banks and trust companies that clear through or maintain a custodial relationship with a Direct Participant, either directly or indirectly (&#8220;Indirect Participants&#8221;). The rules applicable to DTC and its Direct and Indirect Participants are on file with the SEC.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">When shares of Series F Preferred Stock are purchased within the DTC system, the purchase must be by or through a Direct Participant. The Direct Participant will receive a credit for the Series F Preferred Stock on DTC&#8217;s records. Holders of the Series F Preferred Stock will be considered to be the &#8220;beneficial owner&#8221; of the Series F Preferred Stock. Such beneficial ownership interest will be recorded on the Direct and Indirect Participants&#8217; records, but DTC will have no knowledge of individual ownership. DTC&#8217;s records reflect only the identity of the Direct Participants to whose accounts shares of Series F Preferred Stock are credited.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of the Series F Preferred Stock will not receive written confirmation from DTC of the purchase. The Direct or Indirect Participants through whom the Series F Preferred Stock were purchased should send such holders written confirmations providing details of the transactions, as well as periodic statements of the holdings. The Direct and Indirect Participants are responsible for keeping an accurate account of the holdings of their customers.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Transfers of ownership interests held through Direct and Indirect Participants will be accomplished by entries on the books of Direct and Indirect Participants acting on behalf of the beneficial owners.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Conveyance of notices and other communications by DTC to Direct Participants, by Direct Participants to Indirect Participants, and by Direct Participants and Indirect Participants to beneficial owners will be governed by arrangements among them, subject to any statutory or regulatory requirements as may be in effect from time to time.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We understand that, under DTC&#8217;s existing practices, in the event that we request any action of the holders, or an owner of a beneficial interest in a global security, such as a holder of the Series F Preferred Stock, desires to take any action which a holder is entitled to take under our charter (including the articles supplementary designating the Series F Preferred Stock), DTC </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">would authorize the Direct Participants holding the relevant shares to take such action, and those Direct Participants and any Indirect Participants would authorize beneficial owners owning through those Direct and Indirect Participants to take such action or would otherwise act upon the instructions of beneficial owners owning through them.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Any redemption notices with respect to the Series F Preferred Stock will be sent to Cede &#38; Co. If less than all of the outstanding shares of Series F Preferred Stock are being redeemed, DTC will reduce each Direct Participant&#8217;s holdings of shares of Series F Preferred Stock in accordance with its procedures.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In those instances where a vote is required, neither DTC nor Cede &#38; Co. itself will consent or vote with respect to the shares of Series F Preferred Stock. Under its usual procedures, DTC would mail an omnibus proxy to us as soon as possible after the record date. The omnibus proxy assigns Cede &#38; Co.&#8217;s consenting or voting rights to those Direct Participants whose accounts the shares of Series F Preferred Stock are credited to on the record date, which are identified in a listing attached to the omnibus proxy.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Dividends on the Series F Preferred Stock will be made directly to DTC&#8217;s nominee (or its successor, if applicable). DTC&#8217;s practice is to credit participants&#8217; accounts on the relevant payment date in accordance with their respective holdings shown on DTC&#8217;s records unless DTC has reason to believe that it will not receive payment on that payment date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Payments by Direct and Indirect Participants to beneficial owners will be governed by standing instructions and customary practices, as is the case with securities held for the accounts of customers in bearer form or registered in &#8220;street name.&#8221; These payments will be the responsibility of the participant and not of DTC, us or any agent of ours.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">DTC may discontinue providing its services as securities depositary with respect to the Series F Preferred Stock at any time by giving reasonable notice to us. Additionally, we may decide to discontinue the book-entry only system of transfers with respect to the Series F Preferred Stock. In that event, we will print and deliver certificates in fully registered form for the Series F Preferred Stock. If DTC notifies us that it is unwilling to continue as securities depositary, or it is unable to continue or ceases to be a clearing agency registered under the Exchange Act and a successor depositary is not appointed by us within 90 days after receiving such notice or becoming aware that DTC is no longer so registered, we will issue the Series F Preferred Stock in definitive form, at our expense, upon registration of transfer of, or in exchange for, such global security.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">According to DTC, the foregoing information with respect to DTC has been provided to the financial community for informational purposes only and is not intended to serve as a representation, warranty or contract modification of any kind.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Global Clearance and Settlement Procedures</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Secondary market trading among DTC&#8217;s Participants will occur in the ordinary way in accordance with DTC&#8217;s rules and will be settled in immediately available funds using DTC&#8217;s Same-Day Funds Settlement System.</font></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Description of the Series G Preferred Stock</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The description of certain terms of the Series G Preferred Stock in this exhibit does not purport to be complete and is in all respects subject to, and qualified in its entirety by references to the relevant provisions of our charter, the articles supplementary for Series G Preferred Stock, our bylaws and Maryland law. In this section, (i) our &#8220;Junior Stock&#8221; means our common stock </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">and any class or series of stock we may issue in the future that by its terms ranks junior to the Series G Preferred Stock with respect to the payment of dividends and the distribution of assets in the event of our liquidation, dissolution, or winding up, (ii) our &#8220;Parity Stock&#8221; means our Series F Preferred Stock, our Series I Preferred Stock, and any other class or series of stock issued by us from time to time that by its terms ranks on parity with the Series F Preferred Stock, Series G Preferred Stock and Series I Preferred Stock with respect to the payment of dividends and the distribution of assets in the event of our liquidation, dissolution or winding up, and (iii) our &#8220;Senior Stock&#8221; means any class or series of stock we may issue in the future that by its terms ranks senior to the Series G Preferred Stock with respect to the payment of dividends and the distribution of assets in the event of our liquidation, dissolution or winding up. The term &#8220;stock&#8221; does not include any convertible or exchangeable debt securities we may issue in the future.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">General</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Pursuant to our charter, our Board and a committee of the Board classified and designated 17,000,000 shares of the Series G Preferred Stock. Our Board may, without the approval of holders of Series F Preferred Stock, Series G Preferred Stock, Series I Preferred Stock or our common stock, designate additional classes or series of authorized preferred stock ranking junior to or on parity with the Series G Preferred Stock or designate additional shares of the Series G Preferred Stock and authorize the issuance of such shares.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Listing</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series G Preferred Stock is listed on the New York Stock Exchange under the symbol &#8220;NYL.G&#8221;.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Transfer Agent and Registrar</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The registrar, transfer agent and dividend and redemption price disbursing agent in respect of the Series G Preferred Stock is Computershare Inc.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Maturity</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series G Preferred Stock has no stated maturity and is not subject to any sinking fund or mandatory redemption. Shares of the Series G Preferred Stock will remain outstanding indefinitely unless we decide to redeem or otherwise repurchase them or they become convertible and are converted as described below under &#8220;&#8212;Conversion Rights.&#8221; We are not required to set apart for payment the funds to redeem the Series G Preferred Stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Ranking</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series G Preferred Stock ranks, with respect to rights to the payment of dividends and the distribution of assets upon our liquidation, dissolution or winding up&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">senior to all classes or series of our common stock and any other Junior Stock we may issue&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">on a parity with our Parity Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">junior to any Senior Stock we may issue&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">effectively junior to all of our existing and future indebtedness (including indebtedness convertible into or exchangeable for our common stock or preferred stock) and the indebtedness of our existing and future subsidiaries.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Dividends</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of shares of the Series G Preferred Stock are entitled to receive, when, as and if authorized by our Board and declared by us, out of funds legally available for the payment of dividends, cumulative cash dividends. The initial dividend rate for the Series G Preferred Stock from and including the date of original issuance to, but not including, March 31, 2023 (the &#8220;Fixed Rate Period&#8221;) will be 6.50% of the $25.00 per share liquidation preference per annum (equivalent to $1.625 per annum per share). On and after March 31, 2023 (the &#8220;Floating Rate Period&#8221;), dividends on the Series G Preferred Stock will accumulate at a percentage of the $25.00 liquidation preference equal to an annual floating rate of the Three-Month LIBOR Rate plus a spread of 4.172%. Dividends on the Series G Preferred Stock will accumulate daily and be cumulative from, and including, the date of original issue and will be payable quarterly in arrears on the last day of each March, June, September and December (each, as may be modified as provided below, a &#8220;dividend payment date&#8221;). If any dividend payment date up to and including the scheduled March 31, 2023 dividend payment date is not a business day, as defined in the articles supplementary classifying and designating the Series G Preferred Stock, then the dividend which would otherwise have been payable on that dividend payment date may be paid on the next succeeding business day with the same force and effect as if paid on such dividend payment date, and no interest, additional dividends or sums in lieu of interest will be payable for the period from and after that dividend payment date to that next succeeding business day. If any dividend payment date thereafter is not a business day, then the dividend payment date will be postponed to the next succeeding business day, unless that day falls in the next calendar month, in which case the dividend payment date will be brought forward to the immediately preceding day that is a business day, and, in either case, dividends will accrue to, but excluding, the actual payment day. Dividends payable on the Series G Preferred Stock for the Fixed Rate Period will be computed on the basis of a 360-day year consisting of twelve 30-day months. Dividends payable on the Series G Preferred Stock for the Floating Rate Period will be computed based on the actual number of days in a Dividend Period and a 360-day year. Dividends will be payable to holders of record as they appear on our stock records at the close of business on the applicable record date, which will be no fewer than ten days and no more than 35 days prior to the applicable dividend payment date, as shall be fixed by the board of directors (each, a &#8220;dividend record date&#8221;). The dividends payable on any dividend payment date shall include dividends accumulated to, but not including, such dividend payment date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For each Dividend Period during the Floating Rate Period, LIBOR (the London interbank offered rate) (&#8220;Three-Month LIBOR Rate&#8221;) will be determined by us, as of the applicable Dividend Determination Date (as defined below), in accordance with the following provisions&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">LIBOR will be the rate (expressed as a percentage per year) for deposits in U.S. dollars having an index maturity of three months, in amounts of at least $1,000,000, as such rate appears on &#8220;Reuters Page LIBOR01&#8221; at approximately 11&#58;00 a.m. (London time) on the relevant Dividend Determination Date&#59; or</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if no such rate appears on &#8220;Reuters Page LIBOR01&#8221; or if the &#8220;Reuters Page LIBOR01&#8221; is not available at approximately 11&#58;00 a.m. (London time) on the relevant Dividend Determination Date, then we will select four nationally-recognized banks in the London interbank market and request that the principal London offices of those four selected banks provide us with their offered quotation for deposits in U.S. dollars for a period of three months, commencing on the first day of the applicable Dividend Period, to prime banks in the London interbank market at approximately 11&#58;00 a.m. (London time) on that Dividend Determination Date for the applicable Dividend Period. Offered quotations must be based on a principal amount equal to an amount that, in our discretion, is representative of a single transaction in U.S. dollars in the London interbank </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">market at that time. If at least two quotations are provided, the Three-Month LIBOR Rate for such Dividend Period will be the arithmetic mean (rounded upward if necessary, to the nearest 0.00001 of 1%) of those quotations. If fewer than two quotations are provided, the Three-Month LIBOR Rate for such Dividend Period will be the arithmetic mean (rounded upward if necessary, to the nearest 0.00001 of 1%) of the rates quoted at approximately 11&#58;00 a.m. (New York City time) on that Dividend Determination Date for such Dividend Period by three nationally-recognized banks in New York, New York selected by us, for loans in U.S. dollars to nationally-recognized European banks (as selected by us), for a period of three months commencing on the first day of such Dividend Period. The rates quoted must be based on an amount that, in our discretion, is representative of a single transaction in U.S. dollars in that market at that time. If no quotation is provided as described above, then if a Calculation Agent (as defined below) has not been appointed at such time, we will appoint a Calculation Agent who shall, after consulting such sources as it deems comparable to any of the foregoing quotations or display page, or any such source as it deems reasonable from which to estimate LIBOR or any of the foregoing lending rates, shall determine LIBOR for the second London Business Day immediately preceding the first day of such distribution period in its sole discretion. If the Calculation Agent is unable or unwilling to determine LIBOR as provided in the immediately preceding sentence, then LIBOR will be equal to Three-Month LIBOR for the then current Dividend Period, or, in the case of the first Dividend Period in the Floating Rate Period, the most recent dividend rate that would have been determined based on the last available Reuters Page LIBOR01 had the Floating Rate Period been applicable prior to the first Dividend Period in the Floating Rate Period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding the foregoing, if we determine on the relevant Dividend Determination Date that the LIBOR base rate has been discontinued, then we will appoint a Calculation Agent and the Calculation Agent will consult with an investment bank of national standing to determine whether there is an industry accepted substitute or successor base rate to Three-Month LIBOR Rate. If, after such consultation, the Calculation Agent determines that there is an industry accepted substitute or successor base rate, the Calculation Agent shall use such substitute or successor base rate. In such case, the Calculation Agent in its sole discretion may (without implying a corresponding obligation to do so) also implement changes to the business day convention, the definition of business day, the Dividend Determination Date and any method for obtaining the substitute or successor base rate if such rate is unavailable on the relevant Business Day, in a manner that is consistent with industry accepted practices for such substitute or successor base rate. Unless the Calculation Agent determines that there is an industry accepted substitute or successor base rate as so provided above, the Calculation Agent will, in consultation with us, follow the steps specified in the second bullet point in the immediately preceding paragraph in order to determine Three-Month LIBOR Rate for the applicable Dividend Period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Calculation Agent&#8221; shall mean a third party independent financial institution of national standing with experience providing such services, which has been selected by us.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Dividend Determination Date&#8221; means the London Business Day (as defined below) immediately preceding the first date of the applicable Dividend Period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Dividend Period&#8221; means the period from, and including, a dividend payment date to, but excluding, the next succeeding dividend payment date, except for the initial Dividend Period, which will be the period from, and including, the original issue date of the Series G Preferred Stock to, but excluding, March 31, 2018.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;London Business Day&#8221; means any day on which dealings in deposits in U.S. dollars are transacted in the London interbank market.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Reuters Page LIBOR01&#8221; means the display so designated on the Reuters 3000 Xtra (or such other page as may replace the LIBOR01 page on that service, or such other service as may be nominated by the ICE Benchmark Administration Limited, or ICE, or its successor, or such other entity assuming the responsibility of ICE or its successor in the event ICE or its successor no longer does so, as the successor service, for the purpose of displaying London interbank offered rates for U.S. dollar deposits).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">No dividends on shares of Series G Preferred Stock may be authorized by our Board or paid or set apart for payment by us at any time when the terms and provisions of any agreement of ours, including any agreement relating to our indebtedness, prohibit the authorization, payment or setting apart for payment thereof or provide that the authorization, payment or setting apart for payment thereof would constitute a breach of the agreement or a default under the agreement, or if the authorization, payment or setting apart for payment is restricted or prohibited by law.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding the foregoing, dividends on the Series G Preferred Stock will accumulate whether or not (i) the terms and provisions of any laws or agreements referred to in the preceding paragraph at any time prohibit the current payment of dividends, (ii) we have earnings, (iii) there are funds legally available for the payment of those dividends and (iv) those dividends are declared. No interest, or sum in lieu of interest, will be payable in respect of any dividend payment or payments on the Series G Preferred Stock which may be in arrears, and holders of Series G Preferred Stock will not be entitled to any dividends in excess of full cumulative dividends described above. Any dividend payment made on the Series G Preferred Stock will first be credited against the earliest accumulated but unpaid dividend due with respect to those shares.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Future dividends on our common stock and preferred stock, including the Series G Preferred Stock, will be at the discretion of our Board and will depend on, among other things, our results of operations, cash flow from operations, financial condition and capital requirements, the annual distribution requirements under the REIT provisions of the Code, applicable law, any debt service requirements and any other factors our Board deems relevant. Accordingly, we cannot guarantee that we will be able to make cash distributions on the Series G Preferred Stock or what the actual dividends will be for any future period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as noted below, unless full cumulative dividends on the Series G Preferred Stock have been or contemporaneously are declared and paid or declared and a sum sufficient for the payment thereof is set apart for payment for all past Dividend Periods, no dividends (other than in shares of our common stock or other Junior Stock we may issue) may be declared or paid or set apart for payment upon our common stock or other Junior Stock or our Parity Stock and no other distribution may be declared or made upon our common stock or other Junior Stock or our Parity Stock. In addition, our common stock and other Junior Stock or Parity Stock we may issue may not be redeemed, purchased or otherwise acquired for any consideration (or any moneys be paid to or made available for a sinking fund for the redemption of any such securities) by us (except by conversion into or exchange for shares of, or options, warrants or rights to purchase or subscribe for, our common stock or other Junior Stock we may issue or pursuant to an exchange offer made on the same terms to all holders of Series G Preferred Stock and all Parity Stock). The foregoing will not, however, prevent the redemption, purchase or acquisition by us of shares of any class or series of stock for the purpose of enforcing restrictions on transfer and ownership of our stock contained in our charter, including in order to preserve our qualification as a REIT, or the redemption, purchase or acquisition by us of shares of our common stock for purposes of and in compliance with any incentive or benefit plan of ours.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">When dividends are not paid in full (or a sum sufficient for such full payment is not so set apart) upon the Series G Preferred Stock and our Parity Stock, all dividends declared upon the Series G Preferred Stock and such Parity Stock must be declared pro rata so that the amount of dividends declared per share of Series G Preferred Stock and such Parity Stock will in all cases bear to each other the same ratio that accumulated dividends per share on the Series G Preferred Stock and such Parity Stock (which will not include any accrual in respect of unpaid dividends for prior Dividend Periods if such other Parity Stock do not have a cumulative dividend) bear to each other. No interest, or sum of money in lieu of interest, will be payable in respect of any dividend payment or payments on the Series G Preferred Stock which may be in arrears.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Liquidation Preference</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In the event of our voluntary or involuntary liquidation, dissolution or winding up, the holders of Series G Preferred Stock will be entitled to be paid out of the assets we have legally available for distribution to our stockholders, subject to the preferential rights of the holders of any Senior Stock, a liquidation preference of $25.00 per share, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the payment date, before any distribution of assets is made to holders of common stock or other Junior Stock we may issue&#59; and the holders of Series G Preferred Stock will not be entitled to any further payment.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In the event that, upon any such voluntary or involuntary liquidation, dissolution or winding up, our available assets are insufficient to pay the amount of the liquidating distributions on all outstanding shares of Series F Preferred Stock, Series G Preferred Stock, Series I Preferred Stock and any other Parity Stock we may issue, then the holders of Series F Preferred Stock, Series G Preferred Stock, Series I Preferred Stock and such other Parity Stock will share ratably in any such distribution of assets in proportion to the full liquidating distributions to which they would otherwise be respectively entitled.        </font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notice of any such liquidation stating the payment date or dates when, and the place or places where, the amounts distributable in each circumstance shall be payable, will be given no fewer than 30 days and no more than 60 days prior to the payment date, to each holder of record of Series G Preferred Stock at the address of such holder as it appears on our stock records. After payment of the full amount of the liquidating distributions to which they are entitled, the holders of Series G Preferred Stock will have no right or claim to any of our remaining assets. The consolidation, conversion or merger of us with or into any other corporation, trust or entity or of any other entity with or into us, the sale, lease, transfer or conveyance of all or substantially all of our property or business or a statutory share exchange, will not be deemed to constitute a liquidation, dissolution or winding up of us (although such events may give rise to the special optional redemption and contingent conversion rights described below).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In determining whether a distribution (other than upon voluntary or involuntary liquidation), by dividend, redemption or other acquisition of shares of stock or otherwise, is permitted under Maryland law with respect to any share of any class or series of our stock, amounts that would be needed, if we were to be dissolved at the time of the distribution, to satisfy the preferential rights upon dissolution of holders of shares of Series G Preferred Stock will not be added to our total liabilities.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Redemption</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series G Preferred Stock is not redeemable by us prior to March 31, 2023, except under circumstances where it is necessary to preserve our qualification as a REIT for U.S. federal income tax purposes (please see &#8220;Description of Equity Securities&#8212;Restrictions on Ownership </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">and Transfer&#8221; in this exhibit) and except as described below under &#8220;&#8212;Special Optional Redemption&#8221; upon the occurrence of a Change of Control (as defined herein).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Optional Redemption</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">. On and after March 31, 2023, we may, at our option, upon not less than 30 nor more than 60 days&#8217; notice, redeem the Series G Preferred Stock, in whole or in part, at any time or from time to time, for cash at a redemption price of $25.00 per share, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the redemption date, without interest.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Special Optional Redemption</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">. Upon the occurrence of a Change of Control (as defined below), we may, at our option, upon not less than 30 nor more than 60 days&#8217; notice, redeem the Series G Preferred Stock, in whole or in part, within 120 days after the first date on which such Change of Control occurred, for cash at a redemption price of $25.00 per share, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the redemption date. If, prior to the Change of Control Conversion Date (as defined below), we have provided notice of our election to redeem some or all of the shares of Series G Preferred Stock (whether pursuant to our optional redemption right described above under &#8220;&#8212;Optional Redemption&#8221; or this special optional redemption right), the holders of Series G Preferred Stock will not have the Change of Control Conversion Right (as defined below) described below under &#8220;&#8212;Conversion Rights&#8221; with respect to the shares called for redemption.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">A &#8220;Change of Control&#8221; is deemed to occur when, after the original issuance of the Series G Preferred Stock, the following have occurred and are continuing&#58;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the acquisition by any person, including any syndicate or group deemed to be a &#8220;person&#8221; under Section 13(d)(3) of the Exchange Act, of beneficial ownership, directly or indirectly, through a purchase, merger or other acquisition transaction or series of purchases, mergers or other acquisition transactions of our stock entitling that person to exercise more than 50% of the total voting power of all our stock entitled to vote generally in the election of our directors (except that such person will be deemed to have beneficial ownership of all securities that such person has the right to acquire, whether such right is currently exercisable or is exercisable only upon the occurrence of a subsequent condition)&#59; and</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">following the closing of any transaction referred to in the bullet point above, neither we nor the acquiring or surviving entity has a class of common securities (or American Depositary Receipts representing such securities) listed on the NYSE, the NYSE American LLC or the Nasdaq Stock Market, or listed or quoted on an exchange or quotation system that is a successor to the NYSE, the NYSE American LLC or the Nasdaq Stock Market.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Redemption Procedures</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">. In the event we elect to redeem Series G Preferred Stock pursuant to our optional redemption right or our special optional redemption right, the notice of redemption will be given to each holder of record of Series G Preferred Stock called for redemption at such holder&#8217;s address as it appears on our stock records and will state the following&#58;</font></div><div style="margin-bottom:12pt;padding-left:54pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the redemption date&#59;</font></div><div style="margin-bottom:12pt;padding-left:54pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of shares of Series G Preferred Stock to be redeemed&#59;</font></div><div style="margin-bottom:12pt;padding-left:54pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the redemption price&#59;</font></div><div style="margin-bottom:12pt;padding-left:54pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the place or places where certificates (if any) for the Series G Preferred Stock are to be surrendered for payment of the redemption price&#59;</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:54pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">that dividends on the shares to be redeemed will cease to accumulate on the redemption date&#59;</font></div><div style="margin-bottom:12pt;padding-left:54pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if applicable, that such redemption is being made in connection with a Change of Control and, in that case, a brief description of the transaction or transactions constituting such Change of Control&#59; and</font></div><div style="margin-bottom:12pt;padding-left:54pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if such redemption is being made in connection with a Change of Control, that the holders of the shares of Series G Preferred Stock being so called for redemption will not be able to tender such shares of Series G Preferred Stock for conversion in connection with the Change of Control and that each share of Series G Preferred Stock tendered for conversion that is called, prior to the Change of Control Conversion Date, for redemption will be redeemed on the related date of redemption instead of converted on the Change of Control Conversion Date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If less than all of the Series G Preferred Stock held by any holder is to be redeemed, the notice given to such holder shall also specify the number of shares of Series G Preferred Stock held by such holder to be redeemed. No failure to give such notice or any defect thereto or in the giving thereof will affect the validity of the proceedings for the redemption of any shares of Series G Preferred Stock, except as to the holder to whom notice was defective or not given.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of shares of Series G Preferred Stock to be redeemed must surrender such shares at the place designated in the notice of redemption and will be entitled to the redemption price and any accumulated and unpaid dividends payable upon the redemption following the surrender.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If notice of redemption of any shares of Series G Preferred Stock has been given and if we have irrevocably set apart for payment the funds necessary for redemption (including any accumulated and unpaid dividends) in trust for the benefit of the holders of the shares of Series G Preferred Stock so called for redemption, then from and after the redemption date (unless we default in providing for the payment of the redemption price plus accumulated and unpaid dividends, if any), dividends will cease to accumulate on those shares of Series G Preferred Stock, those shares of Series G Preferred Stock will no longer be deemed outstanding and all rights of the holders of those shares will terminate, except the right to receive the redemption price plus accumulated and unpaid dividends, if any, payable upon redemption.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If any redemption date is not a business day, then the redemption price and accumulated and unpaid dividends, if any, payable upon redemption may be paid on the next business day and no interest, additional dividends or other sums will accumulate on the amount payable for the period from and after that redemption date to that next business day.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If less than all of the outstanding shares of Series G Preferred Stock are to be redeemed, the shares of Series G Preferred Stock to be redeemed will be selected pro rata (as nearly as may be practicable without creating fractional shares) or by lot. If such redemption is to be by lot and if, as a result of such redemption, any holder of Series G Preferred Stock would own, or be deemed by virtue of certain attribution provisions of the Code to own, in excess of 9.8% in value or in number of shares (whichever is more restrictive) of any class or series of our stock (including the Series G Preferred Stock), or violate any other restriction or limitation of our stock set forth in our charter, then, except as otherwise provided in our charter, we will redeem the requisite number of shares of Series G Preferred Stock of that holder such that the holder will not own or be deemed by virtue of certain attribution provisions of the Code to own, subsequent to the redemption, in excess of 9.8% in value or in number of shares (whichever is more restrictive) of any class or series of our stock or violate any other restriction or limitation of our stock set forth in our charter. See the heading &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Immediately prior to any redemption of Series G Preferred Stock, we will pay, in cash, any accumulated and unpaid dividends to, but excluding, the redemption date, unless a redemption date falls after a dividend record date and prior to the corresponding dividend payment date, in which case each holder of Series G Preferred Stock at the close of business on such dividend record date will be entitled to the dividend payable on such shares on the corresponding dividend payment date notwithstanding the redemption of such shares before such dividend payment date. Except as provided above, we will make no payment or allowance for unpaid dividends, whether or not in arrears, on shares of the Series G Preferred Stock to be redeemed.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Unless full cumulative dividends on all shares of Series G Preferred Stock have been or contemporaneously are declared and paid or declared and a sum sufficient for the payment thereof has been or contemporaneously is set apart for payment for all past Dividend Periods, no shares of Series G Preferred Stock may be redeemed unless all outstanding shares of Series G Preferred Stock are simultaneously redeemed, and we may not purchase or otherwise acquire directly or indirectly any shares of Series G Preferred Stock (except by conversion into or exchange for shares of, or options, warrants or rights to purchase or subscribe for, our common stock or other Junior Stock we may issue or pursuant to a purchase or exchange offer made on the same terms to all holders of Series G Preferred Stock and all Parity Stock)&#59; provided, however, that the foregoing will not prevent the redemption, purchase or acquisition by us of shares of Series G Preferred Stock for the purpose of enforcing restrictions on ownership and transfer of our stock contained in our charter, including in order to preserve our qualification as a REIT.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Subject to applicable law, we may purchase shares of Series G Preferred Stock in the open market, by tender or by privately negotiated transactions. Any shares of Series G Preferred Stock that we acquire, by redemption or otherwise, shall be reclassified as authorized but unissued shares of preferred stock, without designation as to class or series, and may thereafter be issued as any class or series of preferred stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Conversion Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Upon the occurrence of a Change of Control, each holder of Series G Preferred Stock will have the right (unless, prior to the Change of Control Conversion Date, we have provided notice of our election to redeem some or all of the shares of Series G Preferred Stock held by such holder as described above under &#8220;&#8212;Redemption,&#8221; in which case such holder will have the right only with respect to shares of Series G Preferred Stock that are not called for redemption) to convert some or all of the shares of the Series G Preferred Stock held by such holder (the &#8220;Change of Control Conversion Right&#8221;) on the Change of Control Conversion Date into a number of shares of our common stock per share of Series G Preferred Stock (the &#8220;Common Stock Conversion Consideration&#8221;) equal to the lesser of&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the quotient obtained by dividing (i) the sum of the $25.00 liquidation preference per share of Series G Preferred Stock, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the Change of Control Conversion Date (unless the Change of Control Conversion Date is after a dividend record date and prior to the corresponding dividend payment date for the Series G Preferred Stock, in which case no additional amount for such accumulated and unpaid dividends to be paid on such dividend payment date will be included in this sum) by (ii) the Common Stock Price, as defined below (such quotient, the &#8220;Conversion Rate&#8221;)&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">The &#8220;Share Cap,&#8221; originally, 4.32152, now 1.08038 as a result of the Reverse Stock Split, subject to certain adjustments as described below.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding anything in our charter to the contrary and except as otherwise required by law, the persons who are the holders of record of shares of Series G Preferred Stock at the close of business on a dividend record date will be entitled to receive the dividend payable on the corresponding dividend payment date notwithstanding the conversion of those shares after such dividend record date and on or prior to such dividend payment date and, in such case, the full amount of such dividend will be paid on such dividend payment date to the persons who were the holders of record at the close of business on such dividend record date. Except as provided in this paragraph, we will make no allowance for unpaid dividends that are not in arrears on the shares of Series G Preferred Stock to be converted.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Share Cap is subject to pro rata adjustments for any share splits (including those effected pursuant to a distribution of our common stock to existing holders of our common stock), subdivisions or combinations (in each case, a &#8220;Share Split&#8221;) with respect to our common stock as follows&#58; the adjusted Share Cap as the result of a Share Split will be the number of shares of our common stock that is equivalent to the product obtained by multiplying (i) the Share Cap in effect immediately prior to such Share Split by (ii) a fraction, the numerator of which is the number of shares of our common stock outstanding immediately after giving effect to such Share Split and the denominator of which is the number of shares of our common stock outstanding immediately prior to such Share Split.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For the avoidance of doubt, subject to the immediately succeeding paragraph, the aggregate number of shares of our common stock (or equivalent Alternative Conversion Consideration, as applicable) issuable or deliverable, as applicable, in connection with the exercise of the Change of Control Conversion Right will not exceed the product of the Share Cap then in effect times the aggregate number of shares of the Series G Preferred Stock issued and outstanding at the Change of Control Conversion Date (or equivalent Alternative Conversion Consideration, as applicable) (the &#8220;Exchange Cap&#8221;). The Exchange Cap is subject to pro rata adjustments for any Share Splits on the same basis as the corresponding adjustment to the Share Cap.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In the case of a Change of Control pursuant to which our common stock is or will be converted into cash, securities or other property or assets (including any combination thereof) (the &#8220;Alternative Form Consideration&#8221;), a holder of Series G Preferred Stock will receive upon conversion of such shares of the Series G Preferred Stock the kind and amount of Alternative Form Consideration which such holder would have owned or been entitled to receive upon the Change of Control had such holder held a number of shares of our common stock equal to the Common Stock Conversion Consideration immediately prior to the effective time of the Change of Control (the &#8220;Alternative Conversion Consideration&#8221;). The Common Stock Conversion Consideration or the Alternative Conversion Consideration, whichever shall be applicable to a Change of Control, is referred to as the &#8220;Conversion Consideration.&#8221;</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If the holders of our common stock have the opportunity to elect the form of consideration to be received in the Change of Control, the Conversion Consideration in respect of such Change of Control will be deemed to be the kind and amount of consideration actually received by holders of a majority of the outstanding shares of our common stock that made or voted for such an election (if electing between two types of consideration) or holders of a plurality of the outstanding shares of our common stock that made or voted for such an election (if electing between more than two types of consideration), as the case may be, and will be subject to any limitations to which all holders of our common stock are subject, including, without limitation, pro rata reductions applicable to any portion of the consideration payable in such Change of Control.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We will not issue fractional shares of our common stock upon the conversion of the Series G Preferred Stock in connection with a Change of Control. Instead, we will make a cash </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">payment equal to the value of such fractional shares based upon the Common Stock Price used in determining the Common Stock Conversion Consideration for such Change of Control.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Within 15 days following the occurrence of a Change of Control, provided that we have not exercised our right to redeem all shares of Series G Preferred Stock pursuant to the redemption provisions described above, we will provide to holders of Series G Preferred Stock a notice of occurrence of the Change of Control that describes the resulting Change of Control Conversion Right, which notice shall be delivered to the holders of record of the shares of Series G Preferred Stock to their addresses as they appear on our stock records. No failure to give such notice or any defect thereto or in the giving thereof will affect the validity of the proceedings for the conversion of any shares of Series G Preferred Stock except as to the holder to whom notice was defective or not given. This notice will state the following&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the events constituting the Change of Control&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the date of the Change of Control&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the last date on which the holders of Series G Preferred Stock may exercise their Change of Control Conversion Right&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the method and period for calculating the Common Stock Price&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the Change of Control Conversion Date&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">that if, prior to the Change of Control Conversion Date, we have provided notice of our election to redeem all or any shares of Series G Preferred Stock, holders of Series G Preferred Stock that are subject to such notice of redemption will not be able to convert the shares of Series G Preferred Stock called for redemption and such shares will be redeemed on the related redemption date, even if such shares have already been tendered for conversion pursuant to the Change of Control Conversion Right&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if applicable, the type and amount of Alternative Conversion Consideration entitled to be received per share of Series G Preferred Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the name and address of the paying agent, transfer agent and conversion agent for the Series G Preferred Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the procedures that the holders of Series G Preferred Stock must follow to exercise the Change of Control Conversion Right (including procedures for surrendering shares of Series G Preferred Stock for conversion through the facilities of a Depositary (as defined below)), including the form of conversion notice to be delivered by such holders as described below&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the last date on which holders of Series G Preferred Stock may withdraw shares of Series G Preferred Stock surrendered for conversion and the procedures that such holders must follow to effect such a withdrawal.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Under such circumstances, we also will issue a press release containing such notice for publication on the Wall Street Journal, Business Wire, PR Newswire or Bloomberg Business News (or, if these organizations are not in existence at the time of issuance of the press release, such other news or press organization as is reasonably calculated to broadly disseminate the relevant information to the public), and post a notice on our website (if any), in any event prior to </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">the opening of business on the first business day following any date on which we provide the notice described above to the holders of Series G Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">To exercise the Change of Control Conversion Right, the holders of Series G Preferred Stock will be required to deliver, on or before the close of business on the Change of Control Conversion Date, the certificates (if any) representing the shares of Series G Preferred Stock to be converted, duly endorsed for transfer (or, in the case of any shares of Series G Preferred Stock held in book-entry form through a Depositary or shares directly registered with the transfer agent therefor, to deliver, on or before the close of business on the Change of Control Conversion Date, the shares of Series G Preferred Stock to be converted through the facilities of such Depositary or through such transfer agent, respectively), together with a written conversion notice in the form provided by us, duly completed, to our transfer agent. The conversion notice must state&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the relevant Change of Control Conversion Date&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of shares of Series G Preferred Stock to be converted&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">that the shares of the Series G Preferred Stock are to be converted pursuant to the applicable provisions of the articles supplementary designating the Series G Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The &#8220;Change of Control Conversion Date&#8221; is the date the Series G Preferred Stock is to be converted, which will be a business day selected by us that is no fewer than 20 days nor more than 35 days after the date on which we provide the notice described above to the holders of Series G Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The &#8220;Common Stock Price&#8221; is (i) if the consideration to be received in the Change of Control by the holders of our common stock is solely cash, the amount of cash consideration per share of our common stock or (ii) if the consideration to be received in the Change of Control by holders of our common stock is other than solely cash (x) the average of the closing sale prices per share of our common stock (or, if no closing sale price is reported, the average of the closing bid and ask prices per share or, if more than one in either case, the average of the average closing bid and the average closing ask prices per share) for the ten consecutive trading days immediately preceding, but not including, the date on which such Change of Control occurred as reported on the principal U.S. securities exchange on which our common stock is then traded, or (y) if our common stock is not then listed for trading on a U.S. securities exchange, the average of the last quoted bid prices for our common stock in the over-the-counter market as reported by OTC Markets Group Inc. or similar organization for the ten consecutive trading days immediately preceding, but not including, the date on which such Change of Control occurred.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of Series G Preferred Stock may withdraw any notice of exercise of a Change of Control Conversion Right (in whole or in part) by a written notice of withdrawal delivered to our transfer agent prior to the close of business on the business day prior to the Change of Control Conversion Date. The notice of withdrawal delivered by any holder must state&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of withdrawn shares of Series G Preferred Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if certificated shares of Series G Preferred Stock have been surrendered for conversion, the certificate numbers of the withdrawn shares of Series G Preferred Stock&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of shares of Series G Preferred Stock, if any, which remain subject to the holder&#8217;s conversion notice.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding the foregoing, if any shares of Series G Preferred Stock are held in book-entry form through The Depository Trust Company (&#8220;DTC&#8221;) or a similar depositary (each, a &#8220;Depositary&#8221;), the conversion notice and&#47;or the notice of withdrawal, as applicable, must comply with applicable procedures, if any, of the applicable Depositary.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Shares of Series G Preferred Stock as to which the Change of Control Conversion Right has been properly exercised and for which the conversion notice has not been properly withdrawn will be converted into the applicable Conversion Consideration in accordance with the Change of Control Conversion Right on the Change of Control Conversion Date, unless prior to the Change of Control Conversion Date we have provided notice of our election to redeem some or all of the shares of Series G Preferred Stock, as described above under &#8220;&#8212;Redemption,&#8221; in which case only the shares of Series G Preferred Stock properly surrendered for conversion and not properly withdrawn that are not called for redemption will be converted as aforesaid. If we elect to redeem shares of Series G Preferred Stock that would otherwise be converted into the applicable Conversion Consideration on a Change of Control Conversion Date, such shares of Series G Preferred Stock will not be so converted and the holders of such shares will be entitled to receive on the applicable redemption date the redemption price described above under &#8220;&#8212;Redemption.&#8221;</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We will deliver all securities, cash and any other property owing upon conversion no later than the third business day following the Change of Control Conversion Date. Notwithstanding the foregoing, the persons entitled to receive any shares of our common stock or other securities delivered on conversion will be deemed to have become the holders of record thereof as of the Change of Control Conversion Date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In connection with the exercise of any Change of Control Conversion Right, we will comply with all applicable federal and state securities laws and stock exchange rules in connection with any conversion of shares of the Series G Preferred Stock into shares of our common stock or other property. Notwithstanding any other provision of the Series G Preferred Stock, no holder of Series G Preferred Stock will be entitled to convert such shares of the Series G Preferred Stock into shares of our common stock to the extent that receipt of such shares of common stock would cause such holder (or any other person) to violate the applicable restrictions on transfer and ownership of our stock contained in our charter, unless we provide an exemption from this limitation to such holder pursuant to the terms of our charter. Please see the section entitled &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Change of Control conversion feature may make it more difficult for a third party to acquire us or discourage a party from acquiring us.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as provided above in connection with a Change of Control, the Series G Preferred Stock is not convertible into or exchangeable for any other securities or property.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Voting Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of Series G Preferred Stock do not have any voting rights, except as set forth below.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Whenever dividends on any shares of Series G Preferred Stock are in arrears for six or more full quarterly Dividend Periods, whether or not consecutive, the number of directors constituting our Board will be automatically increased by two (if not already increased by two by reason of the election of directors by the holders of any other class or series of Parity Stock upon which like voting rights have been conferred and are exercisable) and the holders of Series G Preferred Stock, voting as a single class with holders of the Parity Stock upon which like voting </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">rights have been conferred and are exercisable, will be entitled to vote for the election of those two additional directors at a special meeting called by us at the request of the holders of record of at least 25% of the outstanding shares of Series G Preferred Stock and all other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable to be held no later than 90 days after our receipt of such request (unless the request is received less than 90 days before the date fixed for the next annual or special meeting of our stockholders, in which case, such vote will be held at the earlier of the next annual or special meeting of the stockholders to the extent permitted by applicable law), and at each subsequent annual meeting until all dividends accumulated on the Series G Preferred Stock for all past Dividend Periods and the then current Dividend Period will have been fully paid. In that case, the right of holders of Series G Preferred Stock to elect any directors will cease and, unless there are other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable, the term of office of any directors elected by holders of Series G Preferred Stock will immediately terminate and the number of directors constituting the board of directors will be reduced accordingly. For the avoidance of doubt, in no event will the total number of directors elected by holders of Series G Preferred Stock (voting together as a single class with the Parity Stock upon which like voting rights have been conferred and are exercisable) pursuant to these voting rights exceed two. The directors elected by the holders of the Series G Preferred Stock and the holders of the Parity Stock upon which like voting rights have been conferred and are exercisable will be elected by a plurality of the votes cast by the holders of the outstanding shares of Series G Preferred Stock when they have the voting rights described in this paragraph and the Parity Stock upon which like voting rights have been conferred and are exercisable (voting together as a single class) to serve until our next annual meeting of stockholders and until their successors are duly elected and qualify or until such directors&#8217; right to hold the office terminates as described above, whichever occurs earlier.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">On each matter on which holders of Series G Preferred Stock are entitled to vote, each share of Series G Preferred Stock will be entitled to one vote, except that when shares of any other class or series of preferred stock we may issue, including the Parity Stock, have the right to vote with the Series G Preferred Stock as a single class on any matter, the Series G Preferred Stock, the Parity Stock and each such other class or series of stock will have one vote for each $25.00 of liquidation preference (excluding accumulated dividends). If, at any time when the voting rights conferred upon the Series G Preferred Stock are exercisable, any vacancy in the office of a director elected by the holders of the Parity Stock upon which like voting rights have been conferred and are exercisable will occur, then such vacancy may be filled only by the remaining director or by vote of the holders of the outstanding Series G Preferred Stock and any other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Any director elected by holders of shares of Series G Preferred Stock and any class or series of Parity Stock upon which like voting rights have been conferred and are exercisable may be removed at any time, with or without cause, by the vote of, and may not be removed otherwise than by the vote of, the holders of record of a majority of the outstanding shares of Series G Preferred Stock and any class or series of Parity Stock we may issue when they have the voting rights described above (voting as a single class with all other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">So long as any shares of Series G Preferred Stock remain outstanding, we will not, without the affirmative vote or consent of the holders of at least two-thirds of the shares of Series G Preferred Stock, and Parity Stock upon which like voting rights have been conferred and are exercisable (voting together as a single class), (i) authorize, create, or increase the authorized or issued amount of, any class or series of Senior Stock or reclassify any of our authorized stock into such shares, or create or authorize or issue any obligation or security convertible into or evidencing the right to purchase any such shares or (ii) amend, alter or repeal the provisions of </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">our charter, whether by merger, conversion, consolidation or otherwise, so as to materially and adversely affect any right, preference, privilege or voting power of the Series G Preferred Stock (each, an &#8220;Event&#8221;)&#59; provided, however, with respect to the occurrence of any Event set forth in clause (ii) above, so long as the Series G Preferred Stock remains outstanding with the terms thereof materially unchanged, or the holders of Series G Preferred Stock receive shares of stock or other equity interests with rights, preferences, privileges and voting powers substantially the same as those of the Series G Preferred Stock, taking into account that upon the occurrence of an Event we may not be the successor entity, the occurrence of any such Event will not be deemed to materially and adversely affect the rights, preferences, privileges or voting power of holders of Series G Preferred Stock&#59; and, provided further, that any increase in the amount of the authorized or issued Series G Preferred Stock or the creation or issuance, or any increase in the amounts authorized of any Parity Stock, including the Series F Preferred Stock and Series I Preferred Stock, or Junior Stock will not be deemed to materially and adversely affect the rights, preferences, privileges or voting powers of holders of Series G Preferred Stock. Notwithstanding the foregoing, if any amendment, alteration or repeal of any provision of our charter would materially and adversely affect the rights, preferences or privileges of the Series G Preferred Stock disproportionately relative to other classes or series of Parity Stock, including the Series F Preferred Stock and Series I Preferred Stock, then the affirmative vote or consent of the holders of at least two-thirds of the outstanding shares of Series G Preferred Stock (voting as a separate class) shall also be required.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The foregoing voting provisions will not apply if, at or prior to the time when the act with respect to which such vote would otherwise be required shall be effected, all outstanding shares of Series G Preferred Stock have been redeemed or called for redemption upon proper notice and sufficient funds have been irrevocably set apart to effect such redemption.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as expressly stated in our charter or as may be required by applicable law, the Series G Preferred Stock do not have any relative, participating, optional or other special voting rights or powers and the consent of the holders thereof will not be required for the taking of any corporate action. The holders of Series G Preferred Stock have exclusive voting rights on any amendment to our charter that would alter the contract rights, as expressly set forth in the charter, of only the Series G Preferred Stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Information Rights</font></div><div style="margin-bottom:12pt;padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">During any period in which we are not subject to Section 13 or 15(d) of the Exchange Act and any shares of Series G Preferred Stock are outstanding, we will use our best efforts to (i) transmit through our website at http&#58;&#47;&#47;www.annaly.com (or other permissible means under the Exchange Act) copies of the Annual Reports on Form 10-K and Quarterly Reports on Form 10-Q that we would have been required to file with the SEC pursuant to Section 13 or 15(d) of the Exchange Act if we were subject thereto (other than any exhibits that would have been required). We will use our best efforts to provide such reports on our website within 15 days after the respective dates by which we would have been required to file such reports with the SEC if we were subject to Section 13 or 15(d) of the Exchange Act and we were a &#8220;non-accelerated filer&#8221; within the meaning of the Exchange Act.</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Restrictions on Transfer and Ownership</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">To assist us in qualifying as a REIT, our charter prohibits anyone from acquiring or holding, directly or constructively, ownership of 9.8%, in number of shares or value, of each class or series of our outstanding shares. For this purpose the term &#8220;ownership&#8221; generally means either direct ownership or constructive ownership in accordance with the constructive ownership provisions of Section 544 of the Code, as modified in Section 856(h) of the Code. These </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">provisions may restrict the ability of a holder of Series G Preferred Stock to convert such stock into our common stock as described above under &#8220;&#8212;Conversion Rights.&#8221; Our board of directors may, in its sole discretion, exempt a person from the 9.8% ownership limit under certain circumstances as described under &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For further information regarding restrictions on ownership and transfer of the Series G Preferred Stock, please see the section entitled &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Preemptive Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">No holders of Series G Preferred Stock, as holders of Series G Preferred Stock, have any preemptive rights to purchase or subscribe for our common stock or any of our other securities.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Book-Entry Procedures</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">DTC acts as securities depositary for the Series G Preferred Stock, which were issued in the form of global securities held in book-entry form. We will not issue certificates to holders of the Series G Preferred Stock for the shares of Series G Preferred Stock that are purchased, unless DTC&#8217;s services are discontinued as described below.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Title to book-entry interests in the Series G Preferred Stock will pass by book-entry registration of the transfer within the records of DTC in accordance with its procedures. Book-entry interests in the securities may be transferred within DTC in accordance with procedures established for these purposes by DTC. Each person owning a beneficial interest in shares of the Series G Preferred Stock must rely on the procedures of DTC and the participant through which such person owns its interest to exercise its rights as a holder of the Series G Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">DTC has advised us that it is a limited-purpose trust company organized under the New York Banking Law, a member of the Federal Reserve System, a &#8220;clearing corporation&#8221; within the meaning of the New York Uniform Commercial Code and a &#8220;clearing agency&#8221; registered under the provisions of Section 17A of the Exchange Act. DTC holds securities that its participants (&#8220;Direct Participants&#8221;) deposit with DTC. DTC also facilitates the settlement among Direct Participants of securities transactions, such as transfers and pledges, in deposited securities through electronic computerized book-entry changes in Direct Participants&#8217; accounts, thereby eliminating the need for physical movement of securities certificates. Direct Participants include securities brokers and dealers, banks, trust companies, clearing corporations, and certain other organizations. Access to the DTC system is also available to others such as securities brokers and dealers, including the underwriters, banks and trust companies that clear through or maintain a custodial relationship with a Direct Participant, either directly or indirectly (&#8220;Indirect Participants&#8221;). The rules applicable to DTC and its Direct and Indirect Participants are on file with the SEC.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">When shares of Series G Preferred Stock are purchased within the DTC system, the purchase must be by or through a Direct Participant. The Direct Participant will receive a credit for the Series G Preferred Stock on DTC&#8217;s records. Holders of the Series G Preferred Stock will be considered to be the &#8220;beneficial owner&#8221; of the Series G Preferred Stock. Such beneficial ownership interest will be recorded on the Direct and Indirect Participants&#8217; records, but DTC will have no knowledge of individual ownership. DTC&#8217;s records reflect only the identity of the Direct Participants to whose accounts shares of Series G Preferred Stock are credited.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of the Series G Preferred Stock will not receive written confirmation from DTC of the purchase. The Direct or Indirect Participants through whom the Series G Preferred Stock </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">were purchased should send such holders written confirmations providing details of the transactions, as well as periodic statements of the holdings. The Direct and Indirect Participants are responsible for keeping an accurate account of the holdings of their customers.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Transfers of ownership interests held through Direct and Indirect Participants will be accomplished by entries on the books of Direct and Indirect Participants acting on behalf of the beneficial owners.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Conveyance of notices and other communications by DTC to Direct Participants, by Direct Participants to Indirect Participants, and by Direct Participants and Indirect Participants to beneficial owners will be governed by arrangements among them, subject to any statutory or regulatory requirements as may be in effect from time to time.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We understand that, under DTC&#8217;s existing practices, in the event that we request any action of the holders, or an owner of a beneficial interest in a global security, such as a holder of the Series G Preferred Stock, desires to take any action which a holder is entitled to take under our charter (including the articles supplementary designating the Series G Preferred Stock), DTC would authorize the Direct Participants holding the relevant shares to take such action, and those Direct Participants and any Indirect Participants would authorize beneficial owners owning through those Direct and Indirect Participants to take such action or would otherwise act upon the instructions of beneficial owners owning through them.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Any redemption notices with respect to the Series G Preferred Stock will be sent to Cede &#38; Co. If less than all of the outstanding shares of Series G Preferred Stock are being redeemed, DTC will reduce each Direct Participant&#8217;s holdings of shares of Series G Preferred Stock in accordance with its procedures.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In those instances where a vote is required, neither DTC nor Cede &#38; Co. itself will consent or vote with respect to the shares of Series G Preferred Stock. Under its usual procedures, DTC would mail an omnibus proxy to us as soon as possible after the record date. The omnibus proxy assigns Cede &#38; Co.&#8217;s consenting or voting rights to those Direct Participants whose accounts the shares of Series G Preferred Stock are credited to on the record date, which are identified in a listing attached to the omnibus proxy.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Dividends on the Series G Preferred Stock will be made directly to DTC&#8217;s nominee (or its successor, if applicable). DTC&#8217;s practice is to credit participants&#8217; accounts on the relevant payment date in accordance with their respective holdings shown on DTC&#8217;s records unless DTC has reason to believe that it will not receive payment on that payment date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Payments by Direct and Indirect Participants to beneficial owners will be governed by standing instructions and customary practices, as is the case with securities held for the accounts of customers in bearer form or registered in &#8220;street name.&#8221; These payments will be the responsibility of the participant and not of DTC, us or any agent of ours.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">DTC may discontinue providing its services as securities depositary with respect to the Series G Preferred Stock at any time by giving reasonable notice to us. Additionally, we may decide to discontinue the book-entry only system of transfers with respect to the Series G Preferred Stock. In that event, we will print and deliver certificates in fully registered form for the Series G Preferred Stock. If DTC notifies us that it is unwilling to continue as securities depositary, or it is unable to continue or ceases to be a clearing agency registered under the Exchange Act and a successor depositary is not appointed by us within 90 days after receiving such notice or becoming aware that DTC is no longer so registered, we will issue the Series G Preferred Stock in definitive form, at our expense, upon registration of transfer of, or in exchange for, such global security.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">According to DTC, the foregoing information with respect to DTC has been provided to the financial community for informational purposes only and is not intended to serve as a representation, warranty or contract modification of any kind.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Global Clearance and Settlement Procedures</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Secondary market trading among DTC&#8217;s Participants will occur in the ordinary way in accordance with DTC&#8217;s rules and will be settled in immediately available funds using DTC&#8217;s Same-Day Funds Settlement System.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Description of the Series I Preferred Stock</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The description of certain terms of the Series I Preferred Stock in this exhibit does not purport to be complete and is in all respects subject to, and qualified in its entirety by references to the relevant provisions of our charter, the articles supplementary for Series I Preferred Stock, our bylaws and Maryland law. In this section, (i) our &#8220;Junior Stock&#8221; means our common stock and any class or series of stock we may issue in the future that by its terms ranks junior to the Series I Preferred Stock with respect to the payment of dividends and the distribution of assets in the event of our liquidation, dissolution, or winding up, (ii) our &#8220;Parity Stock&#8221; means our Series F Preferred Stock, our Series G Preferred Stock, and any other class or series of stock issued by us from time to time that by its terms ranks on parity with the Series F Preferred Stock, Series G Preferred Stock and Series I Preferred Stock with respect to the payment of dividends and the distribution of assets in the event of our liquidation, dissolution or winding up, and (iii) our &#8220;Senior Stock&#8221; means any class or series of stock we may issue in the future that by its terms ranks senior to the Series I Preferred Stock with respect to the payment of dividends and the distribution of assets in the event of our liquidation, dissolution or winding up. The term &#8220;stock&#8221; does not include any convertible or exchangeable debt securities we may issue in the future.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">General</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Pursuant to our charter, our Board and a committee of the Board classified and designated 17,700,000 shares of the Series I Preferred Stock. Our Board may, without the approval of holders of Series F Preferred Stock, Series G Preferred Stock, Series I Preferred Stock or our common stock, designate additional classes or series of authorized preferred stock ranking junior to or on parity with the Series I Preferred Stock or designate additional shares of the Series I Preferred Stock and authorize the issuance of such shares.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Listing</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series I Preferred Stock is listed on the New York Stock Exchange under the symbol &#8220;NYL.I&#8221;.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Transfer Agent and Registrar</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The registrar, transfer agent and dividend and redemption price disbursing agent in respect of the Series I Preferred Stock is Computershare Inc.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Maturity</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series I Preferred Stock has no stated maturity and is not subject to any sinking fund or mandatory redemption. Shares of the Series I Preferred Stock will remain outstanding indefinitely unless we decide to redeem or otherwise repurchase them or they become convertible and are converted as described below under &#8220;&#8212;Conversion Rights.&#8221; We are not required to set apart for payment the funds to redeem the Series I Preferred Stock.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Ranking</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series I Preferred Stock ranks, with respect to rights to the payment of dividends and the distribution of assets upon our liquidation, dissolution or winding up&#58;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">senior to all classes or series of our common stock and any other Junior Stock we may issue&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">on a parity with our Parity Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">junior to any Senior Stock we may issue&#59; and</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">effectively junior to all of our existing and future indebtedness (including indebtedness convertible into or exchangeable for our common stock or preferred stock) and the indebtedness of our existing and future subsidiaries.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Dividends</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of shares of the Series I Preferred Stock are entitled to receive, when, as and if authorized by our Board and declared by us, out of funds legally available for the payment of dividends, cumulative cash dividends. The initial dividend rate for the Series I Preferred Stock from and including the date of original issuance to, but not including, June 30, 2024 (the &#8220;Fixed Rate Period&#8221;) will be 6.750% of the $25.00 per share liquidation preference per annum (equivalent to $1.6875 per annum per share). On and after June 30, 2024 (the &#8220;Floating Rate Period&#8221;), dividends on the Series I Preferred Stock will accumulate at a percentage of the $25.00 liquidation preference equal to an annual floating rate of the Three-Month LIBOR Rate plus a spread of 4.989%. Dividends on the Series I Preferred Stock will accumulate daily and be cumulative from, and including, the date of original issue and will be payable quarterly in arrears on the last day of each March, June, September and December (each, as may be modified as provided below, a &#8220;dividend payment date&#8221;). If any dividend payment date is not a business day, as defined in the articles supplementary classifying and designating the Series I Preferred Stock, then the dividend which would otherwise have been payable on that dividend payment date may be paid on the next succeeding business day with the same force and effect as if paid on such dividend payment date, and no interest, additional dividends or sums in lieu of interest will be payable for the period from and after that dividend payment date to that next succeeding business day. Dividends payable on the Series I Preferred Stock for the Fixed Rate Period will be computed on the basis of a 360-day year consisting of twelve 30-day months. Dividends payable on the Series I Preferred Stock for the Floating Rate Period will be computed based on the actual number of days in a Dividend Period and a 360-day year. Dividends will be payable to holders of record as they appear on our stock records at the close of business on the applicable record date, which will be no fewer than ten days and no more than 35 days prior to the applicable dividend payment date, as shall be fixed by the board of directors (each, a &#8220;dividend record date&#8221;). The dividends payable on any dividend payment date shall include dividends accumulated to, but not including, such dividend payment date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For each Dividend Period during the Floating Rate Period, LIBOR (the London interbank offered rate) (&#8220;Three-Month LIBOR Rate&#8221;) will be determined by us, as of the applicable Dividend Determination Date (as defined below), in accordance with the following provisions&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">LIBOR will be the rate (expressed as a percentage per year) for deposits in U.S. dollars having an index maturity of three months, in amounts of at least $1,000,000, as such rate appears on &#8220;Reuters Page LIBOR01&#8221; at approximately 11&#58;00 a.m. (London time) on the relevant Dividend Determination Date&#59; or</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if no such rate appears on &#8220;Reuters Page LIBOR01&#8221; or if the &#8220;Reuters Page LIBOR01&#8221; is not available at approximately 11&#58;00 a.m. (London time) on the relevant Dividend Determination Date, then we will select four nationally-recognized banks in the London interbank market and request that the principal London offices of those four selected banks provide us with their offered quotation for deposits in U.S. dollars for a period of three months, commencing on the first day of the applicable Dividend Period, to prime banks in the London interbank market at approximately 11&#58;00 a.m. (London time) on that Dividend Determination Date for the applicable Dividend Period. Offered quotations must be based on a principal amount equal to an amount that, in our discretion, is representative of a single transaction in U.S. dollars in the London interbank market at that time. If at least two quotations are provided, the Three-Month LIBOR Rate for such Dividend Period will be the arithmetic mean (rounded upward if necessary, to the nearest 0.00001 of 1%) of those quotations. If fewer than two quotations are provided, the Three-Month LIBOR Rate for such Dividend Period will be the arithmetic mean (rounded upward if necessary, to the nearest 0.00001 of 1%) of the rates quoted at approximately 11&#58;00 a.m. (New York City time) on that Dividend Determination Date for such Dividend Period by three nationally-recognized banks in New York, New York selected by us, for loans in U.S. dollars to nationally-recognized European banks (as selected by us), for a period of three months commencing on the first day of such Dividend Period. The rates quoted must be based on an amount that, in our discretion, is representative of a single transaction in U.S. dollars in that market at that time. If no quotation is provided as described above, then if a Calculation Agent (as defined below) has not been appointed at such time, we will appoint a Calculation Agent who shall, after consulting such sources as it deems comparable to any of the foregoing quotations or display page, or any such source as it deems reasonable from which to estimate LIBOR or any of the foregoing lending rates, shall determine LIBOR for the second London Business Day immediately preceding the first day of such distribution period in its sole discretion. If the Calculation Agent is unable or unwilling to determine LIBOR as provided in the immediately preceding sentence, then LIBOR will be equal to Three-Month LIBOR for the then current Dividend Period, or, in the case of the first Dividend Period in the Floating Rate Period, the most recent dividend rate that would have been determined based on the last available Reuters Page LIBOR01 had the Floating Rate Period been applicable prior to the first Dividend Period in the Floating Rate Period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding the foregoing, if we determine on the relevant Dividend Determination Date that the LIBOR base rate has been discontinued, then we will appoint a Calculation Agent and the Calculation Agent will consult with an investment bank of national standing to determine whether there is an industry accepted substitute or successor base rate to Three-Month LIBOR Rate. If, after such consultation, the Calculation Agent determines that there is an industry accepted substitute or successor base rate, the Calculation Agent shall use such substitute or successor base rate. In such case, the Calculation Agent in its sole discretion may (without implying a corresponding obligation to do so) also implement changes to the business day convention, the definition of business day, the Dividend Determination Date, the interest rate spread and any method for obtaining the substitute or successor base rate if such rate is unavailable on the relevant Business Day, in a manner that is consistent with industry accepted practices for such substitute or successor base rate. Unless the Calculation Agent determines that there is an industry accepted substitute or successor base rate as so provided above, the Calculation Agent will, in consultation with us, follow the steps specified in the second bullet point in the immediately preceding paragraph in order to determine Three-Month LIBOR Rate for the applicable Dividend Period.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Calculation Agent&#8221; shall mean a third party independent financial institution of national standing with experience providing such services, which has been selected by us.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Dividend Determination Date&#8221; means the London Business Day (as defined below) immediately preceding the first date of the applicable Dividend Period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Dividend Period&#8221; means the period from, and including, a dividend payment date to, but excluding, the next succeeding dividend payment date, except for the initial Dividend Period, which will be the period from, and including, the original issue date of the Series I Preferred Stock to, but excluding, September 30, 2019.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;London Business Day&#8221; means any day on which dealings in deposits in U.S. dollars are transacted in the London interbank market.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8220;Reuters Page LIBOR01&#8221; means the display so designated on the Reuters 3000 Xtra (or such other page as may replace the LIBOR01 page on that service, or such other service as may be nominated by the ICE Benchmark Administration Limited, or ICE, or its successor, or such other entity assuming the responsibility of ICE or its successor in the event ICE or its successor no longer does so, as the successor service, for the purpose of displaying London interbank offered rates for U.S. dollar deposits).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">No dividends on shares of Series I Preferred Stock may be authorized by our Board or paid or set apart for payment by us at any time when the terms and provisions of any agreement of ours, including any agreement relating to our indebtedness, prohibit the authorization, payment or setting apart for payment thereof or provide that the authorization, payment or setting apart for payment thereof would constitute a breach of the agreement or a default under the agreement, or if the authorization, payment or setting apart for payment is restricted or prohibited by law.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding the foregoing, dividends on the Series I Preferred Stock will accumulate whether or not (i) the terms and provisions of any laws or agreements referred to in the preceding paragraph at any time prohibit the current payment of dividends, (ii) we have earnings, (iii) there are funds legally available for the payment of those dividends and (iv) those dividends are declared. No interest, or sum in lieu of interest, will be payable in respect of any dividend payment or payments on the Series I Preferred Stock which may be in arrears, and holders of Series I Preferred Stock will not be entitled to any dividends in excess of full cumulative dividends described above. Any dividend payment made on the Series I Preferred Stock will first be credited against the earliest accumulated but unpaid dividend due with respect to those shares.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Future dividends on our common stock and preferred stock, including the Series I Preferred Stock, will be at the discretion of our Board and will depend on, among other things, our results of operations, cash flow from operations, financial condition and capital requirements, the annual distribution requirements under the REIT provisions of the Code, applicable law, any debt service requirements and any other factors our Board deems relevant. Accordingly, we cannot guarantee that we will be able to make cash distributions on the Series I Preferred Stock or what the actual dividends will be for any future period.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as noted below, unless full cumulative dividends on the Series I Preferred Stock have been or contemporaneously are declared and paid or declared and a sum sufficient for the payment thereof is set apart for payment for all past Dividend Periods, no dividends (other than in shares of our common stock or other Junior Stock we may issue) may be declared or paid or set apart for payment upon our common stock or other Junior Stock or our Parity Stock and no other distribution may be declared or made upon our common stock or other Junior Stock or our Parity Stock. In addition, our common stock and other Junior Stock or Parity Stock we may issue </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">may not be redeemed, purchased or otherwise acquired for any consideration (or any moneys be paid to or made available for a sinking fund for the redemption of any such securities) by us (except by conversion into or exchange for shares of, or options, warrants or rights to purchase or subscribe for, our common stock or other Junior Stock we may issue or pursuant to an exchange offer made on the same terms to all holders of Series I Preferred Stock and all Parity Stock). The foregoing will not, however, prevent the redemption, purchase or acquisition by us of shares of any class or series of stock for the purpose of enforcing restrictions on transfer and ownership of our stock contained in our charter, including in order to preserve our qualification as a REIT, or the redemption, purchase or acquisition by us of shares of our common stock for purposes of and in compliance with any incentive or benefit plan of ours.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">When dividends are not paid in full (or a sum sufficient for such full payment is not so set apart) upon the Series I Preferred Stock and our Parity Stock, all dividends declared upon the Series I Preferred Stock and such Parity Stock must be declared pro rata so that the amount of dividends declared per share of Series I Preferred Stock and such Parity Stock will in all cases bear to each other the same ratio that accumulated dividends per share on the Series I Preferred Stock and such Parity Stock (which will not include any accrual in respect of unpaid dividends for prior Dividend Periods if such other Parity Stock do not have a cumulative dividend) bear to each other. No interest, or sum of money in lieu of interest, will be payable in respect of any dividend payment or payments on the Series I Preferred Stock which may be in arrears.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Liquidation Preference</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In the event of our voluntary or involuntary liquidation, dissolution or winding up, the holders of Series I Preferred Stock will be entitled to be paid out of the assets we have legally available for distribution to our stockholders, subject to the preferential rights of the holders of any Senior Stock, a liquidation preference of $25.00 per share, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the payment date, before any distribution of assets is made to holders of common stock or other Junior Stock we may issue&#59; and the holders of Series I Preferred Stock will not be entitled to any further payment.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In the event that, upon any such voluntary or involuntary liquidation, dissolution or winding up, our available assets are insufficient to pay the amount of the liquidating distributions on all outstanding shares of Series F Preferred Stock, Series G Preferred Stock, Series I Preferred Stock and any other Parity Stock we may issue, then the holders of Series F Preferred Stock, Series G Preferred Stock, Series I Preferred Stock and such other Parity Stock will share ratably in any such distribution of assets in proportion to the full liquidating distributions to which they would otherwise be respectively entitled.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notice of any such liquidation stating the payment date or dates when, and the place or places where, the amounts distributable in each circumstance shall be payable, will be given no fewer than 30 days and no more than 60 days prior to the payment date, to each holder of record of Series I Preferred Stock at the address of such holder as it appears on our stock records. After payment of the full amount of the liquidating distributions to which they are entitled, the holders of Series I Preferred Stock will have no right or claim to any of our remaining assets. The consolidation, conversion or merger of us with or into any other corporation, trust or entity or of any other entity with or into us, the sale, lease, transfer or conveyance of all or substantially all of our property or business or a statutory share exchange, will not be deemed to constitute a liquidation, dissolution or winding up of us (although such events may give rise to the special optional redemption and contingent conversion rights described below).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In determining whether a distribution (other than upon voluntary or involuntary liquidation), by dividend, redemption or other acquisition of shares of stock or otherwise, is permitted under Maryland law with respect to any share of any class or series of our stock, </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">amounts that would be needed, if we were to be dissolved at the time of the distribution, to satisfy the preferential rights upon dissolution of holders of shares of Series I Preferred Stock will not be added to our total liabilities.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Redemption</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Series I Preferred Stock is not redeemable by us prior to June 30, 2024, except under circumstances where it is necessary to preserve our qualification as a REIT for U.S. federal income tax purposes (please see &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit) and except as described below under &#8220;&#8212;Special Optional Redemption&#8221; upon the occurrence of a Change of Control (as defined herein).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Optional Redemption. On and after June 30, 2024, we may, at our option, upon not less than 30 nor more than 60 days&#8217; notice, redeem the Series I Preferred Stock, in whole or in part, at any time or from time to time, for cash at a redemption price of $25.00 per share, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the redemption date, without interest.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Special Optional Redemption. Upon the occurrence of a Change of Control (as defined below), we may, at our option, upon not less than 30 nor more than 60 days&#8217; notice, redeem the Series I Preferred Stock, in whole or in part, within 120 days after the first date on which such Change of Control occurred, for cash at a redemption price of $25.00 per share, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the redemption date. If, prior to the Change of Control Conversion Date (as defined below), we have provided notice of our election to redeem some or all of the shares of Series I Preferred Stock (whether pursuant to our optional redemption right described above under &#8220;&#8212;Optional Redemption&#8221; or this special optional redemption right), the holders of Series I Preferred Stock will not have the Change of Control Conversion Right (as defined below) described below under &#8220;&#8212;Conversion Rights&#8221; with respect to the shares called for redemption.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">A &#8220;Change of Control&#8221; is deemed to occur when, after the original issuance of the Series I Preferred Stock, the following have occurred and are continuing&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the acquisition by any person, including any syndicate or group deemed to be a &#8220;person&#8221; under Section 13(d)(3) of the Exchange Act, of beneficial ownership, directly or indirectly, through a purchase, merger or other acquisition transaction or series of purchases, mergers or other acquisition transactions of our stock entitling that person to exercise more than 50% of the total voting power of all our stock entitled to vote generally in the election of our directors (except that such person will be deemed to have beneficial ownership of all securities that such person has the right to acquire, whether such right is currently exercisable or is exercisable only upon the occurrence of a subsequent condition)&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">following the closing of any transaction referred to in the bullet point above, neither we nor the acquiring or surviving entity has a class of common securities (or American Depositary Receipts representing such securities) listed on the NYSE, the NYSE American LLC or the Nasdaq Stock Market, or listed or quoted on an exchange or quotation system that is a successor to the NYSE, the NYSE American LLC or the Nasdaq Stock Market.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Redemption Procedures</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">. In the event we elect to redeem Series I Preferred Stock pursuant to our optional redemption right or our special optional redemption right, the notice of redemption will be given to each holder of record of Series I Preferred Stock called for </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">redemption at such holder&#8217;s address as it appears on our stock records and will state the following&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the redemption date&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of shares of Series I Preferred Stock to be redeemed&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the redemption price&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the place or places where certificates (if any) for the Series I Preferred Stock are to be surrendered for payment of the redemption price&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">that dividends on the shares to be redeemed will cease to accumulate on the redemption date&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if applicable, that such redemption is being made in connection with a Change of Control and, in that case, a brief description of the transaction or transactions constituting such Change of Control&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if such redemption is being made in connection with a Change of Control, that the holders of the shares of Series I Preferred Stock being so called for redemption will not be able to tender such shares of Series I Preferred Stock for conversion in connection with the Change of Control and that each share of Series I Preferred Stock tendered for conversion that is called, prior to the Change of Control Conversion Date, for redemption will be redeemed on the related date of redemption instead of converted on the Change of Control Conversion Date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If less than all of the Series I Preferred Stock held by any holder is to be redeemed, the notice given to such holder shall also specify the number of shares of Series I Preferred Stock held by such holder to be redeemed. No failure to give such notice or any defect thereto or in the giving thereof will affect the validity of the proceedings for the redemption of any shares of Series I Preferred Stock, except as to the holder to whom notice was defective or not given.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of shares of Series I Preferred Stock to be redeemed must surrender such shares at the place designated in the notice of redemption and will be entitled to the redemption price and any accumulated and unpaid dividends payable upon the redemption following the surrender.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If notice of redemption of any shares of Series I Preferred Stock has been given and if we have irrevocably set apart for payment the funds necessary for redemption (including any accumulated and unpaid dividends) in trust for the benefit of the holders of the shares of Series I Preferred Stock so called for redemption, then from and after the redemption date (unless we default in providing for the payment of the redemption price plus accumulated and unpaid dividends, if any), dividends will cease to accumulate on those shares of Series I Preferred Stock, those shares of Series I Preferred Stock will no longer be deemed outstanding and all rights of the holders of those shares will terminate, except the right to receive the redemption price plus accumulated and unpaid dividends, if any, payable upon redemption.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If any redemption date is not a business day, then the redemption price and accumulated and unpaid dividends, if any, payable upon redemption may be paid on the next business day and no interest, additional dividends or other sums will accumulate on the amount payable for the period from and after that redemption date to that next business day.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If less than all of the outstanding shares of Series I Preferred Stock are to be redeemed, the shares of Series I Preferred Stock to be redeemed will be selected pro rata (as nearly as may </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">be practicable without creating fractional shares) or by lot. If such redemption is to be by lot and if, as a result of such redemption, any holder of Series I Preferred Stock would own, or be deemed by virtue of certain attribution provisions of the Code to own, in excess of 9.8% in value or in number of shares (whichever is more restrictive) of any class or series of our stock (including the Series I Preferred Stock), or violate any other restriction or limitation of our stock set forth in our charter, then, except as otherwise provided in our charter, we will redeem the requisite number of shares of Series I Preferred Stock of that holder such that the holder will not own or be deemed by virtue of certain attribution provisions of the Code to own, subsequent to the redemption, in excess of 9.8% in value or in number of shares (whichever is more restrictive) of any class or series of our stock or violate any other restriction or limitation of our stock set forth in our charter. See the heading &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Immediately prior to any redemption of Series I Preferred Stock, we will pay, in cash, any accumulated and unpaid dividends to, but excluding, the redemption date, unless a redemption date falls after a dividend record date and prior to the corresponding dividend payment date, in which case each holder of Series I Preferred Stock at the close of business on such dividend record date will be entitled to the dividend payable on such shares on the corresponding dividend payment date notwithstanding the redemption of such shares before such dividend payment date. Except as provided above, we will make no payment or allowance for unpaid dividends, whether or not in arrears, on shares of the Series I Preferred Stock to be redeemed.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Unless full cumulative dividends on all shares of Series I Preferred Stock have been or contemporaneously are declared and paid or declared and a sum sufficient for the payment thereof has been or contemporaneously is set apart for payment for all past Dividend Periods, no shares of Series I Preferred Stock may be redeemed unless all outstanding shares of Series I Preferred Stock are simultaneously redeemed, and we may not purchase or otherwise acquire directly or indirectly any shares of Series I Preferred Stock (except by conversion into or exchange for shares of, or options, warrants or rights to purchase or subscribe for, our common stock or other Junior Stock we may issue or pursuant to a purchase or exchange offer made on the same terms to all holders of Series I Preferred Stock and all Parity Stock)&#59; provided, however, that the foregoing will not prevent the redemption, purchase or acquisition by us of shares of Series I Preferred Stock for the purpose of enforcing restrictions on ownership and transfer of our stock contained in our charter, including in order to preserve our qualification as a REIT.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Subject to applicable law, we may purchase shares of Series I Preferred Stock in the open market, by tender or by privately negotiated transactions. Any shares of Series I Preferred Stock that we acquire, by redemption or otherwise, shall be reclassified as authorized but unissued shares of preferred stock, without designation as to class or series, and may thereafter be issued as any class or series of preferred stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Conversion Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Upon the occurrence of a Change of Control, each holder of Series I Preferred Stock will have the right (unless, prior to the Change of Control Conversion Date, we have provided notice of our election to redeem some or all of the shares of Series I Preferred Stock held by such holder as described above under &#8220;&#8212;Redemption,&#8221; in which case such holder will have the right only with respect to shares of Series I Preferred Stock that are not called for redemption) to convert some or all of the shares of the Series I Preferred Stock held by such holder (the &#8220;Change of Control Conversion Right&#8221;) on the Change of Control Conversion Date into a number of shares of our common stock per share of Series I Preferred Stock (the &#8220;Common Stock Conversion Consideration&#8221;) equal to the lesser of&#58;</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the quotient obtained by dividing (i) the sum of the $25.00 liquidation preference per share of Series I Preferred Stock, plus any accumulated and unpaid dividends thereon (whether or not authorized or declared) to, but excluding, the Change of Control Conversion Date (unless the Change of Control Conversion Date is after a dividend record date and prior to the corresponding dividend payment date for the Series I Preferred Stock, in which case no additional amount for such accumulated and unpaid dividends to be paid on such dividend payment date will be included in this sum) by (ii) the Common Stock Price, as defined below (such quotient, the &#8220;Conversion Rate&#8221;)&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">The &#8220;Share Cap,&#8221; originally, 5.42888, now 1.35722 as a result of the Reverse Stock Split, subject to certain adjustments as described below.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding anything in our charter to the contrary and except as otherwise required by law, the persons who are the holders of record of shares of Series I Preferred Stock at the close of business on a dividend record date will be entitled to receive the dividend payable on the corresponding dividend payment date notwithstanding the conversion of those shares after such dividend record date and on or prior to such dividend payment date and, in such case, the full amount of such dividend will be paid on such dividend payment date to the persons who were the holders of record at the close of business on such dividend record date. Except as provided in this paragraph, we will make no allowance for unpaid dividends that are not in arrears on the shares of Series I Preferred Stock to be converted.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Share Cap is subject to pro rata adjustments for any share splits (including those effected pursuant to a distribution of our common stock to existing holders of our common stock), subdivisions or combinations (in each case, a &#8220;Share Split&#8221;) with respect to our common stock as follows&#58; the adjusted Share Cap as the result of a Share Split will be the number of shares of our common stock that is equivalent to the product obtained by multiplying (i) the Share Cap in effect immediately prior to such Share Split by (ii) a fraction, the numerator of which is the number of shares of our common stock outstanding immediately after giving effect to such Share Split and the denominator of which is the number of shares of our common stock outstanding immediately prior to such Share Split.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For the avoidance of doubt, subject to the immediately succeeding paragraph, the aggregate number of shares of our common stock (or equivalent Alternative Conversion Consideration, as applicable) issuable or deliverable, as applicable, in connection with the exercise of the Change of Control Conversion Right will not exceed the product of the Share Cap then in effect times the aggregate number of shares of the Series I Preferred Stock issued and outstanding at the Change of Control Conversion Date (or equivalent Alternative Conversion Consideration, as applicable) (the &#8220;Exchange Cap&#8221;). The Exchange Cap is subject to pro rata adjustments for any Share Splits on the same basis as the corresponding adjustment to the Share Cap.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In the case of a Change of Control pursuant to which our common stock is or will be converted into cash, securities or other property or assets (including any combination thereof) (the &#8220;Alternative Form Consideration&#8221;), a holder of Series I Preferred Stock will receive upon conversion of such shares of the Series I Preferred Stock the kind and amount of Alternative Form Consideration which such holder would have owned or been entitled to receive upon the Change of Control had such holder held a number of shares of our common stock equal to the Common Stock Conversion Consideration immediately prior to the effective time of the Change of Control (the &#8220;Alternative Conversion Consideration&#8221;). The Common Stock Conversion Consideration or the Alternative Conversion Consideration, whichever shall be applicable to a Change of Control, is referred to as the &#8220;Conversion Consideration.&#8221;</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">If the holders of our common stock have the opportunity to elect the form of consideration to be received in the Change of Control, the Conversion Consideration in respect of such Change of Control will be deemed to be the kind and amount of consideration actually received by holders of a majority of the outstanding shares of our common stock that made or voted for such an election (if electing between two types of consideration) or holders of a plurality of the outstanding shares of our common stock that made or voted for such an election (if electing between more than two types of consideration), as the case may be, and will be subject to any limitations to which all holders of our common stock are subject, including, without limitation, pro rata reductions applicable to any portion of the consideration payable in such Change of Control.</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We will not issue fractional shares of our common stock upon the conversion of the Series I Preferred Stock in connection with a Change of Control. Instead, we will make a cash payment equal to the value of such fractional shares based upon the Common Stock Price used in determining the Common Stock Conversion Consideration for such Change of Control.</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Within 15 days following the occurrence of a Change of Control, provided that we have not exercised our right to redeem all shares of Series I Preferred Stock pursuant to the redemption provisions described above, we will provide to holders of Series I Preferred Stock a notice of occurrence of the Change of Control that describes the resulting Change of Control Conversion Right, which notice shall be delivered to the holders of record of the shares of Series I Preferred Stock to their addresses as they appear on our stock records. No failure to give such notice or any defect thereto or in the giving thereof will affect the validity of the proceedings for the conversion of any shares of Series I Preferred Stock except as to the holder to whom notice was defective or not given. This notice will state the following&#58;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the events constituting the Change of Control&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the date of the Change of Control&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the last date on which the holders of Series I Preferred Stock may exercise their Change of Control Conversion Right&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the method and period for calculating the Common Stock Price&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the Change of Control Conversion Date&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">that if, prior to the Change of Control Conversion Date, we have provided notice of our election to redeem all or any shares of Series I Preferred Stock, holders of Series I Preferred Stock that are subject to such notice of redemption will not be able to convert the shares of Series I Preferred Stock called for redemption and such shares will be redeemed on the related redemption date, even if such shares have already been tendered for conversion pursuant to the Change of Control Conversion Right&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if applicable, the type and amount of Alternative Conversion Consideration entitled to be received per share of Series I Preferred Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the name and address of the paying agent, transfer agent and conversion agent for the Series I Preferred Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the procedures that the holders of Series I Preferred Stock must follow to exercise the Change of Control Conversion Right (including procedures for surrendering shares of Series I Preferred Stock for conversion through the facilities of a Depositary (as defined </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">below)), including the form of conversion notice to be delivered by such holders as described below&#59; and</font></div><div style="margin-bottom:12pt;padding-left:36pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the last date on which holders of Series I Preferred Stock may withdraw shares of Series I Preferred Stock surrendered for conversion and the procedures that such holders must follow to effect such a withdrawal.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Under such circumstances, we also will issue a press release containing such notice for publication on the Wall Street Journal, Business Wire, PR Newswire or Bloomberg Business News (or, if these organizations are not in existence at the time of issuance of the press release, such other news or press organization as is reasonably calculated to broadly disseminate the relevant information to the public), and post a notice on our website (if any), in any event prior to the opening of business on the first business day following any date on which we provide the notice described above to the holders of Series I Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">To exercise the Change of Control Conversion Right, the holders of Series I Preferred Stock will be required to deliver, on or before the close of business on the Change of Control Conversion Date, the certificates (if any) representing the shares of Series I Preferred Stock to be converted, duly endorsed for transfer (or, in the case of any shares of Series I Preferred Stock held in book-entry form through a Depositary or shares directly registered with the transfer agent therefor, to deliver, on or before the close of business on the Change of Control Conversion Date, the shares of Series I Preferred Stock to be converted through the facilities of such Depositary or through such transfer agent, respectively), together with a written conversion notice in the form provided by us, duly completed, to our transfer agent. The conversion notice must state&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the relevant Change of Control Conversion Date&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of shares of Series I Preferred Stock to be converted&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">that the shares of the Series I Preferred Stock are to be converted pursuant to the applicable provisions of the articles supplementary designating the Series I Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The &#8220;Change of Control Conversion Date&#8221; is the date the Series I Preferred Stock is to be converted, which will be a business day selected by us that is no fewer than 20 days nor more than 35 days after the date on which we provide the notice described above to the holders of Series I Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The &#8220;Common Stock Price&#8221; is (i) if the consideration to be received in the Change of Control by the holders of our common stock is solely cash, the amount of cash consideration per share of our common stock or (ii) if the consideration to be received in the Change of Control by holders of our common stock is other than solely cash (x) the average of the closing sale prices per share of our common stock (or, if no closing sale price is reported, the average of the closing bid and ask prices per share or, if more than one in either case, the average of the average closing bid and the average closing ask prices per share) for the ten consecutive trading days immediately preceding, but not including, the date on which such Change of Control occurred as reported on the principal U.S. securities exchange on which our common stock is then traded, or (y) if our common stock is not then listed for trading on a U.S. securities exchange, the average of the last quoted bid prices for our common stock in the over-the-counter market as reported by OTC Markets Group Inc. or similar organization for the ten consecutive trading days immediately preceding, but not including, the date on which such Change of Control occurred.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of Series I Preferred Stock may withdraw any notice of exercise of a Change of Control Conversion Right (in whole or in part) by a written notice of withdrawal delivered to our </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">transfer agent prior to the close of business on the business day prior to the Change of Control Conversion Date. The notice of withdrawal delivered by any holder must state&#58;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of withdrawn shares of Series I Preferred Stock&#59;</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">if certificated shares of Series I Preferred Stock have been surrendered for conversion, the certificate numbers of the withdrawn shares of Series I Preferred Stock&#59; and</font></div><div style="margin-bottom:12pt;padding-left:72pt;text-align:justify;text-indent:-18pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#8226;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;padding-left:13.8pt">the number of shares of Series I Preferred Stock, if any, which remain subject to the holder&#8217;s conversion notice.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Notwithstanding the foregoing, if any shares of Series I Preferred Stock are held in book-entry form through DTC or a similar depositary (each, a &#8220;Depositary&#8221;), the conversion notice and&#47;or the notice of withdrawal, as applicable, must comply with applicable procedures, if any, of the applicable Depositary.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Shares of Series I Preferred Stock as to which the Change of Control Conversion Right has been properly exercised and for which the conversion notice has not been properly withdrawn will be converted into the applicable Conversion Consideration in accordance with the Change of Control Conversion Right on the Change of Control Conversion Date, unless prior to the Change of Control Conversion Date we have provided notice of our election to redeem some or all of the shares of Series I Preferred Stock, as described above under &#8220;&#8212;Redemption,&#8221; in which case only the shares of Series I Preferred Stock properly surrendered for conversion and not properly withdrawn that are not called for redemption will be converted as aforesaid. If we elect to redeem shares of Series I Preferred Stock that would otherwise be converted into the applicable Conversion Consideration on a Change of Control Conversion Date, such shares of Series I Preferred Stock will not be so converted and the holders of such shares will be entitled to receive on the applicable redemption date the redemption price described above under &#8220;&#8212;Redemption.&#8221;</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We will deliver all securities, cash and any other property owing upon conversion no later than the third business day following the Change of Control Conversion Date. Notwithstanding the foregoing, the persons entitled to receive any shares of our common stock or other securities delivered on conversion will be deemed to have become the holders of record thereof as of the Change of Control Conversion Date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In connection with the exercise of any Change of Control Conversion Right, we will comply with all applicable federal and state securities laws and stock exchange rules in connection with any conversion of shares of the Series I Preferred Stock into shares of our common stock or other property. Notwithstanding any other provision of the Series I Preferred Stock, no holder of Series I Preferred Stock will be entitled to convert such shares of the Series I Preferred Stock into shares of our common stock to the extent that receipt of such shares of common stock would cause such holder (or any other person) to violate the applicable restrictions on transfer and ownership of our stock contained in our charter, unless we provide an exemption from this limitation to such holder pursuant to the terms of our charter. Please see the section entitled &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The Change of Control conversion feature may make it more difficult for a third party to acquire us or discourage a party from acquiring us.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as provided above in connection with a Change of Control, the Series I Preferred Stock is not convertible into or exchangeable for any other securities or property.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Voting Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of Series I Preferred Stock do not have any voting rights, except as set forth below.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Whenever dividends on any shares of Series I Preferred Stock are in arrears for six or more full quarterly Dividend Periods, whether or not consecutive, the number of directors constituting our Board will be automatically increased by two (if not already increased by two by reason of the election of directors by the holders of any other class or series of Parity Stock upon which like voting rights have been conferred and are exercisable) and the holders of Series I Preferred Stock, voting as a single class with holders of the Parity Stock upon which like voting rights have been conferred and are exercisable, will be entitled to vote for the election of those two additional directors at a special meeting called by us at the request of the holders of record of at least 25% of the outstanding shares of Series I Preferred Stock and all other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable to be held no later than 90 days after our receipt of such request (unless the request is received less than 90 days before the date fixed for the next annual or special meeting of our stockholders, in which case, such vote will be held at the earlier of the next annual or special meeting of the stockholders to the extent permitted by applicable law), and at each subsequent annual meeting until all dividends accumulated on the Series I Preferred Stock for all past Dividend Periods and the then current Dividend Period will have been fully paid. In that case, the right of holders of Series I Preferred Stock to elect any directors will cease and, unless there are other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable, the term of office of any directors elected by holders of Series I Preferred Stock will immediately terminate and the number of directors constituting the board of directors will be reduced accordingly. For the avoidance of doubt, in no event will the total number of directors elected by holders of Series I Preferred Stock (voting together as a single class with the Parity Stock upon which like voting rights have been conferred and are exercisable) pursuant to these voting rights exceed two. The directors elected by the holders of the Series I Preferred Stock and the holders of the Parity Stock upon which like voting rights have been conferred and are exercisable will be elected by a plurality of the votes cast by the holders of the outstanding shares of Series I Preferred Stock when they have the voting rights described in this paragraph and the Parity Stock upon which like voting rights have been conferred and are exercisable (voting together as a single class) to serve until our next annual meeting of stockholders and until their successors are duly elected and qualify or until such directors&#8217; right to hold the office terminates as described above, whichever occurs earlier.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">On each matter on which holders of Series I Preferred Stock are entitled to vote, each share of Series I Preferred Stock will be entitled to one vote, except that when shares of any other class or series of preferred stock we may issue, including the Parity Stock, have the right to vote with the Series I Preferred Stock as a single class on any matter, the Series I Preferred Stock, the Parity Stock and each such other class or series of stock will have one vote for each $25.00 of liquidation preference (excluding accumulated dividends). If, at any time when the voting rights conferred upon the Series I Preferred Stock are exercisable, any vacancy in the office of a director elected by the holders of the Parity Stock upon which like voting rights have been conferred and are exercisable will occur, then such vacancy may be filled only by the remaining director or by vote of the holders of the outstanding Series I Preferred Stock and any other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Any director elected by holders of shares of Series I Preferred Stock and any class or series of Parity Stock upon which like voting rights have been conferred and are exercisable may be removed at any time, with or without cause, by the vote of, and may not be removed otherwise than by the vote of, the holders of record of a majority of the outstanding shares of </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Series I Preferred Stock and any class or series of Parity Stock we may issue when they have the voting rights described above (voting as a single class with all other classes or series of Parity Stock upon which like voting rights have been conferred and are exercisable).</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">So long as any shares of Series I Preferred Stock remain outstanding, we will not, without the affirmative vote or consent of the holders of at least two-thirds of the shares of Series I Preferred Stock, and Parity Stock upon which like voting rights have been conferred and are exercisable (voting together as a single class), (i) authorize, create, or increase the authorized or issued amount of, any class or series of Senior Stock or reclassify any of our authorized stock into such shares, or create or authorize or issue any obligation or security convertible into or evidencing the right to purchase any such shares or (ii) amend, alter or repeal the provisions of our charter, whether by merger, conversion, consolidation or otherwise, so as to materially and adversely affect any right, preference, privilege or voting power of the Series I Preferred Stock (each, an &#8220;Event&#8221;)&#59; provided, however, with respect to the occurrence of any event set forth in clause (ii) above, so long as the Series I Preferred Stock remains outstanding with the terms thereof materially unchanged, or the holders of Series I Preferred Stock receive shares of stock or other equity interests with rights, preferences, privileges and voting powers substantially the same as those of the Series I Preferred Stock, taking into account that upon the occurrence of an Event we may not be the successor entity, the occurrence of any such Event will not be deemed to materially and adversely affect the rights, preferences, privileges or voting power of holders of Series I Preferred Stock&#59; and, provided further, that any increase in the amount of the authorized or issued Series I Preferred Stock or the creation or issuance, or any increase in the amounts authorized of any Parity Stock, including the Series F Preferred Stock and Series G Preferred Stock, or Junior Stock will not be deemed to materially and adversely affect the rights, preferences, privileges or voting powers of holders of Series I Preferred Stock. Notwithstanding the foregoing, if any amendment, alteration or repeal of any provision of our charter would materially and adversely affect the rights, preferences or privileges of the Series I Preferred Stock disproportionately relative to other classes or series of Parity Stock, including the Series F Preferred Stock and Series G Preferred Stock, then the affirmative vote or consent of the holders of at least two-thirds of the outstanding shares of Series I Preferred Stock (voting as a separate class) shall also be required.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">The foregoing voting provisions will not apply if, at or prior to the time when the act with respect to which such vote would otherwise be required shall be effected, all outstanding shares of Series I Preferred Stock have been redeemed or called for redemption upon proper notice and sufficient funds have been irrevocably set apart to effect such redemption.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Except as expressly stated in our charter or as may be required by applicable law, the Series I Preferred Stock do not have any relative, participating, optional or other special voting rights or powers and the consent of the holders thereof will not be required for the taking of any corporate action. The holders of Series I Preferred Stock have exclusive voting rights on any amendment to our charter that would alter the contract rights, as expressly set forth in the charter, of only the Series I Preferred Stock.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Information Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">During any period in which we are not subject to Section 13 or 15(d) of the Exchange Act and any shares of Series I Preferred Stock are outstanding, we will use our best efforts to (i) transmit through our website at http&#58;&#47;&#47;www.annaly.com (or other permissible means under the Exchange Act) copies of the Annual Reports on Form 10-K and Quarterly Reports on Form 10-Q that we would have been required to file with the SEC pursuant to Section 13 or 15(d) of the Exchange Act if we were subject thereto (other than any exhibits that would have been required). We will use our best efforts to provide such reports on our website within 15 days after the respective dates by which we would have been required to file such reports with the SEC if we </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">were subject to Section 13 or 15(d) of the Exchange Act and we were a &#8220;non-accelerated filer&#8221; within the meaning of the Exchange Act.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Restrictions on Transfer and Ownership</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">To assist us in qualifying as a REIT, our charter prohibits any person from acquiring or holding, directly or constructively, ownership of 9.8%, in number of shares or value, of each class or series of our outstanding shares. For this purpose the term &#8220;ownership&#8221; generally means either direct ownership or constructive ownership in accordance with the constructive ownership provisions of Section 544 of the Code, as modified in Section 856(h) of the Code. These provisions may restrict the ability of a holder of Series H Preferred Stock to convert such stock into our common stock as described above under &#8220;&#8212;Conversion Rights.&#8221; Our board of directors may, in its sole discretion, exempt a person from the 9.8% ownership limit under certain circumstances as described under &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For further information regarding restrictions on ownership and transfer of the Series I Preferred Stock, please see the section entitled &#8220;Description of Equity Securities&#8212;Restrictions on Ownership and Transfer&#8221; in this exhibit.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Preemptive Rights</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">No holders of Series I Preferred Stock, as holders of Series I Preferred Stock, have any preemptive rights to purchase or subscribe for our common stock or any of our other securities.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Book-Entry Procedures</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">DTC acts as securities depositary for the Series I Preferred Stock, which were issued in the form of global securities held in book-entry form. We will not issue certificates to holders of the Series I Preferred Stock for the shares of Series I Preferred Stock that are purchased, unless DTC&#8217;s services are discontinued as described below.</font></div><div style="margin-bottom:12pt;text-align:justify"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Title to book-entry interests in the Series I Preferred Stock will pass by book-entry registration of the transfer within the records of DTC in accordance with its procedures. Book-entry interests in the securities may be transferred within DTC in accordance with procedures established for these purposes by DTC. Each person owning a beneficial interest in shares of the Series I Preferred Stock must rely on the procedures of DTC and the participant through which such person owns its interest to exercise its rights as a holder of the Series I Preferred Stock.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">DTC has advised us that it is a limited-purpose trust company organized under the New York Banking Law, a member of the Federal Reserve System, a &#8220;clearing corporation&#8221; within the meaning of the New York Uniform Commercial Code and a &#8220;clearing agency&#8221; registered under the provisions of Section 17A of the Exchange Act. DTC holds securities that its participants (&#8220;Direct Participants&#8221;) deposit with DTC. DTC also facilitates the settlement among Direct Participants of securities transactions, such as transfers and pledges, in deposited securities through electronic computerized book-entry changes in Direct Participants&#8217; accounts, thereby eliminating the need for physical movement of securities certificates. Direct Participants include securities brokers and dealers, banks, trust companies, clearing corporations, and certain other organizations. Access to the DTC system is also available to others such as securities brokers and dealers, including the underwriters, banks and trust companies that clear through or maintain a custodial relationship with a Direct Participant, either directly or indirectly (&#8220;Indirect Participants&#8221;). The rules applicable to DTC and its Direct and Indirect Participants are on file with the SEC.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">When shares of Series I Preferred Stock are purchased within the DTC system, the purchase must be by or through a Direct Participant. The Direct Participant will receive a credit for the Series I Preferred Stock on DTC&#8217;s records. Holders of the Series I Preferred Stock will be considered to be the &#8220;beneficial owner&#8221; of the Series I Preferred Stock. Such beneficial ownership interest will be recorded on the Direct and Indirect Participants&#8217; records, but DTC will have no knowledge of individual ownership. DTC&#8217;s records reflect only the identity of the Direct Participants to whose accounts shares of Series I Preferred Stock are credited.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Holders of the Series I Preferred Stock will not receive written confirmation from DTC of the purchase. The Direct or Indirect Participants through whom the Series I Preferred Stock were purchased should send such holders written confirmations providing details of the transactions, as well as periodic statements of the holdings. The Direct and Indirect Participants are responsible for keeping an accurate account of the holdings of their customers.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Transfers of ownership interests held through Direct and Indirect Participants will be accomplished by entries on the books of Direct and Indirect Participants acting on behalf of the beneficial owners.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Conveyance of notices and other communications by DTC to Direct Participants, by Direct Participants to Indirect Participants, and by Direct Participants and Indirect Participants to beneficial owners will be governed by arrangements among them, subject to any statutory or regulatory requirements as may be in effect from time to time.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">We understand that, under DTC&#8217;s existing practices, in the event that we request any action of the holders, or an owner of a beneficial interest in a global security, such as a holder of the Series I Preferred Stock, desires to take any action which a holder is entitled to take under our charter (including the articles supplementary designating the Series I Preferred Stock), DTC would authorize the Direct Participants holding the relevant shares to take such action, and those Direct Participants and any Indirect Participants would authorize beneficial owners owning through those Direct and Indirect Participants to take such action or would otherwise act upon the instructions of beneficial owners owning through them.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Any redemption notices with respect to the Series I Preferred Stock will be sent to Cede &#38; Co. If less than all of the outstanding shares of Series I Preferred Stock are being redeemed, DTC will reduce each Direct Participant&#8217;s holdings of shares of Series I Preferred Stock in accordance with its procedures.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">In those instances where a vote is required, neither DTC nor Cede &#38; Co. itself will consent or vote with respect to the shares of Series I Preferred Stock. Under its usual procedures, DTC would mail an omnibus proxy to us as soon as possible after the record date. The omnibus proxy assigns Cede &#38; Co.&#8217;s consenting or voting rights to those Direct Participants whose accounts the shares of Series I Preferred Stock are credited to on the record date, which are identified in a listing attached to the omnibus proxy.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Dividends on the Series I Preferred Stock will be made directly to DTC&#8217;s nominee (or its successor, if applicable). DTC&#8217;s practice is to credit participants&#8217; accounts on the relevant payment date in accordance with their respective holdings shown on DTC&#8217;s records unless DTC has reason to believe that it will not receive payment on that payment date.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Payments by Direct and Indirect Participants to beneficial owners will be governed by standing instructions and customary practices, as is the case with securities held for the accounts of customers in bearer form or registered in &#8220;street name.&#8221; These payments will be the responsibility of the participant and not of DTC, us or any agent of ours.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">DTC may discontinue providing its services as securities depositary with respect to the Series I Preferred Stock at any time by giving reasonable notice to us. Additionally, we may decide to discontinue the book-entry only system of transfers with respect to the Series I Preferred Stock. In that event, we will print and deliver certificates in fully registered form for the Series I Preferred Stock. If DTC notifies us that it is unwilling to continue as securities depositary, or it is unable to continue or ceases to be a clearing agency registered under the Exchange Act and a successor depositary is not appointed by us within 90 days after receiving such notice or becoming aware that DTC is no longer so registered, we will issue the Series I Preferred Stock in definitive form, at our expense, upon registration of transfer of, or in exchange for, such global security.</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">According to DTC, the foregoing information with respect to DTC has been provided to the financial community for informational purposes only and is not intended to serve as a representation, warranty or contract modification of any kind.</font></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Global Clearance and Settlement Procedures</font></div><div style="margin-bottom:12pt;text-align:justify;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Secondary market trading among DTC&#8217;s Participants will occur in the ordinary way in accordance with DTC&#8217;s rules and will be settled in immediately available funds using DTC&#8217;s Same-Day Funds Settlement System.</font></div><div style="margin-bottom:12pt"><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div></body></html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-10.12
<SEQUENCE>3
<FILENAME>a202210-knlyexhibit1012.htm
<DESCRIPTION>EX-10.12
<TEXT>
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><html><head>
<!-- Document created using Wdesk -->
<!-- Copyright 2023 Workiva -->
<title>Document</title></head><body><div id="i6ff8d3d7bd424f0891e0cff522cc799d_1"></div><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">ANNALY CAPITAL MANAGEMENT, INC.</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">PSU Award Agreement </font></div><div style="text-align:center"><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;THIS PSU AWARD AGREEMENT (this &#8220;Agreement&#8221;), dated as of &#171;Grant_Month&#187; &#171;Grant_Day&#187;, &#171;Grant Year&#187; is between Annaly Capital Management, Inc., a Maryland corporation (the &#8220;Company&#8221;) and &#171;Name&#187; (the &#8220;Participant&#8221;), and governs the performance-vesting RSUs (&#8220;PSUs&#8221;) granted by the Company to the Participant in accordance with and subject to the provisions of the Annaly Capital Management, Inc. 2020 Equity Incentive Plan (the &#8220;Plan&#8221;).  A Prospectus describing the Plan has been delivered to the Participant.  The Plan itself is available upon request.  All terms used in this Agreement that are defined in the Plan have the same meaning given them in the Plan.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;1.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Grant of PSUs.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Effective as of &#171;Grant_Month&#187; &#171;Grant_Day&#187;, 2023 (the &#8220;Date of Grant&#8221;), the Company granted the Participant &#171;Shares&#187; target PSUs (the &#8220;Target PSUs&#8221;) in accordance with the Plan and subject to the terms and conditions set forth in the Plan and this Agreement.  Each PSU represents the right to receive a Share upon settlement of the vested PSUs as set forth herein.  </font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;2.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Grant of Dividend Equivalent Rights.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Effective as of the Date of Grant, the Company also granted the Participant Dividend Equivalent Rights in accordance with the Plan and subject to the terms and conditions set forth in the Plan and this Agreement.  The Dividend Equivalent Rights entitle the Participant to be credited with additional PSUs (the &#8220;Additional PSUs&#8221;) with respect to cash dividends (other than extraordinary cash dividends) paid on Shares during the period beginning on the Date of Grant and ending on the earlier of the date that the vested PSUs and vested Additional PSUs are settled in accordance with Section 4 of this Agreement or the date that the PSUs and Additional PSUs are forfeited in accordance with Section 3 of this Agreement.  On each date that cash dividends (other than extraordinary cash dividends) are paid on Shares, the Participant shall be credited with Additional PSUs as follows&#58;  The cash dividend per Share shall be multiplied by the number of Target PSUs and Additional PSUs outstanding and credited to the Participant on the dividend payment date and the resulting product shall be divided by the Fair Market Value on the dividend payment date.  Each Additional PSU represents the right to receive a Share upon settlement of the vested Additional PSUs as set forth herein.  For avoidance of doubt, the Additional PSUs shall be subject to adjustment for performance under Section 3 to the same extent as the Target PSUs.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;3.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Vesting.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant&#8217;s interest in the PSUs shall become vested and nonforfeitable to the extent provided in paragraphs (a) through (g) below.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Performance Conditions</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Target PSUs shall be subject to adjustment based on the Company&#8217;s performance during the applicable &#8220;Performance Period,&#8221; all as set forth on </font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Exhibit A</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%"> hereto.  The Committee shall make all determinations regarding the performance adjustment by the 15</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.8pt;font-weight:400;line-height:100%;position:relative;top:-4.2pt;vertical-align:baseline">th</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%"> day of the third month following the end of the Performance Period.  The number of PSUs after such adjustment, which may range 0% to the maximum percentage of the Target PSUs set forth on </font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Exhibit A</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">, are referred to in this Agreement as the &#8220;Performance-Adjusted PSUs.&#8221;  For the avoidance of doubt, if the performance adjustment results in 0% of the Target PSUs being earned, the PSUs shall be canceled and forfeited as of the last day of the Performance Period and all of the Participant&#8217;s rights to the PSUs shall immediately terminate without any payment of consideration by the Company.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Continued Service.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant&#8217;s interest in the Performance-Adjusted PSUs shall become vested and nonforfeitable on the last day of the Performance Period (the &#8220;Vesting Date&#8221;), subject to the Participant&#8217;s continuous Service (as defined below) from the Date of Grant through the Vesting Date.  For purposes of this Agreement, &#8220;Service&#8221; means service to </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">the Company or an Affiliate as an employee, Non-Employee Director, or other bona fide service provider (whether as a consultant, advisor or otherwise). The Participant&#8217;s change in position or duties shall not result in interrupted or terminated Service, so long as the Participant continues to be an employee, Non-Employee Director, or other bona fide service provider to the Company or an Affiliate.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(c)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Change in Control.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  If a Change in Control occurs before the Vesting Date while the Participant is still in Service, the Participant&#8217;s interest in the PSUs shall become vested and nonforfeitable in connection with a Change in Control in accordance with the provisions of Section 10(b) of the Plan, subject to the requirements of Section 21 of the Plan (regarding potential adjustments as a result of Section 280G and related provisions of the Code).  For any Participant who is not a Non-Employee Director, for purposes of Section 10(b)(ii) of the Plan (regarding vesting of the PSUs during the two-year period following a Change in Control if the PSUs are assumed, converted or replaced in the transaction), the following terms have the following meanings&#58;</font></div><div><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(i)&#160;&#160;&#160;&#160;&#8220;Cause&#8221; shall be as defined in any employment agreement, offer letter, or similar agreement between the Participant and the Company or an Affiliate, and if there is no such agreement or definition, &#8220;Cause&#8221; shall mean that the Participant is found by the Company to have (i) committed an act of fraud or dishonesty in the course of the Service&#59; (ii) been convicted of (or plead no contest with respect to) a crime constituting a felony or a crime of comparable magnitude under applicable law (as determined by the Company in its sole discretion)&#59; (iii) failed to perform the Participant&#8217;s job duties where such failure is materially injurious to the Company and its Affiliates, or to the business interests or reputation of the Company and its Affiliates&#59; (iv) materially breached any written policy applicable to the Participant&#8217;s Service including, but not limited to, the Company&#8217;s Code of Business Conduct and Ethics&#59; or (v) materially breached any Service-related covenants under any agreement with the Company or an Affiliate&#59; provided, however, that with respect to any breach or failure that is curable by the Participant, as determined by the Company in good faith, the Company has provided the Participant written notice of the material breach or failure and the Participant has not cured such breach or failure, as determined by the Company in good faith, within fifteen (15) days following the date the Company provides such notice.</font></div><div style="padding-left:36pt"><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(ii)&#160;&#160;&#160;&#160;&#8220;Good Reason&#8221; shall be as defined in any employment agreement, offer letter, or similar agreement between the Participant and the Company or an Affiliate, and if there is no such applicable definition, termination of Service for Good Reason shall not be applicable to the Participant under Section 10(b)(ii) of the Plan.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(d)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Death or Disability.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">   If the Participant terminates Service before the Vesting Date due to the Participant&#8217;s death, the Participant shall become vested as of the date of such death in a prorated portion of the Target PSUs (i.e., without adjustment for performance under paragraph (a)). If the Participant terminates Service before the Vesting Date due to the Participant&#8217;s total and permanent disability within the meaning of Section 22(e)(3) of the Code, a prorated portion of the Target PSUs shall remain outstanding and become vested on the Vesting Date after adjustment for performance in accordance with paragraph (a).  In either case, the prorated portion shall be determined by multiplying the number of Target PSUs by a fraction, the numerator of which is the number of days in the Performance Period through the date of the Participant&#8217;s termination of Service due to death or total and permanent disability, and the denominator of which is the total number of days in the Performance Period. The Participant&#8217;s beneficiary shall receive payment with respect to the PSUs (and any Additional PSUs) in the event of the Participant&#8217;s death.  The beneficiary shall be the Participant&#8217;s surviving spouse, if any, and if no surviving spouse, then the Participant&#8217;s estate, provided that the Company, in its </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">2</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">discretion, may permit the Participant to designate a beneficiary in accordance with such written procedures as the Company may establish.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(e)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Vesting Required by Employment Agreement or Company Severance Program</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Notwithstanding any provision herein to the contrary, if the Participant terminates Service under conditions that would provide full or partial vesting of the Award in accordance with a written employment agreement, offer letter, or similar agreement between the Company and the Participant or under any written severance agreement, program or policy of the Company that covers the Participant, then the Participant&#8217;s interest in the PSUs shall become vested and nonforfeitable to the extent provided by such written agreement or Company severance program or policy.  If the Participant is subject to special vesting conditions under both a written agreement and a Company severance program or policy, the most favorable vesting provisions shall control.  The number of PSUs vesting shall remain subject to adjustment for performance under paragraph (a) and such Performance-Adjusted PSUs shall be settled following the end of the Performance Period as provided in Section 4 below, except to the extent that the written agreement or Company severance program or policy expressly provides otherwise.  If the written agreement or Company severance program or policy calls for vesting of the PSUs to be prorated, the prorated PSUs shall be determined by multiplying the number of PSUs by a fraction, the numerator of which is the number of days in the Performance Period through the date that the Participant&#8217;s Service terminates, and the denominator of which is the total number of days in the Performance Period.  Any such vesting shall be subject to the terms and conditions of the applicable written agreement or Company severance program or policy, including any requirement that the Participant provide the Company with a release of claims.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(f)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Qualifying Termination</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Notwithstanding any provision herein to the contrary, if the Participant&#8217;s Service is terminated for a Qualifying Termination and other than as set forth in Section 3(e) above, then subject to the conditions of this Section 3(f), the Target PSUs shall remain outstanding and become vested on the Vesting Date after adjustment for performance in accordance with paragraph (a).  In order to continue to earn and become vested in the PSUs, the Participant must (i) sign and not revoke a release of claims in such form as required by the Company no later than 60 days after such Qualifying Termination, and (ii) comply with any post-employment covenants applicable to the Participant under any written agreement with the Company.  In addition, for a Qualifying Termination based on the Participant&#8217;s Retirement, the Participant must comply with the post-employment covenants set forth on </font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Exhibit B</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%"> to this Agreement.  For the avoidance of doubt, if Section 3(e) applies to the Participant, this Section 3(f) shall not apply.  For purposes of this Agreement, the following terms have the following meanings&#58; </font></div><div><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(i)&#160;&#160;&#160;&#160;&#8220;Qualifying Termination&#8221; means either (A) the Participant&#8217;s Service is terminated by the Company for any reason other than Cause (as defined in Section 3(c)(i) above) and other than as set forth in Section 3(d), or (B) the Participant&#8217;s Service is terminated by Retirement.</font></div><div style="padding-left:36pt"><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(ii)&#160;&#160;&#160;&#160;&#8220;Retirement&#8221; means a Participant&#8217;s termination of Service, other than as set forth in Section 3(d) and other than by action of the Company for Cause, provided that (A) the Participant has given the Company at least six months&#8217; advance written notice of the intent to retire (subject to the Company&#8217;s right to waive that advance notice requirement), and (B) at the date of termination Service, the Participant has at least sixty-five (65) Retirement Points and has attained at least age fifty (50). </font></div><div style="padding-left:36pt"><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(iii)&#160;&#160;&#160;&#160;&#8220;Retirement Points&#8221; means, for a Participant, the total of the Participant&#8217;s age as of the Participant&#8217;s most recent birthday and Years of Service.</font></div><div style="padding-left:36pt"><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">3</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(iv) &#160;&#160;&#160;&#160;&#8220;Years of Service&#8221; means, for a Participant, the Participant&#8217;s whole years of Service, as determined by the Company in its sole discretion.  In that regard, if the Participant participates in a tax-qualified 401(k) plan sponsored by the Company, the Participant&#8217;s Years of Service shall be determined based on the Participant&#8217;s &#8220;Vesting Service&#8221; (or functionally similar term) under the tax-qualified 401(k) plan in which the Participant participates.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(g)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Additional PSUs</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Participant&#8217;s interest in the Additional PSUs shall become vested and nonforfeitable on the date, and to the extent that, the underlying Target PSUs in respect of which the Additional PSUs were credited, become vested and nonforfeitable, including after adjustment for performance in accordance with this Section 3. </font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(h)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Cancellation&#47;Forfeiture in All Other Cases</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Except as provided in this Section 3, any PSUs and Additional PSUs that are not vested and nonforfeitable on or before the date that the Participant terminates Service (for any reason, whether voluntary or involuntary and with or without Cause) shall be canceled and forfeited on the date that Service terminates and all of the Participant&#8217;s rights to such PSUs and Additional PSUs shall immediately terminate without any payment of consideration by the Company.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;4.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Settlement.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Except as provided in Section 5, PSUs and Additional PSUs that become vested and nonforfeitable shall be settled by the issuance of an equal number of Shares. The issuance shall be made after adjustment for performance under Section 3(a) and by no later than the 15</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.8pt;font-weight:400;line-height:100%;position:relative;top:-4.2pt;vertical-align:baseline">th</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%"> day of the third month after the end of the Performance Period&#59; provided that (i) PSUs and Additional PSUs that vest as a result of the Participant&#8217;s termination of Service due to death under Section 3(d) shall be paid as soon as administratively practicable (not more than 30 days) of such death, and (ii) any PSUs and Additional PSUs outstanding on the date of a Change in Control that become vested as a result of the closing of the Change in Control shall be settled on the date of the Change in Control.  If the PSUs or Additional PSUs are deferred compensation that is subject to the requirements of Section 409A of the Code, the timing of payment shall be subject to the requirements of Section 18 of the Plan.  Upon any vesting of PSUs and Additional PSUs, the Committee reserves the right to issue to the Participant, in full satisfaction of the delivery of Shares, a single cash payment equal to the Fair Market Value of Shares on the day preceding the date of payment or a combination of Shares and cash payment based on the Fair Market Value on the day preceding the date of payment. References in this Agreement to Shares issuable in connection with the PSUs and Additional PSUs will include the potential issuance of its cash equivalent pursuant to such right.</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;5.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Responsibility for Taxes.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  </font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">General</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Regardless of any action the Company takes with respect to any or all income tax, payroll tax or other tax-related withholding (&#8220;Tax-Related Items&#8221;), the Participant acknowledges that the ultimate liability for all Tax-Related Items owed by the Participant is and remains the Participant&#8217;s responsibility and that the Company or an Affiliate that the Participant provides Services to (the &#8220;Employer&#8221;) (i) makes no representations or undertakings regarding the treatment of any Tax-Related Items in connection with any aspect of the Award, including the grant or vesting of the PSUs and Additional PSUs or the subsequent sale of any Shares acquired upon vesting&#59; and (ii) does not commit to structure the terms of the grant or any aspect of the Award to reduce or eliminate the Participant&#8217;s liability for Tax-Related Items.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Withholding</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Prior to vesting of any PSUs and Additional PSUs, the Participant shall pay or make adequate arrangements satisfactory to the Company to satisfy all withholding obligations of the Company or Employer.  In this regard, the Participant authorizes the Company and&#47;or Employer to withhold all applicable Tax-Related Items legally payable by </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">4</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">the Participant from the Participant&#8217;s wages or other cash compensation paid to the Participant by the Company or Employer or from proceeds of the sale of any Shares.  Alternatively, or in addition, to the extent permissible under applicable law, the Company or Employer may (i) sell or arrange for the sale of any Shares that the Participant acquires to meet the withholding obligation for Tax-Related Items, and&#47;or (ii) retain a number of the PSUs and Additional PSUs otherwise payable, provided that the Company only retains a number of PSUs and Additional PSUs necessary to satisfy no more than the required withholding amount (not to exceed maximum statutory rates).  Finally, the Participant shall pay to the Company and&#47;or Employer any amount of Tax-Related Items that the Company may be required to withhold as a result of the Participant&#8217;s participation in the Plan that cannot be satisfied by the means previously described.  The Company may refuse to deliver any Shares or make any payment with respect to any earned and vested PSUs and Additional PSUs if the Participant fails to comply with the Participant&#8217;s obligations in connection with the Tax-Related Items as described in this Section 5.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;6.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Transferability&#59; Unfunded Arrangement.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Until such time as the PSUs and Additional PSUs become earned and vested in accordance with this Agreement, the PSUs and Additional PSUs, and any rights relating thereto, may not be assigned, alienated, pledged, attached, sold or otherwise transferred or encumbered by the Participant, other than in connection with the Participant&#8217;s death.  Any attempt to assign, alienate, pledge, attach, sell or otherwise transfer or encumber the PSUs and Additional PSUs or the rights relating thereto shall be wholly ineffective and, if any such attempt is made, the PSUs and Additional PSUs will be forfeited by the Participant and all of the Participant&#8217;s rights to such PSUs and Additional PSUs shall immediately terminate without any payment of consideration by the Company. PSUs and Additional PSUs constitute an unfunded and unsecured obligation of the Company.  </font></div><div><font><br></font></div><div style="text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">7.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Shareholder Rights.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant shall not have any rights as a shareholder of the Company with respect to the PSUs and Additional PSUs until, and then to the extent that, Shares are issued in settlement of the PSUs and Additional PSUs.  Upon the issuance of Shares in settlement of the PSUs and Additional PSUs, the Participant shall have all the rights of a shareholder of the Company with respect to those Shares, including the right to vote the Shares and to receive all dividends on the Shares.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;8.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">No Right to Continued Service.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  This Agreement and the grant of the PSUs and Dividend Equivalent Rights does not give the Participant any rights with respect to continued Service.  This Agreement and the grant of the PSUs and Dividend Equivalent Rights shall not interfere with the right of the Company, the Manager or an Affiliate to terminate the Participant&#8217;s Service.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;9.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Governing Law&#59; Venue.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  This Agreement shall be governed by the laws of the State of Maryland except to the extent that Maryland law would require the application of the laws of another state. Any dispute that arises directly or indirectly from the relationship of the parties evidenced by this Award or this Agreement shall be litigated solely and exclusively in the state or federal courts located in the City of New York, New York unless otherwise required by applicable law, and the parties agree that such courts are convenient forums. Each party hereby submits to the personal jurisdiction of such courts for purposes of any such actions or proceedings.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;10.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Conflicts.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  In the event of any conflict between the provisions of the Plan as in effect on the Date of Grant and this Agreement, the provisions of the Plan shall govern.  All references herein to the Plan shall mean the Plan as in effect on the Date of Grant.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;11.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Participant Bound by Plan.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant hereby acknowledges that a copy of the Plan has been made available to the Participant and the Participant agrees to be bound by all the terms and provisions of the Plan.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">5</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;12.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Binding Effect.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Subject to the limitations stated above and in the Plan, this Agreement shall be binding upon the Participant and the Participant&#8217;s successors in interest and the Company and any successors of the Company.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;13.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Counterparts</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  This Agreement may be executed in counterparts and each counterpart shall be deemed an original document and all counterparts shall constitute a single document.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;14.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Further Assurances.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant agrees, upon demand of the Company, to do all acts and execute, deliver and perform all additional documents, instruments and agreements which may be reasonably required by the Company to implement the provisions and purposes of this Agreement and the Plan.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;15.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Recovery of Compensation.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  In accordance with Section 20 of the Plan, the Award is subject to the requirements of (i) Section 954 of the Dodd-Frank Wall Street Reform and Consumer Protection Act (regarding recovery of erroneously awarded compensation) and any implementing rules and regulations thereunder, (ii) any policies adopted by the Company to implement such requirements, and (iii) the Company&#8217;s Policy on Recovery (Clawback) of Incentive Compensation from Executives in the Event of Certain Restatements, as in effect from time to time, all to the extent determined by the Committee to be applicable to the Participant.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;16.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Notice Requirements</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The vesting and receipt of benefits under this Award is specifically conditioned on the Participant&#8217;s compliance with the requirements of the Company&#8217;s Notice and Garden Leave Policy as attached to this Agreement as </font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Exhibit C</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%"> (the &#8220;Policy&#8221;).  In addition to any remedies set forth in the Policy and to the extent allowed by and consistent with applicable law, if it is determined at any time that the Participant has materially breached the terms and conditions of the Policy, the Company will be entitled to (i) cause any unvested portion of the Award to be immediately canceled without any payment of consideration by the Company and (ii) recover from the Participant in its sole discretion some or all of the Shares (or proceeds received by the Participant from a sale of such Shares) paid to the Participant pursuant to this Agreement.</font></div><div><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">&#91;signature page follows&#93;</font></div><div><font><br></font></div><div><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">6</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;IN WITNESS WHEREOF, the Company and the Participant have executed this Agreement as of the date first set forth above.</font></div><div><font><br></font></div><div><font><br></font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">______________________________</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#171;Name&#187;</font></div><div><font><br></font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">ANNALY CAPITAL MANAGEMENT, INC.</font></div><div><font><br></font></div><div><font><br></font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">By&#58; &#171;Signature_Name&#187;</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Title&#58; &#171;Signature_Title&#187;</font></div><div><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">7</font></div><div><font><br></font></div></div></div><div id="i6ff8d3d7bd424f0891e0cff522cc799d_4"></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%;text-decoration:underline">Exhibit A</font></div><div style="margin-top:3pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%;text-decoration:underline">Performance-Vesting Conditions</font></div><div><font><br></font></div><div style="margin-bottom:12pt;text-indent:36pt"><font><br></font></div><div style="text-align:center"><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><div id="i6ff8d3d7bd424f0891e0cff522cc799d_7"></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Exhibit B</font></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%;text-decoration:underline">Covenants Applicable to Retirement</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">1.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">General</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  In consideration for the opportunity to earn the PSUs (which, for purposes of this Exhibit, includes any related Additional PSUs) as awarded under the Agreement and as conditions to continued vesting of the PSUs in connection with the Participant&#8217;s Qualifying Termination by reason of Retirement under Section 3(f) of the Agreement, the Participant agrees to&#58; (i) not engage in Comparable Work during the remaining vesting period of the PSUs, to the extent permissible under applicable law&#59; (ii) comply with the additional covenants described in Section 2 of this Exhibit&#59; and (iii) prior to the Vesting Date, to the extent required by the Company, provide the Company with a certification that the Participant has not engaged in Comparable Work (to the extent the Comparable Work restriction is applicable). Notwithstanding anything in this Agreement to the contrary&#58; (x) if the Participant is a permanent resident of California or a tax resident of California who is assigned to perform services for the Company or any Affiliate from an office located in California as of the date of Retirement, the Comparable Work restriction and the certification requirement described in this Section 1 will not apply to the PSUs&#59; and (y) if the Participant lives or works in Washington State as of the date of Retirement, the Comparable Work restriction and the certification requirement described in this Section 1 will apply for no more than eighteen (18) months following the date of the Retirement.  For the avoidance of doubt, the sole remedy of the Company under this Agreement in case of the Participant engaging in Comparable Work is to cause the unvested PSUs to be canceled and forfeited (e.g., the Company cannot seek to enjoin the Participant from engaging in such Comparable Work based solely on the terms of this Agreement).</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">2.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Additional Covenants</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Non-Solicitation</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">. The Participant agrees that during the remaining vesting period of the PSUs, to the maximum extent permissible under applicable law&#58; (i) the Participant will not directly or indirectly solicit or recruit for employment or encourage to leave employment with the Company or its Affiliates, on the Participant&#8217;s own behalf or on behalf of any other person or entity other than the Company or its Affiliates, any person who is an employee of the Company or its Affiliates&#59; and (ii) the Participant will not, directly or indirectly, on the Participant&#8217;s own behalf or on behalf of any other person or entity other than the Company or its Affiliates, solicit any client or customer of the Company or its Affiliates which the Participant actively solicited or with whom the Participant worked or otherwise had material contact in the course of the Participant&#8217;s Service. Notwithstanding anything in this Agreement to the contrary, if the Participant is a permanent resident of California or a tax resident of California who is assigned to perform services for the Company or any Affiliate from an office located in California as of the date of Retirement, the solicitation restriction described in clause (ii) above will not apply to the PSUs.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Confidential Information</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Participant may acquire or have access to confidential and proprietary information of the Company in performing employment services for the Company and its Affiliates (the &#8220;Confidential Information&#8221;). The Participant will not, at any time, without the Company&#8217;s prior written consent, directly or indirectly, use or disclose any Confidential Information for the Participant&#8217;s benefit or the benefit of any other person or entity.   The Participant&#8217;s obligations under this provision will survive the termination of the Participant&#8217;s Service and are in addition to, and not in limitation of or preemption of, all other obligations of confidentiality which the Participant may have to the Company and&#47;or its Affiliates.  </font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(c)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Property of the Company</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Participant acknowledges that the Confidential Information is and at all times remains the sole and exclusive property of the Company and&#47;or its Affiliates and that the Company and&#47;or its Affiliates has the exclusive right, </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">B-1</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">title, and interest to its Confidential Information.  No right or license, by implication or otherwise, is granted by the Company as a result of the disclosure of Confidential Information to the Participant. The Participant will promptly return all Confidential Information to the Company upon termination of Service.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(d)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Exceptions</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Nothing herein will be construed to prevent disclosure of Confidential Information as may be required by applicable law or regulation, or pursuant to the valid order of a court of competent jurisdiction or an authorized government agency, provided that the disclosure does not exceed the extent of disclosure required by such law, regulation, or order. The Participant agrees to provide written notice of any such order to an authorized officer of the Company promptly, and not more than two business days, after receiving such order, but in any event sufficiently in advance of making any disclosure to permit The Company to contest the order or seek confidentiality protections, as determined in the Company&#8217;s sole discretion.  </font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(e)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Certain Protected Activity</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Nothing in this Agreement prohibits the Participant from (i) reporting any possible violations of federal law or regulation to any governmental agency or entity, including but not limited to the Department of Justice, the Securities and Exchange Commission, the Congress, and any agency Inspector General&#59; or (ii) making any other disclosures that are protected under the whistleblower provisions of federal law or regulation. The Participant does not need the prior authorization of the Company to make any such reports or disclosures and the Participant is not required to notify the Company that the Participant has made such reports or disclosures.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">3.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Comparable Work Defined</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  For purposes of this Agreement, &#8220;Comparable Work&#8221; means the Participant has, in any capacity, directly or indirectly, gone into any business or become employed by or associated with any other business which is in competition with a line of business in which the Participant is employed by the Company or any Affiliate or has been employed by the Company or any Affiliate within one year prior to the date of the Participant&#8217;s Retirement, including as part of a mortgage REIT, asset manager, bank, or other financial services company, in any state within the United States or in any foreign country in which the Company conducts business.  In no event shall the Company determine a Participant to have engaged in Comparable Work solely because the Participant beneficially owns less than 5% of the combined voting power of all issued and outstanding voting securities of a publicly held corporation.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">B-2</font></div><div><font><br></font></div></div></div><div id="i6ff8d3d7bd424f0891e0cff522cc799d_10"></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Exhibit C</font></div><div style="text-align:center"><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%;text-decoration:underline">Notice and Garden Leave Policy</font></div><div><font><br></font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">1.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Overview</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  This Notice and Garden Leave Policy (the &#8220;Policy&#8221;) applies to Participants who are executive officers of the Company.  Given the strategic importance of these positions, each Participant occupying an executive officer position acknowledges and agrees that the Company and its Affiliates (collectively, the &#8220;Company Group&#8221;), its client relationships and&#47;or its business opportunities would likely suffer irreparable harm were the Participant to resign or otherwise end the Participant&#8217;s employment with the Company Group without providing sufficient notice to the Company.  This Policy is intended to protect those interests of the Company Group, and the Award is provided in consideration for the Participant&#8217;s agreement to comply with the Policy.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">2.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Notice Requirement</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Notice Period</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  In consideration of the Award, the Participant agrees to provide the Company with 90 days of prior written notice of the Participant&#8217;s intent to end the Participant&#8217;s employment with the Company Group (the &#8220;Notice Period&#8221;).</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Compensation and Job Role During Notice Period</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  During the Notice Period the Participant will be paid the Participant&#8217;s base salary pursuant to the Company&#8217;s regular payroll practices and will be eligible to continue to participate in the employee benefit plans in which the Participant was enrolled prior to submitting the Participant&#8217;s notice of resignation, with the exception that (i) the Participant will not continue to accrue paid time off during the notice period and (ii) the Participant will not continue to accrue any time or other interest under any bonus plans.  The Participant will be expected to perform all duties and tasks assigned to the Participant during the Notice Period, including all assignments related to the transition of the Participant&#8217;s duties and responsibilities, and the Participant will devote all of the Participant&#8217;s working time, labor, skill and energies to the business and affairs of the Company.</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(c)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Duty of Loyalty</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  During the Notice Period the Participant will continue to owe the Company Group a duty of loyalty, and the Participant will remain bound by all fiduciary duties and obligations owed to the Company Group as an employee, as well as abide by all non-competition, non-disclosure and non-solicitation agreements that the Participant has entered into with the Company.   Consistent with that duty of loyalty, the Participant agrees that during the Participant&#8217;s period of employment, including the Notice Period, and regardless of whether the Participant&#8217;s title, position or responsibilities change at any point, the Participant will not directly or indirectly (i) become employed or engaged by (whether as an employee, consultant, proprietor, partner, director or otherwise) any competitor of the Company Group, (ii) solicit, divert, take away or do business with (or attempt to solicit, divert, take away or do business with) any of the Company Group&#8217;s clients, customers or business partners&#59; or (iii) solicit, induce or attempt to induce any officer, manager, consultant or employee of the Company Group to terminate his or her employment or engagement, or entice or attempt to entice away from the Company Group any person who is an officer, manager, consultant, or employee of the Company Group.</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(d)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Notice Process</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Any notice that the Participant may be required or permitted to give to the Company under the Policy shall be in writing and may be delivered personally, by intraoffice mail, by fax, by electronic mail or other electronic means, or via a postal service, postage prepaid, to such electronic mail or postal address and directed to such person as the Company may notify the Participant from time to time.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">3.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Waiver of Notice Period&#59; Garden Leave</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Waiver of Notice Period</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Upon receipt of the Participant&#8217;s notice of resignation and at any time during the Notice Period, the Company may, in its sole discretion, waive the remainder of the Notice Period, in which case the Participant&#8217;s employment will be terminated upon receipt of written notice from the Company.  Under such circumstances, the Company will not be obliged to provide the Participant with pay in lieu of notice and, in turn, the Participant will no longer be bound by the specific non-competition restriction under the Participant&#8217;s duty of loyalty outlined in Section 2(c).  The Participant will continue to be bound by any post-employment non-competition, non-disclosure and non-solicitation restrictions in agreements the Participant entered into with the Company. </font></div><div style="text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Garden Leave</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Alternatively, the Company may, in its sole discretion, retain the Participant as an employee during the Notice Period and direct the Participant not to report to work, in which case the Participant will be placed on paid leave (the &#8220;Garden Leave&#8221;).  While on Garden Leave, the Participant will remain bound by all fiduciary obligations owed as an employee of the Company Group, the non-competition restriction under the Participant&#8217;s duty of loyalty set out in Section 2(c), as well as any non-competition, non-disclosure and non-solicitation agreements between the Participant and the Company. For purposes of clarity, while on Garden Leave the Participant will (i) remain an employee of the Company Group&#59; (ii) continue to be paid the Participant&#8217;s base salary&#59; and (iii) continue to be eligible to participate in the same benefit plans in which the Participant was enrolled prior to submitting the Participant&#8217;s notice of resignation, with the exception that (A) the Participant will not continue to accrue paid time off during the Garden Leave and (B) the Participant will not continue to accrue any time or other interest under any bonus plans.  During the Garden Leave, the Participant must be reasonably available during normal business hours to answer questions and provide advice to the Company.<br></font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">4.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Enforcement</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Participant agrees that because the Participant&#8217;s services are personal and unique and because the Participant will have access to and will be acquainted with the Company Group&#8217;s confidential information and&#47;or its customer relationships, to the fullest extent permitted by law, this Policy will be enforceable by injunction, specific performance or other equitable relief, without bond and without prejudice to any other rights or remedies that the Company may have for breach of this Policy.  For the avoidance of doubt, this Section 4 does not limit the Company&#8217;s right to forfeit or seek recoupment with respect to the Award as set forth in Section 16 of the Agreement.</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;5.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Amendment and Termination of Policy</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Company reserves the right to amend or terminate the Policy at any time, provided that (i) no such action will result in materially more burdensome duties and obligations for a Participant without the Participant&#8217;s prior written consent, and (ii) any such action impacting an executive officer of the Company shall be subject to the approval of the Committee. </font></div><div><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">C-2</font></div><div><font><br></font></div></div></div></body></html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-10.13
<SEQUENCE>4
<FILENAME>a202210-knlyexhibit1013.htm
<DESCRIPTION>EX-10.13
<TEXT>
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><html><head>
<!-- Document created using Wdesk -->
<!-- Copyright 2023 Workiva -->
<title>Document</title></head><body><div id="id2aed848ccaf48559db8dbd18b7da2af_1"></div><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">ANNALY CAPITAL MANAGEMENT, INC.</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">RSU Award Agreement </font></div><div style="text-align:center"><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;THIS RSU AWARD AGREEMENT (this &#8220;Agreement&#8221;), dated as of &#171;Grant_Month&#187; &#171;Grant_Day&#187;, &#171;Grant Year&#187; is between Annaly Capital Management, Inc., a Maryland corporation (the &#8220;Company&#8221;) and &#171;Name&#187; (the &#8220;Participant&#8221;), and governs the RSUs granted by the Company to the Participant in accordance with and subject to the provisions of the Annaly Capital Management, Inc. 2020 Equity Incentive Plan (the &#8220;Plan&#8221;).  A Prospectus describing the Plan has been delivered to the Participant.  The Plan itself is available upon request.  All terms used in this Agreement that are defined in the Plan have the same meaning given them in the Plan.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;1.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Grant of RSUs.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Effective as of &#171;Grant_Month&#187; &#171;Grant_Day&#187;, &#171;Grant_Year&#187; (the &#8220;Date of Grant&#8221;), the Company granted the Participant a total of &#171;Shares&#187; RSUs in accordance with the Plan and subject to the terms and conditions set forth in the Plan and this Agreement.  Each RSU represents the right to receive a Share upon settlement of the vested RSUs as set forth herein.  </font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;2.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Grant of Dividend Equivalent Rights.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Effective as of the Date of Grant, the Company also granted the Participant Dividend Equivalent Rights in accordance with the Plan and subject to the terms and conditions set forth in the Plan and this Agreement.  The Dividend Equivalent Rights entitle the Participant to be credited with additional RSUs (the &#8220;Additional RSUs&#8221;) with respect to cash dividends (other than extraordinary cash dividends) paid on Shares during the period beginning on the Date of Grant and ending on the earlier of the date that the vested RSUs and vested Additional RSUs are settled in accordance with Section 4 of this Agreement or the date that the RSUs and Additional RSUs are forfeited in accordance with Section 3 of this Agreement.  On each date that cash dividends (other than extraordinary cash dividends) are paid on Shares, the Participant shall be credited with Additional RSUs as follows&#58;  The cash dividend per Share shall be multiplied by the number of RSUs and Additional RSUs outstanding and credited to the Participant on the dividend payment date and the resulting product shall be divided by the Fair Market Value on the dividend payment date.  Each Additional RSU represents the right to receive a Share upon settlement of the vested Additional RSUs as set forth herein.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;3.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Vesting.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant&#8217;s interest in the RSUs shall become vested and nonforfeitable to the extent provided in Sections 3(a) through (g) below.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Continued Service.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant&#8217;s interest in the RSUs shall become vested and nonforfeitable in accordance with the following schedule, subject to the Participant&#8217;s continuous Service (as defined below) from the Date of Grant through the applicable vesting date&#58;</font></div><div><font><br></font></div><div style="padding-left:36pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(i)&#160;&#160;&#160;&#160;on the first anniversary of the Date of Grant, the number of RSUs that most nearly equals (but does not exceed) one-third of the RSUs granted to the Participant shall become vested and nonforfeitable&#59;</font></div><div style="padding-left:36pt;text-indent:72pt"><font><br></font></div><div style="padding-left:36pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(ii)&#160;&#160;&#160;&#160;on the second anniversary of the Date of Grant, the number of RSUs that most nearly equals (but does not exceed) one-third of the RSUs granted to the Participant shall become vested and nonforfeitable&#59; and</font></div><div style="padding-left:36pt;text-indent:72pt"><font><br></font></div><div style="padding-left:36pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(iii)&#160;&#160;&#160;&#160;on the third anniversary of the Date of Grant, the remaining number of RSUs shall become vested and nonforfeitable.<br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">For purposes of this Agreement, &#8220;Service&#8221; means service to the Company or an Affiliate as an employee, Non-Employee Director, or other bona fide service provider (whether as a consultant, advisor or otherwise). The Participant&#8217;s change in position or duties shall not result in interrupted or terminated Service, so long as the Participant continues to be an employee, Non-Employee Director, or other bona fide service provider to the Company or an Affiliate.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Change in Control.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant&#8217;s interest in all of the RSUs granted to the Participant (if not sooner vested) shall become vested and nonforfeitable in connection with a Change in Control in accordance with the provisions of Section 10(b) of the Plan, subject to the requirements of Section 21 of the Plan (regarding potential adjustments as a result of Section 280G and related provisions of the Code).  For any Participant who is not a Non-Employee Director, for purposes of Section 10(b)(ii) of the Plan (regarding vesting of the RSUs during the two-year period following a Change in Control if the RSUs are assumed, converted or replaced in the transaction), the following terms have the following meanings&#58;</font></div><div><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(i)&#160;&#160;&#160;&#160;&#8220;Cause&#8221; shall be as defined in any employment agreement, offer letter, or similar agreement between the Participant and the Company or an Affiliate, and if there is no such agreement or definition, &#8220;Cause&#8221; shall mean that the Participant is found by the Company to have (i) committed an act of fraud or dishonesty in the course of the Service&#59; (ii) been convicted of (or plead no contest with respect to) a crime constituting a felony or a crime of comparable magnitude under applicable law (as determined by the Company in its sole discretion)&#59; (iii) failed to perform the Participant&#8217;s job duties where such failure is materially injurious to the Company and its Affiliates, or to the business interests or reputation of the Company and its Affiliates&#59; (iv) materially breached any written policy applicable to the Participant&#8217;s Service including, but not limited to, the Company&#8217;s Code of Business Conduct and Ethics&#59; or (v) materially breached any Service-related covenants under any agreement with the Company or an Affiliate&#59; provided, however, that with respect to any breach or failure that is curable by the Participant, as determined by the Company in good faith, the Company has provided the Participant written notice of the material breach or failure and the Participant has not cured such breach or failure, as determined by the Company in good faith, within fifteen (15) days following the date the Company provides such notice.</font></div><div style="padding-left:36pt"><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(ii)&#160;&#160;&#160;&#160;&#8220;Good Reason&#8221; shall be as defined in any employment agreement, offer letter, or similar agreement between the Participant and the Company or an Affiliate, and if there is no such applicable definition, termination of Service for Good Reason shall not be applicable to the Participant under Section 10(b)(ii) of the Plan.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(c)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Death or Disability.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant&#8217;s interest in all of the RSUs granted to the Participant (if not sooner vested) shall become vested and nonforfeitable on the date that (i) the Participant&#8217;s Service terminates if on account of the Participant&#8217;s death or (ii) the Participant has a total and permanent disability within the meaning of Section 22(e)(3) of the Code and (ii) the Participant remains in Service from the Date of Grant until the date the Service ends on account of the Participant&#8217;s death or the date the Participant has a total and permanent disability.  The Participant&#8217;s beneficiary shall receive payment with respect to the RSUs (and any Additional RSUs) in the event of the Participant&#8217;s death.  The beneficiary shall be the Participant&#8217;s surviving spouse, if any, and if no surviving spouse, then the Participant&#8217;s estate, provided that the Company, in its discretion, may permit the Participant to designate a beneficiary in accordance with such written procedures as the Company may establish.</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">   </font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(d)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Vesting Required by Employment Agreement</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Notwithstanding any provision herein to the contrary, if the Participant terminates Service under conditions that would provide full or partial vesting of the Award in accordance with a written employment agreement, offer letter, or similar agreement between the Company and the Participant, then the Participant&#8217;s </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">2</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">interest in the RSUs shall become vested and nonforfeitable to the extent provided by such written agreement.  Any such vesting shall be subject to the terms and conditions of the applicable written agreement, including any requirement that the Participant provide the Company with a release of claims.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(e)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Qualifying Termination</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Notwithstanding any provision herein to the contrary, if the Participant&#8217;s Service is terminated for a Qualifying Termination and other than as set forth in Section 3(d) above, then subject to the conditions of this Section 3(e), the RSUs shall continue to become earned, vested and settled in accordance with the schedule set forth in Section 3(a) above.  In order to continue to earn and become vested in the RSUs, the Participant must (i) sign and not revoke a release of claims in such form as required by the Company no later than 60 days after such Qualifying Termination, and (ii) comply with any post-employment covenants applicable to the Participant under any written agreement with the Company.  In addition, for a Qualifying Termination based on the Participant&#8217;s Retirement, the Participant must comply with the post-employment covenants set forth on </font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Exhibit A</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%"> to this Agreement.  For the avoidance of doubt, if Section 3(d) applies to the Participant, this Section 3(e) shall not apply.  For purposes of this Agreement, the following terms have the following meanings&#58; </font></div><div><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(i)&#160;&#160;&#160;&#160;&#8220;Qualifying Termination&#8221; means either (A) the Participant&#8217;s Service is terminated by the Company for any reason other than Cause (as defined in Section 3(b)(i) above) and other than as set forth in Sections 3(c), or (B) the Participant&#8217;s Service is terminated by Retirement.</font></div><div style="padding-left:36pt"><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(ii)&#160;&#160;&#160;&#160;&#8220;Retirement&#8221; means a Participant&#8217;s termination of Service, other than as set forth in Section 3(c) and other than by action of the Company for Cause, provided that (A) the Participant has given the Company at least six months&#8217; advance written notice of the intent to retire (subject to the Company&#8217;s right to waive that advance notice requirement), and (B) at the date of termination Service, the Participant has at least sixty-five (65) Retirement Points and has attained at least age fifty (50). </font></div><div style="padding-left:36pt"><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(iii)&#160;&#160;&#160;&#160;&#8220;Retirement Points&#8221; means, for a Participant, the total of the Participant&#8217;s age as of the Participant&#8217;s most recent birthday and Years of Service.</font></div><div style="padding-left:36pt"><font><br></font></div><div style="padding-left:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(iv) &#160;&#160;&#160;&#160;&#8220;Years of Service&#8221; means, for a Participant, the Participant&#8217;s whole years of Service, as determined by the Company in its sole discretion.  In that regard, if the Participant participates in a tax-qualified 401(k) plan sponsored by the Company, the Participant&#8217;s Years of Service shall be determined based on the Participant&#8217;s &#8220;Vesting Service&#8221; (or functionally similar term) under the tax-qualified 401(k) plan in which the Participant participates.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(f)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Additional RSUs</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Participant&#8217;s interest in the Additional RSUs shall become vested and nonforfeitable on the date, and to the extent that, the underlying RSUs in respect of which the Additional RSUs were credited, become vested and nonforfeitable. </font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(g)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Cancellation&#47;Forfeiture in All Other Cases</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Except as provided in this Section 3, any RSUs and Additional RSUs that are not vested and nonforfeitable on or before the date that the Participant terminates Service (including voluntary termination for any reason other than Retirement or involuntary termination for Cause) shall be canceled and forfeited on the date that Service terminates and all of the Participant&#8217;s rights to such RSUs and Additional RSUs shall immediately terminate without any payment of consideration by the Company.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;4.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Settlement.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Except as provided in Section 5, RSUs and Additional RSUs that become vested and nonforfeitable shall be settled by the issuance of an equal number of Shares.  A fractional Share will not be issued but will instead be disregarded.  The issuance shall be made </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">3</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">no later than thirty days after the date of vesting&#59; provided that any RSUs and Additional RSUs outstanding on the date of a Change in Control that become vested as a result of the closing of the Change in Control shall be settled on the date of the Change in Control.  If the RSUs or Additional RSUs are deferred compensation that is subject to the requirements of Section 409A of the Code, the timing of payment shall be subject to the requirements of Section 18 of the Plan.   Upon any vesting of RSUs and Additional RSUs, the Committee reserves the right to issue to the Participant, in full satisfaction of the delivery of Shares, a single cash payment equal to the Fair Market Value of Shares on the day preceding the date of payment or a combination of Shares and cash payment based on the Fair Market Value on the day preceding the date of payment. References in this Agreement to Shares issuable in connection with the RSUs and Additional RSUs will include the potential issuance of its cash equivalent pursuant to such right.</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;5.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Responsibility for Taxes.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  </font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">General</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Regardless of any action the Company takes with respect to any or all income tax, payroll tax or other tax-related withholding (&#8220;Tax-Related Items&#8221;), the Participant acknowledges that the ultimate liability for all Tax-Related Items owed by the Participant is and remains the Participant&#8217;s responsibility and that the Company or an Affiliate that the Participant provides Services to (the &#8220;Employer&#8221;) (i) makes no representations or undertakings regarding the treatment of any Tax-Related Items in connection with any aspect of the Award, including the grant or vesting of the RSUs and Additional RSUs or the subsequent sale of any Shares acquired upon vesting&#59; and (ii) does not commit to structure the terms of the grant or any aspect of the Award to reduce or eliminate the Participant&#8217;s liability for Tax-Related Items.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Withholding</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Prior to vesting of any RSUs and Additional RSUs, the Participant shall pay or make adequate arrangements satisfactory to the Company to satisfy all withholding obligations of the Company or Employer.  In this regard, the Participant authorizes the Company and&#47;or Employer to withhold all applicable Tax-Related Items legally payable by the Participant from the Participant&#8217;s wages or other cash compensation paid to the Participant by the Company or Employer or from proceeds of the sale of any Shares.  Alternatively, or in addition, to the extent permissible under applicable law, the Company or Employer may (i) sell or arrange for the sale of any Shares that the Participant acquires to meet the withholding obligation for Tax-Related Items, and&#47;or (ii) retain a number of the RSUs and Additional RSUs otherwise payable, provided that the Company only retains a number of RSUs and Additional RSUs necessary to satisfy no more than the required withholding amount (not to exceed maximum statutory rates).  Finally, the Participant shall pay to the Company and&#47;or Employer any amount of Tax-Related Items that the Company may be required to withhold as a result of the Participant&#8217;s participation in the Plan that cannot be satisfied by the means previously described.  The Company may refuse to deliver any Shares or make any payment with respect to any earned and vested RSUs and Additional RSUs if the Participant fails to comply with the Participant&#8217;s obligations in connection with the Tax-Related Items as described in this Section 5.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;6.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Transferability&#59; Unfunded Arrangement.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Until such time as the RSUs and Additional RSUs become earned and vested in accordance with this Agreement, the RSUs and Additional RSUs, and any rights relating thereto, may not be assigned, alienated, pledged, attached, sold or otherwise transferred or encumbered by the Participant, other than in connection with the Participant&#8217;s death.  Any attempt to assign, alienate, pledge, attach, sell or otherwise transfer or encumber the RSUs and Additional RSUs or the rights relating thereto shall be wholly ineffective and, if any such attempt is made, the RSUs and Additional RSUs will be forfeited by the Participant and all of the Participant&#8217;s rights to such RSUs and Additional RSUs shall immediately terminate without any payment of consideration by the Company. RSUs and Additional RSUs constitute an unfunded and unsecured obligation of the Company.  </font></div><div><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">4</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">7.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Shareholder Rights.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant shall not have any rights as a shareholder of the Company with respect to the RSUs and Additional RSUs until, and then to the extent that, Shares are issued in settlement of the RSUs and Additional RSUs.  Upon the issuance of Shares in settlement of the RSUs and Additional RSUs, the Participant shall have all the rights of a shareholder of the Company with respect to those Shares, including the right to vote the Shares and to receive all dividends on the Shares.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;8.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">No Right to Continued Service.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  This Agreement and the grant of the RSUs and Dividend Equivalent Rights does not give the Participant any rights with respect to continued Service.  This Agreement and the grant of the RSUs and Dividend Equivalent Rights shall not interfere with the right of the Company, the Manager or an Affiliate to terminate the Participant&#8217;s Service.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;9.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Governing Law&#59; Venue.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  This Agreement shall be governed by the laws of the State of Maryland except to the extent that Maryland law would require the application of the laws of another state. Any dispute that arises directly or indirectly from the relationship of the parties evidenced by this Award or this Agreement shall be litigated solely and exclusively in the state or federal courts located in the City of New York, New York unless otherwise required by applicable law, and the parties agree that such courts are convenient forums. Each party hereby submits to the personal jurisdiction of such courts for purposes of any such actions or proceedings.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;10.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Conflicts.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  In the event of any conflict between the provisions of the Plan as in effect on the Date of Grant and this Agreement, the provisions of the Plan shall govern.  All references herein to the Plan shall mean the Plan as in effect on the Date of Grant.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;11.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Participant Bound by Plan.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant hereby acknowledges that a copy of the Plan has been made available to the Participant and the Participant agrees to be bound by all the terms and provisions of the Plan.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;12.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Binding Effect.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  Subject to the limitations stated above and in the Plan, this Agreement shall be binding upon the Participant and the Participant&#8217;s successors in interest and the Company and any successors of the Company.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;13.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Counterparts</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  This Agreement may be executed in counterparts and each counterpart shall be deemed an original document and all counterparts shall constitute a single document.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;14.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Further Assurances.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  The Participant agrees, upon demand of the Company, to do all acts and execute, deliver and perform all additional documents, instruments and agreements which may be reasonably required by the Company to implement the provisions and purposes of this Agreement and the Plan.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;15.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Recovery of Compensation.</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">  In accordance with Section 20 of the Plan, the Award is subject to the requirements of (i) Section 954 of the Dodd-Frank Wall Street Reform and Consumer Protection Act (regarding recovery of erroneously awarded compensation) and any implementing rules and regulations thereunder, (ii) any policies adopted by the Company to implement such requirements, and (iii) the Company&#8217;s Policy on Recovery (Clawback) of Incentive Compensation from Executives, as in effect from time to time, all to the extent determined by the Committee to be applicable to the Participant.</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;16.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Notice Requirements</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The vesting and receipt of benefits under this Award is specifically conditioned on the Participant&#8217;s compliance with the requirements of the Company&#8217;s Notice and Garden Leave Policy as attached to this Agreement as </font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Exhibit B</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%"> (the &#8220;Policy&#8221;).  In </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">5</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">addition to any remedies set forth in the Policy and to the extent allowed by and consistent with applicable law, if it is determined at any time that the Participant has materially breached the terms and conditions of the Policy, the Company will be entitled to (i) cause any unvested portion of the Award to be immediately canceled without any payment of consideration by the Company and (ii) recover from the Participant in its sole discretion some or all of the Shares (or proceeds received by the Participant from a sale of such Shares) paid to the Participant pursuant to this Agreement. </font></div><div><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">&#91;signature page follows&#93;</font></div><div><font><br></font></div><div><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">6</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;IN WITNESS WHEREOF, the Company and the Participant have executed this Agreement as of the date first set forth above.</font></div><div><font><br></font></div><div><font><br></font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">______________________________</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#171;Name&#187;</font></div><div><font><br></font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">ANNALY CAPITAL MANAGEMENT, INC.</font></div><div><font><br></font></div><div><font><br></font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">By&#58; &#171;Signature_Name&#187;</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">Title&#58; &#171;Signature_Title&#187;</font></div><div><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">7</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Exhibit A</font></div><div style="margin-bottom:12pt;text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%;text-decoration:underline">Covenants Applicable to Retirement</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">1.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">General</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  In consideration for the opportunity to earn the RSUs (which, for purposes of this Exhibit, includes any related Additional RSUs) as awarded under the Agreement and as conditions to continued vesting of the RSUs in connection with the Participant&#8217;s Qualifying Termination by reason of Retirement under Section 3(e) of the Agreement, the Participant agrees to&#58; (i) not engage in Comparable Work during the remaining vesting period of the RSUs, to the extent permissible under applicable law&#59; (ii) comply with the additional covenants described in Section 2 of this Exhibit&#59; and (iii) prior to each vesting date, to the extent required by the Company, provide the Company with a certification that the Participant has not engaged in Comparable Work (to the extent the Comparable Work restriction is applicable). Notwithstanding anything in this Agreement to the contrary&#58; (x) if the Participant is a permanent resident of California or a tax resident of California who is assigned to perform services for the Company or any Affiliate from an office located in California as of the date of Retirement, the Comparable Work restriction and the certification requirement described in this Section 1 will not apply to the RSUs&#59; and (y) if the Participant lives or works in Washington State as of the date of Retirement, the Comparable Work restriction and the certification requirement described in this Section 1 will apply for no more than eighteen (18) months following the date of the Retirement.  For the avoidance of doubt, the sole remedy of the Company under this Agreement in case of the Participant engaging in Comparable Work is to cause the unvested RSUs to be canceled and forfeited (e.g., the Company cannot seek to enjoin the Participant from engaging in such Comparable Work based solely on the terms of this Agreement).</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">2.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Additional Covenants</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Non-Solicitation</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">. The Participant agrees that during the remaining vesting period of the RSUs, to the maximum extent permissible under applicable law&#58; (i) the Participant will not directly or indirectly solicit or recruit for employment or encourage to leave employment with the Company or its Affiliates, on the Participant&#8217;s own behalf or on behalf of any other person or entity other than the Company or its Affiliates, any person who is an employee of the Company or its Affiliates&#59; and (ii) the Participant will not, directly or indirectly, on the Participant&#8217;s own behalf or on behalf of any other person or entity other than the Company or its Affiliates, solicit any client or customer of the Company or its Affiliates which the Participant actively solicited or with whom the Participant worked or otherwise had material contact in the course of the Participant&#8217;s Service. Notwithstanding anything in this Agreement to the contrary, if the Participant is a permanent resident of California or a tax resident of California who is assigned to perform services for the Company or any Affiliate from an office located in California as of the date of Retirement, the solicitation restriction described in clause (ii) above will not apply to the RSUs.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Confidential Information</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Participant may acquire or have access to confidential and proprietary information of the Company in performing employment services for the Company and its Affiliates (the &#8220;Confidential Information&#8221;). The Participant will not, at any time, without the Company&#8217;s prior written consent, directly or indirectly, use or disclose any Confidential Information for the Participant&#8217;s benefit or the benefit of any other person or entity.   The Participant&#8217;s obligations under this provision will survive the termination of the Participant&#8217;s Service and are in addition to, and not in limitation of or preemption of, all other obligations of confidentiality which the Participant may have to the Company and&#47;or its Affiliates.  </font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(c)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Property of the Company</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Participant acknowledges that the Confidential Information is and at all times remains the sole and exclusive property of the Company and&#47;or its Affiliates and that the Company and&#47;or its Affiliates has the exclusive right, </font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">8</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">title, and interest to its Confidential Information.  No right or license, by implication or otherwise, is granted by the Company as a result of the disclosure of Confidential Information to the Participant. The Participant will promptly return all Confidential Information to the Company upon termination of Service.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(d)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Exceptions</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Nothing herein will be construed to prevent disclosure of Confidential Information as may be required by applicable law or regulation, or pursuant to the valid order of a court of competent jurisdiction or an authorized government agency, provided that the disclosure does not exceed the extent of disclosure required by such law, regulation, or order. The Participant agrees to provide written notice of any such order to an authorized officer of the Company promptly, and not more than two business days, after receiving such order, but in any event sufficiently in advance of making any disclosure to permit The Company to contest the order or seek confidentiality protections, as determined in the Company&#8217;s sole discretion.  </font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;(e)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-style:italic;font-weight:400;line-height:100%">Certain Protected Activity</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Nothing in this Agreement prohibits the Participant from (i) reporting any possible violations of federal law or regulation to any governmental agency or entity, including but not limited to the Department of Justice, the Securities and Exchange Commission, the Congress, and any agency Inspector General&#59; or (ii) making any other disclosures that are protected under the whistleblower provisions of federal law or regulation. The Participant does not need the prior authorization of the Company to make any such reports or disclosures and the Participant is not required to notify the Company that the Participant has made such reports or disclosures.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">3.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Comparable Work Defined</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  For purposes of this Agreement, &#8220;Comparable Work&#8221; means the Participant has, in any capacity, directly or indirectly, gone into any business or become employed by or associated with any other business which is in competition with a line of business in which the Participant is employed by the Company or any Affiliate or has been employed by the Company or any Affiliate within one year prior to the date of the Participant&#8217;s Retirement, including as part of a mortgage REIT, asset manager, bank, or other financial services company, in any state within the United States or in any foreign country in which the Company conducts business.  In no event shall the Company determine a Participant to have engaged in Comparable Work solely because the Participant beneficially owns less than 5% of the combined voting power of all issued and outstanding voting securities of a publicly held corporation.</font></div><div><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">9</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%">Exhibit B</font></div><div style="text-align:center"><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:700;line-height:100%;text-decoration:underline">Notice and Garden Leave Policy</font></div><div><font><br></font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">1.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Overview</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  This Notice and Garden Leave Policy (the &#8220;Policy&#8221;) applies to Participants who are executive officers of the Company.  Given the strategic importance of these positions, each Participant occupying an executive officer position acknowledges and agrees that the Company and its Affiliates (collectively, the &#8220;Company Group&#8221;), its client relationships and&#47;or its business opportunities would likely suffer irreparable harm were the Participant to resign or otherwise end the Participant&#8217;s employment with the Company Group without providing sufficient notice to the Company.  This Policy is intended to protect those interests of the Company Group, and the Award is provided in consideration for the Participant&#8217;s agreement to comply with the Policy.</font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">2.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Notice Requirement</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Notice Period</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  In consideration of the Award, the Participant agrees to provide the Company with 90 days of prior written notice of the Participant&#8217;s intent to end the Participant&#8217;s employment with the Company Group (the &#8220;Notice Period&#8221;).</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Compensation and Job Role During Notice Period</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  During the Notice Period the Participant will be paid the Participant&#8217;s base salary pursuant to the Company&#8217;s regular payroll practices and will be eligible to continue to participate in the employee benefit plans in which the Participant was enrolled prior to submitting the Participant&#8217;s notice of resignation, with the exception that (i) the Participant will not continue to accrue paid time off during the notice period and (ii) the Participant will not continue to accrue any time or other interest under any bonus plans.  The Participant will be expected to perform all duties and tasks assigned to the Participant during the Notice Period, including all assignments related to the transition of the Participant&#8217;s duties and responsibilities, and the Participant will devote all of the Participant&#8217;s working time, labor, skill and energies to the business and affairs of the Company.</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(c)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Duty of Loyalty</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  During the Notice Period the Participant will continue to owe the Company Group a duty of loyalty, and the Participant will remain bound by all fiduciary duties and obligations owed to the Company Group as an employee, as well as abide by all non-competition, non-disclosure and non-solicitation agreements that the Participant has entered into with the Company.   Consistent with that duty of loyalty, the Participant agrees that during the Participant&#8217;s period of employment, including the Notice Period, and regardless of whether the Participant&#8217;s title, position or responsibilities change at any point, the Participant will not directly or indirectly (i) become employed or engaged by (whether as an employee, consultant, proprietor, partner, director or otherwise) any competitor of the Company Group, (ii) solicit, divert, take away or do business with (or attempt to solicit, divert, take away or do business with) any of the Company Group&#8217;s clients, customers or business partners&#59; or (iii) solicit, induce or attempt to induce any officer, manager, consultant or employee of the Company Group to terminate his or her employment or engagement, or entice or attempt to entice away from the Company Group any person who is an officer, manager, consultant, or employee of the Company Group.</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(d)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Notice Process</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Any notice that the Participant may be required or permitted to give to the Company under the Policy shall be in writing and may be delivered personally, by intraoffice mail, by fax, by electronic mail or other electronic means, or via a postal service, postage prepaid, to such electronic mail or postal address and directed to such person as the Company may notify the Participant from time to time.</font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">10</font></div><div><font><br></font></div></div></div><hr style="page-break-after:always"><div style="min-height:72pt;width:100%"><div><font><br></font></div></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">3.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Waiver of Notice Period&#59; Garden Leave</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.</font></div><div style="margin-bottom:12pt;text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(a)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Waiver of Notice Period</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Upon receipt of the Participant&#8217;s notice of resignation and at any time during the Notice Period, the Company may, in its sole discretion, waive the remainder of the Notice Period, in which case the Participant&#8217;s employment will be terminated upon receipt of written notice from the Company.  Under such circumstances, the Company will not be obliged to provide the Participant with pay in lieu of notice and, in turn, the Participant will no longer be bound by the specific non-competition restriction under the Participant&#8217;s duty of loyalty outlined in Section 2(c).  The Participant will continue to be bound by any post-employment non-competition, non-disclosure and non-solicitation restrictions in agreements the Participant entered into with the Company. </font></div><div style="text-indent:72pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">(b)&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Garden Leave</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  Alternatively, the Company may, in its sole discretion, retain the Participant as an employee during the Notice Period and direct the Participant not to report to work, in which case the Participant will be placed on paid leave (the &#8220;Garden Leave&#8221;).  While on Garden Leave, the Participant will remain bound by all fiduciary obligations owed as an employee of the Company Group, the non-competition restriction under the Participant&#8217;s duty of loyalty set out in Section 2(c), as well as any non-competition, non-disclosure and non-solicitation agreements between the Participant and the Company. For purposes of clarity, while on Garden Leave the Participant will (i) remain an employee of the Company Group&#59; (ii) continue to be paid the Participant&#8217;s base salary&#59; and (iii) continue to be eligible to participate in the same benefit plans in which the Participant was enrolled prior to submitting the Participant&#8217;s notice of resignation, with the exception that (A) the Participant will not continue to accrue paid time off during the Garden Leave and (B) the Participant will not continue to accrue any time or other interest under any bonus plans. During the Garden Leave, the Participant must be reasonably available during normal business hours to answer questions and provide advice to the Company.<br></font></div><div style="margin-bottom:12pt;text-indent:36pt"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">4.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Enforcement</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Participant agrees that because the Participant&#8217;s services are personal and unique and because the Participant will have access to and will be acquainted with the Company Group&#8217;s confidential information and&#47;or its customer relationships, to the fullest extent permitted by law, this Policy will be enforceable by injunction, specific performance or other equitable relief, without bond and without prejudice to any other rights or remedies that the Company may have for breach of this Policy.  For the avoidance of doubt, this Section 4 does not limit the Company&#8217;s right to forfeit or seek recoupment with respect to the Award as set forth in Section 16 of the Agreement.</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">&#160;&#160;&#160;&#160;5.&#160;&#160;&#160;&#160;</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%;text-decoration:underline">Amendment and Termination of Policy</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">.  The Company reserves the right to amend or terminate the Policy at any time, provided that (i) no such action will result in materially more burdensome duties and obligations for a Participant without the Participant&#8217;s prior written consent, and (ii) any such action impacting an executive officer of the Company shall be subject to the approval of the Committee.</font></div><div><font><br></font></div><div><font><br></font></div><div style="height:72pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:12pt;font-weight:400;line-height:100%">11</font></div><div><font><br></font></div></div></div></body></html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-21.1
<SEQUENCE>5
<FILENAME>a202210-knlyexhibit211.htm
<DESCRIPTION>EX-21.1
<TEXT>
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><html><head>
<!-- Document created using Wdesk -->
<!-- Copyright 2023 Workiva -->
<title>Document</title></head><body><div id="ib2233d34857e42b9814b9bdaadbb3697_1"></div><div style="min-height:42.75pt;width:100%"><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</font></div><div><font><br></font></div></div><div><font><br></font></div><div style="text-align:right"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Exhibit 21.1</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Subsidiaries of Registrant </font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:6.5pt;font-weight:700;line-height:120%;position:relative;top:-3.5pt;vertical-align:baseline">(1)</font></div><div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:72.946%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:24.854%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Annaly Capital Management, Inc.</font></td><td colspan="3" style="border-left:1pt solid #000;border-right:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Maryland</font></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Annaly Middle Market Lending LLC</font></td><td colspan="3" style="border-left:1pt solid #000;border-right:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Delaware</font></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-left:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Annaly TRS, Inc.</font></td><td colspan="3" style="border-left:1pt solid #000;border-right:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Delaware</font></td></tr><tr><td colspan="3" style="border-left:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Arcola Securities, Inc.</font></td><td colspan="3" style="border-left:1pt solid #000;border-right:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Maryland</font></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="border-bottom:2pt solid #000000;border-left:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Onslow Bay Financial LLC</font></td><td colspan="3" style="border-bottom:2pt solid #000000;border-left:1pt solid #000;border-right:1pt solid #000;border-top:2pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">North Carolina</font></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr><tr><td colspan="3" style="display:none"></td><td colspan="3" style="display:none"></td></tr></table></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:6.5pt;font-weight:400;line-height:120%;position:relative;top:-3.5pt;vertical-align:baseline">(1)</font><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> In accordance with Item 601(b)(21)(ii) of Regulation S-K only the names of significant subsidiaries have been included.</font></div><div><font><br></font></div><div><font><br></font></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font><br></font></div></div></div></body></html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-23.1
<SEQUENCE>6
<FILENAME>a202210-knlyexhibit231.htm
<DESCRIPTION>EX-23.1
<TEXT>
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><html><head>
<!-- Document created using Wdesk -->
<!-- Copyright 2023 Workiva -->
<title>Document</title></head><body><div id="i2c6e68af52b6451bbc1652aff59d2e07_1"></div><div style="min-height:42.75pt;width:100%"><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</font></div><div><font><br></font></div></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</font></div><div style="text-align:right"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Exhibit 23.1</font></div><div><font><br></font></div><div><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:112%">We consent to the incorporation by reference in the Registration Statements No. 333-251299 and No. 333-262424 on Form S-3 and in the related Prospectuses and Registration Statements No. 333-238537, No. 333-211140 and No. 333-169923 on Form S-8 of our reports dated February&#160;16, 2023, with respect to the consolidated financial statements of Annaly Capital Management, Inc. and Subsidiaries and the effectiveness of internal control over financial reporting of Annaly Capital Management, Inc. and Subsidiaries included in this Annual Report (Form 10-K) of Annaly Capital Management, Inc. and Subsidiaries for the year ended  December 31, 2022.</font></div><div style="text-align:justify"><font><br></font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#47;s&#47; Ernst and Young LLP</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">New York, NY</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">February&#160;16, 2023 </font></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font><br></font></div></div></div></body></html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.1
<SEQUENCE>7
<FILENAME>a202210-knlyexhibit311.htm
<DESCRIPTION>EX-31.1
<TEXT>
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><html><head>
<!-- Document created using Wdesk -->
<!-- Copyright 2023 Workiva -->
<title>Document</title></head><body><div id="i3f0c7a4c93694c18964be4569182b580_1"></div><div style="min-height:42.75pt;width:100%"><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</font></div><div><font><br></font></div></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</font></div><div style="text-align:right"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Exhibit 31.1</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">CERTIFICATIONS</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">I, David L. Finkelstein, certify that&#58;</font></div><div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:3.438%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:3.585%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:3.438%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:85.139%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">1.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">I have reviewed this annual report on Form 10-K of Annaly Capital Management, Inc.&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">2.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">3.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">4.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The registrant&#8217;s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have&#58;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">a)</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">b)</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">c)</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;Evaluated the effectiveness of the registrant&#8217;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation&#59; and<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">d)</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;Disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter (the registrant&#8217;s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting&#59; and<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">5.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The registrant&#8217;s other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant&#8217;s auditors and the audit committee of the registrant&#8217;s board of directors (or persons performing the equivalent functions)&#58;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">a)</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#8217;s ability to record, process, summarize and report financial information&#59; and<br>&#160;&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">b)</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#8217;s internal control over financial reporting.<br>&#160;<br>&#160;</font></td></tr></table></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Date&#58;  February&#160;16, 2023 </font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</font></div><div style="margin-top:5pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:48.900%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:48.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline">&#47;s&#47; David L. Finkelstein</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Chief Executive Officer and President (Principal Executive Officer)</font></td></tr></table></div><div><font><br></font></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font><br></font></div></div></div></body></html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.2
<SEQUENCE>8
<FILENAME>a202210-knlyexhibit312.htm
<DESCRIPTION>EX-31.2
<TEXT>
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><html><head>
<!-- Document created using Wdesk -->
<!-- Copyright 2023 Workiva -->
<title>Document</title></head><body><div id="i442af8d2f44c4b7397d73a8f41e61eaf_1"></div><div style="min-height:42.75pt;width:100%"><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</font></div><div><font><br></font></div></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</font></div><div style="text-align:right"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Exhibit 31.2</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">CERTIFICATIONS</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">I, Serena Wolfe, certify that&#58;</font></div><div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"></td><td style="width:3.438%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:3.585%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:3.438%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:85.139%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">1.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">I have reviewed this annual report on Form 10-K of Annaly Capital Management, Inc.&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">2.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">3.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">4.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The registrant&#8217;s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have&#58;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">a)</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">b)</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles&#59;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">c)</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;Evaluated the effectiveness of the registrant&#8217;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation&#59; and<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">d)</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;Disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter (the registrant&#8217;s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting&#59; and<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">5.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="6" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The registrant&#8217;s other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant&#8217;s auditors and the audit committee of the registrant&#8217;s board of directors (or persons performing the equivalent functions)&#58;<br>&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">a)</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#8217;s ability to record, process, summarize and report financial information&#59; and<br>&#160;&#160;</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:right;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">b)</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#8217;s internal control over financial reporting.<br>&#160;</font></td></tr></table></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Date&#58;  February&#160;16, 2023 </font></div><div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:48.900%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:48.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline">&#47;s&#47; Serena Wolfe</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Chief Financial Officer (Principal Financial Officer)</font></td></tr></table></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font><br></font></div></div></div></body></html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.1
<SEQUENCE>9
<FILENAME>a202210-knlyexhibit321.htm
<DESCRIPTION>EX-32.1
<TEXT>
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><html><head>
<!-- Document created using Wdesk -->
<!-- Copyright 2023 Workiva -->
<title>Document</title></head><body><div id="i0b668a64fdd64ba4b8339d0919de3542_1"></div><div style="min-height:42.75pt;width:100%"><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</font></div><div><font><br></font></div></div><div><font><br></font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</font></div><div style="text-align:right"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Exhibit 32.1</font></div><div><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC.</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">1211 AVENUE OF THE AMERICAS</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">NEW YORK, NEW YORK 10036</font></div><div><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">CERTIFICATION</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">PURSUANT TO SECTION 906 OF THE</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">SARBANES-OXLEY ACT OF 2002, 18 U.S.C. SECTION 1350</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In connection with the annual report on Form 10-K of Annaly Capital Management, Inc. (the &#8220;Company&#8221;) for the year ended December 31, 2022 to be filed with the Securities and Exchange Commission on or about the date hereof (the &#8220;Report&#8221;), I, David L. Finkelstein, Chief Executive Officer of the Company, certify, pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, 18 U.S.C. Section 1350, that&#58;</font></div><div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:14.882%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:82.918%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt 2px 37pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">1.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934&#59; and</font></td></tr></table></div><div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:14.882%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:82.918%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt 2px 37pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">2.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company at the dates of, and for the periods covered by, the Report.</font></td></tr></table></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">It is not intended that this statement be deemed to be filed for purposes of the Securities Exchange Act of 1934.</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</font></div><div style="margin-top:5pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:48.900%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:48.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline">&#47;s&#47; David L. Finkelstein</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">David L. Finkelstein</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Chief Executive Officer and President (Principal Executive Officer)</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">February 16, 2023</font></td></tr></table></div><div><font><br></font></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font><br></font></div></div></div></body></html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.2
<SEQUENCE>10
<FILENAME>a202210-knlyexhibit322.htm
<DESCRIPTION>EX-32.2
<TEXT>
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"><html><head>
<!-- Document created using Wdesk -->
<!-- Copyright 2023 Workiva -->
<title>Document</title></head><body><div id="i055bffbea3044ff19aacb15d981821c9_1"></div><div style="min-height:42.75pt;width:100%"><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIES</font></div><div><font><br></font></div></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</font></div><div><font><br></font></div><div style="text-align:right"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Exhibit 32.2</font></div><div><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">ANNALY CAPITAL MANAGEMENT, INC.</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">1211 AVENUE OF THE AMERICAS</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">NEW YORK, NEW YORK 10036</font></div><div><font><br></font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">CERTIFICATION</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">PURSUANT TO SECTION 906 OF THE</font></div><div style="text-align:center"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">SARBANES-OXLEY ACT OF 2002, 18 U.S.C. SECTION 1350</font></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In connection with the annual report on Form 10-K of Annaly Capital Management, Inc. (the &#8220;Company&#8221;) for the year ended December 31, 2022 to be filed with the Securities and Exchange Commission on or about the date hereof (the &#8220;Report&#8221;), I, Serena Wolfe, Chief Financial Officer of the Company, certify, pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, 18 U.S.C. Section 1350, that&#58;</font></div><div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:14.882%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:82.918%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt 2px 37pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">1.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934&#59; and</font></td></tr></table></div><div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:14.882%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:82.918%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt 2px 37pt;text-align:left;vertical-align:top"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">2.</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company at the dates of, and for the periods covered by, the Report.</font></td></tr></table></div><div><font><br></font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">It is not intended that this statement be deemed to be filed for purposes of the Securities Exchange Act of 1934.</font></div><div><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</font></div><div style="margin-top:5pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.707%"><tr><td style="width:1.0%"></td><td style="width:48.900%"></td><td style="width:0.1%"></td><td style="width:1.0%"></td><td style="width:48.900%"></td><td style="width:0.1%"></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%;text-decoration:underline">&#47;s&#47; Serena Wolfe</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Serena Wolfe</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">Chief Financial Officer (Principal Financial Officer)</font></td></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">&#160;</font></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><font style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:100%">February 16, 2023</font></td></tr></table></div><div><font><br></font></div><div style="height:42.75pt;position:relative;width:100%"><div style="bottom:0;position:absolute;width:100%"><div style="text-align:center"><font><br></font></div></div></div></body></html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-101.SCH
<SEQUENCE>11
<FILENAME>nly-20221231.xsd
<DESCRIPTION>XBRL TAXONOMY EXTENSION SCHEMA DOCUMENT
<TEXT>
<XBRL>
<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2023 Workiva-->
<!--r:8283f2a1-4ded-4d91-9c69-89acb0846785,g:7a65753d-199a-48a0-b389-5a375b28fd73-->
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:nly="http://annaly.com/20221231" xmlns:xbrli="http://www.xbrl.org/2003/instance" xmlns:dtr-types="http://www.xbrl.org/dtr/type/2020-01-21" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" attributeFormDefault="unqualified" elementFormDefault="qualified" targetNamespace="http://annaly.com/20221231">
  <xs:import namespace="http://fasb.org/srt/2022" schemaLocation="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd"/>
  <xs:import namespace="http://fasb.org/us-gaap/2022" schemaLocation="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd"/>
  <xs:import namespace="http://www.w3.org/1999/xlink" schemaLocation="http://www.xbrl.org/2003/xlink-2003-12-31.xsd"/>
  <xs:import namespace="http://www.xbrl.org/2003/instance" schemaLocation="http://www.xbrl.org/2003/xbrl-instance-2003-12-31.xsd"/>
  <xs:import namespace="http://www.xbrl.org/2003/linkbase" schemaLocation="http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd"/>
  <xs:import namespace="http://www.xbrl.org/dtr/type/2020-01-21" schemaLocation="https://www.xbrl.org/dtr/type/2020-01-21/types.xsd"/>
  <xs:import namespace="http://xbrl.org/2005/xbrldt" schemaLocation="http://www.xbrl.org/2005/xbrldt-2005.xsd"/>
  <xs:import namespace="http://xbrl.sec.gov/dei/2022" schemaLocation="https://xbrl.sec.gov/dei/2022/dei-2022.xsd"/>
  <xs:import namespace="http://xbrl.sec.gov/stpr/2022" schemaLocation="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd"/>
  <xs:annotation>
    <xs:appinfo>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="nly-20221231_lab.xml" xlink:role="http://www.xbrl.org/2003/role/labelLinkbaseRef" xlink:type="simple"/>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="nly-20221231_pre.xml" xlink:role="http://www.xbrl.org/2003/role/presentationLinkbaseRef" xlink:type="simple"/>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="nly-20221231_cal.xml" xlink:role="http://www.xbrl.org/2003/role/calculationLinkbaseRef" xlink:type="simple"/>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="nly-20221231_def.xml" xlink:role="http://www.xbrl.org/2003/role/definitionLinkbaseRef" xlink:type="simple"/>
      <link:roleType id="COVERPAGE" roleURI="http://annaly.com/role/COVERPAGE">
        <link:definition>0000001 - Document - COVER PAGE</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="AUDITINFORMATION" roleURI="http://annaly.com/role/AUDITINFORMATION">
        <link:definition>0000002 - Document - AUDIT INFORMATION</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION" roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION">
        <link:definition>0000003 - Statement - CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical" roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical">
        <link:definition>0000004 - Statement - CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (Parenthetical)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS" roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS">
        <link:definition>0000005 - Statement - CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY" roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY">
        <link:definition>0000006 - Statement - CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CONSOLIDATEDSTATEMENTSOFCASHFLOWS" roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS">
        <link:definition>0000007 - Statement - CONSOLIDATED STATEMENTS OF CASH FLOWS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DESCRIPTIONOFBUSINESS" roleURI="http://annaly.com/role/DESCRIPTIONOFBUSINESS">
        <link:definition>0000008 - Disclosure - DESCRIPTION OF BUSINESS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BASISOFPRESENTATION" roleURI="http://annaly.com/role/BASISOFPRESENTATION">
        <link:definition>0000009 - Disclosure - BASIS OF PRESENTATION</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SIGNIFICANTACCOUNTINGPOLICIES" roleURI="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIES">
        <link:definition>0000010 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FINANCIALINSTRUMENTS" roleURI="http://annaly.com/role/FINANCIALINSTRUMENTS">
        <link:definition>0000011 - Disclosure - FINANCIAL INSTRUMENTS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECURITIES" roleURI="http://annaly.com/role/SECURITIES">
        <link:definition>0000012 - Disclosure - SECURITIES</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LOANS" roleURI="http://annaly.com/role/LOANS">
        <link:definition>0000013 - Disclosure - LOANS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="MORTGAGESERVICINGRIGHTS" roleURI="http://annaly.com/role/MORTGAGESERVICINGRIGHTS">
        <link:definition>0000014 - Disclosure - MORTGAGE SERVICING RIGHTS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="VARIABLEINTERESTENTITIES" roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIES">
        <link:definition>0000015 - Disclosure - VARIABLE INTEREST ENTITIES</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SALEOFCOMMERCIALREALESTATEBUSINESS" roleURI="http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESS">
        <link:definition>0000016 - Disclosure - SALE OF COMMERCIAL REAL ESTATE BUSINESS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SALEOFMIDDLEMARKETLENDINGPORTFOLIO" roleURI="http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIO">
        <link:definition>0000017 - Disclosure - SALE OF MIDDLE MARKET LENDING PORTFOLIO</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTS" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTS">
        <link:definition>0000018 - Disclosure - DERIVATIVE INSTRUMENTS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FAIRVALUEMEASUREMENTS" roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTS">
        <link:definition>0000019 - Disclosure - FAIR VALUE MEASUREMENTS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GOODWILLANDINTANGIBLEASSETS" roleURI="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETS">
        <link:definition>0000020 - Disclosure - GOODWILL AND INTANGIBLE ASSETS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECUREDFINANCING" roleURI="http://annaly.com/role/SECUREDFINANCING">
        <link:definition>0000021 - Disclosure - SECURED FINANCING</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CAPITALSTOCK" roleURI="http://annaly.com/role/CAPITALSTOCK">
        <link:definition>0000022 - Disclosure - CAPITAL STOCK</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LONGTERMSTOCKINCENTIVEPLAN" roleURI="http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLAN">
        <link:definition>0000023 - Disclosure - LONG-TERM STOCK INCENTIVE PLAN</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="INTERESTINCOMEANDINTERESTEXPENSE" roleURI="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSE">
        <link:definition>0000024 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="NETINCOMELOSSPERCOMMONSHARE" roleURI="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARE">
        <link:definition>0000025 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="INCOMETAXES" roleURI="http://annaly.com/role/INCOMETAXES">
        <link:definition>0000026 - Disclosure - INCOME TAXES</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RISKMANAGEMENT" roleURI="http://annaly.com/role/RISKMANAGEMENT">
        <link:definition>0000027 - Disclosure - RISK MANAGEMENT</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RELATEDPARTYTRANSACTIONS" roleURI="http://annaly.com/role/RELATEDPARTYTRANSACTIONS">
        <link:definition>0000028 - Disclosure - RELATED PARTY TRANSACTIONS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LEASECOMMITMENTSANDCONTINGENCIES" roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIES">
        <link:definition>0000029 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SUBSEQUENTEVENTS" roleURI="http://annaly.com/role/SUBSEQUENTEVENTS">
        <link:definition>0000030 - Disclosure - SUBSEQUENT EVENTS</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SIGNIFICANTACCOUNTINGPOLICIESPolicies" roleURI="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies">
        <link:definition>0000031 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES (Policies)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DESCRIPTIONOFBUSINESSTables" roleURI="http://annaly.com/role/DESCRIPTIONOFBUSINESSTables">
        <link:definition>0000032 - Disclosure - DESCRIPTION OF BUSINESS (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FINANCIALINSTRUMENTSTables" roleURI="http://annaly.com/role/FINANCIALINSTRUMENTSTables">
        <link:definition>0000033 - Disclosure - FINANCIAL INSTRUMENTS (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECURITIESTables" roleURI="http://annaly.com/role/SECURITIESTables">
        <link:definition>0000034 - Disclosure - SECURITIES (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LOANSTables" roleURI="http://annaly.com/role/LOANSTables">
        <link:definition>0000035 - Disclosure - LOANS (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="MORTGAGESERVICINGRIGHTSTables" roleURI="http://annaly.com/role/MORTGAGESERVICINGRIGHTSTables">
        <link:definition>0000036 - Disclosure - MORTGAGE SERVICING RIGHTS (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="VARIABLEINTERESTENTITIESTables" roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESTables">
        <link:definition>0000037 - Disclosure - VARIABLE INTEREST ENTITIES (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSTables" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSTables">
        <link:definition>0000038 - Disclosure - DERIVATIVE INSTRUMENTS (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FAIRVALUEMEASUREMENTSTables" roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSTables">
        <link:definition>0000039 - Disclosure - FAIR VALUE MEASUREMENTS (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GOODWILLANDINTANGIBLEASSETSTables" roleURI="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSTables">
        <link:definition>0000040 - Disclosure - GOODWILL AND INTANGIBLE ASSETS (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECUREDFINANCINGTables" roleURI="http://annaly.com/role/SECUREDFINANCINGTables">
        <link:definition>0000041 - Disclosure - SECURED FINANCING (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CAPITALSTOCKTables" roleURI="http://annaly.com/role/CAPITALSTOCKTables">
        <link:definition>0000042 - Disclosure - CAPITAL STOCK (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="INTERESTINCOMEANDINTERESTEXPENSETables" roleURI="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSETables">
        <link:definition>0000043 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="NETINCOMELOSSPERCOMMONSHARETables" roleURI="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARETables">
        <link:definition>0000044 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LEASECOMMITMENTSANDCONTINGENCIESTables" roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESTables">
        <link:definition>0000045 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DESCRIPTIONOFBUSINESSDetails" roleURI="http://annaly.com/role/DESCRIPTIONOFBUSINESSDetails">
        <link:definition>0000046 - Disclosure - DESCRIPTION OF BUSINESS (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BASISOFPRESENTATIONDetails" roleURI="http://annaly.com/role/BASISOFPRESENTATIONDetails">
        <link:definition>0000047 - Disclosure - BASIS OF PRESENTATION (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails" roleURI="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails">
        <link:definition>0000048 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails" roleURI="http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails">
        <link:definition>0000049 - Disclosure - FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECURITIESNarrativeDetails" roleURI="http://annaly.com/role/SECURITIESNarrativeDetails">
        <link:definition>0000050 - Disclosure - SECURITIES - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECURITIESSummaryofResidentialSecuritiesandCMBSDetails" roleURI="http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails">
        <link:definition>0000051 - Disclosure - SECURITIES - Summary of Residential Securities and CMBS (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECURITIESPortfolioDetails" roleURI="http://annaly.com/role/SECURITIESPortfolioDetails">
        <link:definition>0000052 - Disclosure - SECURITIES - Portfolio (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails" roleURI="http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails">
        <link:definition>0000053 - Disclosure - SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECURITIESWeightedAverageLifeDetails" roleURI="http://annaly.com/role/SECURITIESWeightedAverageLifeDetails">
        <link:definition>0000054 - Disclosure - SECURITIES - Weighted Average Life (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECURITIESUnrealizedLossPositionDetails" roleURI="http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails">
        <link:definition>0000055 - Disclosure - SECURITIES - Unrealized Loss Position (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECURITIESRealizedGainLossDetails" roleURI="http://annaly.com/role/SECURITIESRealizedGainLossDetails">
        <link:definition>0000056 - Disclosure - SECURITIES - Realized Gain (Loss) (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LOANSNarrativeDetails" roleURI="http://annaly.com/role/LOANSNarrativeDetails">
        <link:definition>0000057 - Disclosure - LOANS - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LOANSInvestmentLoanActivityDetails" roleURI="http://annaly.com/role/LOANSInvestmentLoanActivityDetails">
        <link:definition>0000058 - Disclosure - LOANS - Investment Loan Activity (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails" roleURI="http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails">
        <link:definition>0000059 - Disclosure - LOANS - Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LOANSSummaryofComprehensiveIncomeLossDetails" roleURI="http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails">
        <link:definition>0000060 - Disclosure - LOANS - Summary of Comprehensive Income (Loss) (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails" roleURI="http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails">
        <link:definition>0000061 - Disclosure - LOANS - Geographic Concentrations Based on Unpaid Principal Balances (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LOANSAdditionalInformationaboutResidentialMortgageLoansDetails" roleURI="http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails">
        <link:definition>0000062 - Disclosure - LOANS - Additional Information about Residential Mortgage Loans (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails" roleURI="http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails">
        <link:definition>0000063 - Disclosure - MORTGAGE SERVICING RIGHTS - Presentation of Activity Related to MSR (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails" roleURI="http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails">
        <link:definition>0000064 - Disclosure - MORTGAGE SERVICING RIGHTS - Interest in MSR Rollforward (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="VARIABLEINTERESTENTITIESNarrativeDetails" roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails">
        <link:definition>0000065 - Disclosure - VARIABLE INTEREST ENTITIES - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails" roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails">
        <link:definition>0000066 - Disclosure - VARIABLE INTEREST ENTITIES - Schedule of the Fair Value of OBX Trusts Closed (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails" roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails">
        <link:definition>0000067 - Disclosure - VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails" roleURI="http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails">
        <link:definition>0000068 - Disclosure - SALE OF COMMERCIAL REAL ESTATE BUSINESS - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails" roleURI="http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails">
        <link:definition>0000069 - Disclosure - SALE OF MIDDLE MARKET LENDING PORTFOLIO (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSNarrativeDetails" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails">
        <link:definition>0000070 - Disclosure - DERIVATIVE INSTRUMENTS - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails">
        <link:definition>0000071 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails">
        <link:definition>0000072 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails">
        <link:definition>0000073 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails">
        <link:definition>0000074 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails">
        <link:definition>0000075 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails">
        <link:definition>0000076 - Disclosure - DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails">
        <link:definition>0000077 - Disclosure - DERIVATIVE INSTRUMENTS - Effect of Interest Rate Swaps on Consolidated Statements of Comprehensive Income (Loss) (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails" roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails">
        <link:definition>0000078 - Disclosure - DERIVATIVE INSTRUMENTS - Effect of Other Derivative Contracts on the Consolidated Statements of Operations and Comprehensive Income (Loss) (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails" roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails">
        <link:definition>0000079 - Disclosure - FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail" roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail">
        <link:definition>0000080 - Disclosure - FAIR VALUE MEASUREMENTS - Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs (Detail)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail" roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail">
        <link:definition>0000081 - Disclosure - FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GOODWILLANDINTANGIBLEASSETSNarrativeDetails" roleURI="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails">
        <link:definition>0000082 - Disclosure - GOODWILL AND INTANGIBLE ASSETS - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails" roleURI="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails">
        <link:definition>0000083 - Disclosure - GOODWILL AND INTANGIBLE ASSETS - Summary of Indefinite and Finite-Lived Intangible Assets (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECUREDFINANCINGNarrativeDetails" roleURI="http://annaly.com/role/SECUREDFINANCINGNarrativeDetails">
        <link:definition>0000084 - Disclosure - SECURED FINANCING - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails" roleURI="http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails">
        <link:definition>0000085 - Disclosure - SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails" roleURI="http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails">
        <link:definition>0000086 - Disclosure - SECURED FINANCING - Summary of Gross Amounts, Amounts Offset and Net Amounts of Repurchase Agreement and Reverse Repurchase Agreement (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CAPITALSTOCKScheduleofCommonStockDetails" roleURI="http://annaly.com/role/CAPITALSTOCKScheduleofCommonStockDetails">
        <link:definition>0000087 - Disclosure - CAPITAL STOCK - Schedule of Common Stock (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CAPITALSTOCKNarrativeDetails" roleURI="http://annaly.com/role/CAPITALSTOCKNarrativeDetails">
        <link:definition>0000088 - Disclosure - CAPITAL STOCK - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CAPITALSTOCKScheduleofPreferredStockDetails" roleURI="http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails">
        <link:definition>0000089 - Disclosure - CAPITAL STOCK - Schedule of Preferred Stock (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CAPITALSTOCKSummaryofDividendDistributionActivityDetails" roleURI="http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails">
        <link:definition>0000090 - Disclosure - CAPITAL STOCK - Summary of Dividend Distribution Activity (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LONGTERMSTOCKINCENTIVEPLANNarrativeDetails" roleURI="http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails">
        <link:definition>0000091 - Disclosure - LONG-TERM STOCK INCENTIVE PLAN - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails" roleURI="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails">
        <link:definition>0000092 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE - Components of Company's Interest Income and Interest Expense (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails" roleURI="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails">
        <link:definition>0000093 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="NETINCOMELOSSPERCOMMONSHARENarrativeDetails" roleURI="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARENarrativeDetails">
        <link:definition>0000094 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="INCOMETAXESNarrativeDetails" roleURI="http://annaly.com/role/INCOMETAXESNarrativeDetails">
        <link:definition>0000095 - Disclosure - INCOME TAXES - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RELATEDPARTYTRANSACTIONSNarrativeDetails" roleURI="http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails">
        <link:definition>0000096 - Disclosure - RELATED PARTY TRANSACTIONS - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails" roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails">
        <link:definition>0000097 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails" roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails">
        <link:definition>0000098 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Supplemental Lease Information (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails" roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails">
        <link:definition>0000099 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Details of Maturities of Lease Liabilities (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1" roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1">
        <link:definition>0000099 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Details of Maturities of Lease Liabilities (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SUBSEQUENTEVENTSDetails" roleURI="http://annaly.com/role/SUBSEQUENTEVENTSDetails">
        <link:definition>0000100 - Disclosure - SUBSEQUENT EVENTS (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
    </xs:appinfo>
  </xs:annotation>
  <xs:element id="nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps" abstract="false" name="InterestPaidExcludingInterestPaidOnInterestRateSwaps" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_MaturityPeriodTwoMember" abstract="true" name="MaturityPeriodTwoMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MortgageServicingRightsIncrementalFacilityMember" abstract="true" name="MortgageServicingRightsIncrementalFacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_NetServicingIncome" abstract="false" name="NetServicingIncome" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ReceivableForInvestmentSecuritiesSold" abstract="false" name="ReceivableForInvestmentSecuritiesSold" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember" abstract="true" name="AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" abstract="false" name="AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_MortgageServicingRightsSilosMember" abstract="true" name="MortgageServicingRightsSilosMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_UsTreasuryFuturesFiveYearMember" abstract="true" name="UsTreasuryFuturesFiveYearMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_SecuritizedDebtOfConsolidatedVIEsMember" abstract="true" name="SecuritizedDebtOfConsolidatedVIEsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_FinancialAssetsFairValueDisclosure" abstract="false" name="FinancialAssetsFairValueDisclosure" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" abstract="true" name="A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity" abstract="false" name="InterestIncomeCommercialRealEstateDebtAndPreferredEquity" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_OtherLocationMember" abstract="true" name="OtherLocationMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_EPSBasicAndDilutedAbstract" abstract="true" name="EPSBasicAndDilutedAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_ForwardStartingPayFixedSwapsMember" abstract="true" name="ForwardStartingPayFixedSwapsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" abstract="false" name="InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_SummaryOfLoansInvestmentActivityTableTextBlock" abstract="false" name="SummaryOfLoansInvestmentActivityTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_InterestIncomeAgencySecurityLoans" abstract="false" name="InterestIncomeAgencySecurityLoans" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock" abstract="false" name="ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" abstract="false" name="AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember" abstract="true" name="FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_PreferredStockDividendsTaxableOrdinaryIncomePercent" abstract="false" name="PreferredStockDividendsTaxableOrdinaryIncomePercent" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_DerivativePortfolioExpirationPeriod" abstract="false" name="DerivativePortfolioExpirationPeriod" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:durationItemType"/>
  <xs:element id="nly_RiskManagementAbstract" abstract="true" name="RiskManagementAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_SaleofStockOfferingPrice" abstract="false" name="SaleofStockOfferingPrice" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_RepurchaseAgreementsWeightedAverageRates" abstract="false" name="RepurchaseAgreementsWeightedAverageRates" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_AssetTransferredOrPledgedMember" abstract="true" name="AssetTransferredOrPledgedMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_NumberOfInvestmentGroups" abstract="false" name="NumberOfInvestmentGroups" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="nly_InterestExpenseSecuritizedDebtOfConsolidatedVie" abstract="false" name="InterestExpenseSecuritizedDebtOfConsolidatedVie" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock" abstract="false" name="RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock" abstract="false" name="ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_EquityIncentivePlan2020Member" abstract="true" name="EquityIncentivePlan2020Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_DebtSecuritiesAvailableforsaleRemainingDiscount" abstract="false" name="DebtSecuritiesAvailableforsaleRemainingDiscount" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_A20192020ShareRepurchaseProgramMember" abstract="true" name="A20192020ShareRepurchaseProgramMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" abstract="false" name="DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" abstract="false" name="AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_AtthemarketSaleProgramMember" abstract="true" name="AtthemarketSaleProgramMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MaturityPeriodThreeMember" abstract="true" name="MaturityPeriodThreeMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_USTreasuryFuturesTenYearMember" abstract="true" name="USTreasuryFuturesTenYearMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_PublicOfferingAdditionalSharePurchaseOptionMember" abstract="true" name="PublicOfferingAdditionalSharePurchaseOptionMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MultifamilyInterestOnlySecurityMember" abstract="true" name="MultifamilyInterestOnlySecurityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_OBX2022J2Member" abstract="true" name="OBX2022J2Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MiddleMarketLendingPortfolioMember" abstract="true" name="MiddleMarketLendingPortfolioMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" abstract="false" name="NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PreferredStockDividendRatePercentageBasisSpread" abstract="false" name="PreferredStockDividendRatePercentageBasisSpread" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_PreferredStockDividendsTaxableReturnOfCapitalPercent" abstract="false" name="PreferredStockDividendsTaxableReturnOfCapitalPercent" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember" abstract="true" name="AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" abstract="false" name="AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_InvestmentInterestRatePercentage" abstract="false" name="InvestmentInterestRatePercentage" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_NonAgencyMortgageBackedSecuritiesMember" abstract="true" name="NonAgencyMortgageBackedSecuritiesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit" abstract="false" name="PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_AgencyMortgageBackedSecuritiesMember" abstract="true" name="AgencyMortgageBackedSecuritiesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock" abstract="false" name="ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_ToBeAnnouncedSecuritiesFairMarketValue" abstract="false" name="ToBeAnnouncedSecuritiesFairMarketValue" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" abstract="false" name="AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset" abstract="false" name="SecuritiesForReverseRepurchaseAgreementsAmountsOffset" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_VariableInterestEntityPrincipalCuffOffBalance" abstract="false" name="VariableInterestEntityPrincipalCuffOffBalance" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" abstract="false" name="SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_A2021ShareRepurchaseProgramMember" abstract="true" name="A2021ShareRepurchaseProgramMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_ResidentialInvestmentsMember" abstract="true" name="ResidentialInvestmentsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="PrimeMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_ToBeAnnouncedSecuritiesCost" abstract="false" name="ToBeAnnouncedSecuritiesCost" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_OBX2022INV5Member" abstract="true" name="OBX2022INV5Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract" abstract="true" name="MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_MortgageLoansHeldForPortfolioTableTextBlock" abstract="false" name="MortgageLoansHeldForPortfolioTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" abstract="false" name="SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_GainLossOnTerminationOfInterestRateSwaps" abstract="false" name="GainLossOnTerminationOfInterestRateSwaps" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_InterestPaidOnRepurchaseAgreements" abstract="false" name="InterestPaidOnRepurchaseAgreements" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember" abstract="true" name="MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_ServicingAndRelatedExpense" abstract="false" name="ServicingAndRelatedExpense" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_InterestInMortgageServicingRightsAtFairValueAmount" abstract="false" name="InterestInMortgageServicingRightsAtFairValueAmount" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ProceedsFromParticipatingMortgageLoans" abstract="false" name="ProceedsFromParticipatingMortgageLoans" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_VariableInterestEntityRetainedInterestNotionalBalance" abstract="false" name="VariableInterestEntityRetainedInterestNotionalBalance" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" abstract="false" name="SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_GainLossOnRealizedInterestRateSwaps" abstract="false" name="GainLossOnRealizedInterestRateSwaps" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock" abstract="false" name="LesseeOperatingLeasesSupplementalInformationTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_DebtInstrumentMaturity" abstract="false" name="DebtInstrumentMaturity" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:durationItemType"/>
  <xs:element id="nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale" abstract="false" name="AccretionAmortizationOfDebtSecuritiesAvailableForSale" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_IncomeTaxesLineItems" abstract="true" name="IncomeTaxesLineItems" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" abstract="false" name="PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease" abstract="false" name="LineOfCreditFacilityMaximumBorrowingCapacityIncrease" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PaymentsToAcquireInterestInMortgageServicingRights" abstract="false" name="PaymentsToAcquireInterestInMortgageServicingRights" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_OBX2022NQM1Member" abstract="true" name="OBX2022NQM1Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" abstract="false" name="SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PayableForInvestmentSecuritiesPurchased" abstract="false" name="PayableForInvestmentSecuritiesPurchased" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_LoanToValuePercentage" abstract="false" name="LoanToValuePercentage" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember" abstract="true" name="ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_OBX2022NQM4Member" abstract="true" name="OBX2022NQM4Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock" abstract="false" name="ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_OperatingLeaseRemainingLeaseTerm" abstract="false" name="OperatingLeaseRemainingLeaseTerm" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:durationItemType"/>
  <xs:element id="nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember" abstract="true" name="ResidentialCreditSecuritiesMortgageBackedSecuritiesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock" abstract="false" name="ConsolidationVotingInterestEntityPolicyPolicyTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_Maturity30To59DaysMember" abstract="true" name="Maturity30To59DaysMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_ResidentialMortgageLoansMember" abstract="true" name="ResidentialMortgageLoansMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MaturityPeriodFourMember" abstract="true" name="MaturityPeriodFourMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_DerivativeInstrumentsVariationMarginonCollateral" abstract="false" name="DerivativeInstrumentsVariationMarginonCollateral" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" abstract="false" name="AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_RepurchaseAgreementsAccruedInterest" abstract="false" name="RepurchaseAgreementsAccruedInterest" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PrincipalPaymentsOnRepurchaseAgreements" abstract="false" name="PrincipalPaymentsOnRepurchaseAgreements" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock" abstract="false" name="ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_CommonStockDividendsTaxableOrdinaryIncomePercent" abstract="false" name="CommonStockDividendsTaxableOrdinaryIncomePercent" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_UsTreasuryFuturesTwoYearMember" abstract="true" name="UsTreasuryFuturesTwoYearMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts" abstract="false" name="SecuritiesForReverseRepurchaseAgreementsGrossAmounts" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" abstract="false" name="NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_PaymentsForPurchaseOfLoansOperatingActivities" abstract="false" name="PaymentsForPurchaseOfLoansOperatingActivities" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" abstract="false" name="PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements" abstract="false" name="SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries" abstract="false" name="DerivativeGainLossonDerivativeNetIncludingUSTreasuries" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ScheduleOfInvestmentGroupsTableTextBlock" abstract="false" name="ScheduleOfInvestmentGroupsTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock" abstract="false" name="FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" abstract="false" name="NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" abstract="false" name="AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure" abstract="false" name="SecuritizedDebtOfConsolidatedVieFairValueDisclosure" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans" abstract="false" name="PaymentsOnRepurchaseOfParticipatingMortgageLoans" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" abstract="false" name="ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ServicingAssetsAtFairValueTransfers" abstract="false" name="ServicingAssetsAtFairValueTransfers" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PercentageOfAdjustableRateLoans" abstract="false" name="PercentageOfAdjustableRateLoans" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" abstract="false" name="StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_UsTreasuryFuturesMember" abstract="true" name="UsTreasuryFuturesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember" abstract="true" name="AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_VariableInterestEntityDerecognizedAssetsSecurities" abstract="false" name="VariableInterestEntityDerecognizedAssetsSecurities" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock" abstract="false" name="DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock" abstract="false" name="ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1" abstract="false" name="OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_MortgageBackedSecuritiesPortfolioTable" abstract="true" name="MortgageBackedSecuritiesPortfolioTable" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType"/>
  <xs:element id="nly_SeriesIPreferredStockMember" abstract="true" name="SeriesIPreferredStockMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_OBX2022INV1Member" abstract="true" name="OBX2022INV1Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_InterestPaidNetInterestRateDerivative" abstract="false" name="InterestPaidNetInterestRateDerivative" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_IncomeTaxesTable" abstract="true" name="IncomeTaxesTable" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType"/>
  <xs:element id="nly_InterestExpenseParticipationSold" abstract="false" name="InterestExpenseParticipationSold" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_CorporatePortfolioSegmentMember" abstract="true" name="CorporatePortfolioSegmentMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_PublicOfferingMember" abstract="true" name="PublicOfferingMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_Maturity2To29DaysMember" abstract="true" name="Maturity2To29DaysMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MortgageLoansWarehouseFacilityFairValueDisclosure" abstract="false" name="MortgageLoansWarehouseFacilityFairValueDisclosure" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_FairValueInputsCostToService" abstract="false" name="FairValueInputsCostToService" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ManagementAgreementMember" abstract="true" name="ManagementAgreementMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable" abstract="true" name="MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType"/>
  <xs:element id="nly_MortgageServicingRightsCommittedCreditFacilityMember" abstract="true" name="MortgageServicingRightsCommittedCreditFacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_DisposalGroupIncludingDiscontinuedOperationLoans" abstract="false" name="DisposalGroupIncludingDiscontinuedOperationLoans" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_MortgageLoansonRealEstateGainsLosses" abstract="false" name="MortgageLoansonRealEstateGainsLosses" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_MortgageLoansFairValueDisclosure" abstract="false" name="MortgageLoansFairValueDisclosure" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="MultifamilyMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee" abstract="false" name="MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:pureItemType"/>
  <xs:element id="nly_Maturity90To119DaysMember" abstract="true" name="Maturity90To119DaysMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember" abstract="true" name="CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="NplRplMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" abstract="false" name="AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_CreditRiskTransferSecuritiesMember" abstract="true" name="CreditRiskTransferSecuritiesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_DerivativeNonmonetaryNotionalAmountPercentage" abstract="false" name="DerivativeNonmonetaryNotionalAmountPercentage" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:pureItemType"/>
  <xs:element id="nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod" abstract="false" name="SaleOfStockOptionToPurchaseAdditionalSharesPeriod" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:durationItemType"/>
  <xs:element id="nly_DebtSecuritiesAvailableForSaleLineItems" abstract="true" name="DebtSecuritiesAvailableForSaleLineItems" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_CreditDerivativesMember" abstract="true" name="CreditDerivativesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember" abstract="true" name="CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_CommonStockDividendsTaxableReturnOfCapitalPercent" abstract="false" name="CommonStockDividendsTaxableReturnOfCapitalPercent" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_DebtSecuritiesAvailableForSaleRollForward" abstract="true" name="DebtSecuritiesAvailableForSaleRollForward" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_MaturityPeriodOneMember" abstract="true" name="MaturityPeriodOneMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock" abstract="false" name="SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_FinancingAndAccruedInvestmentIncomeReceivable" abstract="false" name="FinancingAndAccruedInvestmentIncomeReceivable" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_MeasurementInputDelinquencyRateMember" abstract="true" name="MeasurementInputDelinquencyRateMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_InterestIncomeResidentialMortgageLoans" abstract="false" name="InterestIncomeResidentialMortgageLoans" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PaymentsFromReliefOfSecuritizedDebt" abstract="false" name="PaymentsFromReliefOfSecuritizedDebt" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_DebtSecuritiesAvailableforsaleRemainingPremium" abstract="false" name="DebtSecuritiesAvailableforsaleRemainingPremium" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock" abstract="false" name="ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_DerivativeInstrumentsMaximumMaturityPeriod" abstract="false" name="DerivativeInstrumentsMaximumMaturityPeriod" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:durationItemType"/>
  <xs:element id="nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="ReverseMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles" abstract="false" name="VariableInterestEntityDerecognizedAssetsSecuritizationVehicles" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_InterestRateSwapsWeightedAveragePayRate" abstract="false" name="InterestRateSwapsWeightedAveragePayRate" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_OBX2022NQM8Member" abstract="true" name="OBX2022NQM8Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_RepurchaseAgreementsPolicyTextBlock" abstract="false" name="RepurchaseAgreementsPolicyTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:textBlockItemType"/>
  <xs:element id="nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee" abstract="false" name="MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:pureItemType"/>
  <xs:element id="nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember" abstract="true" name="AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember" abstract="true" name="CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_GainLossOnInvestmentsDebtAndDerivatives" abstract="false" name="GainLossOnInvestmentsDebtAndDerivatives" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_OBXTrustMember" abstract="true" name="OBXTrustMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate" abstract="false" name="InterestRateSwaptionsWeightedAverageUnderlyingPayRate" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_OBX2022NQM5Member" abstract="true" name="OBX2022NQM5Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_CommonStockDividendsPerShareTaxable" abstract="false" name="CommonStockDividendsPerShareTaxable" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:perShareItemType"/>
  <xs:element id="nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" abstract="false" name="CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems" abstract="true" name="MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_ToBeAnnouncedContractsMember" abstract="true" name="ToBeAnnouncedContractsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_NonAgencyMbsMember" abstract="true" name="NonAgencyMbsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MortgageServicingRightsMember" abstract="true" name="MortgageServicingRightsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" abstract="true" name="A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MortgageBackedSecuritiesSoldCarryingValue" abstract="false" name="MortgageBackedSecuritiesSoldCarryingValue" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" abstract="false" name="NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_InterestInMortgageServicingRights" abstract="false" name="InterestInMortgageServicingRights" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" abstract="false" name="AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_MSRSiloMember" abstract="true" name="MSRSiloMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_Maturity60To89DaysMember" abstract="true" name="Maturity60To89DaysMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MaturityOver119DaysMember" abstract="true" name="MaturityOver119DaysMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" abstract="false" name="SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_FicoScore" abstract="false" name="FicoScore" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember" abstract="true" name="ExcessSpreadAgreementsRecognizedThroughEarningsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_AssetsTransferredOrPledgedToSecuritizationMember" abstract="true" name="AssetsTransferredOrPledgedToSecuritizationMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" abstract="false" name="OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_SecuritizedDebtOfConsolidatedVie" abstract="false" name="SecuritizedDebtOfConsolidatedVie" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ComprehensiveIncomeLossAttributableToCommonStockHolders" abstract="false" name="ComprehensiveIncomeLossAttributableToCommonStockHolders" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral" abstract="false" name="NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_CommercialMortgageLoanMember" abstract="true" name="CommercialMortgageLoanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MortgageBackedSecuritiesPortfolioLineItems" abstract="true" name="MortgageBackedSecuritiesPortfolioLineItems" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_AltaMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="AltaMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_PrincipalPaymentsOnParticipationMortgageLoansIssued" abstract="false" name="PrincipalPaymentsOnParticipationMortgageLoansIssued" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_CommercialRealEstateBusinessMember" abstract="true" name="CommercialRealEstateBusinessMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_InterestRateSwaptionPayMember" abstract="true" name="InterestRateSwaptionPayMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" abstract="true" name="A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_InterestsInMortgageServicingRightsMember" abstract="true" name="InterestsInMortgageServicingRightsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_TaxableREITSubsidiaryMember" abstract="true" name="TaxableREITSubsidiaryMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_OBX2022NQM6Member" abstract="true" name="OBX2022NQM6Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_DerivativeInstrumentsMinimumMaturityPeriod" abstract="false" name="DerivativeInstrumentsMinimumMaturityPeriod" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:durationItemType"/>
  <xs:element id="nly_InterestIncomeAbstract" abstract="true" name="InterestIncomeAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_MaturityPeriodFiveMember" abstract="true" name="MaturityPeriodFiveMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_AuditInformationAbstract" abstract="true" name="AuditInformationAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_ProceedsFromRepurchaseAgreements" abstract="false" name="ProceedsFromRepurchaseAgreements" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_OBX2022NQM7Member" abstract="true" name="OBX2022NQM7Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_OBX2022NQM9Member" abstract="true" name="OBX2022NQM9Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_InterestRateSwaptionReceiveMember" abstract="true" name="InterestRateSwaptionReceiveMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember" abstract="true" name="SubprimeMortgageBackedSecuritiesAvailableForSaleMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_ResidentialMortgageLoanWarehouseFacilityMember" abstract="true" name="ResidentialMortgageLoanWarehouseFacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_RealizedGainLossOnDerivatives" abstract="false" name="RealizedGainLossOnDerivatives" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" abstract="false" name="ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_OBX2022INV2Member" abstract="true" name="OBX2022INV2Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_AvailableForSaleSecurities1Member" abstract="true" name="AvailableForSaleSecurities1Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" abstract="false" name="OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="nly_CorporateDebtHeldForInvestmentMember" abstract="true" name="CorporateDebtHeldForInvestmentMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_OBX2022INV3Member" abstract="true" name="OBX2022INV3Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="dtr-types:domainItemType"/>
  <xs:element id="nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract" abstract="true" name="MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="nly_InterestRateSwapsWeightedAverageReceiveRate" abstract="false" name="InterestRateSwapsWeightedAverageReceiveRate" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="dtr-types:percentItemType"/>
  <xs:element id="nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable" abstract="false" name="SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
</xs:schema>
</XBRL>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-101.CAL
<SEQUENCE>12
<FILENAME>nly-20221231_cal.xml
<DESCRIPTION>XBRL TAXONOMY EXTENSION CALCULATION LINKBASE DOCUMENT
<TEXT>
<XBRL>
<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2023 Workiva-->
<!--r:8283f2a1-4ded-4d91-9c69-89acb0846785,g:7a65753d-199a-48a0-b389-5a375b28fd73-->
<link:linkbase xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"/>
  <link:calculationLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_f1f3fd7a-dc86-4b25-836e-74de1985d457" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MinorityInterest_806d67fd-35d3-4c27-9322-da4f9a5e2806" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MinorityInterest"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_f1f3fd7a-dc86-4b25-836e-74de1985d457" xlink:to="loc_us-gaap_MinorityInterest_806d67fd-35d3-4c27-9322-da4f9a5e2806" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_d6fdff19-4d18-42ab-9e2a-11b029727775" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquity"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_f1f3fd7a-dc86-4b25-836e-74de1985d457" xlink:to="loc_us-gaap_StockholdersEquity_d6fdff19-4d18-42ab-9e2a-11b029727775" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Liabilities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_c6a2a655-d247-4684-82a5-5c01cd5adfb3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_c6a2a655-d247-4684-82a5-5c01cd5adfb3" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherSecuredFinancings_b7d5ea38-daba-43ac-a1f2-0b89895106a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherSecuredFinancings"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_us-gaap_OtherSecuredFinancings_b7d5ea38-daba-43ac-a1f2-0b89895106a3" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVie_4cbb4485-fc95-4405-a086-a99d340fd292" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVie"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVie_4cbb4485-fc95-4405-a086-a99d340fd292" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_bbe43080-d925-43b7-b277-c304573bee38" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_bbe43080-d925-43b7-b277-c304573bee38" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation_65be070b-b953-46bc-a867-e107113875bb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation_65be070b-b953-46bc-a867-e107113875bb" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilities_e7c10830-7023-4990-94ae-7ad071403f54" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilities"/>
    <link:calculationArc order="6" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_us-gaap_DerivativeLiabilities_e7c10830-7023-4990-94ae-7ad071403f54" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PayableForInvestmentSecuritiesPurchased_a0f9e2bc-29ad-4fcc-934f-04867d196cb1" xlink:href="nly-20221231.xsd#nly_PayableForInvestmentSecuritiesPurchased"/>
    <link:calculationArc order="7" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_nly_PayableForInvestmentSecuritiesPurchased_a0f9e2bc-29ad-4fcc-934f-04867d196cb1" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestPayableCurrentAndNoncurrent_b5e9b1e7-2d21-4da5-889c-3d2c8cbd2269" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestPayableCurrentAndNoncurrent"/>
    <link:calculationArc order="8" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_us-gaap_InterestPayableCurrentAndNoncurrent_b5e9b1e7-2d21-4da5-889c-3d2c8cbd2269" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableCurrentAndNoncurrent_7573b4ee-686e-4125-8d3a-54099381a9e3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableCurrentAndNoncurrent"/>
    <link:calculationArc order="9" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_us-gaap_DividendsPayableCurrentAndNoncurrent_7573b4ee-686e-4125-8d3a-54099381a9e3" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_644f06bb-9619-473f-b6b0-7d925034f017" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableAndOtherAccruedLiabilities"/>
    <link:calculationArc order="10" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_40c5cc10-e6ba-49a1-9bb8-5c132fa4f3d7" xlink:to="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_644f06bb-9619-473f-b6b0-7d925034f017" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_984e1675-a946-462e-ad65-8e2ade8857de" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_984e1675-a946-462e-ad65-8e2ade8857de" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_59b7af2c-97e7-4218-b496-87c5d707ea39" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_59b7af2c-97e7-4218-b496-87c5d707ea39" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_f841d149-d1bc-4204-a495-4592a1f8919c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_f841d149-d1bc-4204-a495-4592a1f8919c" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAsset_af219c9f-4e90-44af-ac2f-b7f75e57827d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAsset"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_us-gaap_ServicingAsset_af219c9f-4e90-44af-ac2f-b7f75e57827d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRights_3cc4ca58-215e-4d29-a23b-f798974c24a9" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRights"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_nly_InterestInMortgageServicingRights_3cc4ca58-215e-4d29-a23b-f798974c24a9" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation_26fa8dea-d4f5-427c-9809-306f4a396a4d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation"/>
    <link:calculationArc order="6" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation_26fa8dea-d4f5-427c-9809-306f4a396a4d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssets_352b7cf8-2c2a-4cdd-89eb-6a8fd5e9de49" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssets"/>
    <link:calculationArc order="7" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_us-gaap_DerivativeAssets_352b7cf8-2c2a-4cdd-89eb-6a8fd5e9de49" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ReceivableForInvestmentSecuritiesSold_332b211e-4d10-4dda-bc56-016f142e9c07" xlink:href="nly-20221231.xsd#nly_ReceivableForInvestmentSecuritiesSold"/>
    <link:calculationArc order="8" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_nly_ReceivableForInvestmentSecuritiesSold_332b211e-4d10-4dda-bc56-016f142e9c07" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancingAndAccruedInvestmentIncomeReceivable_bd3d0b5b-7286-44cb-853f-1f008ab8d01f" xlink:href="nly-20221231.xsd#nly_FinancingAndAccruedInvestmentIncomeReceivable"/>
    <link:calculationArc order="9" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_nly_FinancingAndAccruedInvestmentIncomeReceivable_bd3d0b5b-7286-44cb-853f-1f008ab8d01f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IntangibleAssetsNetIncludingGoodwill_5da0488a-f445-40e4-b38c-4df754b76645" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IntangibleAssetsNetIncludingGoodwill"/>
    <link:calculationArc order="10" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_us-gaap_IntangibleAssetsNetIncludingGoodwill_5da0488a-f445-40e4-b38c-4df754b76645" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssets_da82b7f2-50fd-403e-82e8-9dfbfaaedf71" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherAssets"/>
    <link:calculationArc order="11" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_us-gaap_OtherAssets_da82b7f2-50fd-403e-82e8-9dfbfaaedf71" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds_4113d59e-d43a-4bc3-ae49-a8c827f25c0d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds"/>
    <link:calculationArc order="12" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_c15f449f-c0d9-4d54-87dc-4afe81831aa6" xlink:to="loc_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds_4113d59e-d43a-4bc3-ae49-a8c827f25c0d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_cafece0d-bcc0-4550-9787-d034f1437a2b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquity"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockValue_914d9cbb-9f68-4877-be76-8670e0554d93" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockValue"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_cafece0d-bcc0-4550-9787-d034f1437a2b" xlink:to="loc_us-gaap_PreferredStockValue_914d9cbb-9f68-4877-be76-8670e0554d93" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedEarningsAccumulatedDeficit_0e612b0c-a4d2-4071-ae66-b6bbad3ff19d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RetainedEarningsAccumulatedDeficit"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_cafece0d-bcc0-4550-9787-d034f1437a2b" xlink:to="loc_us-gaap_RetainedEarningsAccumulatedDeficit_0e612b0c-a4d2-4071-ae66-b6bbad3ff19d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdditionalPaidInCapital_aa013750-cc89-48e9-bc10-1edb2a57fe39" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdditionalPaidInCapital"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_cafece0d-bcc0-4550-9787-d034f1437a2b" xlink:to="loc_us-gaap_AdditionalPaidInCapital_aa013750-cc89-48e9-bc10-1edb2a57fe39" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_e13879dc-58c2-48d7-974e-8bc472e1d426" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_cafece0d-bcc0-4550-9787-d034f1437a2b" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_e13879dc-58c2-48d7-974e-8bc472e1d426" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockValue_92aa2d50-a251-4310-84d8-23ad510274f9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockValue"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_StockholdersEquity_cafece0d-bcc0-4550-9787-d034f1437a2b" xlink:to="loc_us-gaap_CommonStockValue_92aa2d50-a251-4310-84d8-23ad510274f9" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquity_3ea8cc0c-5008-4ff2-84b7-a3f69bb4295c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAndStockholdersEquity"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_6cf952fe-e0f8-4bba-876c-388450336bcc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Liabilities"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquity_3ea8cc0c-5008-4ff2-84b7-a3f69bb4295c" xlink:to="loc_us-gaap_Liabilities_6cf952fe-e0f8-4bba-876c-388450336bcc" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_a827b1ac-7c94-4706-ae2e-62bca59492e3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquity_3ea8cc0c-5008-4ff2-84b7-a3f69bb4295c" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_a827b1ac-7c94-4706-ae2e-62bca59492e3" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"/>
  <link:calculationLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders_a1b55440-b458-47d9-8a2d-165edd881bc5" xlink:href="nly-20221231.xsd#nly_ComprehensiveIncomeLossAttributableToCommonStockHolders"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTax_044ae23d-aaa2-4d7b-bdf3-5c2d3d8d1452" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTax"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders_a1b55440-b458-47d9-8a2d-165edd881bc5" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTax_044ae23d-aaa2-4d7b-bdf3-5c2d3d8d1452" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments_719fd310-d233-4498-b0b3-7d2d92d5ff1f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendsAndOtherAdjustments"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders_a1b55440-b458-47d9-8a2d-165edd881bc5" xlink:to="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments_719fd310-d233-4498-b0b3-7d2d92d5ff1f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_9bd35a49-8fc7-4d95-b805-7dafb43dbf8b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss_bd904e1d-76b0-443b-b95b-c83a5be46c6b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLoss"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_9bd35a49-8fc7-4d95-b805-7dafb43dbf8b" xlink:to="loc_us-gaap_NetIncomeLoss_bd904e1d-76b0-443b-b95b-c83a5be46c6b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments_6b8f1b05-4173-4fe6-9c2b-ba028a94a376" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendsAndOtherAdjustments"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_9bd35a49-8fc7-4d95-b805-7dafb43dbf8b" xlink:to="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments_6b8f1b05-4173-4fe6-9c2b-ba028a94a376" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent_c8d72bfb-49bc-4168-bd00-9a1d0896eeae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_0bd0381d-0772-4607-af44-0c640720448b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent_c8d72bfb-49bc-4168-bd00-9a1d0896eeae" xlink:to="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_0bd0381d-0772-4607-af44-0c640720448b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_4063cb56-6bb6-44f0-89c3-ea738418736a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent_c8d72bfb-49bc-4168-bd00-9a1d0896eeae" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_4063cb56-6bb6-44f0-89c3-ea738418736a" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss_29a3b2ea-9755-4ab2-9eb0-f98aad91228d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLoss"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_407d8991-8a75-48d6-b17c-5a6a636f7756" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProfitLoss"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetIncomeLoss_29a3b2ea-9755-4ab2-9eb0-f98aad91228d" xlink:to="loc_us-gaap_ProfitLoss_407d8991-8a75-48d6-b17c-5a6a636f7756" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_736b1575-d0bb-4202-9592-4eabdc809085" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAttributableToNoncontrollingInterest"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetIncomeLoss_29a3b2ea-9755-4ab2-9eb0-f98aad91228d" xlink:to="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_736b1575-d0bb-4202-9592-4eabdc809085" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NonoperatingIncomeExpense_69f794b5-4576-4549-99d1-f0a4fd661b04" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NonoperatingIncomeExpense"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherNonoperatingIncomeExpense_29d12b3a-dabf-4656-94f5-e0c6f7c5308c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherNonoperatingIncomeExpense"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NonoperatingIncomeExpense_69f794b5-4576-4549-99d1-f0a4fd661b04" xlink:to="loc_us-gaap_OtherNonoperatingIncomeExpense_29d12b3a-dabf-4656-94f5-e0c6f7c5308c" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness_799da5f8-0bae-4ac6-811d-ab2d7e648b8f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NonoperatingIncomeExpense_69f794b5-4576-4549-99d1-f0a4fd661b04" xlink:to="loc_us-gaap_GainLossOnSaleOfBusiness_799da5f8-0bae-4ac6-811d-ab2d7e648b8f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnInvestments_4dd823bf-7f09-42d5-a3f4-010a533ab4b4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnInvestments"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NonoperatingIncomeExpense_69f794b5-4576-4549-99d1-f0a4fd661b04" xlink:to="loc_us-gaap_GainLossOnInvestments_4dd823bf-7f09-42d5-a3f4-010a533ab4b4" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries_4de6d615-3a9a-4c10-9a0d-788f15343c05" xlink:href="nly-20221231.xsd#nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NonoperatingIncomeExpense_69f794b5-4576-4549-99d1-f0a4fd661b04" xlink:to="loc_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries_4de6d615-3a9a-4c10-9a0d-788f15343c05" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProvisionForLoanLossesExpensed_6a5c677c-6a43-4504-9af6-c86c3ef01da3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProvisionForLoanLossesExpensed"/>
    <link:calculationArc order="5" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NonoperatingIncomeExpense_69f794b5-4576-4549-99d1-f0a4fd661b04" xlink:to="loc_us-gaap_ProvisionForLoanLossesExpensed_6a5c677c-6a43-4504-9af6-c86c3ef01da3" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NetServicingIncome_6cd317ce-bd12-4093-815f-fd5200091505" xlink:href="nly-20221231.xsd#nly_NetServicingIncome"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ServicingAndRelatedExpense_37153182-b413-49dc-b77d-760362635040" xlink:href="nly-20221231.xsd#nly_ServicingAndRelatedExpense"/>
    <link:calculationArc order="1" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_NetServicingIncome_6cd317ce-bd12-4093-815f-fd5200091505" xlink:to="loc_nly_ServicingAndRelatedExpense_37153182-b413-49dc-b77d-760362635040" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FeesAndCommissionsMortgageBankingAndServicing_35148129-320f-4be6-964c-22397cee3368" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FeesAndCommissionsMortgageBankingAndServicing"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_NetServicingIncome_6cd317ce-bd12-4093-815f-fd5200091505" xlink:to="loc_us-gaap_FeesAndCommissionsMortgageBankingAndServicing_35148129-320f-4be6-964c-22397cee3368" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeExpenseNet_26017ffa-357f-4f39-8f89-13693554a639" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeExpenseNet"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeOperating_67712415-e527-4b7b-a95b-dc6ea14ff831" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeOperating"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestIncomeExpenseNet_26017ffa-357f-4f39-8f89-13693554a639" xlink:to="loc_us-gaap_InterestIncomeOperating_67712415-e527-4b7b-a95b-dc6ea14ff831" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpense_1c54f93d-3ff3-4197-ba97-451c95fd9595" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpense"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestIncomeExpenseNet_26017ffa-357f-4f39-8f89-13693554a639" xlink:to="loc_us-gaap_InterestExpense_1c54f93d-3ff3-4197-ba97-451c95fd9595" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_46d48102-ffd9-4bbc-94d3-6dcd45d861da" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProfitLoss"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_1e01d3b4-96eb-4022-b71b-542fd55a0b8e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_ProfitLoss_46d48102-ffd9-4bbc-94d3-6dcd45d861da" xlink:to="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_1e01d3b4-96eb-4022-b71b-542fd55a0b8e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxExpenseBenefit_a2f96ae2-fbae-44e3-abcd-730487eb4143" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxExpenseBenefit"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_ProfitLoss_46d48102-ffd9-4bbc-94d3-6dcd45d861da" xlink:to="loc_us-gaap_IncomeTaxExpenseBenefit_a2f96ae2-fbae-44e3-abcd-730487eb4143" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTax_3b5370e0-c897-4969-a2b3-e3d918648926" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTax"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest_8cecf8c0-90c3-4561-b45d-21a3fb02a19b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest"/>
    <link:calculationArc order="1" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTax_3b5370e0-c897-4969-a2b3-e3d918648926" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest_8cecf8c0-90c3-4561-b45d-21a3fb02a19b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_728dc253-0fc3-478d-8bd2-8fd2c8518912" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTax_3b5370e0-c897-4969-a2b3-e3d918648926" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_728dc253-0fc3-478d-8bd2-8fd2c8518912" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeneralAndAdministrativeExpense_9c639da7-79e4-4dc3-bf12-313825812b1b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeneralAndAdministrativeExpense"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherGeneralAndAdministrativeExpense_7f593d46-5a84-480c-919a-356d0c4085f0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherGeneralAndAdministrativeExpense"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_GeneralAndAdministrativeExpense_9c639da7-79e4-4dc3-bf12-313825812b1b" xlink:to="loc_us-gaap_OtherGeneralAndAdministrativeExpense_7f593d46-5a84-480c-919a-356d0c4085f0" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LaborAndRelatedExpense_54b3114e-4239-47e3-9314-9f16b96438ee" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LaborAndRelatedExpense"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_GeneralAndAdministrativeExpense_9c639da7-79e4-4dc3-bf12-313825812b1b" xlink:to="loc_us-gaap_LaborAndRelatedExpense_54b3114e-4239-47e3-9314-9f16b96438ee" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFCASHFLOWS"/>
  <link:calculationLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromIssuanceOfCommonStock_a083b15f-4111-491c-8be6-e0c943db5f56" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromIssuanceOfCommonStock"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_ProceedsFromIssuanceOfCommonStock_a083b15f-4111-491c-8be6-e0c943db5f56" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrincipalPaymentsOnRepurchaseAgreements_ee7a0926-ce07-4d76-8a24-f2e8b33d679e" xlink:href="nly-20221231.xsd#nly_PrincipalPaymentsOnRepurchaseAgreements"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_nly_PrincipalPaymentsOnRepurchaseAgreements_ee7a0926-ce07-4d76-8a24-f2e8b33d679e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsForRepurchaseOfCommonStock_f325269c-f6c9-4814-8785-344213236990" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsForRepurchaseOfCommonStock"/>
    <link:calculationArc order="3" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_PaymentsForRepurchaseOfCommonStock_f325269c-f6c9-4814-8785-344213236990" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued_9a64a89d-66cd-4c1a-951d-a5c4cacc905b" xlink:href="nly-20221231.xsd#nly_PrincipalPaymentsOnParticipationMortgageLoansIssued"/>
    <link:calculationArc order="4" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued_9a64a89d-66cd-4c1a-951d-a5c4cacc905b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation_87cb5cf9-be0a-43eb-a08f-6bad19839b16" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation"/>
    <link:calculationArc order="5" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation_87cb5cf9-be0a-43eb-a08f-6bad19839b16" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsFromReliefOfSecuritizedDebt_4d8acac8-1f39-46b5-b5ee-bbac7be4f9b4" xlink:href="nly-20221231.xsd#nly_PaymentsFromReliefOfSecuritizedDebt"/>
    <link:calculationArc order="6" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_nly_PaymentsFromReliefOfSecuritizedDebt_4d8acac8-1f39-46b5-b5ee-bbac7be4f9b4" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsFromRepurchaseAgreements_32737043-84c7-4220-92e2-3aded1da09bd" xlink:href="nly-20221231.xsd#nly_ProceedsFromRepurchaseAgreements"/>
    <link:calculationArc order="7" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_nly_ProceedsFromRepurchaseAgreements_32737043-84c7-4220-92e2-3aded1da09bd" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans_33547bbb-79be-48e0-94fc-cda368c8abd2" xlink:href="nly-20221231.xsd#nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans"/>
    <link:calculationArc order="8" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans_33547bbb-79be-48e0-94fc-cda368c8abd2" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt_341abfb6-de86-4d6d-ab11-29da2b62bf17" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt"/>
    <link:calculationArc order="9" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt_341abfb6-de86-4d6d-ab11-29da2b62bf17" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepaymentsOfSecuredDebt_2e294ca1-4477-4c94-aa4d-75b376008ac0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RepaymentsOfSecuredDebt"/>
    <link:calculationArc order="10" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_RepaymentsOfSecuredDebt_2e294ca1-4477-4c94-aa4d-75b376008ac0" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsFromParticipatingMortgageLoans_61b74c2b-f20b-4764-a659-4b1cd5ccc211" xlink:href="nly-20221231.xsd#nly_ProceedsFromParticipatingMortgageLoans"/>
    <link:calculationArc order="11" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_nly_ProceedsFromParticipatingMortgageLoans_61b74c2b-f20b-4764-a659-4b1cd5ccc211" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfFinancingCosts_e94db440-47af-43a7-bb36-91ab25b5ba07" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsOfFinancingCosts"/>
    <link:calculationArc order="12" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_PaymentsOfFinancingCosts_e94db440-47af-43a7-bb36-91ab25b5ba07" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock_692151f5-4a71-4e90-8b70-43d9f961172d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock"/>
    <link:calculationArc order="13" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock_692151f5-4a71-4e90-8b70-43d9f961172d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfDividends_ca5757b3-a8f4-43ce-a212-ce13452f148b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsOfDividends"/>
    <link:calculationArc order="14" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_PaymentsOfDividends_ca5757b3-a8f4-43ce-a212-ce13452f148b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromPaymentsToMinorityShareholders_a5f962de-a74c-419a-80e2-c20301ccf038" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromPaymentsToMinorityShareholders"/>
    <link:calculationArc order="15" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_ProceedsFromPaymentsToMinorityShareholders_a5f962de-a74c-419a-80e2-c20301ccf038" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromIssuanceOfSecuredDebt_c695eb38-98ec-4e92-8b12-72d41cab0039" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromIssuanceOfSecuredDebt"/>
    <link:calculationArc order="16" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_51725afa-a44e-4ebb-86f6-8ca59d9af055" xlink:to="loc_us-gaap_ProceedsFromIssuanceOfSecuredDebt_c695eb38-98ec-4e92-8b12-72d41cab0039" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt_12c5da2c-f2d3-496e-9eed-10384ebea734" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt"/>
    <link:calculationArc order="1" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt_12c5da2c-f2d3-496e-9eed-10384ebea734" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt_3069d365-5783-41d4-92fa-25ce39d26a06" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt_3069d365-5783-41d4-92fa-25ce39d26a06" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities_b398fcee-55f8-48ab-aaa5-838b8de53c0e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities_b398fcee-55f8-48ab-aaa5-838b8de53c0e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireFinanceReceivables_fe15b353-9c0d-4cc6-b1c6-467a67b1746f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireFinanceReceivables"/>
    <link:calculationArc order="4" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_PaymentsToAcquireFinanceReceivables_fe15b353-9c0d-4cc6-b1c6-467a67b1746f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities_2446debd-0e86-4eb2-b1eb-5cd9d88ad8b2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities_2446debd-0e86-4eb2-b1eb-5cd9d88ad8b2" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities_10f4169d-a936-4829-b9f6-65a5e2a8dcb2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities"/>
    <link:calculationArc order="6" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities_10f4169d-a936-4829-b9f6-65a5e2a8dcb2" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR_1ada3dfd-50f6-4545-96de-3225bc7cd8ff" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireMortgageServicingRightsMSR"/>
    <link:calculationArc order="7" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR_1ada3dfd-50f6-4545-96de-3225bc7cd8ff" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR_c0f0c6e1-e530-4750-9975-ec1f3ccf9a87" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR"/>
    <link:calculationArc order="8" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR_c0f0c6e1-e530-4750-9975-ec1f3ccf9a87" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsToAcquireInterestInMortgageServicingRights_7b1e1b8e-62ec-4cd6-bc73-07c0d406c9b8" xlink:href="nly-20221231.xsd#nly_PaymentsToAcquireInterestInMortgageServicingRights"/>
    <link:calculationArc order="9" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_nly_PaymentsToAcquireInterestInMortgageServicingRights_7b1e1b8e-62ec-4cd6-bc73-07c0d406c9b8" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireCommercialRealEstate_be5023ea-f595-4995-a1a8-e5569bb65ffb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireCommercialRealEstate"/>
    <link:calculationArc order="10" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_PaymentsToAcquireCommercialRealEstate_be5023ea-f595-4995-a1a8-e5569bb65ffb" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment_b29217e2-5062-4c2e-8fa0-53d5cfc28820" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment"/>
    <link:calculationArc order="11" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment_b29217e2-5062-4c2e-8fa0-53d5cfc28820" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell_cbe7ad11-68f4-430b-8641-16d273ec4479" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell"/>
    <link:calculationArc order="12" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell_cbe7ad11-68f4-430b-8641-16d273ec4479" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell_ee4f4145-596e-4c80-8e37-ceaae22bafa5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell"/>
    <link:calculationArc order="13" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell_ee4f4145-596e-4c80-8e37-ceaae22bafa5" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings_7a1fa85f-cc93-498e-b7cf-367c3eb86fee" xlink:href="nly-20221231.xsd#nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings"/>
    <link:calculationArc order="14" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings_7a1fa85f-cc93-498e-b7cf-367c3eb86fee" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi_98173662-bb16-45ea-8e8d-190ba1104222" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi"/>
    <link:calculationArc order="15" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi_98173662-bb16-45ea-8e8d-190ba1104222" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAcquiredFromAcquisition_a3b98ca2-f4e2-470b-9c11-7c34cf4085f2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAcquiredFromAcquisition"/>
    <link:calculationArc order="16" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_CashAcquiredFromAcquisition_a3b98ca2-f4e2-470b-9c11-7c34cf4085f2" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested_a28d4501-f8ea-4851-a85b-39b499614be1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested"/>
    <link:calculationArc order="17" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_edac5f92-5a40-4138-87e9-44849f3c1aff" xlink:to="loc_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested_a28d4501-f8ea-4851-a85b-39b499614be1" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_71845425-6363-4853-b194-1006cbc57ad7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_e96344e7-1e83-4fb9-99e8-6b354ddeef4e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivities"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_71845425-6363-4853-b194-1006cbc57ad7" xlink:to="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_e96344e7-1e83-4fb9-99e8-6b354ddeef4e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_7ba28082-ccc1-42de-a99c-1afcfb09e928" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivities"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_71845425-6363-4853-b194-1006cbc57ad7" xlink:to="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_7ba28082-ccc1-42de-a99c-1afcfb09e928" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_ebf08ce6-472e-4973-b74c-33b5a84bd5ac" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivities"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_71845425-6363-4853-b194-1006cbc57ad7" xlink:to="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_ebf08ce6-472e-4973-b74c-33b5a84bd5ac" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_e0e54360-ff5c-4eb5-ade9-eb649205c235" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProfitLoss"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_ProfitLoss_e0e54360-ff5c-4eb5-ade9-eb649205c235" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments_5af60f88-5e7a-4956-a891-d32bca6ba46c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments_5af60f88-5e7a-4956-a891-d32bca6ba46c" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet_b774303a-239e-4938-b7cf-9a8c7c7c0b3d" xlink:href="nly-20221231.xsd#nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet"/>
    <link:calculationArc order="3" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet_b774303a-239e-4938-b7cf-9a8c7c7c0b3d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments_79b03108-cee1-42be-a265-1659d2e6436e" xlink:href="nly-20221231.xsd#nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments_79b03108-cee1-42be-a265-1659d2e6436e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_GainLossOnInvestmentsDebtAndDerivatives_48290bac-4a0a-4c17-a7b3-88fde9ac9316" xlink:href="nly-20221231.xsd#nly_GainLossOnInvestmentsDebtAndDerivatives"/>
    <link:calculationArc order="5" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_nly_GainLossOnInvestmentsDebtAndDerivatives_48290bac-4a0a-4c17-a7b3-88fde9ac9316" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness_8d7271c1-fdb2-414c-b0b0-1c3c60448dec" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:calculationArc order="6" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_GainLossOnSaleOfBusiness_8d7271c1-fdb2-414c-b0b0-1c3c60448dec" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeLossFromEquityMethodInvestments_6bc3d99a-d0cd-4799-92be-8f5a08026e57" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeLossFromEquityMethodInvestments"/>
    <link:calculationArc order="7" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_IncomeLossFromEquityMethodInvestments_6bc3d99a-d0cd-4799-92be-8f5a08026e57" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProvisionForLoanLossesExpensed_ae8a6026-f308-4515-920d-8a024cfa3855" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProvisionForLoanLossesExpensed"/>
    <link:calculationArc order="8" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_ProvisionForLoanLossesExpensed_ae8a6026-f308-4515-920d-8a024cfa3855" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsForPurchaseOfLoansOperatingActivities_77843f21-55a5-42fc-b056-862e53f036e1" xlink:href="nly-20221231.xsd#nly_PaymentsForPurchaseOfLoansOperatingActivities"/>
    <link:calculationArc order="9" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_nly_PaymentsForPurchaseOfLoansOperatingActivities_77843f21-55a5-42fc-b056-862e53f036e1" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfLoansHeldForSale_3b46036b-70e6-47c7-bdef-4f91033f1a2f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfLoansHeldForSale"/>
    <link:calculationArc order="10" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_ProceedsFromSaleOfLoansHeldForSale_3b46036b-70e6-47c7-bdef-4f91033f1a2f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities_ca041953-b7a4-47ea-b5c6-b47e2d97b9b2" xlink:href="nly-20221231.xsd#nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities"/>
    <link:calculationArc order="11" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities_ca041953-b7a4-47ea-b5c6-b47e2d97b9b2" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets_0fe85713-983a-42ab-8c51-a2bc8b6df23a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets"/>
    <link:calculationArc order="12" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets_0fe85713-983a-42ab-8c51-a2bc8b6df23a" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable_0a3db12b-a754-4f78-a72d-22dd5fc03431" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable"/>
    <link:calculationArc order="13" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable_0a3db12b-a754-4f78-a72d-22dd5fc03431" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInInterestPayableNet_400cf3f6-7bbd-4fd8-afd9-932f8c2dbf73" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInInterestPayableNet"/>
    <link:calculationArc order="14" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_IncreaseDecreaseInInterestPayableNet_400cf3f6-7bbd-4fd8-afd9-932f8c2dbf73" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities_4b8aef01-2304-4cff-8ead-2ef5c6b8e4a0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities"/>
    <link:calculationArc order="15" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_29d1213c-2967-4434-a7b9-8fcf338aaa41" xlink:to="loc_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities_4b8aef01-2304-4cff-8ead-2ef5c6b8e4a0" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESWeightedAverageLifeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESWeightedAverageLifeDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/SECURITIESWeightedAverageLifeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_0bc71cab-7aeb-4439-ba34-f80b7e7f5f39" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost_a9946124-1def-44ca-a735-e7761c61634f" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_0bc71cab-7aeb-4439-ba34-f80b7e7f5f39" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost_a9946124-1def-44ca-a735-e7761c61634f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost_b7edc8b2-08c0-41b9-b43c-3d1a09326e07" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_0bc71cab-7aeb-4439-ba34-f80b7e7f5f39" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost_b7edc8b2-08c0-41b9-b43c-3d1a09326e07" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost_2d41c884-6e80-46b1-9f82-35c1d0f5d5f2" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_0bc71cab-7aeb-4439-ba34-f80b7e7f5f39" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost_2d41c884-6e80-46b1-9f82-35c1d0f5d5f2" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost_31502e5d-bce2-40f9-b51f-92d530327a85" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_0bc71cab-7aeb-4439-ba34-f80b7e7f5f39" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost_31502e5d-bce2-40f9-b51f-92d530327a85" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_67cc325c-8946-445d-8acf-11f2b709ca06" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue_8712bcc7-8f25-4211-b82c-8e75e58a76b2" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_67cc325c-8946-445d-8acf-11f2b709ca06" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue_8712bcc7-8f25-4211-b82c-8e75e58a76b2" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue_94c6eb36-ea27-44d0-9eb8-f6f40954508c" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_67cc325c-8946-445d-8acf-11f2b709ca06" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue_94c6eb36-ea27-44d0-9eb8-f6f40954508c" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue_8079ae67-6a09-4ac9-8640-fc7bd8598e47" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_67cc325c-8946-445d-8acf-11f2b709ca06" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue_8079ae67-6a09-4ac9-8640-fc7bd8598e47" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue_fbe3d5b4-0c6a-4ab7-b94d-6e2f090f6a89" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_67cc325c-8946-445d-8acf-11f2b709ca06" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue_fbe3d5b4-0c6a-4ab7-b94d-6e2f090f6a89" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESRealizedGainLossDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESRealizedGainLossDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/SECURITIESRealizedGainLossDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS_982fc345-d0d1-4bd6-8ad7-12c17637990c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain_d549a2a7-99aa-4d92-b49e-da241b54a14e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleRealizedGain"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS_982fc345-d0d1-4bd6-8ad7-12c17637990c" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain_d549a2a7-99aa-4d92-b49e-da241b54a14e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss_1b21c3c0-ec21-416f-ac1d-463dff67d1a9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS_982fc345-d0d1-4bd6-8ad7-12c17637990c" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss_1b21c3c0-ec21-416f-ac1d-463dff67d1a9" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_b71175f9-c26e-42b9-a2df-77acfa819db7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_ae6b1a2e-87d8-43e4-9f17-ec611cec32b9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_b71175f9-c26e-42b9-a2df-77acfa819db7" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_ae6b1a2e-87d8-43e4-9f17-ec611cec32b9" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstate_3c0d0496-56ec-48b9-a632-d2fd9e4b05e5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstate"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_b71175f9-c26e-42b9-a2df-77acfa819db7" xlink:to="loc_us-gaap_MortgageLoansOnRealEstate_3c0d0496-56ec-48b9-a632-d2fd9e4b05e5" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAsset_c5e1e78b-5a62-4a52-9126-d2007711fb79" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAsset"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_b71175f9-c26e-42b9-a2df-77acfa819db7" xlink:to="loc_us-gaap_ServicingAsset_c5e1e78b-5a62-4a52-9126-d2007711fb79" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRights_a6ab84dd-e0ec-4e93-a416-651d69962e53" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRights"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_b71175f9-c26e-42b9-a2df-77acfa819db7" xlink:to="loc_nly_InterestInMortgageServicingRights_a6ab84dd-e0ec-4e93-a416-651d69962e53" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssets_a8b9547c-dbad-41ba-a22a-08f4f68d625e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherAssets"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Assets_b71175f9-c26e-42b9-a2df-77acfa819db7" xlink:to="loc_us-gaap_OtherAssets_a8b9547c-dbad-41ba-a22a-08f4f68d625e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_f44f89fe-24a8-4e05-9f26-54bc3dadc472" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Liabilities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableTradeCurrentAndNoncurrent_2846aeec-ecf3-4489-b594-5e81bb179320" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableTradeCurrentAndNoncurrent"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_f44f89fe-24a8-4e05-9f26-54bc3dadc472" xlink:to="loc_us-gaap_AccountsPayableTradeCurrentAndNoncurrent_2846aeec-ecf3-4489-b594-5e81bb179320" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_1ec9c722-e08a-49a6-9c86-5ecd310d8732" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableAndOtherAccruedLiabilities"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_Liabilities_f44f89fe-24a8-4e05-9f26-54bc3dadc472" xlink:to="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_1ec9c722-e08a-49a6-9c86-5ecd310d8732" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssets_16e22195-a991-40cc-818e-3b858721b7f0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssets"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_0b76b2b3-07c8-4001-a29a-4f625f1b46fc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeAsset"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeAssets_16e22195-a991-40cc-818e-3b858721b7f0" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_0b76b2b3-07c8-4001-a29a-4f625f1b46fc" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilities_c862553d-9108-47d1-9f6e-28473ee3e6ec" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilities"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_53b0f2c2-3400-47b7-8e1d-fc93f72c9c76" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeLiabilitiesAtFairValue"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeLiabilities_c862553d-9108-47d1-9f6e-28473ee3e6ec" xlink:to="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_53b0f2c2-3400-47b7-8e1d-fc93f72c9c76" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_69c96fcc-9acf-41a8-81d6-e2ed0a834641" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeLiability"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeLiabilities_c862553d-9108-47d1-9f6e-28473ee3e6ec" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_69c96fcc-9acf-41a8-81d6-e2ed0a834641" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_03e55bad-65fe-4ad1-a712-e15560d84440" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssets_93a1ecb7-0b0c-4dd9-8c58-d3b8edc74b01" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssets"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_03e55bad-65fe-4ad1-a712-e15560d84440" xlink:to="loc_us-gaap_DerivativeAssets_93a1ecb7-0b0c-4dd9-8c58-d3b8edc74b01" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralObligationToReturnSecurities_9d5947f0-ba1a-4d79-851b-68687275b45c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralObligationToReturnSecurities"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_03e55bad-65fe-4ad1-a712-e15560d84440" xlink:to="loc_us-gaap_DerivativeCollateralObligationToReturnSecurities_9d5947f0-ba1a-4d79-851b-68687275b45c" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralObligationToReturnCash_dc9dff86-2b31-4190-b773-088f41fac58f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralObligationToReturnCash"/>
    <link:calculationArc order="3" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_03e55bad-65fe-4ad1-a712-e15560d84440" xlink:to="loc_us-gaap_DerivativeCollateralObligationToReturnCash_dc9dff86-2b31-4190-b773-088f41fac58f" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_8fb985b2-6abb-4eeb-8304-1940c47d4499" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilities_e9cf161d-547f-44f7-96d9-e3709003939b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilities"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_8fb985b2-6abb-4eeb-8304-1940c47d4499" xlink:to="loc_us-gaap_DerivativeLiabilities_e9cf161d-547f-44f7-96d9-e3709003939b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralRightToReclaimSecurities_035473d5-3083-4a85-9259-3aa35f0de727" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralRightToReclaimSecurities"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_8fb985b2-6abb-4eeb-8304-1940c47d4499" xlink:to="loc_us-gaap_DerivativeCollateralRightToReclaimSecurities_035473d5-3083-4a85-9259-3aa35f0de727" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralRightToReclaimCash_ef63ed03-cae8-46a6-b534-525b602a0dad" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralRightToReclaimCash"/>
    <link:calculationArc order="3" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_8fb985b2-6abb-4eeb-8304-1940c47d4499" xlink:to="loc_us-gaap_DerivativeCollateralRightToReclaimCash_ef63ed03-cae8-46a6-b534-525b602a0dad" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeGainLossOnDerivativeNet_c13ec5a3-4ecb-4f29-bb92-c408e349711a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeGainLossOnDerivativeNet"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnrealizedGainLossOnDerivatives_9f9a9390-c40a-4d3c-929b-d6c91747a88a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnrealizedGainLossOnDerivatives"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeGainLossOnDerivativeNet_c13ec5a3-4ecb-4f29-bb92-c408e349711a" xlink:to="loc_us-gaap_UnrealizedGainLossOnDerivatives_9f9a9390-c40a-4d3c-929b-d6c91747a88a" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RealizedGainLossOnDerivatives_bd3fcc3a-9cda-4afb-a37d-fca13ef896fd" xlink:href="nly-20221231.xsd#nly_RealizedGainLossOnDerivatives"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_DerivativeGainLossOnDerivativeNet_c13ec5a3-4ecb-4f29-bb92-c408e349711a" xlink:to="loc_nly_RealizedGainLossOnDerivatives_bd3fcc3a-9cda-4afb-a37d-fca13ef896fd" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure_80b6395d-edd0-46ca-8934-0bb33f850d69" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialLiabilitiesFairValueDisclosure"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure_4121810a-5a61-4046-8416-330c1b2f0343" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure_80b6395d-edd0-46ca-8934-0bb33f850d69" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure_4121810a-5a61-4046-8416-330c1b2f0343" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_e104b700-3913-481d-b2bc-ea274ca16700" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure_80b6395d-edd0-46ca-8934-0bb33f850d69" xlink:to="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_e104b700-3913-481d-b2bc-ea274ca16700" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_9e8959a9-eaa9-4a37-985d-34bb25436867" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeLiabilitiesAtFairValue"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure_80b6395d-edd0-46ca-8934-0bb33f850d69" xlink:to="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_9e8959a9-eaa9-4a37-985d-34bb25436867" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure_74f6067d-3774-4a38-8430-49d10647d614" xlink:href="nly-20221231.xsd#nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure_80b6395d-edd0-46ca-8934-0bb33f850d69" xlink:to="loc_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure_74f6067d-3774-4a38-8430-49d10647d614" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancialAssetsFairValueDisclosure_345e1396-972e-4275-96f9-2c39cfe5ede8" xlink:href="nly-20221231.xsd#nly_FinancialAssetsFairValueDisclosure"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure_f4b234f7-6908-45e1-be42-a31efd64c1ce" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_FinancialAssetsFairValueDisclosure_345e1396-972e-4275-96f9-2c39cfe5ede8" xlink:to="loc_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure_f4b234f7-6908-45e1-be42-a31efd64c1ce" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue_3ef18b19-3a55-4004-a920-8051aab22a30" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedOtherAtFairValue"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_FinancialAssetsFairValueDisclosure_345e1396-972e-4275-96f9-2c39cfe5ede8" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue_3ef18b19-3a55-4004-a920-8051aab22a30" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_2eaa717f-bb85-4cd9-be78-67796cd8c21d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_FinancialAssetsFairValueDisclosure_345e1396-972e-4275-96f9-2c39cfe5ede8" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_2eaa717f-bb85-4cd9-be78-67796cd8c21d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansFairValueDisclosure_555f5eb3-be71-4c49-b618-f2b7200ed256" xlink:href="nly-20221231.xsd#nly_MortgageLoansFairValueDisclosure"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_FinancialAssetsFairValueDisclosure_345e1396-972e-4275-96f9-2c39cfe5ede8" xlink:to="loc_nly_MortgageLoansFairValueDisclosure_555f5eb3-be71-4c49-b618-f2b7200ed256" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansWarehouseFacilityFairValueDisclosure_93729946-088b-4889-869d-8395c577751a" xlink:href="nly-20221231.xsd#nly_MortgageLoansWarehouseFacilityFairValueDisclosure"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_FinancialAssetsFairValueDisclosure_345e1396-972e-4275-96f9-2c39cfe5ede8" xlink:to="loc_nly_MortgageLoansWarehouseFacilityFairValueDisclosure_93729946-088b-4889-869d-8395c577751a" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmount_88b5d645-3894-4df7-8ec7-aac6bbc30b8d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmount"/>
    <link:calculationArc order="6" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_FinancialAssetsFairValueDisclosure_345e1396-972e-4275-96f9-2c39cfe5ede8" xlink:to="loc_us-gaap_ServicingAssetAtFairValueAmount_88b5d645-3894-4df7-8ec7-aac6bbc30b8d" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRightsAtFairValueAmount_435878be-7a79-4022-8b33-18d49dddd2f7" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRightsAtFairValueAmount"/>
    <link:calculationArc order="7" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_FinancialAssetsFairValueDisclosure_345e1396-972e-4275-96f9-2c39cfe5ede8" xlink:to="loc_nly_InterestInMortgageServicingRightsAtFairValueAmount_435878be-7a79-4022-8b33-18d49dddd2f7" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure_17f8af6a-44f9-4e76-be23-5e29bc8094c0" xlink:href="nly-20221231.xsd#nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure"/>
    <link:calculationArc order="8" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_nly_FinancialAssetsFairValueDisclosure_345e1396-972e-4275-96f9-2c39cfe5ede8" xlink:to="loc_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure_17f8af6a-44f9-4e76-be23-5e29bc8094c0" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_5a042702-c0a5-444c-bb2c-ab73bc0b4169" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts_471efc91-94d7-4f04-bd37-26b27bd55739" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_5a042702-c0a5-444c-bb2c-ab73bc0b4169" xlink:to="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts_471efc91-94d7-4f04-bd37-26b27bd55739" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset_a5fd32ae-6c4a-4ac9-a66b-ac01365cddde" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset"/>
    <link:calculationArc order="2" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_5a042702-c0a5-444c-bb2c-ab73bc0b4169" xlink:to="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset_a5fd32ae-6c4a-4ac9-a66b-ac01365cddde" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesForReverseRepurchaseAgreements_fa8c55d7-e57e-4647-8c7e-1142f4617fdf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesForReverseRepurchaseAgreements"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset_ef622967-e6c5-41d5-b6a1-c8929bec7d2b" xlink:href="nly-20221231.xsd#nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset"/>
    <link:calculationArc order="1" weight="-1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_SecuritiesForReverseRepurchaseAgreements_fa8c55d7-e57e-4647-8c7e-1142f4617fdf" xlink:to="loc_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset_ef622967-e6c5-41d5-b6a1-c8929bec7d2b" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts_2f7491e9-8726-48f1-8ae0-733ffdaeb35c" xlink:href="nly-20221231.xsd#nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_SecuritiesForReverseRepurchaseAgreements_fa8c55d7-e57e-4647-8c7e-1142f4617fdf" xlink:to="loc_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts_2f7491e9-8726-48f1-8ae0-733ffdaeb35c" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeOperating_657e79e4-5833-4009-8446-afb67bcadbf6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeOperating"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeAgencySecurityLoans_b5a766d5-8d7a-4b65-a1d9-1237f0787729" xlink:href="nly-20221231.xsd#nly_InterestIncomeAgencySecurityLoans"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestIncomeOperating_657e79e4-5833-4009-8446-afb67bcadbf6" xlink:to="loc_nly_InterestIncomeAgencySecurityLoans_b5a766d5-8d7a-4b65-a1d9-1237f0787729" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures_b71d5714-a250-43ca-8140-2f7df531a1c9" xlink:href="nly-20221231.xsd#nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestIncomeOperating_657e79e4-5833-4009-8446-afb67bcadbf6" xlink:to="loc_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures_b71d5714-a250-43ca-8140-2f7df531a1c9" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeResidentialMortgageLoans_a450cec0-8206-45d1-a43a-4772549b5240" xlink:href="nly-20221231.xsd#nly_InterestIncomeResidentialMortgageLoans"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestIncomeOperating_657e79e4-5833-4009-8446-afb67bcadbf6" xlink:to="loc_nly_InterestIncomeResidentialMortgageLoans_a450cec0-8206-45d1-a43a-4772549b5240" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity_74011cdc-b569-471f-b6d2-3d357aceea62" xlink:href="nly-20221231.xsd#nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestIncomeOperating_657e79e4-5833-4009-8446-afb67bcadbf6" xlink:to="loc_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity_74011cdc-b569-471f-b6d2-3d357aceea62" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell_cb86c07d-4544-4a2b-8aa1-f6ddd852d5ae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestIncomeOperating_657e79e4-5833-4009-8446-afb67bcadbf6" xlink:to="loc_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell_cb86c07d-4544-4a2b-8aa1-f6ddd852d5ae" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpense_7df1685f-33d0-4821-bd5b-eaf1deea0fd0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpense"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestPaidOnRepurchaseAgreements_9f3f2113-0176-4458-820f-31309823b7af" xlink:href="nly-20221231.xsd#nly_InterestPaidOnRepurchaseAgreements"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestExpense_7df1685f-33d0-4821-bd5b-eaf1deea0fd0" xlink:to="loc_nly_InterestPaidOnRepurchaseAgreements_9f3f2113-0176-4458-820f-31309823b7af" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie_2428d80b-7e3e-407b-a8a7-42a5ff06b355" xlink:href="nly-20221231.xsd#nly_InterestExpenseSecuritizedDebtOfConsolidatedVie"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestExpense_7df1685f-33d0-4821-bd5b-eaf1deea0fd0" xlink:to="loc_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie_2428d80b-7e3e-407b-a8a7-42a5ff06b355" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestExpenseParticipationSold_c5073a42-6103-4751-a70c-cfc4b5178fe5" xlink:href="nly-20221231.xsd#nly_InterestExpenseParticipationSold"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestExpense_7df1685f-33d0-4821-bd5b-eaf1deea0fd0" xlink:to="loc_nly_InterestExpenseParticipationSold_c5073a42-6103-4751-a70c-cfc4b5178fe5" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpenseOther_b42452a5-f9dd-49fa-ad9f-33fafac0f732" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpenseOther"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_InterestExpense_7df1685f-33d0-4821-bd5b-eaf1deea0fd0" xlink:to="loc_us-gaap_InterestExpenseOther_b42452a5-f9dd-49fa-ad9f-33fafac0f732" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_8aedc150-a852-4e89-8357-268baec94cd8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_ae7a8b68-3db8-41da-9245-5cd0484c554a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingBasic"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_8aedc150-a852-4e89-8357-268baec94cd8" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_ae7a8b68-3db8-41da-9245-5cd0484c554a" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_e3103baf-1c85-4d5a-bf42-98b6da991189" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_8aedc150-a852-4e89-8357-268baec94cd8" xlink:to="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_e3103baf-1c85-4d5a-bf42-98b6da991189" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails"/>
  <link:calculationLink xlink:role="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_124b2151-325c-4ebc-96dc-617fb8f3d008" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour_2c355f56-c96d-4ba3-b701-de071cfa19dd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_124b2151-325c-4ebc-96dc-617fb8f3d008" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour_2c355f56-c96d-4ba3-b701-de071cfa19dd" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo_be7d7979-ac47-4411-8426-a9d1207e388e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_124b2151-325c-4ebc-96dc-617fb8f3d008" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo_be7d7979-ac47-4411-8426-a9d1207e388e" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths_3931c410-fa4c-4ccf-b1fe-fe4df773fedd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths"/>
    <link:calculationArc order="3" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_124b2151-325c-4ebc-96dc-617fb8f3d008" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths_3931c410-fa4c-4ccf-b1fe-fe4df773fedd" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive_e24e10c0-4e0a-4119-9cb6-0da806287cf5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive"/>
    <link:calculationArc order="4" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_124b2151-325c-4ebc-96dc-617fb8f3d008" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive_e24e10c0-4e0a-4119-9cb6-0da806287cf5" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree_4d213d04-db9e-4c36-a73e-5697096a2556" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree"/>
    <link:calculationArc order="5" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_124b2151-325c-4ebc-96dc-617fb8f3d008" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree_4d213d04-db9e-4c36-a73e-5697096a2556" xlink:type="arc"/>
  </link:calculationLink>
  <link:roleRef roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1" xlink:type="simple" xlink:href="nly-20221231.xsd#LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1"/>
  <link:calculationLink xlink:role="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_14925752-65f6-490d-af0b-87ad26958d7b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount_ec6477ae-a74f-4deb-94e3-2ff49e1b6085" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount"/>
    <link:calculationArc order="1" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_14925752-65f6-490d-af0b-87ad26958d7b" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount_ec6477ae-a74f-4deb-94e3-2ff49e1b6085" xlink:type="arc"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseLiability_4dd40d5a-94d0-4eab-996d-6b7d2e84b497" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseLiability"/>
    <link:calculationArc order="2" weight="1.0" xlink:arcrole="http://www.xbrl.org/2003/arcrole/summation-item" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_14925752-65f6-490d-af0b-87ad26958d7b" xlink:to="loc_us-gaap_OperatingLeaseLiability_4dd40d5a-94d0-4eab-996d-6b7d2e84b497" xlink:type="arc"/>
  </link:calculationLink>
</link:linkbase>
</XBRL>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-101.DEF
<SEQUENCE>13
<FILENAME>nly-20221231_def.xml
<DESCRIPTION>XBRL TAXONOMY EXTENSION DEFINITION LINKBASE DOCUMENT
<TEXT>
<XBRL>
<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2023 Workiva-->
<!--r:8283f2a1-4ded-4d91-9c69-89acb0846785,g:7a65753d-199a-48a0-b389-5a375b28fd73-->
<link:linkbase xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/all" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#all"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#hypercube-dimension"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-default"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-domain"/>
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/domain-member" xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#domain-member"/>
  <link:roleRef roleURI="http://annaly.com/role/COVERPAGE" xlink:type="simple" xlink:href="nly-20221231.xsd#COVERPAGE"/>
  <link:definitionLink xlink:role="http://annaly.com/role/COVERPAGE" xlink:type="extended" id="i3a336df3c6194a5980d089e6ff868eb9_COVERPAGE">
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentInformationLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType_b426acc5-c533-418a-b003-8e00f5331a93" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentType"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentType_b426acc5-c533-418a-b003-8e00f5331a93" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentAnnualReport_6e6842ba-3766-418b-9e16-806a444ff1ca" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentAnnualReport"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentAnnualReport_6e6842ba-3766-418b-9e16-806a444ff1ca" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_2028c563-c6f7-434a-9225-33c9b11fc768" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentPeriodEndDate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentPeriodEndDate_2028c563-c6f7-434a-9225-33c9b11fc768" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CurrentFiscalYearEndDate_c36aa7a4-99cb-4b5e-866a-a5d1a5d7fc30" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CurrentFiscalYearEndDate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_CurrentFiscalYearEndDate_c36aa7a4-99cb-4b5e-866a-a5d1a5d7fc30" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentTransitionReport_3532c83b-cfcf-4d33-a955-681f68517223" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentTransitionReport"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentTransitionReport_3532c83b-cfcf-4d33-a955-681f68517223" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber_ca95c2fc-3d71-4bd3-a3e8-1d0ab79e7ec4" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityFileNumber"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityFileNumber_ca95c2fc-3d71-4bd3-a3e8-1d0ab79e7ec4" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_fb57e2e6-876c-41c7-9780-c90cb0e99693" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityRegistrantName"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityRegistrantName_fb57e2e6-876c-41c7-9780-c90cb0e99693" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode_17879769-78c9-4b35-a2ca-b6c3b8625084" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityIncorporationStateCountryCode"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityIncorporationStateCountryCode_17879769-78c9-4b35-a2ca-b6c3b8625084" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber_8993d591-99ce-4ac6-820c-72420790c713" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityTaxIdentificationNumber"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityTaxIdentificationNumber_8993d591-99ce-4ac6-820c-72420790c713" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1_6470d2a8-e31d-43e3-bf17-bd392fe8f790" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressAddressLine1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityAddressAddressLine1_6470d2a8-e31d-43e3-bf17-bd392fe8f790" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_ee8ced6c-3183-4c2d-8a12-38a1b3ac9a0b" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressCityOrTown"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityAddressCityOrTown_ee8ced6c-3183-4c2d-8a12-38a1b3ac9a0b" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_acedccf3-5188-4593-a133-e84a7c676714" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressStateOrProvince"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityAddressStateOrProvince_acedccf3-5188-4593-a133-e84a7c676714" xlink:type="arc" order="11"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_74bb2335-a54c-4834-a354-dad341990a07" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressPostalZipCode"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityAddressPostalZipCode_74bb2335-a54c-4834-a354-dad341990a07" xlink:type="arc" order="12"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_167beab6-f9f3-48ed-8a7a-9a5a713567bf" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CityAreaCode"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_CityAreaCode_167beab6-f9f3-48ed-8a7a-9a5a713567bf" xlink:type="arc" order="13"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_0a33a05b-47f3-4816-a20c-7ea5a040ec41" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LocalPhoneNumber"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_LocalPhoneNumber_0a33a05b-47f3-4816-a20c-7ea5a040ec41" xlink:type="arc" order="14"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle_3c0bcfb0-da51-4cd5-bb72-3af457fd420e" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_Security12bTitle"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_Security12bTitle_3c0bcfb0-da51-4cd5-bb72-3af457fd420e" xlink:type="arc" order="15"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_090644e3-d10f-46c0-9031-5d775aad1a40" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_TradingSymbol"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_TradingSymbol_090644e3-d10f-46c0-9031-5d775aad1a40" xlink:type="arc" order="16"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName_4d9057bd-bd07-4ef2-8422-1a62c72e7057" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_SecurityExchangeName"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_SecurityExchangeName_4d9057bd-bd07-4ef2-8422-1a62c72e7057" xlink:type="arc" order="17"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityWellKnownSeasonedIssuer_f800c416-a8c6-4a3c-acb6-89e47c3d98df" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityWellKnownSeasonedIssuer"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityWellKnownSeasonedIssuer_f800c416-a8c6-4a3c-acb6-89e47c3d98df" xlink:type="arc" order="18"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityVoluntaryFilers_d3211702-dc75-4486-9dca-506b049aa8f7" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityVoluntaryFilers"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityVoluntaryFilers_d3211702-dc75-4486-9dca-506b049aa8f7" xlink:type="arc" order="19"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCurrentReportingStatus_2e9e9272-163a-4178-a825-0ecdb9c66347" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCurrentReportingStatus"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityCurrentReportingStatus_2e9e9272-163a-4178-a825-0ecdb9c66347" xlink:type="arc" order="20"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityInteractiveDataCurrent_5f931afb-96b4-4685-8b96-45409784c0de" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityInteractiveDataCurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityInteractiveDataCurrent_5f931afb-96b4-4685-8b96-45409784c0de" xlink:type="arc" order="21"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFilerCategory_0c5016dd-5bbe-410e-ae55-f24844bfedd6" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityFilerCategory"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityFilerCategory_0c5016dd-5bbe-410e-ae55-f24844bfedd6" xlink:type="arc" order="22"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntitySmallBusiness_f27024e9-ebcd-4b04-90a4-393f7d738965" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntitySmallBusiness"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntitySmallBusiness_f27024e9-ebcd-4b04-90a4-393f7d738965" xlink:type="arc" order="23"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany_0eedb45e-ca7a-4eaa-b15a-6cf128ae0aca" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityEmergingGrowthCompany"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityEmergingGrowthCompany_0eedb45e-ca7a-4eaa-b15a-6cf128ae0aca" xlink:type="arc" order="24"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_IcfrAuditorAttestationFlag_50bd109c-1f11-4bd2-a848-85ee2f0daaa6" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_IcfrAuditorAttestationFlag"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_IcfrAuditorAttestationFlag_50bd109c-1f11-4bd2-a848-85ee2f0daaa6" xlink:type="arc" order="25"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityShellCompany_5947a1ff-3087-410e-bd81-add138d58a47" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityShellCompany"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityShellCompany_5947a1ff-3087-410e-bd81-add138d58a47" xlink:type="arc" order="26"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityPublicFloat_236a0b61-5528-4837-ae22-f71184a6057d" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityPublicFloat"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityPublicFloat_236a0b61-5528-4837-ae22-f71184a6057d" xlink:type="arc" order="27"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCommonStockSharesOutstanding_8d9eaacd-7e1d-4f6d-9804-592aa9c227de" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCommonStockSharesOutstanding"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityCommonStockSharesOutstanding_8d9eaacd-7e1d-4f6d-9804-592aa9c227de" xlink:type="arc" order="28"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentsIncorporatedByReferenceTextBlock_4d932196-342e-4ab9-9e34-8dcf730d97ef" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentsIncorporatedByReferenceTextBlock"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentsIncorporatedByReferenceTextBlock_4d932196-342e-4ab9-9e34-8dcf730d97ef" xlink:type="arc" order="29"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag_9ff669bc-8dc3-44b9-9733-3c782a46ab47" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AmendmentFlag"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_AmendmentFlag_9ff669bc-8dc3-44b9-9733-3c782a46ab47" xlink:type="arc" order="30"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentFiscalYearFocus_7da95c52-eccf-4ac7-b45d-ac262bbcc18f" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentFiscalYearFocus"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentFiscalYearFocus_7da95c52-eccf-4ac7-b45d-ac262bbcc18f" xlink:type="arc" order="31"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentFiscalPeriodFocus_022b3206-9b18-4a90-9de8-b9bd7678bf4e" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentFiscalPeriodFocus"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentFiscalPeriodFocus_022b3206-9b18-4a90-9de8-b9bd7678bf4e" xlink:type="arc" order="32"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey_47366a95-f2c4-4ffb-b60d-233d244d50f7" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCentralIndexKey"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityCentralIndexKey_47366a95-f2c4-4ffb-b60d-233d244d50f7" xlink:type="arc" order="33"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentInformationTable_914e6d79-67d7-4890-9398-ebfbcf6a0731" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentInformationTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentInformationTable_914e6d79-67d7-4890-9398-ebfbcf6a0731" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_778d88f2-eb2b-469e-ac3d-456771211fd8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_dei_DocumentInformationTable_914e6d79-67d7-4890-9398-ebfbcf6a0731" xlink:to="loc_us-gaap_StatementClassOfStockAxis_778d88f2-eb2b-469e-ac3d-456771211fd8" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_778d88f2-eb2b-469e-ac3d-456771211fd8_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_778d88f2-eb2b-469e-ac3d-456771211fd8" xlink:to="loc_us-gaap_ClassOfStockDomain_778d88f2-eb2b-469e-ac3d-456771211fd8_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_778d88f2-eb2b-469e-ac3d-456771211fd8" xlink:to="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockMember_2d08cf99-5c46-4854-8e3c-1a8057269d9e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:to="loc_us-gaap_CommonStockMember_2d08cf99-5c46-4854-8e3c-1a8057269d9e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_54c11420-f282-422e-a090-5550652ece2c" xlink:href="nly-20221231.xsd#nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:to="loc_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_54c11420-f282-422e-a090-5550652ece2c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_c2574d7c-c1e4-4e05-b1af-c9b84e4bcf26" xlink:href="nly-20221231.xsd#nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:to="loc_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_c2574d7c-c1e4-4e05-b1af-c9b84e4bcf26" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_5531b7f9-6c3a-4390-bc4a-e037f9f28c16" xlink:href="nly-20221231.xsd#nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:to="loc_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_5531b7f9-6c3a-4390-bc4a-e037f9f28c16" xlink:type="arc" order="3"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"/>
  <link:definitionLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical" xlink:type="extended" id="i7221bd84733741b286244b50b628f27d_CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCollateralForBorrowedSecurities_bd276214-c1b0-4470-95ad-447f01e00292" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashCollateralForBorrowedSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_CashCollateralForBorrowedSecurities_bd276214-c1b0-4470-95ad-447f01e00292" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleSecuritiesDebtSecurities_2efa6f94-ed93-447e-b71d-0f5b5078b5b3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleSecuritiesDebtSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_AvailableForSaleSecuritiesDebtSecurities_2efa6f94-ed93-447e-b71d-0f5b5078b5b3" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecurities_8d7ae4ab-99db-441c-97dc-64acbdef743b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_DebtSecurities_8d7ae4ab-99db-441c-97dc-64acbdef743b" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAsset_0fb5a766-169f-44a0-be7f-522a14a3c6a7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAsset"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_ServicingAsset_0fb5a766-169f-44a0-be7f-522a14a3c6a7" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansReceivableHeldForSaleAmount_1c0ca95c-1615-4ea1-b15e-87f00041e04f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansReceivableHeldForSaleAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_LoansReceivableHeldForSaleAmount_1c0ca95c-1615-4ea1-b15e-87f00041e04f" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_78012af6-0263-4f53-ad63-4cf0be50ca6b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAndStockholdersEquityAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_78012af6-0263-4f53-ad63-4cf0be50ca6b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_78012af6-0263-4f53-ad63-4cf0be50ca6b" xlink:to="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockParOrStatedValuePerShare_1cd1d9b1-3e26-46ab-857f-2e79fcde7f78" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockParOrStatedValuePerShare"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_PreferredStockParOrStatedValuePerShare_1cd1d9b1-3e26-46ab-857f-2e79fcde7f78" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesAuthorized_48137157-7f5c-4a86-bbbc-90b5759df601" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesAuthorized"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_PreferredStockSharesAuthorized_48137157-7f5c-4a86-bbbc-90b5759df601" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockParOrStatedValuePerShare_ce884f1d-8464-4462-86a1-a953034dacfd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockParOrStatedValuePerShare"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_CommonStockParOrStatedValuePerShare_ce884f1d-8464-4462-86a1-a953034dacfd" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesAuthorized_9797b7f7-89ad-4ed4-9e52-3979617ac4fe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesAuthorized"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_CommonStockSharesAuthorized_9797b7f7-89ad-4ed4-9e52-3979617ac4fe" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesIssued_56d1e61f-4e62-4920-bec5-3e7216228e64" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesIssued"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_CommonStockSharesIssued_56d1e61f-4e62-4920-bec5-3e7216228e64" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesOutstanding_bf674fd5-cecd-4edb-afce-6b9a04657f0e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesOutstanding"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_CommonStockSharesOutstanding_bf674fd5-cecd-4edb-afce-6b9a04657f0e" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_233be236-ea6e-44a1-a82f-239bda991656" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_233be236-ea6e-44a1-a82f-239bda991656" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_5c75b8d6-87e1-4e38-a0a4-e2bd25de8073" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_5c75b8d6-87e1-4e38-a0a4-e2bd25de8073" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherSecuredFinancings_734155d7-f5c1-4d85-8766-90d7ef13e3ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherSecuredFinancings"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_OtherSecuredFinancings_734155d7-f5c1-4d85-8766-90d7ef13e3ab" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_85e63951-70ad-406f-936a-5df8d13ce9e0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:to="loc_us-gaap_FinancialInstrumentAxis_85e63951-70ad-406f-936a-5df8d13ce9e0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_85e63951-70ad-406f-936a-5df8d13ce9e0_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_85e63951-70ad-406f-936a-5df8d13ce9e0" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_85e63951-70ad-406f-936a-5df8d13ce9e0_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_85e63951-70ad-406f-936a-5df8d13ce9e0" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember_635b9fdf-00fd-4b0f-bccf-3786b4a81417" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:to="loc_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember_635b9fdf-00fd-4b0f-bccf-3786b4a81417" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_c502d347-8b82-4b13-9d2e-85b165e03130" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:to="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_c502d347-8b82-4b13-9d2e-85b165e03130" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_fe67f000-27d6-4acc-89f0-49fb36c53944" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:to="loc_us-gaap_ResidentialMortgageMember_fe67f000-27d6-4acc-89f0-49fb36c53944" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialMortgageLoanMember_7b977f8c-d2f0-431b-940d-f07e70b47cb2" xlink:href="nly-20221231.xsd#nly_CommercialMortgageLoanMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:to="loc_nly_CommercialMortgageLoanMember_7b977f8c-d2f0-431b-940d-f07e70b47cb2" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_e5937ab9-a2e9-4533-a56f-eee5498d3ab1" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:to="loc_srt_ConsolidatedEntitiesAxis_e5937ab9-a2e9-4533-a56f-eee5498d3ab1" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_e5937ab9-a2e9-4533-a56f-eee5498d3ab1_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ConsolidatedEntitiesAxis_e5937ab9-a2e9-4533-a56f-eee5498d3ab1" xlink:to="loc_srt_ConsolidatedEntitiesDomain_e5937ab9-a2e9-4533-a56f-eee5498d3ab1_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_a35656ae-bc0e-4bf5-b01b-c11fe710a8a4" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ConsolidatedEntitiesAxis_e5937ab9-a2e9-4533-a56f-eee5498d3ab1" xlink:to="loc_srt_ConsolidatedEntitiesDomain_a35656ae-bc0e-4bf5-b01b-c11fe710a8a4" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_c6b1c485-d118-468d-b471-8a1f158b69c5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ConsolidatedEntitiesDomain_a35656ae-bc0e-4bf5-b01b-c11fe710a8a4" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_c6b1c485-d118-468d-b471-8a1f158b69c5" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusAxis_738b16d9-682b-423c-a7d7-f0838bd0395f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:to="loc_us-gaap_PledgedStatusAxis_738b16d9-682b-423c-a7d7-f0838bd0395f" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusDomain_738b16d9-682b-423c-a7d7-f0838bd0395f_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PledgedStatusAxis_738b16d9-682b-423c-a7d7-f0838bd0395f" xlink:to="loc_us-gaap_PledgedStatusDomain_738b16d9-682b-423c-a7d7-f0838bd0395f_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusDomain_27bed15a-a74d-43ad-b419-d9326c67af2d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PledgedStatusAxis_738b16d9-682b-423c-a7d7-f0838bd0395f" xlink:to="loc_us-gaap_PledgedStatusDomain_27bed15a-a74d-43ad-b419-d9326c67af2d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetPledgedAsCollateralWithoutRightMember_6d1a2a7c-3eaa-44a2-a724-26bb4aa1eb2d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetPledgedAsCollateralWithoutRightMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PledgedStatusDomain_27bed15a-a74d-43ad-b419-d9326c67af2d" xlink:to="loc_us-gaap_AssetPledgedAsCollateralWithoutRightMember_6d1a2a7c-3eaa-44a2-a724-26bb4aa1eb2d" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsAxis_664185c6-7d62-401d-82a5-fde488833a45" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:to="loc_srt_ConsolidationItemsAxis_664185c6-7d62-401d-82a5-fde488833a45" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsDomain_664185c6-7d62-401d-82a5-fde488833a45_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ConsolidationItemsAxis_664185c6-7d62-401d-82a5-fde488833a45" xlink:to="loc_srt_ConsolidationItemsDomain_664185c6-7d62-401d-82a5-fde488833a45_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsDomain_a09d0910-6c39-4f65-8934-5d20c51178e2" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ConsolidationItemsAxis_664185c6-7d62-401d-82a5-fde488833a45" xlink:to="loc_srt_ConsolidationItemsDomain_a09d0910-6c39-4f65-8934-5d20c51178e2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationEliminationsMember_4f77530b-f2fa-4488-8ee0-a64f579b3839" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationEliminationsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ConsolidationItemsDomain_a09d0910-6c39-4f65-8934-5d20c51178e2" xlink:to="loc_srt_ConsolidationEliminationsMember_4f77530b-f2fa-4488-8ee0-a64f579b3839" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"/>
  <link:definitionLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY" xlink:type="extended" id="i8d41a0d168174a978fae7b20bd1b822f_CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_61c736fd-1d04-43c2-b233-bfa24b47952c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInStockholdersEquityRollForward"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_61c736fd-1d04-43c2-b233-bfa24b47952c" xlink:to="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_64107380-4348-4c7d-bc8a-a29a28a616c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_64107380-4348-4c7d-bc8a-a29a28a616c0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_51290ed2-a65b-415b-a1f5-edbb9e8289fe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockIssuedDuringPeriodValueNewIssues"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_51290ed2-a65b-415b-a1f5-edbb9e8289fe" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue_67e94381-19da-4220-ae2f-568ec130d336" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRepurchasedAndRetiredDuringPeriodValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue_67e94381-19da-4220-ae2f-568ec130d336" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue_117c55c7-99a8-4fa9-822f-2b7f9409b6e8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue_117c55c7-99a8-4fa9-822f-2b7f9409b6e8" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRedeemedOrCalledDuringPeriodValue_738cb0c0-06dd-434e-8a80-a9b8562be224" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRedeemedOrCalledDuringPeriodValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockRedeemedOrCalledDuringPeriodValue_738cb0c0-06dd-434e-8a80-a9b8562be224" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan_bb87f8e9-953e-4e28-94d0-09029a28fa01" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan_bb87f8e9-953e-4e28-94d0-09029a28fa01" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_77e224ae-14ef-4173-814e-f75d68a2071e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_77e224ae-14ef-4173-814e-f75d68a2071e" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_7c336e36-9b04-498a-b0a3-aa42d771538d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_7c336e36-9b04-498a-b0a3-aa42d771538d" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss_df095735-fc75-4f92-9a1e-b30a8f468b4d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_NetIncomeLoss_df095735-fc75-4f92-9a1e-b30a8f468b4d" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPreferredStockCash_f76ead2f-b3ee-47db-89df-e2cc853bc3ef" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPreferredStockCash"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_DividendsPreferredStockCash_f76ead2f-b3ee-47db-89df-e2cc853bc3ef" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsCommonStockCash_f76faac0-7e69-436a-8a86-db529f8cebf8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsCommonStockCash"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_DividendsCommonStockCash_f76faac0-7e69-436a-8a86-db529f8cebf8" xlink:type="arc" order="11"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_eaa752cd-38e2-414c-85bc-90d7393ff499" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAttributableToNoncontrollingInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_eaa752cd-38e2-414c-85bc-90d7393ff499" xlink:type="arc" order="12"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders_a170fc55-a6ed-4e87-9631-52157292c346" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders_a170fc55-a6ed-4e87-9631-52157292c346" xlink:type="arc" order="13"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_662e6347-b0eb-4fb9-8f2e-05b45c7d72e9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_6b4faf5e-4255-4d8d-94b9-09570c61d35e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_61c736fd-1d04-43c2-b233-bfa24b47952c" xlink:to="loc_us-gaap_StatementTable_6b4faf5e-4255-4d8d-94b9-09570c61d35e" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementEquityComponentsAxis_49da4a0f-2226-4cf4-8e79-032f6f7592b0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementEquityComponentsAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_6b4faf5e-4255-4d8d-94b9-09570c61d35e" xlink:to="loc_us-gaap_StatementEquityComponentsAxis_49da4a0f-2226-4cf4-8e79-032f6f7592b0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityComponentDomain_49da4a0f-2226-4cf4-8e79-032f6f7592b0_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityComponentDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementEquityComponentsAxis_49da4a0f-2226-4cf4-8e79-032f6f7592b0" xlink:to="loc_us-gaap_EquityComponentDomain_49da4a0f-2226-4cf4-8e79-032f6f7592b0_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityComponentDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementEquityComponentsAxis_49da4a0f-2226-4cf4-8e79-032f6f7592b0" xlink:to="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockMember_8e0b6283-471b-436d-98bf-d8a3206f6624" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_PreferredStockMember_8e0b6283-471b-436d-98bf-d8a3206f6624" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockMember_0cba7757-11e4-4df1-b8e3-e849b35478bf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_CommonStockMember_0cba7757-11e4-4df1-b8e3-e849b35478bf" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdditionalPaidInCapitalMember_37485045-0119-4b6d-bdf1-bf47a4ebf34b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdditionalPaidInCapitalMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_AdditionalPaidInCapitalMember_37485045-0119-4b6d-bdf1-bf47a4ebf34b" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_e38a6cfc-0ccc-49dd-a7db-655e79bfec07" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_e38a6cfc-0ccc-49dd-a7db-655e79bfec07" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedEarningsMember_8f5c3d0e-792c-49f5-8622-b69f28ce001e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RetainedEarningsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_RetainedEarningsMember_8f5c3d0e-792c-49f5-8622-b69f28ce001e" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParentMember_86aed47d-ac54-41e6-8fcf-d1a5bae60f34" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParentMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_ParentMember_86aed47d-ac54-41e6-8fcf-d1a5bae60f34" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NoncontrollingInterestMember_38b6c90f-a3b8-4b7a-911d-919011894e78" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NoncontrollingInterestMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_NoncontrollingInterestMember_38b6c90f-a3b8-4b7a-911d-919011894e78" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionAxis_e4deee9b-ce12-4339-a1b8-1b3ab9bc8a9a" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_6b4faf5e-4255-4d8d-94b9-09570c61d35e" xlink:to="loc_srt_CumulativeEffectPeriodOfAdoptionAxis_e4deee9b-ce12-4339-a1b8-1b3ab9bc8a9a" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_e4deee9b-ce12-4339-a1b8-1b3ab9bc8a9a_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionAxis_e4deee9b-ce12-4339-a1b8-1b3ab9bc8a9a" xlink:to="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_e4deee9b-ce12-4339-a1b8-1b3ab9bc8a9a_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_2a737390-c3be-4457-9d7e-faf7064fed5d" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionAxis_e4deee9b-ce12-4339-a1b8-1b3ab9bc8a9a" xlink:to="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_2a737390-c3be-4457-9d7e-faf7064fed5d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember_53d32b8e-230e-45d7-ab84-67e4b2530143" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_2a737390-c3be-4457-9d7e-faf7064fed5d" xlink:to="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember_53d32b8e-230e-45d7-ab84-67e4b2530143" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember_c3d114be-6671-4b78-b59a-c0f306c7c4ee" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_2a737390-c3be-4457-9d7e-faf7064fed5d" xlink:to="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember_c3d114be-6671-4b78-b59a-c0f306c7c4ee" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails" xlink:type="extended" id="i9f79a827a93f42a8be554622a57a20fa_SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems_c15b3981-b22a-41b0-8523-534577ee5f91" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MarginDepositAssets_c4382bc5-4d7f-4e15-877b-f3f541ea20aa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MarginDepositAssets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems_c15b3981-b22a-41b0-8523-534577ee5f91" xlink:to="loc_us-gaap_MarginDepositAssets_c4382bc5-4d7f-4e15-877b-f3f541ea20aa" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable_485744f6-bbe6-4b12-98a3-aa3fba7c0727" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems_c15b3981-b22a-41b0-8523-534577ee5f91" xlink:to="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable_485744f6-bbe6-4b12-98a3-aa3fba7c0727" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_a14b067c-a801-455f-9194-2791e597fa66" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable_485744f6-bbe6-4b12-98a3-aa3fba7c0727" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_a14b067c-a801-455f-9194-2791e597fa66" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_a14b067c-a801-455f-9194-2791e597fa66_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_a14b067c-a801-455f-9194-2791e597fa66" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_a14b067c-a801-455f-9194-2791e597fa66_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_dce89acf-2317-4471-9de8-a3e55348f98f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_a14b067c-a801-455f-9194-2791e597fa66" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_dce89acf-2317-4471-9de8-a3e55348f98f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember_de9efb0e-570b-4780-a213-150f021bbb06" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwapMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_dce89acf-2317-4471-9de8-a3e55348f98f" xlink:to="loc_us-gaap_InterestRateSwapMember_de9efb0e-570b-4780-a213-150f021bbb06" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails" xlink:type="extended" id="i06cd659d01324021ac9be860277ef7bf_FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails">
    <link:loc xlink:type="locator" xlink:label="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_dd324d78-7735-4852-b9aa-cb387672a46c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_cb6c623c-928b-4d0d-b1fd-9a44a72fc2c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_dd324d78-7735-4852-b9aa-cb387672a46c" xlink:to="loc_us-gaap_Assets_cb6c623c-928b-4d0d-b1fd-9a44a72fc2c0" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_b442a8f4-753c-48ce-8613-c9f88a10bd25" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Liabilities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_dd324d78-7735-4852-b9aa-cb387672a46c" xlink:to="loc_us-gaap_Liabilities_b442a8f4-753c-48ce-8613-c9f88a10bd25" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable_0c04835a-318c-4809-801a-de5e2a576688" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_dd324d78-7735-4852-b9aa-cb387672a46c" xlink:to="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable_0c04835a-318c-4809-801a-de5e2a576688" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_d099e96b-9be0-4037-bd5f-707ddf196043" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable_0c04835a-318c-4809-801a-de5e2a576688" xlink:to="loc_us-gaap_FinancialInstrumentAxis_d099e96b-9be0-4037-bd5f-707ddf196043" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d099e96b-9be0-4037-bd5f-707ddf196043_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_d099e96b-9be0-4037-bd5f-707ddf196043" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d099e96b-9be0-4037-bd5f-707ddf196043_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_d099e96b-9be0-4037-bd5f-707ddf196043" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableforsaleSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember_51bcf82a-f65a-425c-a604-38a97fecd66a" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember_51bcf82a-f65a-425c-a604-38a97fecd66a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember_87e4a25d-1bea-42a3-99e3-021deafc2d82" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember_87e4a25d-1bea-42a3-99e3-021deafc2d82" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferSecuritiesMember_c2fd6242-6213-4386-b0de-3ee43aeac4ae" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_CreditRiskTransferSecuritiesMember_c2fd6242-6213-4386-b0de-3ee43aeac4ae" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NonAgencyMortgageBackedSecuritiesMember_af7a2fed-56a5-445d-81e8-7bfb0584160c" xlink:href="nly-20221231.xsd#nly_NonAgencyMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_NonAgencyMortgageBackedSecuritiesMember_af7a2fed-56a5-445d-81e8-7bfb0584160c" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember_d845e32f-8f95-4174-b9b4-200af47ecc48" xlink:href="nly-20221231.xsd#nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember_d845e32f-8f95-4174-b9b4-200af47ecc48" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember_42cd4ca9-5d8d-4adc-af3e-1b7f226c1ee3" xlink:href="nly-20221231.xsd#nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember_42cd4ca9-5d8d-4adc-af3e-1b7f226c1ee3" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinanceReceivablesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansMember_9e1af0d5-cf4b-4cd7-8502-4b1f7f2d78ee" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:to="loc_nly_ResidentialMortgageLoansMember_9e1af0d5-cf4b-4cd7-8502-4b1f7f2d78ee" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember_7169d0ec-a458-4ab7-8817-81321f0e6c5f" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoanWarehouseFacilityMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:to="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember_7169d0ec-a458-4ab7-8817-81321f0e6c5f" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CorporateDebtHeldForInvestmentMember_36529e91-39bf-47e7-b649-231d4a53aaba" xlink:href="nly-20221231.xsd#nly_CorporateDebtHeldForInvestmentMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:to="loc_nly_CorporateDebtHeldForInvestmentMember_36529e91-39bf-47e7-b649-231d4a53aaba" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:href="nly-20221231.xsd#nly_AssetsTransferredOrPledgedToSecuritizationMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember_9e7d4bf9-83d0-480e-a0fe-381fd65e2d3f" xlink:href="nly-20221231.xsd#nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:to="loc_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember_9e7d4bf9-83d0-480e-a0fe-381fd65e2d3f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember_336cd33b-0ea0-468f-891f-a784e6f6fe95" xlink:href="nly-20221231.xsd#nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:to="loc_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember_336cd33b-0ea0-468f-891f-a784e6f6fe95" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember_8ce2cf23-4445-44c2-bb51-fd8a92627400" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:to="loc_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember_8ce2cf23-4445-44c2-bb51-fd8a92627400" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepurchaseAgreementsMember_c51e15da-b2c6-49ea-9854-c53377c8f7e5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RepurchaseAgreementsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_RepurchaseAgreementsMember_c51e15da-b2c6-49ea-9854-c53377c8f7e5" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherDebtSecuritiesMember_d92daf84-0f1e-45a9-8ac7-57258ab6cfae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherDebtSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_OtherDebtSecuritiesMember_d92daf84-0f1e-45a9-8ac7-57258ab6cfae" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVIEsMember_13f8c084-ac8a-440d-8423-b87e5caf759d" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVIEsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVIEsMember_13f8c084-ac8a-440d-8423-b87e5caf759d" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgagesMember_8ab8d0f2-c80b-4d85-a9a1-ca730f3c3d2b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgagesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_ParticipatingMortgagesMember_8ab8d0f2-c80b-4d85-a9a1-ca730f3c3d2b" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecurities1Member_725c3f52-db5a-497d-ac6a-c3658d369706" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecurities1Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_nly_AvailableForSaleSecurities1Member_725c3f52-db5a-497d-ac6a-c3658d369706" xlink:type="arc" order="7"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SECURITIESNarrativeDetails" xlink:type="extended" id="i73617f79e9f042ab8a84be32d2f2009a_SECURITIESNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_8a4938ac-4af0-43e4-a392-35b4673c269b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1_5eeb27f2-2c68-4acd-97ff-68dd7502c603" xlink:href="nly-20221231.xsd#nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_8a4938ac-4af0-43e4-a392-35b4673c269b" xlink:to="loc_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1_5eeb27f2-2c68-4acd-97ff-68dd7502c603" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesSoldCarryingValue_46df6c86-06d1-40e7-8b22-6a6f5391c1a6" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesSoldCarryingValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_8a4938ac-4af0-43e4-a392-35b4673c269b" xlink:to="loc_nly_MortgageBackedSecuritiesSoldCarryingValue_46df6c86-06d1-40e7-8b22-6a6f5391c1a6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_ed520b1e-14e7-41f7-8d2f-d75ccecfeda1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_8a4938ac-4af0-43e4-a392-35b4673c269b" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_ed520b1e-14e7-41f7-8d2f-d75ccecfeda1" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_c5b7d4da-a23c-4b3e-ad9c-6a0b420dd28c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_ed520b1e-14e7-41f7-8d2f-d75ccecfeda1" xlink:to="loc_us-gaap_FinancialInstrumentAxis_c5b7d4da-a23c-4b3e-ad9c-6a0b420dd28c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_c5b7d4da-a23c-4b3e-ad9c-6a0b420dd28c_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_c5b7d4da-a23c-4b3e-ad9c-6a0b420dd28c" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_c5b7d4da-a23c-4b3e-ad9c-6a0b420dd28c_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_5766be0c-8a75-4a5b-955d-af418adb1d65" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_c5b7d4da-a23c-4b3e-ad9c-6a0b420dd28c" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_5766be0c-8a75-4a5b-955d-af418adb1d65" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_cf405d33-b2ff-4c7c-90f6-9f39b091ae1f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_5766be0c-8a75-4a5b-955d-af418adb1d65" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_cf405d33-b2ff-4c7c-90f6-9f39b091ae1f" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails" xlink:type="extended" id="i3cc5fa24b6624a03b68717809503a2a9_SECURITIESSummaryofResidentialSecuritiesandCMBSDetails">
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableForSaleLineItems_35b342d4-32be-4f4e-ae51-36d4943495cf" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableForSaleLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableForSaleRollForward"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleLineItems_35b342d4-32be-4f4e-ae51-36d4943495cf" xlink:to="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_2b75ee52-4293-45f9-b26c-4dec644450c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_2b75ee52-4293-45f9-b26c-4dec644450c0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_634549a0-7fbf-46a7-ae6f-fad967aa31eb" xlink:href="nly-20221231.xsd#nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_634549a0-7fbf-46a7-ae6f-fad967aa31eb" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_b8dfd254-ec5b-4fff-ad93-984b549b3899" xlink:href="nly-20221231.xsd#nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_b8dfd254-ec5b-4fff-ad93-984b549b3899" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities_b1e15f15-af15-4d78-9287-155fb8b47179" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities_b1e15f15-af15-4d78-9287-155fb8b47179" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale_bc35442b-c42a-4c27-b19a-abef5d09e2cd" xlink:href="nly-20221231.xsd#nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale_bc35442b-c42a-4c27-b19a-abef5d09e2cd" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax_ac3f294a-27d4-4055-a6c9-8def8b891ea5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax_ac3f294a-27d4-4055-a6c9-8def8b891ea5" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_b206ffac-d502-47ae-8415-91a8267f8433" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_6bc6a85a-8e1c-4893-b0c9-36be6e6c2e4f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleLineItems_35b342d4-32be-4f4e-ae51-36d4943495cf" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_6bc6a85a-8e1c-4893-b0c9-36be6e6c2e4f" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_acfa467d-5245-4728-a26e-3cb1a6328a8c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_6bc6a85a-8e1c-4893-b0c9-36be6e6c2e4f" xlink:to="loc_us-gaap_FinancialInstrumentAxis_acfa467d-5245-4728-a26e-3cb1a6328a8c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_acfa467d-5245-4728-a26e-3cb1a6328a8c_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_acfa467d-5245-4728-a26e-3cb1a6328a8c" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_acfa467d-5245-4728-a26e-3cb1a6328a8c_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_acfa467d-5245-4728-a26e-3cb1a6328a8c" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AgencySecuritiesMember_87e4c650-6168-4ad7-ad33-b7ef2a65a99f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AgencySecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:to="loc_us-gaap_AgencySecuritiesMember_87e4c650-6168-4ad7-ad33-b7ef2a65a99f" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageBackedSecuritiesMember_7ced3262-6965-4767-8d27-68218345e583" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:to="loc_us-gaap_ResidentialMortgageBackedSecuritiesMember_7ced3262-6965-4767-8d27-68218345e583" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_bb4e9627-0675-403b-b14d-cad4e6db3da6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_bb4e9627-0675-403b-b14d-cad4e6db3da6" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESPortfolioDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESPortfolioDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SECURITIESPortfolioDetails" xlink:type="extended" id="i278479a47f544137a67ed75d22f23409_SECURITIESPortfolioDetails">
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentOwnedBalancePrincipalAmount_96e83d76-c7e7-4426-884d-0b6304611e9a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentOwnedBalancePrincipalAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_InvestmentOwnedBalancePrincipalAmount_96e83d76-c7e7-4426-884d-0b6304611e9a" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableforsaleRemainingPremium_88f5d695-1bb6-4718-9037-4b4adb7a3298" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableforsaleRemainingPremium"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_nly_DebtSecuritiesAvailableforsaleRemainingPremium_88f5d695-1bb6-4718-9037-4b4adb7a3298" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableforsaleRemainingDiscount_b01d3c94-5dd8-43c9-ac5a-3c6172699eeb" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableforsaleRemainingDiscount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_nly_DebtSecuritiesAvailableforsaleRemainingDiscount_b01d3c94-5dd8-43c9-ac5a-3c6172699eeb" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_6957ab97-6a77-4050-b344-b607271704ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_6957ab97-6a77-4050-b344-b607271704ab" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax_d09a0d8b-46af-4a05-a27c-c3cdba560c6b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax_d09a0d8b-46af-4a05-a27c-c3cdba560c6b" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_959db4f7-7a13-4f8f-82ef-62a4b074559f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_959db4f7-7a13-4f8f-82ef-62a4b074559f" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_0eb1ceca-7f28-4f3c-a537-157f961a8da4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_0eb1ceca-7f28-4f3c-a537-157f961a8da4" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioTable_e6bcfe6c-3123-4ca2-9c94-577b5e72590a" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_nly_MortgageBackedSecuritiesPortfolioTable_e6bcfe6c-3123-4ca2-9c94-577b5e72590a" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_c82961c4-0656-43c9-9bd2-ab42cf2abd0b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_e6bcfe6c-3123-4ca2-9c94-577b5e72590a" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_c82961c4-0656-43c9-9bd2-ab42cf2abd0b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_c82961c4-0656-43c9-9bd2-ab42cf2abd0b_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_c82961c4-0656-43c9-9bd2-ab42cf2abd0b" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_c82961c4-0656-43c9-9bd2-ab42cf2abd0b_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_12fafc15-bdae-4bea-a2cd-fcdb12045428" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_c82961c4-0656-43c9-9bd2-ab42cf2abd0b" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_12fafc15-bdae-4bea-a2cd-fcdb12045428" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialInvestmentsMember_ef088609-b14f-42b0-9a84-67ed7dfa490e" xlink:href="nly-20221231.xsd#nly_ResidentialInvestmentsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_12fafc15-bdae-4bea-a2cd-fcdb12045428" xlink:to="loc_nly_ResidentialInvestmentsMember_ef088609-b14f-42b0-9a84-67ed7dfa490e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AgencySecuritiesMember_d600b9f9-4d55-4a5e-b621-ab4c7cbf15d5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AgencySecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_ResidentialInvestmentsMember_ef088609-b14f-42b0-9a84-67ed7dfa490e" xlink:to="loc_us-gaap_AgencySecuritiesMember_d600b9f9-4d55-4a5e-b621-ab4c7cbf15d5" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember_50020f84-d768-4c5d-b295-4f7af2d3adf2" xlink:href="nly-20221231.xsd#nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_ResidentialInvestmentsMember_ef088609-b14f-42b0-9a84-67ed7dfa490e" xlink:to="loc_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember_50020f84-d768-4c5d-b295-4f7af2d3adf2" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_02ef373f-5e59-49d6-b593-c363520a68f9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_12fafc15-bdae-4bea-a2cd-fcdb12045428" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_02ef373f-5e59-49d6-b593-c363520a68f9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentSecondaryCategorizationAxis_5a669c89-3c4a-4644-a753-290b28d9a40c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentSecondaryCategorizationAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_e6bcfe6c-3123-4ca2-9c94-577b5e72590a" xlink:to="loc_us-gaap_InvestmentSecondaryCategorizationAxis_5a669c89-3c4a-4644-a753-290b28d9a40c" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_5a669c89-3c4a-4644-a753-290b28d9a40c_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsBySecondaryCategorizationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_InvestmentSecondaryCategorizationAxis_5a669c89-3c4a-4644-a753-290b28d9a40c" xlink:to="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_5a669c89-3c4a-4644-a753-290b28d9a40c_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsBySecondaryCategorizationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_InvestmentSecondaryCategorizationAxis_5a669c89-3c4a-4644-a753-290b28d9a40c" xlink:to="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_9ccecc3d-8828-456c-85b8-9b1c0c144e64" xlink:href="nly-20221231.xsd#nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_9ccecc3d-8828-456c-85b8-9b1c0c144e64" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_77cc1b34-b5dd-4ffb-884d-e316ddb043f0" xlink:href="nly-20221231.xsd#nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_77cc1b34-b5dd-4ffb-884d-e316ddb043f0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CollateralizedMortgageObligationsMember_7bdd461b-6f8b-4e11-82f1-082ca0884451" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CollateralizedMortgageObligationsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_us-gaap_CollateralizedMortgageObligationsMember_7bdd461b-6f8b-4e11-82f1-082ca0884451" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_af71d458-e67c-4355-b658-7628bcffe8b6" xlink:href="nly-20221231.xsd#nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_af71d458-e67c-4355-b658-7628bcffe8b6" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember_04575b72-651c-47fd-87dc-c6d7a2db6f24" xlink:href="nly-20221231.xsd#nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember_04575b72-651c-47fd-87dc-c6d7a2db6f24" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember_aedcb73c-a41b-4480-ac18-b815f2c9840b" xlink:href="nly-20221231.xsd#nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember_aedcb73c-a41b-4480-ac18-b815f2c9840b" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember_c69a71dc-ff9d-4991-aea2-e041533d597c" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember_c69a71dc-ff9d-4991-aea2-e041533d597c" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember_0147483e-e380-4dd7-b271-fccff4418767" xlink:href="nly-20221231.xsd#nly_AltaMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember_0147483e-e380-4dd7-b271-fccff4418767" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember_bc37c321-8178-442e-897e-0c6b4dfca06f" xlink:href="nly-20221231.xsd#nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember_bc37c321-8178-442e-897e-0c6b4dfca06f" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember_6eff97ce-1916-4d3f-ba0f-de03a9c140aa" xlink:href="nly-20221231.xsd#nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember_6eff97ce-1916-4d3f-ba0f-de03a9c140aa" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember_767cf37d-7cb8-43da-bb6d-64cbb58ef41a" xlink:href="nly-20221231.xsd#nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember_767cf37d-7cb8-43da-bb6d-64cbb58ef41a" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember_0ebb29bb-f528-4218-81a4-ce9cfd6ca479" xlink:href="nly-20221231.xsd#nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember_0ebb29bb-f528-4218-81a4-ce9cfd6ca479" xlink:type="arc" order="11"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MultifamilyInterestOnlySecurityMember_99271418-0bed-411d-aecf-7a9c7f53baae" xlink:href="nly-20221231.xsd#nly_MultifamilyInterestOnlySecurityMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_MultifamilyInterestOnlySecurityMember_99271418-0bed-411d-aecf-7a9c7f53baae" xlink:type="arc" order="12"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember_005f1665-73a5-4e4a-b3f3-fea74524a2dc" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember_005f1665-73a5-4e4a-b3f3-fea74524a2dc" xlink:type="arc" order="13"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember_792fc430-dd05-4460-9716-c68423113a1a" xlink:href="nly-20221231.xsd#nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember_792fc430-dd05-4460-9716-c68423113a1a" xlink:type="arc" order="14"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_070c3fde-de25-4ecc-b86c-1f2cd6f125f4" xlink:href="nly-20221231.xsd#nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_070c3fde-de25-4ecc-b86c-1f2cd6f125f4" xlink:type="arc" order="15"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails" xlink:type="extended" id="ib8d56c74f24041c88bcbec37b66d2fb6_SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails">
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_f2c6231c-59b2-420c-b934-a88105c35711" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_1325c59b-bcc6-4225-b927-f19d51b8a0dd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_f2c6231c-59b2-420c-b934-a88105c35711" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_1325c59b-bcc6-4225-b927-f19d51b8a0dd" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioTable_dddce093-1bed-4485-9874-ad06f6b7d9d2" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_f2c6231c-59b2-420c-b934-a88105c35711" xlink:to="loc_nly_MortgageBackedSecuritiesPortfolioTable_dddce093-1bed-4485-9874-ad06f6b7d9d2" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_7a862b2e-21e8-4bbc-8363-5082f1712262" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_dddce093-1bed-4485-9874-ad06f6b7d9d2" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_7a862b2e-21e8-4bbc-8363-5082f1712262" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_7a862b2e-21e8-4bbc-8363-5082f1712262_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_7a862b2e-21e8-4bbc-8363-5082f1712262" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_7a862b2e-21e8-4bbc-8363-5082f1712262_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_ca5b4b3c-fc74-41ba-894e-dc0b9a050d68" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_7a862b2e-21e8-4bbc-8363-5082f1712262" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_ca5b4b3c-fc74-41ba-894e-dc0b9a050d68" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesMember_00fdfb61-a1b0-4fd8-bd91-f615cded51ea" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_ca5b4b3c-fc74-41ba-894e-dc0b9a050d68" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesMember_00fdfb61-a1b0-4fd8-bd91-f615cded51ea" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeAxis_3de97eae-a172-464e-b70b-1148e4cb7719" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_dddce093-1bed-4485-9874-ad06f6b7d9d2" xlink:to="loc_us-gaap_InvestmentTypeAxis_3de97eae-a172-464e-b70b-1148e4cb7719" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_3de97eae-a172-464e-b70b-1148e4cb7719_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentTypeCategorizationMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_InvestmentTypeAxis_3de97eae-a172-464e-b70b-1148e4cb7719" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_3de97eae-a172-464e-b70b-1148e4cb7719_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentTypeCategorizationMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_InvestmentTypeAxis_3de97eae-a172-464e-b70b-1148e4cb7719" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember_8e5bf5da-80ef-4db6-9354-ee78d56a0a58" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:to="loc_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember_8e5bf5da-80ef-4db6-9354-ee78d56a0a58" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember_9ad6b5de-3593-461c-bf0b-0a0766b03496" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:to="loc_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember_9ad6b5de-3593-461c-bf0b-0a0766b03496" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember_0ffd615d-2e0f-4795-a79b-4b0c6975f615" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:to="loc_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember_0ffd615d-2e0f-4795-a79b-4b0c6975f615" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESWeightedAverageLifeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESWeightedAverageLifeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SECURITIESWeightedAverageLifeDetails" xlink:type="extended" id="i477cf94ba0544d57934128b431b96ec8_SECURITIESWeightedAverageLifeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_e700e4c4-d4fb-429f-80eb-3f08270745f6" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_e700e4c4-d4fb-429f-80eb-3f08270745f6" xlink:to="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue_b7f37ecc-62a5-4242-ac79-e4afb025b859" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue_b7f37ecc-62a5-4242-ac79-e4afb025b859" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue_52cce387-f3f9-4e30-8d35-9e5b0d7480e6" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue_52cce387-f3f9-4e30-8d35-9e5b0d7480e6" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue_ed2fb3a1-bc0b-44da-8d6e-9f68680e6c80" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue_ed2fb3a1-bc0b-44da-8d6e-9f68680e6c80" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue_62c363bb-b4e3-44cf-b2ab-ab71f619e6cb" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue_62c363bb-b4e3-44cf-b2ab-ab71f619e6cb" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_29c89a50-d8aa-4eeb-8891-63c883f695e0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_29c89a50-d8aa-4eeb-8891-63c883f695e0" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_e700e4c4-d4fb-429f-80eb-3f08270745f6" xlink:to="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost_49f4a12b-f68c-4dec-8531-16af86a74809" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost_49f4a12b-f68c-4dec-8531-16af86a74809" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost_d5b23e33-213b-4535-b2ae-1424157f4edd" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost_d5b23e33-213b-4535-b2ae-1424157f4edd" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost_26866cf7-44e4-440f-a2d9-b5b06cc3738e" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost_26866cf7-44e4-440f-a2d9-b5b06cc3738e" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost_f3cf4216-190e-47fc-9ae5-67a9380d35b3" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost_f3cf4216-190e-47fc-9ae5-67a9380d35b3" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_fb578e22-cf0e-4743-a000-2d547920345d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_fb578e22-cf0e-4743-a000-2d547920345d" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioTable_203fbf6c-8125-43cd-a8b3-071aadf0609e" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_e700e4c4-d4fb-429f-80eb-3f08270745f6" xlink:to="loc_nly_MortgageBackedSecuritiesPortfolioTable_203fbf6c-8125-43cd-a8b3-071aadf0609e" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_9f60eb20-872e-4c76-b307-1a1a0dcc7f81" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_203fbf6c-8125-43cd-a8b3-071aadf0609e" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_9f60eb20-872e-4c76-b307-1a1a0dcc7f81" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_9f60eb20-872e-4c76-b307-1a1a0dcc7f81_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_9f60eb20-872e-4c76-b307-1a1a0dcc7f81" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_9f60eb20-872e-4c76-b307-1a1a0dcc7f81_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_4b690bb2-b8f8-443b-8f7e-87d57566deec" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_9f60eb20-872e-4c76-b307-1a1a0dcc7f81" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_4b690bb2-b8f8-443b-8f7e-87d57566deec" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialInvestmentsMember_f6d5b87e-04dc-4cd9-9188-4e039c3d4da6" xlink:href="nly-20221231.xsd#nly_ResidentialInvestmentsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_4b690bb2-b8f8-443b-8f7e-87d57566deec" xlink:to="loc_nly_ResidentialInvestmentsMember_f6d5b87e-04dc-4cd9-9188-4e039c3d4da6" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESUnrealizedLossPositionDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails" xlink:type="extended" id="if3cd129d34ae44eeb7858c96f0ea0eb0_SECURITIESUnrealizedLossPositionDetails">
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:href="nly-20221231.xsd#nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_bcb526eb-ecc9-4ffb-945b-f9a1496c687e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_bcb526eb-ecc9-4ffb-945b-f9a1496c687e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_bffc6590-855f-4898-a9e9-bbcb974c187b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:to="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_bffc6590-855f-4898-a9e9-bbcb974c187b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions_215cc3be-0b91-4d34-84b2-e4cbf285f162" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions_215cc3be-0b91-4d34-84b2-e4cbf285f162" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_f446fd39-8cf4-4639-8e84-d061eb2f34b1" xlink:href="nly-20221231.xsd#nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:to="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_f446fd39-8cf4-4639-8e84-d061eb2f34b1" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_7acec9bc-dd18-4635-8a8a-098f9ce9e739" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_f446fd39-8cf4-4639-8e84-d061eb2f34b1" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_7acec9bc-dd18-4635-8a8a-098f9ce9e739" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_7acec9bc-dd18-4635-8a8a-098f9ce9e739_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_7acec9bc-dd18-4635-8a8a-098f9ce9e739" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_7acec9bc-dd18-4635-8a8a-098f9ce9e739_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_aae8d3c2-6f6c-4902-8467-74bbf69a9c63" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_7acec9bc-dd18-4635-8a8a-098f9ce9e739" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_aae8d3c2-6f6c-4902-8467-74bbf69a9c63" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesMember_55863b72-82b2-4811-a881-6bebc2517a8c" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_aae8d3c2-6f6c-4902-8467-74bbf69a9c63" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesMember_55863b72-82b2-4811-a881-6bebc2517a8c" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_c10ab3a7-5bb8-417b-8fe9-576225d3b098" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_f446fd39-8cf4-4639-8e84-d061eb2f34b1" xlink:to="loc_us-gaap_FinancialInstrumentAxis_c10ab3a7-5bb8-417b-8fe9-576225d3b098" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_c10ab3a7-5bb8-417b-8fe9-576225d3b098_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_c10ab3a7-5bb8-417b-8fe9-576225d3b098" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_c10ab3a7-5bb8-417b-8fe9-576225d3b098_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_47c1a02b-c409-4292-815d-cabb428a634d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_c10ab3a7-5bb8-417b-8fe9-576225d3b098" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_47c1a02b-c409-4292-815d-cabb428a634d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember_8b635bbd-6ada-4c28-b5e4-1486c50642af" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_47c1a02b-c409-4292-815d-cabb428a634d" xlink:to="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember_8b635bbd-6ada-4c28-b5e4-1486c50642af" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember_dd3d415b-c53c-429b-a022-295ca27e3d68" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_47c1a02b-c409-4292-815d-cabb428a634d" xlink:to="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember_dd3d415b-c53c-429b-a022-295ca27e3d68" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/LOANSNarrativeDetails" xlink:type="extended" id="ib930b58a38554751a427d443c1d56bf9_LOANSNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_c62fac45-ffa1-4a88-8393-7ad776286be6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_us-gaap_Assets_c62fac45-ffa1-4a88-8393-7ad776286be6" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansReceivableHeldForSaleAmount_ecf1c89c-a872-4d30-ada5-ac0a12940e48" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansReceivableHeldForSaleAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_us-gaap_LoansReceivableHeldForSaleAmount_ecf1c89c-a872-4d30-ada5-ac0a12940e48" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProvisionForLoanLossesExpensed_2c631202-7288-4544-a4b4-7e60f98279a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProvisionForLoanLossesExpensed"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_us-gaap_ProvisionForLoanLossesExpensed_2c631202-7288-4544-a4b4-7e60f98279a3" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest_56b263a8-1185-4d4d-b735-a18f8e11fb6c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest_56b263a8-1185-4d4d-b735-a18f8e11fb6c" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PercentageOfAdjustableRateLoans_7200ce2d-5ba4-4b85-9d37-3f5d28327fd3" xlink:href="nly-20221231.xsd#nly_PercentageOfAdjustableRateLoans"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_nly_PercentageOfAdjustableRateLoans_7200ce2d-5ba4-4b85-9d37-3f5d28327fd3" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_bcd7ca6a-0ca6-4bf1-898f-631f1f57004c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_bcd7ca6a-0ca6-4bf1-898f-631f1f57004c" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_2f91aabc-4288-4171-be21-547919542a56" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_bcd7ca6a-0ca6-4bf1-898f-631f1f57004c" xlink:to="loc_us-gaap_FinancialInstrumentAxis_2f91aabc-4288-4171-be21-547919542a56" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_2f91aabc-4288-4171-be21-547919542a56_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2f91aabc-4288-4171-be21-547919542a56" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_2f91aabc-4288-4171-be21-547919542a56_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_4a0faf46-eb7c-45c1-a09f-abd64f387284" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2f91aabc-4288-4171-be21-547919542a56" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_4a0faf46-eb7c-45c1-a09f-abd64f387284" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_2df7abf2-1729-4a00-81ae-f1e99b2650c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_4a0faf46-eb7c-45c1-a09f-abd64f387284" xlink:to="loc_us-gaap_ResidentialMortgageMember_2df7abf2-1729-4a00-81ae-f1e99b2650c0" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember_690e5558-cc90-420b-ac0c-c31331041848" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoanWarehouseFacilityMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_4a0faf46-eb7c-45c1-a09f-abd64f387284" xlink:to="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember_690e5558-cc90-420b-ac0c-c31331041848" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSInvestmentLoanActivityDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSInvestmentLoanActivityDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/LOANSInvestmentLoanActivityDetails" xlink:type="extended" id="ib314ab0f7c2342be8658d24117a34e0a_LOANSInvestmentLoanActivityDetails">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_31aa85fa-fc89-44e4-bc47-d3d6d2b7c085" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MovementInMortgageLoansOnRealEstateRollForward"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_31aa85fa-fc89-44e4-bc47-d3d6d2b7c085" xlink:to="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_c3daa389-42ec-4899-bde8-ada8350f065a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_c3daa389-42ec-4899-bde8-ada8350f065a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans_013a2399-3a78-4866-9963-41582f71a734" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstateNewMortgageLoans"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans_013a2399-3a78-4866-9963-41582f71a734" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold_8683d686-d2f1-4f58-b740-3fbc3a0afe24" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold_8683d686-d2f1-4f58-b740-3fbc3a0afe24" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal_11b14d5f-4e11-4dc2-bc13-a1bed11f4b56" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateCollectionsOfPrincipal"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal_11b14d5f-4e11-4dc2-bc13-a1bed11f4b56" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansonRealEstateGainsLosses_840f71d1-7b3a-4619-8035-17f2d08beb03" xlink:href="nly-20221231.xsd#nly_MortgageLoansonRealEstateGainsLosses"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_nly_MortgageLoansonRealEstateGainsLosses_840f71d1-7b3a-4619-8035-17f2d08beb03" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium_16ab81c3-4198-4bd4-a3b6-45f914d7541f" xlink:href="nly-20221231.xsd#nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium_16ab81c3-4198-4bd4-a3b6-45f914d7541f" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_105b02fd-33cd-4d26-aed0-158f91b11ea5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral_20f975a2-ecee-4a0a-8441-8675cf122a40" xlink:href="nly-20221231.xsd#nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral_20f975a2-ecee-4a0a-8441-8675cf122a40" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_90b96925-3474-4fca-9f7c-8e5bfc1e9c1f" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_31aa85fa-fc89-44e4-bc47-d3d6d2b7c085" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_90b96925-3474-4fca-9f7c-8e5bfc1e9c1f" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivablePortfolioSegmentAxis_dae3f627-3d75-4a40-83ea-b7130fee621e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivablePortfolioSegmentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_90b96925-3474-4fca-9f7c-8e5bfc1e9c1f" xlink:to="loc_us-gaap_FinancingReceivablePortfolioSegmentAxis_dae3f627-3d75-4a40-83ea-b7130fee621e" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain_dae3f627-3d75-4a40-83ea-b7130fee621e_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivablePortfolioSegmentDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancingReceivablePortfolioSegmentAxis_dae3f627-3d75-4a40-83ea-b7130fee621e" xlink:to="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain_dae3f627-3d75-4a40-83ea-b7130fee621e_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain_ddcd27b6-65f3-40b4-bdf7-1d384c124cd6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivablePortfolioSegmentDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancingReceivablePortfolioSegmentAxis_dae3f627-3d75-4a40-83ea-b7130fee621e" xlink:to="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain_ddcd27b6-65f3-40b4-bdf7-1d384c124cd6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_7b3cdd3d-26ab-4af5-8386-7495246e81a0" xlink:href="nly-20221231.xsd#nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain_ddcd27b6-65f3-40b4-bdf7-1d384c124cd6" xlink:to="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_7b3cdd3d-26ab-4af5-8386-7495246e81a0" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialPortfolioSegmentMember_6293ad16-c36a-4a73-a3ed-b283cfcb6e82" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialPortfolioSegmentMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_7b3cdd3d-26ab-4af5-8386-7495246e81a0" xlink:to="loc_us-gaap_ResidentialPortfolioSegmentMember_6293ad16-c36a-4a73-a3ed-b283cfcb6e82" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CorporatePortfolioSegmentMember_4a54817c-7a28-47c3-9c38-684a75fd3ae9" xlink:href="nly-20221231.xsd#nly_CorporatePortfolioSegmentMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_7b3cdd3d-26ab-4af5-8386-7495246e81a0" xlink:to="loc_nly_CorporatePortfolioSegmentMember_4a54817c-7a28-47c3-9c38-684a75fd3ae9" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails" xlink:type="extended" id="i8b16653a9c8b49619bb609f7d7cd488b_LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_b9f37da8-3fa8-4f2a-9882-f50a3e259792" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansFairValueDisclosure_9139a4b9-823d-436b-9dac-1f90c52ddb3c" xlink:href="nly-20221231.xsd#nly_MortgageLoansFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_b9f37da8-3fa8-4f2a-9882-f50a3e259792" xlink:to="loc_nly_MortgageLoansFairValueDisclosure_9139a4b9-823d-436b-9dac-1f90c52ddb3c" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_3e75a5b6-1890-4335-8fdb-55ae3afaba0a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_b9f37da8-3fa8-4f2a-9882-f50a3e259792" xlink:to="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_3e75a5b6-1890-4335-8fdb-55ae3afaba0a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_5c50ee48-daec-4903-a15f-f9f17b8f2494" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_b9f37da8-3fa8-4f2a-9882-f50a3e259792" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_5c50ee48-daec-4903-a15f-f9f17b8f2494" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_041f88d0-da8a-4a5e-bbb6-722fb2168cad" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_5c50ee48-daec-4903-a15f-f9f17b8f2494" xlink:to="loc_us-gaap_FinancialInstrumentAxis_041f88d0-da8a-4a5e-bbb6-722fb2168cad" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_041f88d0-da8a-4a5e-bbb6-722fb2168cad_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_041f88d0-da8a-4a5e-bbb6-722fb2168cad" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_041f88d0-da8a-4a5e-bbb6-722fb2168cad_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b12c2137-69b5-4491-91dc-80fdaf8523ad" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_041f88d0-da8a-4a5e-bbb6-722fb2168cad" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b12c2137-69b5-4491-91dc-80fdaf8523ad" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_cc6c2963-294e-4528-ad28-fb2f9bc0bb4c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b12c2137-69b5-4491-91dc-80fdaf8523ad" xlink:to="loc_us-gaap_ResidentialMortgageMember_cc6c2963-294e-4528-ad28-fb2f9bc0bb4c" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSSummaryofComprehensiveIncomeLossDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails" xlink:type="extended" id="i2defb52b5d044770b2c360ff546f8edc_LOANSSummaryofComprehensiveIncomeLossDetails">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeExpenseNet_a81ef2c1-9895-470d-a0c5-e207a0440996" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeExpenseNet"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:to="loc_us-gaap_InterestIncomeExpenseNet_a81ef2c1-9895-470d-a0c5-e207a0440996" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfInvestments_a6ed62f1-8c3b-4932-9927-0788582d9cdd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfInvestments"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:to="loc_us-gaap_GainLossOnSaleOfInvestments_a6ed62f1-8c3b-4932-9927-0788582d9cdd" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnrealizedGainLossOnInvestments_9e1bf3fc-c034-4ba2-a1ff-5e17283a0e92" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnrealizedGainLossOnInvestments"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:to="loc_us-gaap_UnrealizedGainLossOnInvestments_9e1bf3fc-c034-4ba2-a1ff-5e17283a0e92" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss_7db72134-0ba3-4baa-ae8f-f7be4c09e38f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:to="loc_us-gaap_NetIncomeLoss_7db72134-0ba3-4baa-ae8f-f7be4c09e38f" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_d3286574-3a17-4ce1-aab6-baeee218e745" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_d3286574-3a17-4ce1-aab6-baeee218e745" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_ec033922-c246-4f1e-bcbd-3013b4449d01" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_d3286574-3a17-4ce1-aab6-baeee218e745" xlink:to="loc_us-gaap_FinancialInstrumentAxis_ec033922-c246-4f1e-bcbd-3013b4449d01" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ec033922-c246-4f1e-bcbd-3013b4449d01_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_ec033922-c246-4f1e-bcbd-3013b4449d01" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ec033922-c246-4f1e-bcbd-3013b4449d01_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d49585a7-3151-4a8c-95e5-48f3509684c3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_ec033922-c246-4f1e-bcbd-3013b4449d01" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d49585a7-3151-4a8c-95e5-48f3509684c3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_ea2e6d36-e022-4993-9ace-962f119f0eb6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d49585a7-3151-4a8c-95e5-48f3509684c3" xlink:to="loc_us-gaap_ResidentialMortgageMember_ea2e6d36-e022-4993-9ace-962f119f0eb6" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails" xlink:type="extended" id="i20729128f3d84b208bf9e27ad40c68a2_LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_9e214748-0d4b-4f24-a747-cd9e1ea8d03c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskPercentage1_5bc51ccc-a35e-4c64-9e4e-aedc5df5dca4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskPercentage1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_9e214748-0d4b-4f24-a747-cd9e1ea8d03c" xlink:to="loc_us-gaap_ConcentrationRiskPercentage1_5bc51ccc-a35e-4c64-9e4e-aedc5df5dca4" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_9e214748-0d4b-4f24-a747-cd9e1ea8d03c" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskByBenchmarkAxis_e459328f-d2b1-41fe-a472-45a11aeda5a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskByBenchmarkAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:to="loc_us-gaap_ConcentrationRiskByBenchmarkAxis_e459328f-d2b1-41fe-a472-45a11aeda5a3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskBenchmarkDomain_e459328f-d2b1-41fe-a472-45a11aeda5a3_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskBenchmarkDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_ConcentrationRiskByBenchmarkAxis_e459328f-d2b1-41fe-a472-45a11aeda5a3" xlink:to="loc_us-gaap_ConcentrationRiskBenchmarkDomain_e459328f-d2b1-41fe-a472-45a11aeda5a3_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskBenchmarkDomain_c3a5127a-efe5-460e-91f9-e53a6dcb821e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskBenchmarkDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_ConcentrationRiskByBenchmarkAxis_e459328f-d2b1-41fe-a472-45a11aeda5a3" xlink:to="loc_us-gaap_ConcentrationRiskBenchmarkDomain_c3a5127a-efe5-460e-91f9-e53a6dcb821e" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansMember_53418e8a-241f-4387-8153-566fe0236810" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ConcentrationRiskBenchmarkDomain_c3a5127a-efe5-460e-91f9-e53a6dcb821e" xlink:to="loc_nly_ResidentialMortgageLoansMember_53418e8a-241f-4387-8153-566fe0236810" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskByTypeAxis_fd276c9b-0591-48c0-b05d-234a0c35ed23" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskByTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:to="loc_us-gaap_ConcentrationRiskByTypeAxis_fd276c9b-0591-48c0-b05d-234a0c35ed23" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskTypeDomain_fd276c9b-0591-48c0-b05d-234a0c35ed23_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_ConcentrationRiskByTypeAxis_fd276c9b-0591-48c0-b05d-234a0c35ed23" xlink:to="loc_us-gaap_ConcentrationRiskTypeDomain_fd276c9b-0591-48c0-b05d-234a0c35ed23_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskTypeDomain_97ce7145-af1d-45e2-a40d-dc7b2c20a78c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_ConcentrationRiskByTypeAxis_fd276c9b-0591-48c0-b05d-234a0c35ed23" xlink:to="loc_us-gaap_ConcentrationRiskTypeDomain_97ce7145-af1d-45e2-a40d-dc7b2c20a78c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeographicConcentrationRiskMember_e1f1c342-3897-46d8-a466-31cca181b251" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeographicConcentrationRiskMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ConcentrationRiskTypeDomain_97ce7145-af1d-45e2-a40d-dc7b2c20a78c" xlink:to="loc_us-gaap_GeographicConcentrationRiskMember_e1f1c342-3897-46d8-a466-31cca181b251" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_StatementGeographicalAxis_b1c3c84f-9a93-49c9-8b35-3fbacc918886" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_StatementGeographicalAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:to="loc_srt_StatementGeographicalAxis_b1c3c84f-9a93-49c9-8b35-3fbacc918886" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_SegmentGeographicalDomain_b1c3c84f-9a93-49c9-8b35-3fbacc918886_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SegmentGeographicalDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_StatementGeographicalAxis_b1c3c84f-9a93-49c9-8b35-3fbacc918886" xlink:to="loc_srt_SegmentGeographicalDomain_b1c3c84f-9a93-49c9-8b35-3fbacc918886_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SegmentGeographicalDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_StatementGeographicalAxis_b1c3c84f-9a93-49c9-8b35-3fbacc918886" xlink:to="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_CA_80cebf03-e23f-4a2a-a048-616ac973bb76" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_CA"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_stpr_CA_80cebf03-e23f-4a2a-a048-616ac973bb76" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_NY_571d5eae-b0bf-4a74-97af-6550eeed1990" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_NY"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_stpr_NY_571d5eae-b0bf-4a74-97af-6550eeed1990" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_FL_3f9178ad-d1fa-4616-8e8d-0417f7680c75" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_FL"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_stpr_FL_3f9178ad-d1fa-4616-8e8d-0417f7680c75" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_TX_71ecf303-ec17-46c8-89b2-7951728760f8" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_TX"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_stpr_TX_71ecf303-ec17-46c8-89b2-7951728760f8" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherLocationMember_04e59a26-e217-4298-bca2-7d376d6596c1" xlink:href="nly-20221231.xsd#nly_OtherLocationMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_nly_OtherLocationMember_04e59a26-e217-4298-bca2-7d376d6596c1" xlink:type="arc" order="4"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSAdditionalInformationaboutResidentialMortgageLoansDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails" xlink:type="extended" id="i35e7438aa6ce4654b42d370241f13466_LOANSAdditionalInformationaboutResidentialMortgageLoansDetails">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_c6a681ae-6239-4116-b4a5-10eaddd87e94" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:to="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_c6a681ae-6239-4116-b4a5-10eaddd87e94" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InvestmentInterestRatePercentage_c8bedcee-2a7f-413e-a4cb-a998d5b827b3" xlink:href="nly-20221231.xsd#nly_InvestmentInterestRatePercentage"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:to="loc_nly_InvestmentInterestRatePercentage_c8bedcee-2a7f-413e-a4cb-a998d5b827b3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FicoScore_55966bbb-1cba-405f-8143-0bc3e504e725" xlink:href="nly-20221231.xsd#nly_FicoScore"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:to="loc_nly_FicoScore_55966bbb-1cba-405f-8143-0bc3e504e725" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_LoanToValuePercentage_1898ccc7-2069-43d2-bef5-719afa0e5cd0" xlink:href="nly-20221231.xsd#nly_LoanToValuePercentage"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:to="loc_nly_LoanToValuePercentage_1898ccc7-2069-43d2-bef5-719afa0e5cd0" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_d271e73a-df98-4326-8541-aa6863ccf411" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_d271e73a-df98-4326-8541-aa6863ccf411" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_c42adf84-c6f2-43e0-880f-80e62e0f2e5d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_d271e73a-df98-4326-8541-aa6863ccf411" xlink:to="loc_us-gaap_FinancialInstrumentAxis_c42adf84-c6f2-43e0-880f-80e62e0f2e5d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_c42adf84-c6f2-43e0-880f-80e62e0f2e5d_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_c42adf84-c6f2-43e0-880f-80e62e0f2e5d" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_c42adf84-c6f2-43e0-880f-80e62e0f2e5d_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8f90b204-fb42-4021-9b85-4a737569ed5f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_c42adf84-c6f2-43e0-880f-80e62e0f2e5d" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8f90b204-fb42-4021-9b85-4a737569ed5f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_11f1b31f-f1a3-473d-a3c8-edffa6cc0118" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8f90b204-fb42-4021-9b85-4a737569ed5f" xlink:to="loc_us-gaap_ResidentialMortgageMember_11f1b31f-f1a3-473d-a3c8-edffa6cc0118" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_fa8252da-2b4e-47c3-81b6-0d545077606e" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_d271e73a-df98-4326-8541-aa6863ccf411" xlink:to="loc_srt_RangeAxis_fa8252da-2b4e-47c3-81b6-0d545077606e" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_fa8252da-2b4e-47c3-81b6-0d545077606e_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_fa8252da-2b4e-47c3-81b6-0d545077606e" xlink:to="loc_srt_RangeMember_fa8252da-2b4e-47c3-81b6-0d545077606e_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_fa8252da-2b4e-47c3-81b6-0d545077606e" xlink:to="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_552d5534-963b-4044-97d8-7e19986780ba" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:to="loc_srt_MinimumMember_552d5534-963b-4044-97d8-7e19986780ba" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_71cf01a9-2d45-49b4-8914-ab02f0907c2c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:to="loc_srt_MaximumMember_71cf01a9-2d45-49b4-8914-ab02f0907c2c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_WeightedAverageMember_d3b78937-8a3d-467a-9b74-d8739095eb25" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_WeightedAverageMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:to="loc_srt_WeightedAverageMember_d3b78937-8a3d-467a-9b74-d8739095eb25" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails" xlink:type="extended" id="i0dfd635bd8284fa0b594f66b5acafb0e_MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetsAtFairValueLineItems_213b5891-afe1-4f76-94e5-09ef2229fecc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetsAtFairValueLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmountRollForward"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueLineItems_213b5891-afe1-4f76-94e5-09ef2229fecc" xlink:to="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_257f29dd-81a1-43ba-add0-f20b397a451a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_257f29dd-81a1-43ba-add0-f20b397a451a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases_66efcab3-2ee8-4e59-ac7f-0235637ce757" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases_66efcab3-2ee8-4e59-ac7f-0235637ce757" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet_9a8a812f-5490-4c97-856d-c8d994930f85" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet_9a8a812f-5490-4c97-856d-c8d994930f85" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1_f706dae6-e0fe-4f04-895a-0a6dd35b9060" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1_f706dae6-e0fe-4f04-895a-0a6dd35b9060" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_68bc944b-a40c-418f-aba2-46c1479e1b7b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetsAtFairValueTable_c1aa5b92-5503-4791-911e-1ed60c071b10" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetsAtFairValueTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueLineItems_213b5891-afe1-4f76-94e5-09ef2229fecc" xlink:to="loc_us-gaap_ServicingAssetsAtFairValueTable_c1aa5b92-5503-4791-911e-1ed60c071b10" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByAssetClassAxis_c40a6f8a-2759-4b22-94da-e9aa4af93742" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByAssetClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueTable_c1aa5b92-5503-4791-911e-1ed60c071b10" xlink:to="loc_us-gaap_FairValueByAssetClassAxis_c40a6f8a-2759-4b22-94da-e9aa4af93742" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_c40a6f8a-2759-4b22-94da-e9aa4af93742_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_c40a6f8a-2759-4b22-94da-e9aa4af93742" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_c40a6f8a-2759-4b22-94da-e9aa4af93742_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_c0b0e450-2284-472d-8d89-2055353e20d8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_c40a6f8a-2759-4b22-94da-e9aa4af93742" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_c0b0e450-2284-472d-8d89-2055353e20d8" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestsInMortgageServicingRightsMember_bab535b8-462b-468e-82aa-99942f57d853" xlink:href="nly-20221231.xsd#nly_InterestsInMortgageServicingRightsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_c0b0e450-2284-472d-8d89-2055353e20d8" xlink:to="loc_nly_InterestsInMortgageServicingRightsMember_bab535b8-462b-468e-82aa-99942f57d853" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_3f7da91f-0f74-4b63-ad33-4c6974c5cf0b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueTable_c1aa5b92-5503-4791-911e-1ed60c071b10" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_3f7da91f-0f74-4b63-ad33-4c6974c5cf0b" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_3f7da91f-0f74-4b63-ad33-4c6974c5cf0b_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_3f7da91f-0f74-4b63-ad33-4c6974c5cf0b" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_3f7da91f-0f74-4b63-ad33-4c6974c5cf0b_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_72c49881-ca72-4a71-9beb-27b697ba3fd5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_3f7da91f-0f74-4b63-ad33-4c6974c5cf0b" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_72c49881-ca72-4a71-9beb-27b697ba3fd5" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_efbd05a3-6a43-4731-aba8-c2d074c52aef" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_72c49881-ca72-4a71-9beb-27b697ba3fd5" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_efbd05a3-6a43-4731-aba8-c2d074c52aef" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#VARIABLEINTERESTENTITIESNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails" xlink:type="extended" id="i5b7fa1a862b34574bf248cd3e068d5c0_VARIABLEINTERESTENTITIESNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount_06c5a8bb-cc92-40e2-b86c-45c17cb0f986" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount_06c5a8bb-cc92-40e2-b86c-45c17cb0f986" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityPrincipalCuffOffBalance_ee1b84de-7b22-4070-9bfc-a70851cedcdc" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityPrincipalCuffOffBalance"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_VariableInterestEntityPrincipalCuffOffBalance_ee1b84de-7b22-4070-9bfc-a70851cedcdc" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityRetainedInterestNotionalBalance_e733c7af-be63-4f28-b913-739202e16ea0" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityRetainedInterestNotionalBalance"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_VariableInterestEntityRetainedInterestNotionalBalance_e733c7af-be63-4f28-b913-739202e16ea0" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityDerecognizedAssetsSecurities_d9432e4e-e57f-41d5-a7f0-2879e2eed93d" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityDerecognizedAssetsSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_VariableInterestEntityDerecognizedAssetsSecurities_d9432e4e-e57f-41d5-a7f0-2879e2eed93d" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles_b3240225-8d9f-49f2-9995-c075258e36d4" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles_b3240225-8d9f-49f2-9995-c075258e36d4" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainsLossesOnSalesOfAssets_0c2f158b-8cb2-4c34-956a-0b040330334b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainsLossesOnSalesOfAssets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_GainsLossesOnSalesOfAssets_0c2f158b-8cb2-4c34-956a-0b040330334b" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVie_57ae4489-040d-4dbf-9f3c-bbd46c42958a" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVie"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVie_57ae4489-040d-4dbf-9f3c-bbd46c42958a" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_d1df196b-3dc9-43ca-a40e-4cdfb4ed2ea7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_d1df196b-3dc9-43ca-a40e-4cdfb4ed2ea7" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeneralAndAdministrativeExpense_b2757f8f-213a-43a7-b5e9-5fe990c7b995" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeneralAndAdministrativeExpense"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_GeneralAndAdministrativeExpense_b2757f8f-213a-43a7-b5e9-5fe990c7b995" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount_3884ac81-a9e1-4269-9950-be8926cfe7d4" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount_3884ac81-a9e1-4269-9950-be8926cfe7d4" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss_bee75c7f-ced0-485d-b58e-cc1891967cf6" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss_bee75c7f-ced0-485d-b58e-cc1891967cf6" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityOwnershipPercentage_1d28661c-32d9-4589-89e8-4fe28da00c40" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityOwnershipPercentage"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_VariableInterestEntityOwnershipPercentage_1d28661c-32d9-4589-89e8-4fe28da00c40" xlink:type="arc" order="11"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_cabd1524-e176-4d2b-ae86-f97fa239e062" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_cabd1524-e176-4d2b-ae86-f97fa239e062" xlink:type="arc" order="12"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_e1638085-dd18-4347-88a6-ed1bbc93fc4a" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_srt_ConsolidatedEntitiesAxis_e1638085-dd18-4347-88a6-ed1bbc93fc4a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_e1638085-dd18-4347-88a6-ed1bbc93fc4a_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ConsolidatedEntitiesAxis_e1638085-dd18-4347-88a6-ed1bbc93fc4a" xlink:to="loc_srt_ConsolidatedEntitiesDomain_e1638085-dd18-4347-88a6-ed1bbc93fc4a_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_4ca8840f-e3c8-497f-b658-a316414d31d9" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ConsolidatedEntitiesAxis_e1638085-dd18-4347-88a6-ed1bbc93fc4a" xlink:to="loc_srt_ConsolidatedEntitiesDomain_4ca8840f-e3c8-497f-b658-a316414d31d9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_2d1fa48c-639c-4c6a-af9b-b18e9c197f0f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ConsolidatedEntitiesDomain_4ca8840f-e3c8-497f-b658-a316414d31d9" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_2d1fa48c-639c-4c6a-af9b-b18e9c197f0f" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember_2185c6ab-6d11-4c69-8c45-0e4873c33bb3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ConsolidatedEntitiesDomain_4ca8840f-e3c8-497f-b658-a316414d31d9" xlink:to="loc_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember_2185c6ab-6d11-4c69-8c45-0e4873c33bb3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LegalEntityAxis_4600db02-4955-4a11-b5cf-cdc90b1fa583" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LegalEntityAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_dei_LegalEntityAxis_4600db02-4955-4a11-b5cf-cdc90b1fa583" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_4600db02-4955-4a11-b5cf-cdc90b1fa583_default" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_dei_LegalEntityAxis_4600db02-4955-4a11-b5cf-cdc90b1fa583" xlink:to="loc_dei_EntityDomain_4600db02-4955-4a11-b5cf-cdc90b1fa583_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_59221b05-79de-4773-b070-70aaae377003" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_dei_LegalEntityAxis_4600db02-4955-4a11-b5cf-cdc90b1fa583" xlink:to="loc_dei_EntityDomain_59221b05-79de-4773-b070-70aaae377003" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBXTrustMember_9a191d34-57f1-49ec-9344-466f5d506966" xlink:href="nly-20221231.xsd#nly_OBXTrustMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_59221b05-79de-4773-b070-70aaae377003" xlink:to="loc_nly_OBXTrustMember_9a191d34-57f1-49ec-9344-466f5d506966" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MSRSiloMember_76c261ac-b4d2-4c89-b045-11b0c3517ef3" xlink:href="nly-20221231.xsd#nly_MSRSiloMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_59221b05-79de-4773-b070-70aaae377003" xlink:to="loc_nly_MSRSiloMember_76c261ac-b4d2-4c89-b045-11b0c3517ef3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_dcb7a09f-56fb-4e2d-9b18-5351b4a17327" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_us-gaap_FinancialInstrumentAxis_dcb7a09f-56fb-4e2d-9b18-5351b4a17327" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_dcb7a09f-56fb-4e2d-9b18-5351b4a17327_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_dcb7a09f-56fb-4e2d-9b18-5351b4a17327" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_dcb7a09f-56fb-4e2d-9b18-5351b4a17327_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_507fbc42-d8e5-45ab-816d-bab0a2b2f17f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_dcb7a09f-56fb-4e2d-9b18-5351b4a17327" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_507fbc42-d8e5-45ab-816d-bab0a2b2f17f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansMember_7bdc621f-0cf6-4b38-8454-9aef601d1042" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_507fbc42-d8e5-45ab-816d-bab0a2b2f17f" xlink:to="loc_nly_ResidentialMortgageLoansMember_7bdc621f-0cf6-4b38-8454-9aef601d1042" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsAxis_4c2b72fb-03c2-4f3c-9b34-5e0124cc4530" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_srt_ConsolidationItemsAxis_4c2b72fb-03c2-4f3c-9b34-5e0124cc4530" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsDomain_4c2b72fb-03c2-4f3c-9b34-5e0124cc4530_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ConsolidationItemsAxis_4c2b72fb-03c2-4f3c-9b34-5e0124cc4530" xlink:to="loc_srt_ConsolidationItemsDomain_4c2b72fb-03c2-4f3c-9b34-5e0124cc4530_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsDomain_13dcced3-c993-4fbe-8058-60e06577dd3b" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ConsolidationItemsAxis_4c2b72fb-03c2-4f3c-9b34-5e0124cc4530" xlink:to="loc_srt_ConsolidationItemsDomain_13dcced3-c993-4fbe-8058-60e06577dd3b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationEliminationsMember_98861e4e-6bf8-4237-a412-ca7e83dd077e" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationEliminationsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ConsolidationItemsDomain_13dcced3-c993-4fbe-8058-60e06577dd3b" xlink:to="loc_srt_ConsolidationEliminationsMember_98861e4e-6bf8-4237-a412-ca7e83dd077e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis_ea230d64-17e9-4ad7-8455-03eeec5d75b8" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis_ea230d64-17e9-4ad7-8455-03eeec5d75b8" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_ea230d64-17e9-4ad7-8455-03eeec5d75b8_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateNamePropertyTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis_ea230d64-17e9-4ad7-8455-03eeec5d75b8" xlink:to="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_ea230d64-17e9-4ad7-8455-03eeec5d75b8_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_ec3a3bdf-e670-49f7-8225-a31a67848dad" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateNamePropertyTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis_ea230d64-17e9-4ad7-8455-03eeec5d75b8" xlink:to="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_ec3a3bdf-e670-49f7-8225-a31a67848dad" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MultifamilyMember_11c73c04-4c36-49e7-b426-7b52f57b2c65" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MultifamilyMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_ec3a3bdf-e670-49f7-8225-a31a67848dad" xlink:to="loc_srt_MultifamilyMember_11c73c04-4c36-49e7-b426-7b52f57b2c65" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByAssetClassAxis_958e4485-61b3-44d2-9e79-f661cb3c7798" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByAssetClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_us-gaap_FairValueByAssetClassAxis_958e4485-61b3-44d2-9e79-f661cb3c7798" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_958e4485-61b3-44d2-9e79-f661cb3c7798_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_958e4485-61b3-44d2-9e79-f661cb3c7798" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_958e4485-61b3-44d2-9e79-f661cb3c7798_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_e35ae1d7-9f68-4e30-823f-383bd60152f2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_958e4485-61b3-44d2-9e79-f661cb3c7798" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_e35ae1d7-9f68-4e30-823f-383bd60152f2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedInterestMember_3a7c791d-40b6-45cc-8b76-169f5c4dfb21" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RetainedInterestMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_e35ae1d7-9f68-4e30-823f-383bd60152f2" xlink:to="loc_us-gaap_RetainedInterestMember_3a7c791d-40b6-45cc-8b76-169f5c4dfb21" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails" xlink:type="extended" id="i7b15c45b0d424005a6d20e3d8928f4bb_VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityLineItems_2dd82bd5-efdc-489d-9671-5531356942ca" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstate_7f90793a-d100-477b-80ea-715e64cf67fc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_2dd82bd5-efdc-489d-9671-5531356942ca" xlink:to="loc_us-gaap_MortgageLoansOnRealEstate_7f90793a-d100-477b-80ea-715e64cf67fc" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_2dd82bd5-efdc-489d-9671-5531356942ca" xlink:to="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LegalEntityAxis_42cce7c8-7322-442e-823e-f83b0fca984f" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LegalEntityAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:to="loc_dei_LegalEntityAxis_42cce7c8-7322-442e-823e-f83b0fca984f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_42cce7c8-7322-442e-823e-f83b0fca984f_default" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_dei_LegalEntityAxis_42cce7c8-7322-442e-823e-f83b0fca984f" xlink:to="loc_dei_EntityDomain_42cce7c8-7322-442e-823e-f83b0fca984f_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_3d05e43d-2158-405c-8b33-e23a6759cf16" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_dei_LegalEntityAxis_42cce7c8-7322-442e-823e-f83b0fca984f" xlink:to="loc_dei_EntityDomain_3d05e43d-2158-405c-8b33-e23a6759cf16" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBXTrustMember_9bd18abc-4511-40bc-86fe-3b851e23ebbb" xlink:href="nly-20221231.xsd#nly_OBXTrustMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_3d05e43d-2158-405c-8b33-e23a6759cf16" xlink:to="loc_nly_OBXTrustMember_9bd18abc-4511-40bc-86fe-3b851e23ebbb" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_da2cebb5-43fc-4476-ab7d-18d8a9689d26" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:to="loc_srt_ConsolidatedEntitiesAxis_da2cebb5-43fc-4476-ab7d-18d8a9689d26" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_da2cebb5-43fc-4476-ab7d-18d8a9689d26_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ConsolidatedEntitiesAxis_da2cebb5-43fc-4476-ab7d-18d8a9689d26" xlink:to="loc_srt_ConsolidatedEntitiesDomain_da2cebb5-43fc-4476-ab7d-18d8a9689d26_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_f9c596fb-5ca4-465a-b97e-6b735221dc2c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ConsolidatedEntitiesAxis_da2cebb5-43fc-4476-ab7d-18d8a9689d26" xlink:to="loc_srt_ConsolidatedEntitiesDomain_f9c596fb-5ca4-465a-b97e-6b735221dc2c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_19021fe3-4eb6-45d6-850b-0a6c13e539f1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ConsolidatedEntitiesDomain_f9c596fb-5ca4-465a-b97e-6b735221dc2c" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_19021fe3-4eb6-45d6-850b-0a6c13e539f1" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentSecondaryCategorizationAxis_d5527451-83c4-4f05-91b2-fcf1fe224b2c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentSecondaryCategorizationAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:to="loc_us-gaap_InvestmentSecondaryCategorizationAxis_d5527451-83c4-4f05-91b2-fcf1fe224b2c" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_d5527451-83c4-4f05-91b2-fcf1fe224b2c_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsBySecondaryCategorizationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_InvestmentSecondaryCategorizationAxis_d5527451-83c4-4f05-91b2-fcf1fe224b2c" xlink:to="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_d5527451-83c4-4f05-91b2-fcf1fe224b2c_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsBySecondaryCategorizationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_InvestmentSecondaryCategorizationAxis_d5527451-83c4-4f05-91b2-fcf1fe224b2c" xlink:to="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV1Member_0c9ce0c4-274e-4d1c-b3ea-235f1e0a1422" xlink:href="nly-20221231.xsd#nly_OBX2022INV1Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022INV1Member_0c9ce0c4-274e-4d1c-b3ea-235f1e0a1422" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV2Member_cc9be65d-c9c5-4680-b1f1-9c8b001f5ebf" xlink:href="nly-20221231.xsd#nly_OBX2022INV2Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022INV2Member_cc9be65d-c9c5-4680-b1f1-9c8b001f5ebf" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV3Member_2a2c9dba-b328-49d0-9f58-37cb88bec6ce" xlink:href="nly-20221231.xsd#nly_OBX2022INV3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022INV3Member_2a2c9dba-b328-49d0-9f58-37cb88bec6ce" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM4Member_9b741ce1-278b-4912-be6c-cfe21cf269db" xlink:href="nly-20221231.xsd#nly_OBX2022NQM4Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM4Member_9b741ce1-278b-4912-be6c-cfe21cf269db" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM5Member_7aa1700b-83a5-4fb2-87a5-563a468b5433" xlink:href="nly-20221231.xsd#nly_OBX2022NQM5Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM5Member_7aa1700b-83a5-4fb2-87a5-563a468b5433" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM6Member_cb67edb2-819c-40cd-8ede-8d01de348cea" xlink:href="nly-20221231.xsd#nly_OBX2022NQM6Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM6Member_cb67edb2-819c-40cd-8ede-8d01de348cea" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022J2Member_060bf1c7-ee4a-424a-8c78-752661ddf82f" xlink:href="nly-20221231.xsd#nly_OBX2022J2Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022J2Member_060bf1c7-ee4a-424a-8c78-752661ddf82f" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM7Member_51ff41c9-65ac-4819-9298-4a13c1507820" xlink:href="nly-20221231.xsd#nly_OBX2022NQM7Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM7Member_51ff41c9-65ac-4819-9298-4a13c1507820" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM8Member_9442366d-ce07-4dd4-a8cc-f5674ad590b6" xlink:href="nly-20221231.xsd#nly_OBX2022NQM8Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM8Member_9442366d-ce07-4dd4-a8cc-f5674ad590b6" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV5Member_8551bde1-11f8-4f93-ae8f-026b4ef49234" xlink:href="nly-20221231.xsd#nly_OBX2022INV5Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022INV5Member_8551bde1-11f8-4f93-ae8f-026b4ef49234" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM9Member_680d4a98-617c-4f2e-b948-9a09bf12e335" xlink:href="nly-20221231.xsd#nly_OBX2022NQM9Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM9Member_680d4a98-617c-4f2e-b948-9a09bf12e335" xlink:type="arc" order="10"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails" xlink:type="extended" id="i516df6e63d5f4cdfbd46ae1849df8232_VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityLineItems_fb0e16a5-25e5-4299-9bd7-b508261b342b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_fb0e16a5-25e5-4299-9bd7-b508261b342b" xlink:to="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_fdc8ed73-932d-4d3e-bc80-8fce01b69a48" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_fdc8ed73-932d-4d3e-bc80-8fce01b69a48" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstate_4c7438ed-e3df-4def-9d29-5a07a45d968c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_MortgageLoansOnRealEstate_4c7438ed-e3df-4def-9d29-5a07a45d968c" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAsset_364c1f22-1bf5-4a9d-b566-df61d5d2dc8a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAsset"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_ServicingAsset_364c1f22-1bf5-4a9d-b566-df61d5d2dc8a" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRights_56e4ab81-f8f0-4fa4-a1a1-a7ff041cd268" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRights"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_nly_InterestInMortgageServicingRights_56e4ab81-f8f0-4fa4-a1a1-a7ff041cd268" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssets_a458e16c-f11c-4576-8c37-37eeb605076b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherAssets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_OtherAssets_a458e16c-f11c-4576-8c37-37eeb605076b" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_c9d13296-174c-49d9-956c-ba92c5ba99c4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_Assets_c9d13296-174c-49d9-956c-ba92c5ba99c4" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_fb0e16a5-25e5-4299-9bd7-b508261b342b" xlink:to="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableTradeCurrentAndNoncurrent_f80f27ab-e179-4616-8fdb-c8a7542b27a6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableTradeCurrentAndNoncurrent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:to="loc_us-gaap_AccountsPayableTradeCurrentAndNoncurrent_f80f27ab-e179-4616-8fdb-c8a7542b27a6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_565949b4-cc42-467f-87f8-de59873f8ec4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableAndOtherAccruedLiabilities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:to="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_565949b4-cc42-467f-87f8-de59873f8ec4" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_967c1b39-7e68-426d-856f-12941982148f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Liabilities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:to="loc_us-gaap_Liabilities_967c1b39-7e68-426d-856f-12941982148f" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_9f431d9a-08e5-4730-9dc9-29753fd08d9e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_fb0e16a5-25e5-4299-9bd7-b508261b342b" xlink:to="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_9f431d9a-08e5-4730-9dc9-29753fd08d9e" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_1efe03f1-351d-434d-9dd4-ea61b1a180a3" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_9f431d9a-08e5-4730-9dc9-29753fd08d9e" xlink:to="loc_srt_ConsolidatedEntitiesAxis_1efe03f1-351d-434d-9dd4-ea61b1a180a3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_1efe03f1-351d-434d-9dd4-ea61b1a180a3_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ConsolidatedEntitiesAxis_1efe03f1-351d-434d-9dd4-ea61b1a180a3" xlink:to="loc_srt_ConsolidatedEntitiesDomain_1efe03f1-351d-434d-9dd4-ea61b1a180a3_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_d1f38c50-478b-46d9-8790-5b191cccfc21" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ConsolidatedEntitiesAxis_1efe03f1-351d-434d-9dd4-ea61b1a180a3" xlink:to="loc_srt_ConsolidatedEntitiesDomain_d1f38c50-478b-46d9-8790-5b191cccfc21" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_63768e3e-6a8f-4d23-a8bc-c5066d6f8eb8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ConsolidatedEntitiesDomain_d1f38c50-478b-46d9-8790-5b191cccfc21" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_63768e3e-6a8f-4d23-a8bc-c5066d6f8eb8" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis_050ddd1b-b245-460e-b9fb-3a9060b74049" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_9f431d9a-08e5-4730-9dc9-29753fd08d9e" xlink:to="loc_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis_050ddd1b-b245-460e-b9fb-3a9060b74049" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_050ddd1b-b245-460e-b9fb-3a9060b74049_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis_050ddd1b-b245-460e-b9fb-3a9060b74049" xlink:to="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_050ddd1b-b245-460e-b9fb-3a9060b74049_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_1e6d8726-b001-4c64-8882-74dbeed959b2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis_050ddd1b-b245-460e-b9fb-3a9060b74049" xlink:to="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_1e6d8726-b001-4c64-8882-74dbeed959b2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsSilosMember_ae30a8a6-fed5-45f1-8d18-1f09747c5a76" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsSilosMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_1e6d8726-b001-4c64-8882-74dbeed959b2" xlink:to="loc_nly_MortgageServicingRightsSilosMember_ae30a8a6-fed5-45f1-8d18-1f09747c5a76" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails" xlink:type="extended" id="i8dfbc6df1e0d48fa90af2ef04250973e_SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_6012f531-5b99-4668-be30-4e5a8c8869e5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:to="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_6012f531-5b99-4668-be30-4e5a8c8869e5" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillImpairmentLoss_4b91b499-b182-4141-b528-c5640fb71fc2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillImpairmentLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:to="loc_us-gaap_GoodwillImpairmentLoss_4b91b499-b182-4141-b528-c5640fb71fc2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness_396e24b1-333b-434e-b1ef-d8fa830cf682" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:to="loc_us-gaap_GainLossOnSaleOfBusiness_396e24b1-333b-434e-b1ef-d8fa830cf682" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a3a9886d-a418-4f5f-b590-fe8df2f4cf53" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a3a9886d-a418-4f5f-b590-fe8df2f4cf53" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_e03ed9f6-e8fb-45a4-bda0-0d2ddfe70755" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a3a9886d-a418-4f5f-b590-fe8df2f4cf53" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_e03ed9f6-e8fb-45a4-bda0-0d2ddfe70755" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_e03ed9f6-e8fb-45a4-bda0-0d2ddfe70755_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_e03ed9f6-e8fb-45a4-bda0-0d2ddfe70755" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_e03ed9f6-e8fb-45a4-bda0-0d2ddfe70755_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_ade446f8-c39d-4444-8a55-82191c3a3962" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_e03ed9f6-e8fb-45a4-bda0-0d2ddfe70755" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_ade446f8-c39d-4444-8a55-82191c3a3962" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialRealEstateBusinessMember_bb2cc9a5-beac-4c34-b6d0-735916c80ff6" xlink:href="nly-20221231.xsd#nly_CommercialRealEstateBusinessMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_ade446f8-c39d-4444-8a55-82191c3a3962" xlink:to="loc_nly_CommercialRealEstateBusinessMember_bb2cc9a5-beac-4c34-b6d0-735916c80ff6" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationAxis_b395633b-91ad-44e3-bac7-8218f2ea51c6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a3a9886d-a418-4f5f-b590-fe8df2f4cf53" xlink:to="loc_us-gaap_DisposalGroupClassificationAxis_b395633b-91ad-44e3-bac7-8218f2ea51c6" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_b395633b-91ad-44e3-bac7-8218f2ea51c6_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_b395633b-91ad-44e3-bac7-8218f2ea51c6" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_b395633b-91ad-44e3-bac7-8218f2ea51c6_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_2e2713ba-3151-4f6a-973e-54fe9280f536" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_b395633b-91ad-44e3-bac7-8218f2ea51c6" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_2e2713ba-3151-4f6a-973e-54fe9280f536" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_995a116f-2164-4b5a-b75b-e890385551cc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsDisposedOfBySaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain_2e2713ba-3151-4f6a-973e-54fe9280f536" xlink:to="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_995a116f-2164-4b5a-b75b-e890385551cc" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails" xlink:type="extended" id="if7f9b3f84e2e4e55bb35945b91441356_SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_f77625a1-02ba-4839-8f48-99632f6a879e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:to="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_f77625a1-02ba-4839-8f48-99632f6a879e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DisposalGroupIncludingDiscontinuedOperationLoans_aecee5ca-fc5f-4181-aeb6-39592db74097" xlink:href="nly-20221231.xsd#nly_DisposalGroupIncludingDiscontinuedOperationLoans"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:to="loc_nly_DisposalGroupIncludingDiscontinuedOperationLoans_aecee5ca-fc5f-4181-aeb6-39592db74097" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_ffc2ef86-028e-4784-9f37-d97bd83c4fda" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromDivestitureOfBusinesses"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:to="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_ffc2ef86-028e-4784-9f37-d97bd83c4fda" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness_9c8db604-5104-454d-b0ca-3d5cf7dc76c5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:to="loc_us-gaap_GainLossOnSaleOfBusiness_9c8db604-5104-454d-b0ca-3d5cf7dc76c5" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_8d2bc319-3e1d-4df1-9957-6dd2f5395d51" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_8d2bc319-3e1d-4df1-9957-6dd2f5395d51" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationAxis_5134904d-1d9c-43e8-9ce5-5166afebbe8f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_8d2bc319-3e1d-4df1-9957-6dd2f5395d51" xlink:to="loc_us-gaap_DisposalGroupClassificationAxis_5134904d-1d9c-43e8-9ce5-5166afebbe8f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_5134904d-1d9c-43e8-9ce5-5166afebbe8f_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_5134904d-1d9c-43e8-9ce5-5166afebbe8f" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_5134904d-1d9c-43e8-9ce5-5166afebbe8f_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_d67b5ef5-99f6-4a25-96f5-225a92f5f32a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_5134904d-1d9c-43e8-9ce5-5166afebbe8f" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_d67b5ef5-99f6-4a25-96f5-225a92f5f32a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_4f4e85a4-e353-49b0-be89-712f498806e3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsDisposedOfBySaleMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain_d67b5ef5-99f6-4a25-96f5-225a92f5f32a" xlink:to="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_4f4e85a4-e353-49b0-be89-712f498806e3" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_672afd8c-c256-4cbe-b2c3-1c1d0d7db529" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_8d2bc319-3e1d-4df1-9957-6dd2f5395d51" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_672afd8c-c256-4cbe-b2c3-1c1d0d7db529" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_672afd8c-c256-4cbe-b2c3-1c1d0d7db529_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_672afd8c-c256-4cbe-b2c3-1c1d0d7db529" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_672afd8c-c256-4cbe-b2c3-1c1d0d7db529_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_7e7d4451-9c97-46fa-a902-068b1c64bc4e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_672afd8c-c256-4cbe-b2c3-1c1d0d7db529" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_7e7d4451-9c97-46fa-a902-068b1c64bc4e" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MiddleMarketLendingPortfolioMember_0cc59b8e-f7d3-4a0e-be00-e2926b388a45" xlink:href="nly-20221231.xsd#nly_MiddleMarketLendingPortfolioMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_7e7d4451-9c97-46fa-a902-068b1c64bc4e" xlink:to="loc_nly_MiddleMarketLendingPortfolioMember_0cc59b8e-f7d3-4a0e-be00-e2926b388a45" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails" xlink:type="extended" id="i5f750dc4c47d4309a834103efe39b2b9_DERIVATIVEINSTRUMENTSNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_7187c66c-a188-489c-836e-945b1a713394" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeInstrumentsVariationMarginonCollateral_c1282da9-4382-4cc6-ad10-a6d80382ac04" xlink:href="nly-20221231.xsd#nly_DerivativeInstrumentsVariationMarginonCollateral"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_7187c66c-a188-489c-836e-945b1a713394" xlink:to="loc_nly_DerivativeInstrumentsVariationMarginonCollateral_c1282da9-4382-4cc6-ad10-a6d80382ac04" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_60432a85-c262-4315-bd29-c581a601b2c7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativeLineItems_7187c66c-a188-489c-836e-945b1a713394" xlink:to="loc_us-gaap_DerivativeTable_60432a85-c262-4315-bd29-c581a601b2c7" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_5c9c03c3-0c8b-4227-912d-4b1ddd777f56" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_60432a85-c262-4315-bd29-c581a601b2c7" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_5c9c03c3-0c8b-4227-912d-4b1ddd777f56" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_5c9c03c3-0c8b-4227-912d-4b1ddd777f56_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_5c9c03c3-0c8b-4227-912d-4b1ddd777f56" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_5c9c03c3-0c8b-4227-912d-4b1ddd777f56_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_0e977a8f-5be8-4e42-853f-a71fc2e6fb61" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_5c9c03c3-0c8b-4227-912d-4b1ddd777f56" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_0e977a8f-5be8-4e42-853f-a71fc2e6fb61" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember_cfded41f-6627-458c-8a08-cf9108089919" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwapMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_0e977a8f-5be8-4e42-853f-a71fc2e6fb61" xlink:to="loc_us-gaap_InterestRateSwapMember_cfded41f-6627-458c-8a08-cf9108089919" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails" xlink:type="extended" id="icbbb12b4e4a64eedba841ca34c5b9a47_DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativesFairValueLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue_e0e74f52-3967-4995-9f2e-2853fc93f899" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeAssetsAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue_e0e74f52-3967-4995-9f2e-2853fc93f899" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_e16b1e46-125d-4155-83af-d015636f1c11" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeAsset"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_e16b1e46-125d-4155-83af-d015636f1c11" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssets_5af0b5fc-cb4a-4c86-a60d-dc91c06f247f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeAssets_5af0b5fc-cb4a-4c86-a60d-dc91c06f247f" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_cabea871-0dfd-47a9-bb47-c043792cdbe0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeLiabilitiesAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_cabea871-0dfd-47a9-bb47-c043792cdbe0" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_4fdc6b8d-43f0-420e-a285-bf2a07e52e21" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeLiability"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_4fdc6b8d-43f0-420e-a285-bf2a07e52e21" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilities_5fee47bd-3eb1-4c9a-8520-3c7a8bff3fd2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeLiabilities_5fee47bd-3eb1-4c9a-8520-3c7a8bff3fd2" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeNotionalAmount_1b761a4f-76f1-4e9d-9a58-d98dbd0826b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeNotionalAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeNotionalAmount_1b761a4f-76f1-4e9d-9a58-d98dbd0826b8" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_533a4a88-fad3-4c76-b5a0-9b8531f2a7a9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_533a4a88-fad3-4c76-b5a0-9b8531f2a7a9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_533a4a88-fad3-4c76-b5a0-9b8531f2a7a9_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_533a4a88-fad3-4c76-b5a0-9b8531f2a7a9" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_533a4a88-fad3-4c76-b5a0-9b8531f2a7a9_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_533a4a88-fad3-4c76-b5a0-9b8531f2a7a9" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwaptionMember_538c1be6-35d6-4f04-8783-8881890d7136" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwaptionMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:to="loc_us-gaap_InterestRateSwaptionMember_538c1be6-35d6-4f04-8783-8881890d7136" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedContractsMember_2a82668d-3bb3-4934-8c8b-5def4bdb7534" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedContractsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:to="loc_nly_ToBeAnnouncedContractsMember_2a82668d-3bb3-4934-8c8b-5def4bdb7534" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CreditRiskContractMember_f7ff1655-cd6f-4bf3-8f3c-60aa4a370306" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CreditRiskContractMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:to="loc_us-gaap_CreditRiskContractMember_f7ff1655-cd6f-4bf3-8f3c-60aa4a370306" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_0f719206-4f7d-453d-aecb-dd33c99df3e4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:to="loc_us-gaap_FinancialInstrumentAxis_0f719206-4f7d-453d-aecb-dd33c99df3e4" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_0f719206-4f7d-453d-aecb-dd33c99df3e4_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_0f719206-4f7d-453d-aecb-dd33c99df3e4" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_0f719206-4f7d-453d-aecb-dd33c99df3e4_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_73b50dd4-0d7b-4487-8ed1-78869654449d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_0f719206-4f7d-453d-aecb-dd33c99df3e4" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_73b50dd4-0d7b-4487-8ed1-78869654449d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FutureMember_b2115ae0-254c-404b-aee7-a8cc036fb0f9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FutureMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_73b50dd4-0d7b-4487-8ed1-78869654449d" xlink:to="loc_us-gaap_FutureMember_b2115ae0-254c-404b-aee7-a8cc036fb0f9" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoanPurchaseCommitmentsMember_7950c538-5074-48cb-9415-ae29facd8e03" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoanPurchaseCommitmentsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_73b50dd4-0d7b-4487-8ed1-78869654449d" xlink:to="loc_us-gaap_LoanPurchaseCommitmentsMember_7950c538-5074-48cb-9415-ae29facd8e03" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_304f652c-2da8-4050-8e1c-dddc3241f639" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:to="loc_srt_RangeAxis_304f652c-2da8-4050-8e1c-dddc3241f639" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_304f652c-2da8-4050-8e1c-dddc3241f639_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_304f652c-2da8-4050-8e1c-dddc3241f639" xlink:to="loc_srt_RangeMember_304f652c-2da8-4050-8e1c-dddc3241f639_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_ee56794e-e515-4439-b00b-cb235d05927c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_304f652c-2da8-4050-8e1c-dddc3241f639" xlink:to="loc_srt_RangeMember_ee56794e-e515-4439-b00b-cb235d05927c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_a8c35877-26a0-4ff9-b771-1cb887b816c2" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_ee56794e-e515-4439-b00b-cb235d05927c" xlink:to="loc_srt_MaximumMember_a8c35877-26a0-4ff9-b771-1cb887b816c2" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails" xlink:type="extended" id="i24999a6908b1447b8ac12764007992c9_DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeInstrumentsMinimumMaturityPeriod_acdd8b14-d90f-4ca6-8e0f-fc1507f85bd5" xlink:href="nly-20221231.xsd#nly_DerivativeInstrumentsMinimumMaturityPeriod"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_DerivativeInstrumentsMinimumMaturityPeriod_acdd8b14-d90f-4ca6-8e0f-fc1507f85bd5" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeInstrumentsMaximumMaturityPeriod_c86e5727-44a5-425e-90b5-91be7a7ab8e2" xlink:href="nly-20221231.xsd#nly_DerivativeInstrumentsMaximumMaturityPeriod"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_DerivativeInstrumentsMaximumMaturityPeriod_c86e5727-44a5-425e-90b5-91be7a7ab8e2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeNotionalAmount_48366c64-c8ea-4350-a4f1-1e63dc766308" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeNotionalAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_us-gaap_DerivativeNotionalAmount_48366c64-c8ea-4350-a4f1-1e63dc766308" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwapsWeightedAveragePayRate_6170cbdc-db4c-4469-aa78-10482814dddd" xlink:href="nly-20221231.xsd#nly_InterestRateSwapsWeightedAveragePayRate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_InterestRateSwapsWeightedAveragePayRate_6170cbdc-db4c-4469-aa78-10482814dddd" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwapsWeightedAverageReceiveRate_70c6d7f9-92c0-4b18-bf3f-e2337dfc00cb" xlink:href="nly-20221231.xsd#nly_InterestRateSwapsWeightedAverageReceiveRate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_InterestRateSwapsWeightedAverageReceiveRate_70c6d7f9-92c0-4b18-bf3f-e2337dfc00cb" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAverageRemainingMaturity1_232d75fa-4c32-491c-a0ba-d18feebe28bc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAverageRemainingMaturity1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_us-gaap_DerivativeAverageRemainingMaturity1_232d75fa-4c32-491c-a0ba-d18feebe28bc" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeNonmonetaryNotionalAmountPercentage_4ccf0c84-59bc-446f-8a73-26d847dd5db3" xlink:href="nly-20221231.xsd#nly_DerivativeNonmonetaryNotionalAmountPercentage"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_DerivativeNonmonetaryNotionalAmountPercentage_4ccf0c84-59bc-446f-8a73-26d847dd5db3" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_66ac8af5-7273-4386-bff7-1caf0706f267" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_66ac8af5-7273-4386-bff7-1caf0706f267" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_66ac8af5-7273-4386-bff7-1caf0706f267_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_66ac8af5-7273-4386-bff7-1caf0706f267" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_66ac8af5-7273-4386-bff7-1caf0706f267_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_d4cee33e-9d7d-4b4d-83c6-f2c4324f0257" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_66ac8af5-7273-4386-bff7-1caf0706f267" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_d4cee33e-9d7d-4b4d-83c6-f2c4324f0257" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember_373c95a7-1c76-40ed-a8dd-e856b2185ba7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwapMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_d4cee33e-9d7d-4b4d-83c6-f2c4324f0257" xlink:to="loc_us-gaap_InterestRateSwapMember_373c95a7-1c76-40ed-a8dd-e856b2185ba7" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ForwardStartingPayFixedSwapsMember_7249af60-3097-4946-b3f2-76b4fa223d79" xlink:href="nly-20221231.xsd#nly_ForwardStartingPayFixedSwapsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_d4cee33e-9d7d-4b4d-83c6-f2c4324f0257" xlink:to="loc_nly_ForwardStartingPayFixedSwapsMember_7249af60-3097-4946-b3f2-76b4fa223d79" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_b5232791-b607-436d-a858-0ac1c7c77d75" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_b5232791-b607-436d-a858-0ac1c7c77d75" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_b5232791-b607-436d-a858-0ac1c7c77d75_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_b5232791-b607-436d-a858-0ac1c7c77d75" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_b5232791-b607-436d-a858-0ac1c7c77d75_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_b5232791-b607-436d-a858-0ac1c7c77d75" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodOneMember_3ea05b57-baf5-44d9-ab81-67d83d220441" xlink:href="nly-20221231.xsd#nly_MaturityPeriodOneMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:to="loc_nly_MaturityPeriodOneMember_3ea05b57-baf5-44d9-ab81-67d83d220441" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodTwoMember_fbf84a33-8273-42ee-beca-e635f6b6ed44" xlink:href="nly-20221231.xsd#nly_MaturityPeriodTwoMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:to="loc_nly_MaturityPeriodTwoMember_fbf84a33-8273-42ee-beca-e635f6b6ed44" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodThreeMember_cf6a0218-5e65-43ca-8f6a-813c5d4f4d3e" xlink:href="nly-20221231.xsd#nly_MaturityPeriodThreeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:to="loc_nly_MaturityPeriodThreeMember_cf6a0218-5e65-43ca-8f6a-813c5d4f4d3e" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodFourMember_a988a189-516d-406c-be62-3a8353cee5be" xlink:href="nly-20221231.xsd#nly_MaturityPeriodFourMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:to="loc_nly_MaturityPeriodFourMember_a988a189-516d-406c-be62-3a8353cee5be" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateAxis_e4f6d109-0a53-4657-9b61-009561a8326c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableRateAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:to="loc_us-gaap_VariableRateAxis_e4f6d109-0a53-4657-9b61-009561a8326c" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateDomain_e4f6d109-0a53-4657-9b61-009561a8326c_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableRateDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_VariableRateAxis_e4f6d109-0a53-4657-9b61-009561a8326c" xlink:to="loc_us-gaap_VariableRateDomain_e4f6d109-0a53-4657-9b61-009561a8326c_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableRateDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_VariableRateAxis_e4f6d109-0a53-4657-9b61-009561a8326c" xlink:to="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LondonInterbankOfferedRateLIBORMember_7bc0cd03-ea1a-4e7c-ab97-01d2a3705ff3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LondonInterbankOfferedRateLIBORMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:to="loc_us-gaap_LondonInterbankOfferedRateLIBORMember_7bc0cd03-ea1a-4e7c-ab97-01d2a3705ff3" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FederalFundsEffectiveSwapRateMember_3cacbdfb-4a85-46f3-a5a2-6f986f2ffe96" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FederalFundsEffectiveSwapRateMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:to="loc_us-gaap_FederalFundsEffectiveSwapRateMember_3cacbdfb-4a85-46f3-a5a2-6f986f2ffe96" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember_5b6aa056-4b12-4a08-8005-7b7203fdbafa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:to="loc_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember_5b6aa056-4b12-4a08-8005-7b7203fdbafa" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails" xlink:type="extended" id="idbd151f2d7e34604bf6d3b5b134d8421_DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeNotionalAmount_d9b46467-111b-4b34-bc66-41f20303b0e3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeNotionalAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:to="loc_us-gaap_DerivativeNotionalAmount_d9b46467-111b-4b34-bc66-41f20303b0e3" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate_875c2b0b-5f55-440f-834d-2f10745aacfd" xlink:href="nly-20221231.xsd#nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:to="loc_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate_875c2b0b-5f55-440f-834d-2f10745aacfd" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAverageRemainingMaturity1_9d041c8f-0ea1-4c19-adf8-5cf478cad49e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAverageRemainingMaturity1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:to="loc_us-gaap_DerivativeAverageRemainingMaturity1_9d041c8f-0ea1-4c19-adf8-5cf478cad49e" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativePortfolioExpirationPeriod_3a74b9fb-d785-47b6-b648-52d01385ee1a" xlink:href="nly-20221231.xsd#nly_DerivativePortfolioExpirationPeriod"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:to="loc_nly_DerivativePortfolioExpirationPeriod_3a74b9fb-d785-47b6-b648-52d01385ee1a" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_7a6f8820-4367-40d3-82c1-d90bb0b49eda" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:to="loc_us-gaap_DerivativeTable_7a6f8820-4367-40d3-82c1-d90bb0b49eda" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_fa3b1af5-9fc1-4708-96bb-6ed30af56368" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_7a6f8820-4367-40d3-82c1-d90bb0b49eda" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_fa3b1af5-9fc1-4708-96bb-6ed30af56368" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_fa3b1af5-9fc1-4708-96bb-6ed30af56368_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_fa3b1af5-9fc1-4708-96bb-6ed30af56368" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_fa3b1af5-9fc1-4708-96bb-6ed30af56368_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_c4716ca0-beb6-4eb9-a79c-e5708c20e873" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_fa3b1af5-9fc1-4708-96bb-6ed30af56368" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_c4716ca0-beb6-4eb9-a79c-e5708c20e873" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwaptionPayMember_d1b45595-b451-4440-be63-9654c97783e3" xlink:href="nly-20221231.xsd#nly_InterestRateSwaptionPayMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_c4716ca0-beb6-4eb9-a79c-e5708c20e873" xlink:to="loc_nly_InterestRateSwaptionPayMember_d1b45595-b451-4440-be63-9654c97783e3" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwaptionReceiveMember_a4effcaa-4690-45f2-9737-2fe55938a628" xlink:href="nly-20221231.xsd#nly_InterestRateSwaptionReceiveMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_c4716ca0-beb6-4eb9-a79c-e5708c20e873" xlink:to="loc_nly_InterestRateSwaptionReceiveMember_a4effcaa-4690-45f2-9737-2fe55938a628" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionAxis_3842b94d-c91a-4d3f-afca-284be52b6f90" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_7a6f8820-4367-40d3-82c1-d90bb0b49eda" xlink:to="loc_us-gaap_PositionAxis_3842b94d-c91a-4d3f-afca-284be52b6f90" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain_3842b94d-c91a-4d3f-afca-284be52b6f90_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PositionAxis_3842b94d-c91a-4d3f-afca-284be52b6f90" xlink:to="loc_us-gaap_PositionDomain_3842b94d-c91a-4d3f-afca-284be52b6f90_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain_16b06f22-4e69-465e-85bb-cdb750212929" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PositionAxis_3842b94d-c91a-4d3f-afca-284be52b6f90" xlink:to="loc_us-gaap_PositionDomain_16b06f22-4e69-465e-85bb-cdb750212929" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongMember_34e3ac3a-aeb6-445e-82f2-7278f23ae3a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PositionDomain_16b06f22-4e69-465e-85bb-cdb750212929" xlink:to="loc_us-gaap_LongMember_34e3ac3a-aeb6-445e-82f2-7278f23ae3a3" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails" xlink:type="extended" id="i6eba8f22684d4dbb8471aac5a83984f8_DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssetNotionalAmount_76221693-9b51-40af-a905-6391f205a242" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssetNotionalAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_us-gaap_DerivativeAssetNotionalAmount_76221693-9b51-40af-a905-6391f205a242" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilityNotionalAmount_e1742af4-5deb-483b-86c8-94a4688fbbe8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilityNotionalAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_us-gaap_DerivativeLiabilityNotionalAmount_e1742af4-5deb-483b-86c8-94a4688fbbe8" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedSecuritiesCost_bdfd0d35-1a4d-4d50-bfc3-271c157ffe85" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedSecuritiesCost"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_nly_ToBeAnnouncedSecuritiesCost_bdfd0d35-1a4d-4d50-bfc3-271c157ffe85" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedSecuritiesFairMarketValue_5c0472b7-155e-4492-ad9e-0fd32476f41a" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedSecuritiesFairMarketValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_nly_ToBeAnnouncedSecuritiesFairMarketValue_5c0472b7-155e-4492-ad9e-0fd32476f41a" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeNet_6080f04e-44b9-4786-82ba-4f589d82a77c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeNet"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeNet_6080f04e-44b9-4786-82ba-4f589d82a77c" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_3995103a-3d2c-484f-98b5-1f9e42c95a84" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_us-gaap_DerivativeTable_3995103a-3d2c-484f-98b5-1f9e42c95a84" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_30d61977-80c0-43b0-abca-926424d8fc74" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_3995103a-3d2c-484f-98b5-1f9e42c95a84" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_30d61977-80c0-43b0-abca-926424d8fc74" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_30d61977-80c0-43b0-abca-926424d8fc74_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_30d61977-80c0-43b0-abca-926424d8fc74" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_30d61977-80c0-43b0-abca-926424d8fc74_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_73a581ba-aace-4b8a-9223-9df04a0ef02f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_30d61977-80c0-43b0-abca-926424d8fc74" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_73a581ba-aace-4b8a-9223-9df04a0ef02f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedContractsMember_ef375499-8e96-4f5f-9980-1126e137cb75" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedContractsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_73a581ba-aace-4b8a-9223-9df04a0ef02f" xlink:to="loc_nly_ToBeAnnouncedContractsMember_ef375499-8e96-4f5f-9980-1126e137cb75" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionAxis_87840e91-d432-4a7d-80b8-6cd326f939af" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_3995103a-3d2c-484f-98b5-1f9e42c95a84" xlink:to="loc_us-gaap_PositionAxis_87840e91-d432-4a7d-80b8-6cd326f939af" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain_87840e91-d432-4a7d-80b8-6cd326f939af_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PositionAxis_87840e91-d432-4a7d-80b8-6cd326f939af" xlink:to="loc_us-gaap_PositionDomain_87840e91-d432-4a7d-80b8-6cd326f939af_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain_4cad42b8-7ab1-40f7-9e25-96b38d585c39" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PositionAxis_87840e91-d432-4a7d-80b8-6cd326f939af" xlink:to="loc_us-gaap_PositionDomain_4cad42b8-7ab1-40f7-9e25-96b38d585c39" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongMember_87e21f43-00c3-44b6-a714-a3399010f5e0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PositionDomain_4cad42b8-7ab1-40f7-9e25-96b38d585c39" xlink:to="loc_us-gaap_LongMember_87e21f43-00c3-44b6-a714-a3399010f5e0" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShortMember_151f23bc-2663-4b13-afba-e6e9c5fe1ce7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShortMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PositionDomain_4cad42b8-7ab1-40f7-9e25-96b38d585c39" xlink:to="loc_us-gaap_ShortMember_151f23bc-2663-4b13-afba-e6e9c5fe1ce7" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails" xlink:type="extended" id="if9faad98618741ddb95c3834a7fa7223_DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTermOfContract_6632457d-24f5-4654-a4a5-bd9b08d5a050" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTermOfContract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:to="loc_us-gaap_DerivativeTermOfContract_6632457d-24f5-4654-a4a5-bd9b08d5a050" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeNotionalAmount_f5a439ff-9844-4ced-9209-ab741c2aaa4f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeNotionalAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:to="loc_us-gaap_DerivativeNotionalAmount_f5a439ff-9844-4ced-9209-ab741c2aaa4f" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAverageRemainingMaturity1_f9b06862-ab6b-4981-862a-b3bc13f0d1c7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAverageRemainingMaturity1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:to="loc_us-gaap_DerivativeAverageRemainingMaturity1_f9b06862-ab6b-4981-862a-b3bc13f0d1c7" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:to="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_699059b4-61f7-4ce3-a2d3-8795ea26bdd0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:to="loc_us-gaap_FinancialInstrumentAxis_699059b4-61f7-4ce3-a2d3-8795ea26bdd0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_699059b4-61f7-4ce3-a2d3-8795ea26bdd0_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_699059b4-61f7-4ce3-a2d3-8795ea26bdd0" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_699059b4-61f7-4ce3-a2d3-8795ea26bdd0_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_699059b4-61f7-4ce3-a2d3-8795ea26bdd0" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesTwoYearMember_0b6fa2e4-4135-4c0b-b6e5-50938ca24f93" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesTwoYearMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_nly_UsTreasuryFuturesTwoYearMember_0b6fa2e4-4135-4c0b-b6e5-50938ca24f93" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesFiveYearMember_6b4bc58b-1d3c-4727-b282-0188030c9109" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesFiveYearMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_nly_UsTreasuryFuturesFiveYearMember_6b4bc58b-1d3c-4727-b282-0188030c9109" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_USTreasuryFuturesTenYearMember_61eba6a5-4d12-4b3a-9b78-30d9b3f821e9" xlink:href="nly-20221231.xsd#nly_USTreasuryFuturesTenYearMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_nly_USTreasuryFuturesTenYearMember_61eba6a5-4d12-4b3a-9b78-30d9b3f821e9" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FutureMember_cf5d8bbe-7eae-4e45-a820-31022f4b957b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FutureMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_us-gaap_FutureMember_cf5d8bbe-7eae-4e45-a820-31022f4b957b" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesMember_b15d034b-c481-40d3-9e7c-a3c90e138951" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_nly_UsTreasuryFuturesMember_b15d034b-c481-40d3-9e7c-a3c90e138951" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionAxis_f43cb337-9313-4e42-9975-bceae5624a67" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:to="loc_us-gaap_PositionAxis_f43cb337-9313-4e42-9975-bceae5624a67" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain_f43cb337-9313-4e42-9975-bceae5624a67_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PositionAxis_f43cb337-9313-4e42-9975-bceae5624a67" xlink:to="loc_us-gaap_PositionDomain_f43cb337-9313-4e42-9975-bceae5624a67_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain_cf803016-29a4-463b-92ba-9364bc7c58b9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PositionAxis_f43cb337-9313-4e42-9975-bceae5624a67" xlink:to="loc_us-gaap_PositionDomain_cf803016-29a4-463b-92ba-9364bc7c58b9" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongMember_42666a90-49d2-47e4-a9bc-8602b3347748" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PositionDomain_cf803016-29a4-463b-92ba-9364bc7c58b9" xlink:to="loc_us-gaap_LongMember_42666a90-49d2-47e4-a9bc-8602b3347748" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShortMember_76dfa802-ed9c-46c9-9c70-f589925db581" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShortMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PositionDomain_cf803016-29a4-463b-92ba-9364bc7c58b9" xlink:to="loc_us-gaap_ShortMember_76dfa802-ed9c-46c9-9c70-f589925db581" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_a178b5e8-2b08-4426-b517-f697b77310e0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_a178b5e8-2b08-4426-b517-f697b77310e0" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_a178b5e8-2b08-4426-b517-f697b77310e0_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_a178b5e8-2b08-4426-b517-f697b77310e0" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_a178b5e8-2b08-4426-b517-f697b77310e0_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_627037b6-2c70-43bd-aff0-07656c5f8fe0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_a178b5e8-2b08-4426-b517-f697b77310e0" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_627037b6-2c70-43bd-aff0-07656c5f8fe0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodFiveMember_b875a461-1060-4db2-b0c2-3f3344f8a564" xlink:href="nly-20221231.xsd#nly_MaturityPeriodFiveMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_627037b6-2c70-43bd-aff0-07656c5f8fe0" xlink:to="loc_nly_MaturityPeriodFiveMember_b875a461-1060-4db2-b0c2-3f3344f8a564" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails" xlink:type="extended" id="id3656f63579445d7b955eff9f5344a93_DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OffsettingAssetsLineItems_d0feffcd-1bac-4fe6-ba81-7deaaadaa76e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OffsettingAssetsLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssetsAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_d0feffcd-1bac-4fe6-ba81-7deaaadaa76e" xlink:to="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssets_d68de952-d5c2-41d5-96b3-d30a9ad71df3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssets"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:to="loc_us-gaap_DerivativeAssets_d68de952-d5c2-41d5-96b3-d30a9ad71df3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralObligationToReturnSecurities_72dc1887-48ad-4460-a3ad-41d85453ff2e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralObligationToReturnSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:to="loc_us-gaap_DerivativeCollateralObligationToReturnSecurities_72dc1887-48ad-4460-a3ad-41d85453ff2e" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralObligationToReturnCash_9e32bef8-0114-4bb3-8aa2-cf148df0f8c3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralObligationToReturnCash"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:to="loc_us-gaap_DerivativeCollateralObligationToReturnCash_9e32bef8-0114-4bb3-8aa2-cf148df0f8c3" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_d14004ee-a879-436e-931d-7cf7c034cb29" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_d14004ee-a879-436e-931d-7cf7c034cb29" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilitiesAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_d0feffcd-1bac-4fe6-ba81-7deaaadaa76e" xlink:to="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilities_cb0cda31-fb9a-4615-b29f-ceaa86d22d0b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:to="loc_us-gaap_DerivativeLiabilities_cb0cda31-fb9a-4615-b29f-ceaa86d22d0b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralRightToReclaimSecurities_cffd7141-b37f-487e-a61f-2f0dc2670b7a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralRightToReclaimSecurities"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:to="loc_us-gaap_DerivativeCollateralRightToReclaimSecurities_cffd7141-b37f-487e-a61f-2f0dc2670b7a" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralRightToReclaimCash_73b86689-1b1d-444b-9245-931759eeed81" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralRightToReclaimCash"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:to="loc_us-gaap_DerivativeCollateralRightToReclaimCash_73b86689-1b1d-444b-9245-931759eeed81" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_0a5f5935-274f-46e8-b0c4-30c8aedcde72" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_0a5f5935-274f-46e8-b0c4-30c8aedcde72" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OffsettingAssetsTable_e5362573-1374-46fc-830a-f73be4a9a997" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OffsettingAssetsTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_d0feffcd-1bac-4fe6-ba81-7deaaadaa76e" xlink:to="loc_us-gaap_OffsettingAssetsTable_e5362573-1374-46fc-830a-f73be4a9a997" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_1b3c77f0-5f8e-44d0-ab65-86edf849189b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_OffsettingAssetsTable_e5362573-1374-46fc-830a-f73be4a9a997" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_1b3c77f0-5f8e-44d0-ab65-86edf849189b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_1b3c77f0-5f8e-44d0-ab65-86edf849189b_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_1b3c77f0-5f8e-44d0-ab65-86edf849189b" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_1b3c77f0-5f8e-44d0-ab65-86edf849189b_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_1b3c77f0-5f8e-44d0-ab65-86edf849189b" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember_d7ce1239-59fa-4171-8d8a-87bc3db91821" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwapMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:to="loc_us-gaap_InterestRateSwapMember_d7ce1239-59fa-4171-8d8a-87bc3db91821" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwaptionMember_baa8a551-6e68-4c49-8627-98798ea5f427" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwaptionMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:to="loc_us-gaap_InterestRateSwaptionMember_baa8a551-6e68-4c49-8627-98798ea5f427" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedContractsMember_013c8d56-39df-4f18-b3ec-9180a6e59660" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedContractsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:to="loc_nly_ToBeAnnouncedContractsMember_013c8d56-39df-4f18-b3ec-9180a6e59660" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CreditRiskContractMember_a300eff1-943d-41fd-aa77-2bce8947f321" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CreditRiskContractMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:to="loc_us-gaap_CreditRiskContractMember_a300eff1-943d-41fd-aa77-2bce8947f321" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_38dc3982-b021-457d-aaa6-1f91f65a3cb6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_OffsettingAssetsTable_e5362573-1374-46fc-830a-f73be4a9a997" xlink:to="loc_us-gaap_FinancialInstrumentAxis_38dc3982-b021-457d-aaa6-1f91f65a3cb6" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_38dc3982-b021-457d-aaa6-1f91f65a3cb6_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_38dc3982-b021-457d-aaa6-1f91f65a3cb6" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_38dc3982-b021-457d-aaa6-1f91f65a3cb6_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d55281cf-104a-4f94-8e87-9b863fa4308e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_38dc3982-b021-457d-aaa6-1f91f65a3cb6" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d55281cf-104a-4f94-8e87-9b863fa4308e" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FutureMember_2094b17c-2414-4434-ae16-727a038cf54f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FutureMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d55281cf-104a-4f94-8e87-9b863fa4308e" xlink:to="loc_us-gaap_FutureMember_2094b17c-2414-4434-ae16-727a038cf54f" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoanPurchaseCommitmentsMember_f31c3b8d-d587-4270-a51e-d286fc472f4a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoanPurchaseCommitmentsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d55281cf-104a-4f94-8e87-9b863fa4308e" xlink:to="loc_us-gaap_LoanPurchaseCommitmentsMember_f31c3b8d-d587-4270-a51e-d286fc472f4a" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails" xlink:type="extended" id="ic2fb3ede441c42a5a2eefb8d91a6b487_DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RealizedGainLossOnDerivatives_1dd9766d-5acc-4247-aa62-f9b6517f8c5b" xlink:href="nly-20221231.xsd#nly_RealizedGainLossOnDerivatives"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:to="loc_nly_RealizedGainLossOnDerivatives_1dd9766d-5acc-4247-aa62-f9b6517f8c5b" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnrealizedGainLossOnDerivatives_801c4df2-bfcc-4a19-bc13-53e141ee529b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnrealizedGainLossOnDerivatives"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:to="loc_us-gaap_UnrealizedGainLossOnDerivatives_801c4df2-bfcc-4a19-bc13-53e141ee529b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeGainLossOnDerivativeNet_fa7c25ff-ad88-464d-951f-700b999dd41c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeGainLossOnDerivativeNet"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:to="loc_us-gaap_DerivativeGainLossOnDerivativeNet_fa7c25ff-ad88-464d-951f-700b999dd41c" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_ebc81d94-e5b7-481f-bc56-3782301f2baa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:to="loc_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_ebc81d94-e5b7-481f-bc56-3782301f2baa" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_a2c14f0e-0590-4749-8e23-f277005e01c2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:to="loc_us-gaap_DerivativeTable_a2c14f0e-0590-4749-8e23-f277005e01c2" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_fc652d5a-7f4d-42de-bb0e-019b083e1dd8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_a2c14f0e-0590-4749-8e23-f277005e01c2" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_fc652d5a-7f4d-42de-bb0e-019b083e1dd8" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_fc652d5a-7f4d-42de-bb0e-019b083e1dd8_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_fc652d5a-7f4d-42de-bb0e-019b083e1dd8" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_fc652d5a-7f4d-42de-bb0e-019b083e1dd8_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_fc652d5a-7f4d-42de-bb0e-019b083e1dd8" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedContractsMember_e6c21e69-d8c4-4700-9bc7-2a7feb1945da" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedContractsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:to="loc_nly_ToBeAnnouncedContractsMember_e6c21e69-d8c4-4700-9bc7-2a7feb1945da" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwaptionMember_b988e31e-cb51-4311-9c4d-08e69ec0863d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwaptionMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:to="loc_us-gaap_InterestRateSwaptionMember_b988e31e-cb51-4311-9c4d-08e69ec0863d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditDerivativesMember_25ee4e85-691c-4f03-bf49-db2bcaff6aa6" xlink:href="nly-20221231.xsd#nly_CreditDerivativesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:to="loc_nly_CreditDerivativesMember_25ee4e85-691c-4f03-bf49-db2bcaff6aa6" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_ff1dac50-c39e-4b52-9394-2adaa439d808" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeTable_a2c14f0e-0590-4749-8e23-f277005e01c2" xlink:to="loc_us-gaap_FinancialInstrumentAxis_ff1dac50-c39e-4b52-9394-2adaa439d808" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ff1dac50-c39e-4b52-9394-2adaa439d808_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_ff1dac50-c39e-4b52-9394-2adaa439d808" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ff1dac50-c39e-4b52-9394-2adaa439d808_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b9fcc163-41d3-4b38-93b4-10e0131ff2dc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_ff1dac50-c39e-4b52-9394-2adaa439d808" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b9fcc163-41d3-4b38-93b4-10e0131ff2dc" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesMember_6d11cdec-1181-471a-8ce7-ccbf1f4da78d" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b9fcc163-41d3-4b38-93b4-10e0131ff2dc" xlink:to="loc_nly_UsTreasuryFuturesMember_6d11cdec-1181-471a-8ce7-ccbf1f4da78d" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoanPurchaseCommitmentsMember_d35426c8-a35a-4c72-81da-8fb5317e2359" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoanPurchaseCommitmentsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b9fcc163-41d3-4b38-93b4-10e0131ff2dc" xlink:to="loc_us-gaap_LoanPurchaseCommitmentsMember_d35426c8-a35a-4c72-81da-8fb5317e2359" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails" xlink:type="extended" id="iaa812d3807844641a5c8cd923a987967_FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_45665be4-e11e-4f19-a885-aa3af11fc7f6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsFairValueDisclosureAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_45665be4-e11e-4f19-a885-aa3af11fc7f6" xlink:to="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure_53bca2c5-06d2-4b2a-92c6-7cc35b10fa7d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure_53bca2c5-06d2-4b2a-92c6-7cc35b10fa7d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue_529aba82-acd3-4ab0-9522-208d993fc473" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedOtherAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue_529aba82-acd3-4ab0-9522-208d993fc473" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_95dfd08f-ddca-4b1e-a30b-bb9d59144037" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_95dfd08f-ddca-4b1e-a30b-bb9d59144037" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansPayableAbstract_0e1bfe55-4058-49ff-8e08-5fb4196d6f8a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansPayableAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_LoansPayableAbstract_0e1bfe55-4058-49ff-8e08-5fb4196d6f8a" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansFairValueDisclosure_80ffc590-a029-47e9-a64e-6e49ee57aef8" xlink:href="nly-20221231.xsd#nly_MortgageLoansFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LoansPayableAbstract_0e1bfe55-4058-49ff-8e08-5fb4196d6f8a" xlink:to="loc_nly_MortgageLoansFairValueDisclosure_80ffc590-a029-47e9-a64e-6e49ee57aef8" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansWarehouseFacilityFairValueDisclosure_792801a5-de7a-4d92-ab9b-3d9bd3be6a07" xlink:href="nly-20221231.xsd#nly_MortgageLoansWarehouseFacilityFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LoansPayableAbstract_0e1bfe55-4058-49ff-8e08-5fb4196d6f8a" xlink:to="loc_nly_MortgageLoansWarehouseFacilityFairValueDisclosure_792801a5-de7a-4d92-ab9b-3d9bd3be6a07" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmount_6c867b30-4afb-471d-843c-c9212813c53e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_ServicingAssetAtFairValueAmount_6c867b30-4afb-471d-843c-c9212813c53e" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRightsAtFairValueAmount_c0e3cd25-d6ef-4efd-a2df-31a7425be1ae" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRightsAtFairValueAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_nly_InterestInMortgageServicingRightsAtFairValueAmount_c0e3cd25-d6ef-4efd-a2df-31a7425be1ae" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAtFairValue_def92d44-7c76-465a-9622-e3b2ad331208" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedAtFairValue_def92d44-7c76-465a-9622-e3b2ad331208" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssetsAbstract_76bd62ae-bc0b-4e21-b540-8ff016d36bf8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssetsAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_DerivativeAssetsAbstract_76bd62ae-bc0b-4e21-b540-8ff016d36bf8" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue_aa2e31b3-b215-41d6-b565-fe7869efc385" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeAssetsAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_76bd62ae-bc0b-4e21-b540-8ff016d36bf8" xlink:to="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue_aa2e31b3-b215-41d6-b565-fe7869efc385" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure_4800b1c6-3478-48ff-b293-4b79431079b0" xlink:href="nly-20221231.xsd#nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_76bd62ae-bc0b-4e21-b540-8ff016d36bf8" xlink:to="loc_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure_4800b1c6-3478-48ff-b293-4b79431079b0" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancialAssetsFairValueDisclosure_23a1fd41-3401-4197-aa99-8b1a967400c5" xlink:href="nly-20221231.xsd#nly_FinancialAssetsFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_nly_FinancialAssetsFairValueDisclosure_23a1fd41-3401-4197-aa99-8b1a967400c5" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesFairValueDisclosureAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_45665be4-e11e-4f19-a885-aa3af11fc7f6" xlink:to="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure_4d2ce9a1-6f3e-46b6-8184-8bc143cdeeeb" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure_4d2ce9a1-6f3e-46b6-8184-8bc143cdeeeb" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_fdc9c2f8-0009-4611-bdde-7b896f8bbb06" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:to="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_fdc9c2f8-0009-4611-bdde-7b896f8bbb06" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilitiesAbstract_83ddb938-4951-4f95-bcb2-5df6ab7b5337" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilitiesAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:to="loc_us-gaap_DerivativeLiabilitiesAbstract_83ddb938-4951-4f95-bcb2-5df6ab7b5337" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_2f8bc0e2-e685-418b-bbb5-5ff3fa5fbddf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeLiabilitiesAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_83ddb938-4951-4f95-bcb2-5df6ab7b5337" xlink:to="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_2f8bc0e2-e685-418b-bbb5-5ff3fa5fbddf" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure_2c0a79a1-7b78-4c9c-bb32-1dfb4b779403" xlink:href="nly-20221231.xsd#nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_83ddb938-4951-4f95-bcb2-5df6ab7b5337" xlink:to="loc_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure_2c0a79a1-7b78-4c9c-bb32-1dfb4b779403" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure_0613fc60-3719-4335-9ae8-082c869775d1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialLiabilitiesFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:to="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure_0613fc60-3719-4335-9ae8-082c869775d1" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_45665be4-e11e-4f19-a885-aa3af11fc7f6" xlink:to="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByMeasurementFrequencyAxis_00dafcce-a6da-4a4a-8606-f4bbf23493cf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByMeasurementFrequencyAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:to="loc_us-gaap_FairValueByMeasurementFrequencyAxis_00dafcce-a6da-4a4a-8606-f4bbf23493cf" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_00dafcce-a6da-4a4a-8606-f4bbf23493cf_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementFrequencyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_00dafcce-a6da-4a4a-8606-f4bbf23493cf" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_00dafcce-a6da-4a4a-8606-f4bbf23493cf_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_2e8506fe-fcf9-4215-8cac-fc89628d75ce" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementFrequencyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_00dafcce-a6da-4a4a-8606-f4bbf23493cf" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_2e8506fe-fcf9-4215-8cac-fc89628d75ce" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsRecurringMember_b0761df1-ae3d-4fd3-88e0-22d26c4c170e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsRecurringMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementFrequencyDomain_2e8506fe-fcf9-4215-8cac-fc89628d75ce" xlink:to="loc_us-gaap_FairValueMeasurementsRecurringMember_b0761df1-ae3d-4fd3-88e0-22d26c4c170e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_4e8a842d-0a58-4605-a89b-b9e9ec544637" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_4e8a842d-0a58-4605-a89b-b9e9ec544637" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_4e8a842d-0a58-4605-a89b-b9e9ec544637_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_4e8a842d-0a58-4605-a89b-b9e9ec544637" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_4e8a842d-0a58-4605-a89b-b9e9ec544637_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_4e8a842d-0a58-4605-a89b-b9e9ec544637" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel1Member_4e247a87-5eac-45f3-924c-c154b9fe910e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel1Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:to="loc_us-gaap_FairValueInputsLevel1Member_4e247a87-5eac-45f3-924c-c154b9fe910e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_0544d79c-e44e-4fa5-9483-ef20649641bd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel2Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_0544d79c-e44e-4fa5-9483-ef20649641bd" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_f129d8d7-e3e2-4491-9241-951227fa1eeb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_f129d8d7-e3e2-4491-9241-951227fa1eeb" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_50ff2461-b15e-4cbb-9bb0-c000a7d4c3b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:to="loc_us-gaap_FinancialInstrumentAxis_50ff2461-b15e-4cbb-9bb0-c000a7d4c3b8" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_50ff2461-b15e-4cbb-9bb0-c000a7d4c3b8_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_50ff2461-b15e-4cbb-9bb0-c000a7d4c3b8" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_50ff2461-b15e-4cbb-9bb0-c000a7d4c3b8_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_50ff2461-b15e-4cbb-9bb0-c000a7d4c3b8" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_c264f240-f61a-4ef0-b8dc-2c136bfd1dd1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:to="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_c264f240-f61a-4ef0-b8dc-2c136bfd1dd1" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_f35a8b77-4809-4aff-bf16-d37d05b4d5e5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_f35a8b77-4809-4aff-bf16-d37d05b4d5e5" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_3f7a6aff-2a25-4589-b5bf-0f64c98653f5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:to="loc_us-gaap_ResidentialMortgageMember_3f7a6aff-2a25-4589-b5bf-0f64c98653f5" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusAxis_d9719fe1-8a99-493d-acf7-087071480517" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:to="loc_us-gaap_PledgedStatusAxis_d9719fe1-8a99-493d-acf7-087071480517" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusDomain_d9719fe1-8a99-493d-acf7-087071480517_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PledgedStatusAxis_d9719fe1-8a99-493d-acf7-087071480517" xlink:to="loc_us-gaap_PledgedStatusDomain_d9719fe1-8a99-493d-acf7-087071480517_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusDomain_a925c578-377a-440a-b4b5-385cb17aada4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PledgedStatusAxis_d9719fe1-8a99-493d-acf7-087071480517" xlink:to="loc_us-gaap_PledgedStatusDomain_a925c578-377a-440a-b4b5-385cb17aada4" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AssetTransferredOrPledgedMember_f3e7037a-55a9-4019-8826-0e577a64218b" xlink:href="nly-20221231.xsd#nly_AssetTransferredOrPledgedMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PledgedStatusDomain_a925c578-377a-440a-b4b5-385cb17aada4" xlink:to="loc_nly_AssetTransferredOrPledgedMember_f3e7037a-55a9-4019-8826-0e577a64218b" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail" xlink:type="simple" xlink:href="nly-20221231.xsd#FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"/>
  <link:definitionLink xlink:role="http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail" xlink:type="extended" id="i38937b1b29054dcf8508fecb3ac53717_FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_78b7ac4c-3b31-41f4-9b45-a29ef59d716a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueOptionQuantitativeDisclosuresLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetMeasurementInput_3d866e92-6d53-45ad-9293-8c18dc565263" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetMeasurementInput"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_78b7ac4c-3b31-41f4-9b45-a29ef59d716a" xlink:to="loc_us-gaap_ServicingAssetMeasurementInput_3d866e92-6d53-45ad-9293-8c18dc565263" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FairValueInputsCostToService_cc77d9f4-4c87-47fb-8a44-7d523de9d5da" xlink:href="nly-20221231.xsd#nly_FairValueInputsCostToService"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_78b7ac4c-3b31-41f4-9b45-a29ef59d716a" xlink:to="loc_nly_FairValueInputsCostToService_cc77d9f4-4c87-47fb-8a44-7d523de9d5da" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_78b7ac4c-3b31-41f4-9b45-a29ef59d716a" xlink:to="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByMeasurementFrequencyAxis_20922c7b-0618-44eb-8669-03665e27b9f6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByMeasurementFrequencyAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_us-gaap_FairValueByMeasurementFrequencyAxis_20922c7b-0618-44eb-8669-03665e27b9f6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_20922c7b-0618-44eb-8669-03665e27b9f6_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementFrequencyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_20922c7b-0618-44eb-8669-03665e27b9f6" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_20922c7b-0618-44eb-8669-03665e27b9f6_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_88ea8c02-0dd6-4075-bbfc-a63e72f67b10" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementFrequencyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_20922c7b-0618-44eb-8669-03665e27b9f6" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_88ea8c02-0dd6-4075-bbfc-a63e72f67b10" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsRecurringMember_e99ae2e9-0c37-4c5a-8177-0bce9a68aa40" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsRecurringMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementFrequencyDomain_88ea8c02-0dd6-4075-bbfc-a63e72f67b10" xlink:to="loc_us-gaap_FairValueMeasurementsRecurringMember_e99ae2e9-0c37-4c5a-8177-0bce9a68aa40" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_98c81b39-0fa7-469f-a371-8a292af92eda" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_98c81b39-0fa7-469f-a371-8a292af92eda" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_98c81b39-0fa7-469f-a371-8a292af92eda_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_98c81b39-0fa7-469f-a371-8a292af92eda" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_98c81b39-0fa7-469f-a371-8a292af92eda_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_dda43c21-c2f5-4794-b78e-68d8e2f9176d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_98c81b39-0fa7-469f-a371-8a292af92eda" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_dda43c21-c2f5-4794-b78e-68d8e2f9176d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_8afb4586-109d-4e92-8fc6-94271f17217c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_dda43c21-c2f5-4794-b78e-68d8e2f9176d" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_8afb4586-109d-4e92-8fc6-94271f17217c" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputTypeAxis_ad4e33c9-170e-405a-bbae-a00c76b26b73" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_us-gaap_MeasurementInputTypeAxis_ad4e33c9-170e-405a-bbae-a00c76b26b73" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputTypeDomain_ad4e33c9-170e-405a-bbae-a00c76b26b73_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_MeasurementInputTypeAxis_ad4e33c9-170e-405a-bbae-a00c76b26b73" xlink:to="loc_us-gaap_MeasurementInputTypeDomain_ad4e33c9-170e-405a-bbae-a00c76b26b73_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_MeasurementInputTypeAxis_ad4e33c9-170e-405a-bbae-a00c76b26b73" xlink:to="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputDiscountRateMember_294a3d86-5395-483f-b661-0a4d0bfea67e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputDiscountRateMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:to="loc_us-gaap_MeasurementInputDiscountRateMember_294a3d86-5395-483f-b661-0a4d0bfea67e" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputPrepaymentRateMember_cacdb5e7-a739-42bd-831f-837eb4b258ba" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputPrepaymentRateMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:to="loc_us-gaap_MeasurementInputPrepaymentRateMember_cacdb5e7-a739-42bd-831f-837eb4b258ba" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MeasurementInputDelinquencyRateMember_0aec28e6-f8eb-4205-a28f-24b30cbaa77e" xlink:href="nly-20221231.xsd#nly_MeasurementInputDelinquencyRateMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:to="loc_nly_MeasurementInputDelinquencyRateMember_0aec28e6-f8eb-4205-a28f-24b30cbaa77e" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByAssetClassAxis_afdaa3b2-b2ce-4c88-b3cf-4e2d5fa1d622" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByAssetClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_us-gaap_FairValueByAssetClassAxis_afdaa3b2-b2ce-4c88-b3cf-4e2d5fa1d622" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_afdaa3b2-b2ce-4c88-b3cf-4e2d5fa1d622_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_afdaa3b2-b2ce-4c88-b3cf-4e2d5fa1d622" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_afdaa3b2-b2ce-4c88-b3cf-4e2d5fa1d622_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_6c156e45-0628-4f4a-9fe1-b2697d066b09" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_afdaa3b2-b2ce-4c88-b3cf-4e2d5fa1d622" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_6c156e45-0628-4f4a-9fe1-b2697d066b09" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsMember_5c60fdbc-9040-4fe9-ac56-4fe458ec5a73" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_6c156e45-0628-4f4a-9fe1-b2697d066b09" xlink:to="loc_nly_MortgageServicingRightsMember_5c60fdbc-9040-4fe9-ac56-4fe458ec5a73" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestsInMortgageServicingRightsMember_ff02044e-8877-49a7-949c-4c23659f604d" xlink:href="nly-20221231.xsd#nly_InterestsInMortgageServicingRightsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_6c156e45-0628-4f4a-9fe1-b2697d066b09" xlink:to="loc_nly_InterestsInMortgageServicingRightsMember_ff02044e-8877-49a7-949c-4c23659f604d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_132027b9-1e30-462a-be99-fae0c9bce7d7" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_srt_RangeAxis_132027b9-1e30-462a-be99-fae0c9bce7d7" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_132027b9-1e30-462a-be99-fae0c9bce7d7_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_132027b9-1e30-462a-be99-fae0c9bce7d7" xlink:to="loc_srt_RangeMember_132027b9-1e30-462a-be99-fae0c9bce7d7_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_132027b9-1e30-462a-be99-fae0c9bce7d7" xlink:to="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_94a439c4-2bd7-416c-b249-bc52e88effed" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:to="loc_srt_MinimumMember_94a439c4-2bd7-416c-b249-bc52e88effed" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_a91928fa-4956-4d72-ad26-a364e4327a2e" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:to="loc_srt_MaximumMember_a91928fa-4956-4d72-ad26-a364e4327a2e" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_WeightedAverageMember_94e541f0-c8d1-4f15-9934-8bd3332c4425" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_WeightedAverageMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:to="loc_srt_WeightedAverageMember_94e541f0-c8d1-4f15-9934-8bd3332c4425" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail" xlink:type="simple" xlink:href="nly-20221231.xsd#FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"/>
  <link:definitionLink xlink:role="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail" xlink:type="extended" id="id3dd1da578b5414c89a28736998be8c8_FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_511f61d1-4219-4803-897b-b766697e25ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract_a92cdd33-92d8-407c-9786-2740e45aa895" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_511f61d1-4219-4803-897b-b766697e25ab" xlink:to="loc_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract_a92cdd33-92d8-407c-9786-2740e45aa895" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue_25013c72-ce75-45b2-8a6e-46fcaec72774" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract_a92cdd33-92d8-407c-9786-2740e45aa895" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue_25013c72-ce75-45b2-8a6e-46fcaec72774" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_5b9dd186-11ac-43d5-ba67-77099a8aa751" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_511f61d1-4219-4803-897b-b766697e25ab" xlink:to="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_5b9dd186-11ac-43d5-ba67-77099a8aa751" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure_6e8f6c39-3da1-402f-aed0-cf382104fb2c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_5b9dd186-11ac-43d5-ba67-77099a8aa751" xlink:to="loc_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure_6e8f6c39-3da1-402f-aed0-cf382104fb2c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherSecuredFinancings_a443dd5b-53dd-4770-9734-10ed1fb808ae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherSecuredFinancings"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_5b9dd186-11ac-43d5-ba67-77099a8aa751" xlink:to="loc_us-gaap_OtherSecuredFinancings_a443dd5b-53dd-4770-9734-10ed1fb808ae" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByBalanceSheetGroupingTable_28f00143-4963-469e-99c0-00936a7c9270" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByBalanceSheetGroupingTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_511f61d1-4219-4803-897b-b766697e25ab" xlink:to="loc_us-gaap_FairValueByBalanceSheetGroupingTable_28f00143-4963-469e-99c0-00936a7c9270" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByMeasurementBasisAxis_987fbecb-df23-4257-b4cb-1cbda9f267b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByMeasurementBasisAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_28f00143-4963-469e-99c0-00936a7c9270" xlink:to="loc_us-gaap_FairValueByMeasurementBasisAxis_987fbecb-df23-4257-b4cb-1cbda9f267b8" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_987fbecb-df23-4257-b4cb-1cbda9f267b8_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PortionAtFairValueFairValueDisclosureMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByMeasurementBasisAxis_987fbecb-df23-4257-b4cb-1cbda9f267b8" xlink:to="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_987fbecb-df23-4257-b4cb-1cbda9f267b8_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosureItemAmountsDomain_5fff62e3-40e0-4e3a-952b-35e3d881b527" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosureItemAmountsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByMeasurementBasisAxis_987fbecb-df23-4257-b4cb-1cbda9f267b8" xlink:to="loc_us-gaap_FairValueDisclosureItemAmountsDomain_5fff62e3-40e0-4e3a-952b-35e3d881b527" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_d4f09a0f-d46d-4f16-bca1-3b9cf1deb19a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PortionAtFairValueFairValueDisclosureMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueDisclosureItemAmountsDomain_5fff62e3-40e0-4e3a-952b-35e3d881b527" xlink:to="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_d4f09a0f-d46d-4f16-bca1-3b9cf1deb19a" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CarryingReportedAmountFairValueDisclosureMember_dcc1724e-64ac-469f-adb3-971ef54e85b6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CarryingReportedAmountFairValueDisclosureMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_d4f09a0f-d46d-4f16-bca1-3b9cf1deb19a" xlink:to="loc_us-gaap_CarryingReportedAmountFairValueDisclosureMember_dcc1724e-64ac-469f-adb3-971ef54e85b6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember_1f0d4aff-5c5f-4300-80f9-fb7c88eb35ce" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EstimateOfFairValueFairValueDisclosureMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_d4f09a0f-d46d-4f16-bca1-3b9cf1deb19a" xlink:to="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember_1f0d4aff-5c5f-4300-80f9-fb7c88eb35ce" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_556d73f3-b460-4423-8c35-f1ac829cdec5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_28f00143-4963-469e-99c0-00936a7c9270" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_556d73f3-b460-4423-8c35-f1ac829cdec5" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_556d73f3-b460-4423-8c35-f1ac829cdec5_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_556d73f3-b460-4423-8c35-f1ac829cdec5" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_556d73f3-b460-4423-8c35-f1ac829cdec5_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_8a8c44da-56a3-4752-b16e-3842223ec28b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_556d73f3-b460-4423-8c35-f1ac829cdec5" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_8a8c44da-56a3-4752-b16e-3842223ec28b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_f8347e12-56bd-4a5d-b404-9c02994b1673" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_8a8c44da-56a3-4752-b16e-3842223ec28b" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_f8347e12-56bd-4a5d-b404-9c02994b1673" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_534575c8-b813-4979-8ffc-a0a9e7affeeb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel2Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_8a8c44da-56a3-4752-b16e-3842223ec28b" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_534575c8-b813-4979-8ffc-a0a9e7affeeb" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#GOODWILLANDINTANGIBLEASSETSNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails" xlink:type="extended" id="i157eab69f3c843bc848b7fa7ffb9f2a0_GOODWILLANDINTANGIBLEASSETSNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_d37f4e7d-03bb-4403-85fc-cb76da4df5b3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinitelivedIntangibleAssetsAcquired1_bd7db1a2-feaf-4833-9904-96511a3baa8a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinitelivedIntangibleAssetsAcquired1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_d37f4e7d-03bb-4403-85fc-cb76da4df5b3" xlink:to="loc_us-gaap_FinitelivedIntangibleAssetsAcquired1_bd7db1a2-feaf-4833-9904-96511a3baa8a" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_aaa2014a-e373-4673-8834-5ee66eb9b5ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_d37f4e7d-03bb-4403-85fc-cb76da4df5b3" xlink:to="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_aaa2014a-e373-4673-8834-5ee66eb9b5ab" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_8881336b-4d6e-43d7-a767-65be32a2d3b0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_aaa2014a-e373-4673-8834-5ee66eb9b5ab" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_8881336b-4d6e-43d7-a767-65be32a2d3b0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_8881336b-4d6e-43d7-a767-65be32a2d3b0_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_8881336b-4d6e-43d7-a767-65be32a2d3b0" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_8881336b-4d6e-43d7-a767-65be32a2d3b0_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_4fd5feae-5a5d-4276-bb6a-25b7b1bfb006" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_8881336b-4d6e-43d7-a767-65be32a2d3b0" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_4fd5feae-5a5d-4276-bb6a-25b7b1bfb006" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EmploymentContractsMember_511dd226-35ba-49ec-807f-4d346668fcb8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EmploymentContractsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_4fd5feae-5a5d-4276-bb6a-25b7b1bfb006" xlink:to="loc_us-gaap_EmploymentContractsMember_511dd226-35ba-49ec-807f-4d346668fcb8" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SECUREDFINANCINGNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECUREDFINANCINGNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SECUREDFINANCINGNarrativeDetails" xlink:type="extended" id="ibe410065ccde4aacb73a306aca48d58d_SECUREDFINANCINGNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_d7e3f835-4141-4ca6-965e-ce3020de14bb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_d7e3f835-4141-4ca6-965e-ce3020de14bb" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1_03773f10-9c05-44ac-8e1d-72b4f36290c5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1_03773f10-9c05-44ac-8e1d-72b4f36290c5" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements_ba178dc6-3da2-4a74-8ba6-51f842dafc09" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements_ba178dc6-3da2-4a74-8ba6-51f842dafc09" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable_81db2ae1-5f8c-48f8-810b-532c206aa7d8" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable_81db2ae1-5f8c-48f8-810b-532c206aa7d8" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_b39a615e-bfd7-4e4a-b410-b20d014a94a4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_b39a615e-bfd7-4e4a-b410-b20d014a94a4" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherSecuredFinancings_228fe507-4d92-4bdf-a403-e1ae8a992815" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherSecuredFinancings"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_OtherSecuredFinancings_228fe507-4d92-4bdf-a403-e1ae8a992815" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtInstrumentMaturity_1f2ca64b-b95b-428a-87ab-d8fd4e15330d" xlink:href="nly-20221231.xsd#nly_DebtInstrumentMaturity"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_DebtInstrumentMaturity_1f2ca64b-b95b-428a-87ab-d8fd4e15330d" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtWeightedAverageInterestRate_a83cb3ca-e973-4741-a37a-f821314057ca" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtWeightedAverageInterestRate"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_DebtWeightedAverageInterestRate_a83cb3ca-e973-4741-a37a-f821314057ca" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue_ad1dfbc2-64ed-4bc7-ab14-cabd9ca2ab0b" xlink:href="nly-20221231.xsd#nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue_ad1dfbc2-64ed-4bc7-ab14-cabd9ca2ab0b" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RepurchaseAgreementsAccruedInterest_cb701112-8fe5-4eeb-9043-911806d20af4" xlink:href="nly-20221231.xsd#nly_RepurchaseAgreementsAccruedInterest"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_RepurchaseAgreementsAccruedInterest_cb701112-8fe5-4eeb-9043-911806d20af4" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentAxis_f78c1f2c-ef0c-40c2-b463-8cb2dcea7c6b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:to="loc_us-gaap_DebtInstrumentAxis_f78c1f2c-ef0c-40c2-b463-8cb2dcea7c6b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_f78c1f2c-ef0c-40c2-b463-8cb2dcea7c6b_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_f78c1f2c-ef0c-40c2-b463-8cb2dcea7c6b" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_f78c1f2c-ef0c-40c2-b463-8cb2dcea7c6b_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_fc5b67dc-0b95-4864-8754-d510784b1bf0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_f78c1f2c-ef0c-40c2-b463-8cb2dcea7c6b" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_fc5b67dc-0b95-4864-8754-d510784b1bf0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember_201b2660-ef57-4d56-9aae-e758ee9b3fa0" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsCommittedCreditFacilityMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_fc5b67dc-0b95-4864-8754-d510784b1bf0" xlink:to="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember_201b2660-ef57-4d56-9aae-e758ee9b3fa0" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeAxis_5a17f101-3dba-42a6-8212-088354df11cc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:to="loc_us-gaap_LongtermDebtTypeAxis_5a17f101-3dba-42a6-8212-088354df11cc" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_5a17f101-3dba-42a6-8212-088354df11cc_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_5a17f101-3dba-42a6-8212-088354df11cc" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_5a17f101-3dba-42a6-8212-088354df11cc_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_9d069cc8-b961-4220-a3c3-4f5d7ba7360a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_5a17f101-3dba-42a6-8212-088354df11cc" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_9d069cc8-b961-4220-a3c3-4f5d7ba7360a" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditMember_62ef8d07-2144-47b8-8a22-8bcf58253900" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LongtermDebtTypeDomain_9d069cc8-b961-4220-a3c3-4f5d7ba7360a" xlink:to="loc_us-gaap_LineOfCreditMember_62ef8d07-2144-47b8-8a22-8bcf58253900" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_ee286ed6-bca4-4eb6-852c-50d74c233973" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:to="loc_srt_RangeAxis_ee286ed6-bca4-4eb6-852c-50d74c233973" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_ee286ed6-bca4-4eb6-852c-50d74c233973_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_ee286ed6-bca4-4eb6-852c-50d74c233973" xlink:to="loc_srt_RangeMember_ee286ed6-bca4-4eb6-852c-50d74c233973_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_5f8c06d1-39ca-4f85-9705-ff5f737f1f68" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_ee286ed6-bca4-4eb6-852c-50d74c233973" xlink:to="loc_srt_RangeMember_5f8c06d1-39ca-4f85-9705-ff5f737f1f68" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_eae641aa-55f6-42aa-b7dd-3493e5640394" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_5f8c06d1-39ca-4f85-9705-ff5f737f1f68" xlink:to="loc_srt_MinimumMember_eae641aa-55f6-42aa-b7dd-3493e5640394" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_74d41bac-ca3b-433f-be26-9a1cdbeb186a" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_5f8c06d1-39ca-4f85-9705-ff5f737f1f68" xlink:to="loc_srt_MaximumMember_74d41bac-ca3b-433f-be26-9a1cdbeb186a" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails" xlink:type="extended" id="i32998b16db4541dba0c6a6eb9dd97bf8_SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_81f67692-cbc8-44fc-a818-f93e36df6a64" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_87301472-d5ae-4ecf-b0e6-72e319771ca1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_81f67692-cbc8-44fc-a818-f93e36df6a64" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_87301472-d5ae-4ecf-b0e6-72e319771ca1" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RepurchaseAgreementsWeightedAverageRates_a5a27f99-ba79-4902-b2e6-cecdd06785ef" xlink:href="nly-20221231.xsd#nly_RepurchaseAgreementsWeightedAverageRates"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_81f67692-cbc8-44fc-a818-f93e36df6a64" xlink:to="loc_nly_RepurchaseAgreementsWeightedAverageRates_a5a27f99-ba79-4902-b2e6-cecdd06785ef" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_81f67692-cbc8-44fc-a818-f93e36df6a64" xlink:to="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_238f9255-0804-4881-8a5b-d2a3efbf6de1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_238f9255-0804-4881-8a5b-d2a3efbf6de1" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_238f9255-0804-4881-8a5b-d2a3efbf6de1_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_238f9255-0804-4881-8a5b-d2a3efbf6de1" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_238f9255-0804-4881-8a5b-d2a3efbf6de1_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_238f9255-0804-4881-8a5b-d2a3efbf6de1" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MaturityOvernightMember_082f8ff5-5519-4c0d-9ef0-7fe9401ac3da" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MaturityOvernightMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_us-gaap_MaturityOvernightMember_082f8ff5-5519-4c0d-9ef0-7fe9401ac3da" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity2To29DaysMember_8366971b-07dd-4196-bdfa-73176b178147" xlink:href="nly-20221231.xsd#nly_Maturity2To29DaysMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_Maturity2To29DaysMember_8366971b-07dd-4196-bdfa-73176b178147" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity30To59DaysMember_68d81d78-1c41-440f-aa03-377501150122" xlink:href="nly-20221231.xsd#nly_Maturity30To59DaysMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_Maturity30To59DaysMember_68d81d78-1c41-440f-aa03-377501150122" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity60To89DaysMember_2f698ab7-2fec-44f1-a28a-f887602d9511" xlink:href="nly-20221231.xsd#nly_Maturity60To89DaysMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_Maturity60To89DaysMember_2f698ab7-2fec-44f1-a28a-f887602d9511" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity90To119DaysMember_d94d71b8-4fe4-4929-b6af-1ab46ae2621b" xlink:href="nly-20221231.xsd#nly_Maturity90To119DaysMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_Maturity90To119DaysMember_d94d71b8-4fe4-4929-b6af-1ab46ae2621b" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityOver119DaysMember_00ff64f3-74e8-4653-8a91-2c5c5f3c1f6a" xlink:href="nly-20221231.xsd#nly_MaturityOver119DaysMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_MaturityOver119DaysMember_00ff64f3-74e8-4653-8a91-2c5c5f3c1f6a" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_2235aaba-be36-4e79-bbeb-573c7a10e507" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_2235aaba-be36-4e79-bbeb-573c7a10e507" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_2235aaba-be36-4e79-bbeb-573c7a10e507_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_2235aaba-be36-4e79-bbeb-573c7a10e507" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_2235aaba-be36-4e79-bbeb-573c7a10e507_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_065ce91f-f3e9-4ccc-b0b2-1add441003ea" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_2235aaba-be36-4e79-bbeb-573c7a10e507" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_065ce91f-f3e9-4ccc-b0b2-1add441003ea" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesMember_a33c31c7-07d7-41f0-bf18-65bd83331f37" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_065ce91f-f3e9-4ccc-b0b2-1add441003ea" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesMember_a33c31c7-07d7-41f0-bf18-65bd83331f37" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_2803f4e3-d4c5-42fc-b3c3-cd7e824bb760" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_065ce91f-f3e9-4ccc-b0b2-1add441003ea" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_2803f4e3-d4c5-42fc-b3c3-cd7e824bb760" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_2559fe3d-d585-40ef-8600-6c61588416df" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:to="loc_us-gaap_FinancialInstrumentAxis_2559fe3d-d585-40ef-8600-6c61588416df" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_2559fe3d-d585-40ef-8600-6c61588416df_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2559fe3d-d585-40ef-8600-6c61588416df" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_2559fe3d-d585-40ef-8600-6c61588416df_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2559fe3d-d585-40ef-8600-6c61588416df" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferSecuritiesMember_1fc638bc-f32c-46f6-8a64-51e786e4a358" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferSecuritiesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:to="loc_nly_CreditRiskTransferSecuritiesMember_1fc638bc-f32c-46f6-8a64-51e786e4a358" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NonAgencyMbsMember_67f6961b-6b97-4cdc-9ed8-367990588d81" xlink:href="nly-20221231.xsd#nly_NonAgencyMbsMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:to="loc_nly_NonAgencyMbsMember_67f6961b-6b97-4cdc-9ed8-367990588d81" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansMember_d1bcd309-7006-47fe-a59e-e72e9e0d0a3d" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:to="loc_nly_ResidentialMortgageLoansMember_d1bcd309-7006-47fe-a59e-e72e9e0d0a3d" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/CAPITALSTOCKNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#CAPITALSTOCKNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/CAPITALSTOCKNarrativeDetails" xlink:type="extended" id="iae569d4eaae6437e8790bddb92817011_CAPITALSTOCKNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1_9f0e096b-828a-40d2-abec-ae4f27dfbfe9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRepurchaseProgramAuthorizedAmount1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1_9f0e096b-828a-40d2-abec-ae4f27dfbfe9" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TreasuryStockSharesAcquired_874c2384-5cdc-43a0-b9c8-687eee5d9490" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TreasuryStockSharesAcquired"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_TreasuryStockSharesAcquired_874c2384-5cdc-43a0-b9c8-687eee5d9490" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction_85e0584e-1a2c-4f50-977c-8934152c3070" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction_85e0584e-1a2c-4f50-977c-8934152c3070" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockConsiderationReceivedOnTransaction_0d5c53b8-072d-463c-a03a-ea53932944a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockConsiderationReceivedOnTransaction"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_SaleOfStockConsiderationReceivedOnTransaction_0d5c53b8-072d-463c-a03a-ea53932944a3" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod_58e95046-afa8-4dc0-9553-f6478c39c6d7" xlink:href="nly-20221231.xsd#nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod_58e95046-afa8-4dc0-9553-f6478c39c6d7" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SaleofStockOfferingPrice_4b43962a-6004-4357-b49c-fae53346d8ba" xlink:href="nly-20221231.xsd#nly_SaleofStockOfferingPrice"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_nly_SaleofStockOfferingPrice_4b43962a-6004-4357-b49c-fae53346d8ba" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockParOrStatedValuePerShare_74be2433-4bdc-48a9-bdba-23942a1cdf0c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockParOrStatedValuePerShare"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_PreferredStockParOrStatedValuePerShare_74be2433-4bdc-48a9-bdba-23942a1cdf0c" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockRedemptionPricePerShare_ab943748-6e28-42e6-ba65-fd82f20e64c3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockRedemptionPricePerShare"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_PreferredStockRedemptionPricePerShare_ab943748-6e28-42e6-ba65-fd82f20e64c3" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased_7f6ce7d5-f21e-44fa-8166-b4dba213d8ca" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased_7f6ce7d5-f21e-44fa-8166-b4dba213d8ca" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendRatePercentage_54c8315b-9388-4a44-af02-eae2f4dbc9d3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendRatePercentage"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_PreferredStockDividendRatePercentage_54c8315b-9388-4a44-af02-eae2f4dbc9d3" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfStockByClassTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareRepurchaseProgramAxis_a27c4541-08bc-40ce-a917-0f731957182e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareRepurchaseProgramAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:to="loc_us-gaap_ShareRepurchaseProgramAxis_a27c4541-08bc-40ce-a917-0f731957182e" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareRepurchaseProgramDomain_a27c4541-08bc-40ce-a917-0f731957182e_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareRepurchaseProgramDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_ShareRepurchaseProgramAxis_a27c4541-08bc-40ce-a917-0f731957182e" xlink:to="loc_us-gaap_ShareRepurchaseProgramDomain_a27c4541-08bc-40ce-a917-0f731957182e_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareRepurchaseProgramDomain_575c72fd-f6e1-469b-ab3c-e73612e114e1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareRepurchaseProgramDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_ShareRepurchaseProgramAxis_a27c4541-08bc-40ce-a917-0f731957182e" xlink:to="loc_us-gaap_ShareRepurchaseProgramDomain_575c72fd-f6e1-469b-ab3c-e73612e114e1" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A20192020ShareRepurchaseProgramMember_52d47690-23b2-4db8-b2df-ad2a0fe2c48c" xlink:href="nly-20221231.xsd#nly_A20192020ShareRepurchaseProgramMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareRepurchaseProgramDomain_575c72fd-f6e1-469b-ab3c-e73612e114e1" xlink:to="loc_nly_A20192020ShareRepurchaseProgramMember_52d47690-23b2-4db8-b2df-ad2a0fe2c48c" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A2021ShareRepurchaseProgramMember_9369d08d-27a1-4f80-a7b3-d62385e9e0c1" xlink:href="nly-20221231.xsd#nly_A2021ShareRepurchaseProgramMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareRepurchaseProgramDomain_575c72fd-f6e1-469b-ab3c-e73612e114e1" xlink:to="loc_nly_A2021ShareRepurchaseProgramMember_9369d08d-27a1-4f80-a7b3-d62385e9e0c1" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsidiarySaleOfStockAxis_f5ab57d8-d1e9-4e48-aae8-edeb11fa40de" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsidiarySaleOfStockAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:to="loc_us-gaap_SubsidiarySaleOfStockAxis_f5ab57d8-d1e9-4e48-aae8-edeb11fa40de" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockNameOfTransactionDomain_f5ab57d8-d1e9-4e48-aae8-edeb11fa40de_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockNameOfTransactionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_SubsidiarySaleOfStockAxis_f5ab57d8-d1e9-4e48-aae8-edeb11fa40de" xlink:to="loc_us-gaap_SaleOfStockNameOfTransactionDomain_f5ab57d8-d1e9-4e48-aae8-edeb11fa40de_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockNameOfTransactionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_SubsidiarySaleOfStockAxis_f5ab57d8-d1e9-4e48-aae8-edeb11fa40de" xlink:to="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PublicOfferingMember_fcee7a6c-7c55-4c3e-86c6-ab924bae91ba" xlink:href="nly-20221231.xsd#nly_PublicOfferingMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:to="loc_nly_PublicOfferingMember_fcee7a6c-7c55-4c3e-86c6-ab924bae91ba" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PublicOfferingAdditionalSharePurchaseOptionMember_c1f9e68c-07b2-4efe-b0f1-36b64d15f79b" xlink:href="nly-20221231.xsd#nly_PublicOfferingAdditionalSharePurchaseOptionMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:to="loc_nly_PublicOfferingAdditionalSharePurchaseOptionMember_c1f9e68c-07b2-4efe-b0f1-36b64d15f79b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AtthemarketSaleProgramMember_41d93f91-3616-470f-985c-43a8276db234" xlink:href="nly-20221231.xsd#nly_AtthemarketSaleProgramMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:to="loc_nly_AtthemarketSaleProgramMember_41d93f91-3616-470f-985c-43a8276db234" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_8d12123d-765d-402c-b244-a18c25d61eda" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:to="loc_us-gaap_StatementClassOfStockAxis_8d12123d-765d-402c-b244-a18c25d61eda" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_8d12123d-765d-402c-b244-a18c25d61eda_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_8d12123d-765d-402c-b244-a18c25d61eda" xlink:to="loc_us-gaap_ClassOfStockDomain_8d12123d-765d-402c-b244-a18c25d61eda_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_8d12123d-765d-402c-b244-a18c25d61eda" xlink:to="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockMember_d7967e84-371b-4c0b-b867-a959a02022aa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:to="loc_us-gaap_PreferredStockMember_d7967e84-371b-4c0b-b867-a959a02022aa" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesFPreferredStockMember_55dbaff6-0824-461f-a797-ebcb219b67fa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesFPreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:to="loc_us-gaap_SeriesFPreferredStockMember_55dbaff6-0824-461f-a797-ebcb219b67fa" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesGPreferredStockMember_846fcfcb-6b89-4ddd-b79b-fe3f502b02e3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesGPreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:to="loc_us-gaap_SeriesGPreferredStockMember_846fcfcb-6b89-4ddd-b79b-fe3f502b02e3" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SeriesIPreferredStockMember_9921bee8-284e-4559-b423-ea4b36abbd8d" xlink:href="nly-20221231.xsd#nly_SeriesIPreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:to="loc_nly_SeriesIPreferredStockMember_9921bee8-284e-4559-b423-ea4b36abbd8d" xlink:type="arc" order="3"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#CAPITALSTOCKScheduleofPreferredStockDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails" xlink:type="extended" id="i61a74458dc9d4f7687fe0446a0fc2d98_CAPITALSTOCKScheduleofPreferredStockDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesAuthorized_9b8e1066-8e01-4b70-903f-138136ba8a30" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesAuthorized"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockSharesAuthorized_9b8e1066-8e01-4b70-903f-138136ba8a30" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesIssued_c9ffd57c-da1c-4b7f-b1dc-790577895bb7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesIssued"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockSharesIssued_c9ffd57c-da1c-4b7f-b1dc-790577895bb7" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesOutstanding_7c475ee9-e837-4d55-8944-79fe767c79bf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesOutstanding"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockSharesOutstanding_7c475ee9-e837-4d55-8944-79fe767c79bf" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockValue_f9bb70d2-41c3-4067-8e6f-670210ee0267" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockValue_f9bb70d2-41c3-4067-8e6f-670210ee0267" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendRatePercentage_3ea91071-d25d-401d-af76-3bc1713e138a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendRatePercentage"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockDividendRatePercentage_3ea91071-d25d-401d-af76-3bc1713e138a" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PreferredStockDividendRatePercentageBasisSpread_458d568d-ce58-42cd-9fe6-6468ec0ed84f" xlink:href="nly-20221231.xsd#nly_PreferredStockDividendRatePercentageBasisSpread"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_nly_PreferredStockDividendRatePercentageBasisSpread_458d568d-ce58-42cd-9fe6-6468ec0ed84f" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_8287b60a-8c1a-4bae-bf6b-52d9750ebd6c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfStockByClassTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_8287b60a-8c1a-4bae-bf6b-52d9750ebd6c" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_ddde1351-ed15-4de8-b20c-955fbe303649" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_8287b60a-8c1a-4bae-bf6b-52d9750ebd6c" xlink:to="loc_us-gaap_StatementClassOfStockAxis_ddde1351-ed15-4de8-b20c-955fbe303649" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_ddde1351-ed15-4de8-b20c-955fbe303649_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_ddde1351-ed15-4de8-b20c-955fbe303649" xlink:to="loc_us-gaap_ClassOfStockDomain_ddde1351-ed15-4de8-b20c-955fbe303649_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_ddde1351-ed15-4de8-b20c-955fbe303649" xlink:to="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesFPreferredStockMember_8f8c8e12-0ce5-4bb7-a964-ec669ceb5529" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesFPreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:to="loc_us-gaap_SeriesFPreferredStockMember_8f8c8e12-0ce5-4bb7-a964-ec669ceb5529" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesGPreferredStockMember_61292c78-49cc-4f92-a3fb-4bbb6c961abe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesGPreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:to="loc_us-gaap_SeriesGPreferredStockMember_61292c78-49cc-4f92-a3fb-4bbb6c961abe" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SeriesIPreferredStockMember_021d6c9a-d196-4d47-b14c-8334256a151d" xlink:href="nly-20221231.xsd#nly_SeriesIPreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:to="loc_nly_SeriesIPreferredStockMember_021d6c9a-d196-4d47-b14c-8334256a151d" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#CAPITALSTOCKSummaryofDividendDistributionActivityDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails" xlink:type="extended" id="i44c1613c43d14eeb94275a39dedc78b5_CAPITALSTOCKSummaryofDividendDistributionActivityDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsCommonStockCash_12452318-e1a3-452d-ad38-c5e6ce3847c8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsCommonStockCash"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_DividendsCommonStockCash_12452318-e1a3-452d-ad38-c5e6ce3847c8" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockDividendsPerShareDeclared_b2b76fca-f108-4ada-85fb-437842e59547" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockDividendsPerShareDeclared"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_CommonStockDividendsPerShareDeclared_b2b76fca-f108-4ada-85fb-437842e59547" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfDividendsCommonStock_7daf56da-824f-45bd-96ae-34039186eb5a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsOfDividendsCommonStock"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_PaymentsOfDividendsCommonStock_7daf56da-824f-45bd-96ae-34039186eb5a" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockDividendsPerShareCashPaid_5ea7be3d-8509-442a-ac3c-42311a8397fd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockDividendsPerShareCashPaid"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_CommonStockDividendsPerShareCashPaid_5ea7be3d-8509-442a-ac3c-42311a8397fd" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPreferredStockCash_9d02733c-f636-4f78-8a89-5dfcb97163f1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPreferredStockCash"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_DividendsPreferredStockCash_9d02733c-f636-4f78-8a89-5dfcb97163f1" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendsPerShareDeclared_7efe4c51-ac8e-4b36-93a3-c65080b56c3a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendsPerShareDeclared"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_PreferredStockDividendsPerShareDeclared_7efe4c51-ac8e-4b36-93a3-c65080b56c3a" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommonStockDividendsTaxableOrdinaryIncomePercent_ba69de79-de9a-4340-906a-4590c0ae1904" xlink:href="nly-20221231.xsd#nly_CommonStockDividendsTaxableOrdinaryIncomePercent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_CommonStockDividendsTaxableOrdinaryIncomePercent_ba69de79-de9a-4340-906a-4590c0ae1904" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommonStockDividendsTaxableReturnOfCapitalPercent_2e4e9baf-895c-429b-a072-b2c3e3d5f380" xlink:href="nly-20221231.xsd#nly_CommonStockDividendsTaxableReturnOfCapitalPercent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_CommonStockDividendsTaxableReturnOfCapitalPercent_2e4e9baf-895c-429b-a072-b2c3e3d5f380" xlink:type="arc" order="7"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommonStockDividendsPerShareTaxable_846cc2e7-6d8a-47dd-9d70-03910468899a" xlink:href="nly-20221231.xsd#nly_CommonStockDividendsPerShareTaxable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_CommonStockDividendsPerShareTaxable_846cc2e7-6d8a-47dd-9d70-03910468899a" xlink:type="arc" order="8"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent_e7f84c4c-61c6-4b30-8f22-6b1be64c1f08" xlink:href="nly-20221231.xsd#nly_PreferredStockDividendsTaxableOrdinaryIncomePercent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent_e7f84c4c-61c6-4b30-8f22-6b1be64c1f08" xlink:type="arc" order="9"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent_6f75b8dc-f36a-4920-94d5-1375083a3574" xlink:href="nly-20221231.xsd#nly_PreferredStockDividendsTaxableReturnOfCapitalPercent"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent_6f75b8dc-f36a-4920-94d5-1375083a3574" xlink:type="arc" order="10"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableTable_e92d032d-8d6b-4dfd-9e7d-8b8ee66e0a6c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_DividendsPayableTable_e92d032d-8d6b-4dfd-9e7d-8b8ee66e0a6c" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_74fc88e3-8838-4f3c-a1ad-8c1e52dce3fc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DividendsPayableTable_e92d032d-8d6b-4dfd-9e7d-8b8ee66e0a6c" xlink:to="loc_us-gaap_StatementClassOfStockAxis_74fc88e3-8838-4f3c-a1ad-8c1e52dce3fc" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_74fc88e3-8838-4f3c-a1ad-8c1e52dce3fc_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_74fc88e3-8838-4f3c-a1ad-8c1e52dce3fc" xlink:to="loc_us-gaap_ClassOfStockDomain_74fc88e3-8838-4f3c-a1ad-8c1e52dce3fc_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_74fc88e3-8838-4f3c-a1ad-8c1e52dce3fc" xlink:to="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesFPreferredStockMember_4c4fccb1-2346-46a1-b537-21c6cc62da39" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesFPreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:to="loc_us-gaap_SeriesFPreferredStockMember_4c4fccb1-2346-46a1-b537-21c6cc62da39" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesGPreferredStockMember_85602d12-ecf5-4542-82b0-a44229850013" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesGPreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:to="loc_us-gaap_SeriesGPreferredStockMember_85602d12-ecf5-4542-82b0-a44229850013" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SeriesIPreferredStockMember_056a8174-17cc-4f8c-8088-022dd554cbd4" xlink:href="nly-20221231.xsd#nly_SeriesIPreferredStockMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:to="loc_nly_SeriesIPreferredStockMember_056a8174-17cc-4f8c-8088-022dd554cbd4" xlink:type="arc" order="2"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails" xlink:type="extended" id="i7d5db01f1af4407ba023d0ca6ad17f07_LONGTERMSTOCKINCENTIVEPLANNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized_6ced7be6-8517-46fd-8606-442a1807499d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized_6ced7be6-8517-46fd-8606-442a1807499d" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage_6d779702-b91e-45ba-a778-19b647824917" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage_6d779702-b91e-45ba-a778-19b647824917" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1_ac3e1165-b3a6-494f-843b-b13db5c0a577" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1_ac3e1165-b3a6-494f-843b-b13db5c0a577" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EmployeeBenefitsAndShareBasedCompensation_769d4dd3-53b3-4cdc-b3ad-530387423707" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EmployeeBenefitsAndShareBasedCompensation"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_EmployeeBenefitsAndShareBasedCompensation_769d4dd3-53b3-4cdc-b3ad-530387423707" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized_bcb4cc19-4f62-448b-ad07-c2a58a73486e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized_bcb4cc19-4f62-448b-ad07-c2a58a73486e" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1_1697edc6-bd91-4230-83fd-ab10651944e7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1_1697edc6-bd91-4230-83fd-ab10651944e7" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PlanNameAxis_c9e6b499-2e3e-4ae9-991a-bf04be108cb6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PlanNameAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:to="loc_us-gaap_PlanNameAxis_c9e6b499-2e3e-4ae9-991a-bf04be108cb6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PlanNameDomain_c9e6b499-2e3e-4ae9-991a-bf04be108cb6_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PlanNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PlanNameAxis_c9e6b499-2e3e-4ae9-991a-bf04be108cb6" xlink:to="loc_us-gaap_PlanNameDomain_c9e6b499-2e3e-4ae9-991a-bf04be108cb6_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PlanNameDomain_1b31ae44-0e85-41a4-8f99-aee073de55f1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PlanNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PlanNameAxis_c9e6b499-2e3e-4ae9-991a-bf04be108cb6" xlink:to="loc_us-gaap_PlanNameDomain_1b31ae44-0e85-41a4-8f99-aee073de55f1" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_EquityIncentivePlan2020Member_a55bf4cd-43f3-4c28-80e4-de8c009f4958" xlink:href="nly-20221231.xsd#nly_EquityIncentivePlan2020Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PlanNameDomain_1b31ae44-0e85-41a4-8f99-aee073de55f1" xlink:to="loc_nly_EquityIncentivePlan2020Member_a55bf4cd-43f3-4c28-80e4-de8c009f4958" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AwardTypeAxis_a434e560-f647-4970-a1f6-7c1c5a1dc28a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AwardTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:to="loc_us-gaap_AwardTypeAxis_a434e560-f647-4970-a1f6-7c1c5a1dc28a" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_a434e560-f647-4970-a1f6-7c1c5a1dc28a_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_AwardTypeAxis_a434e560-f647-4970-a1f6-7c1c5a1dc28a" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_a434e560-f647-4970-a1f6-7c1c5a1dc28a_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_0e218ebf-ae0f-4111-98b2-0f7cadbd9d12" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_AwardTypeAxis_a434e560-f647-4970-a1f6-7c1c5a1dc28a" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_0e218ebf-ae0f-4111-98b2-0f7cadbd9d12" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PerformanceSharesMember_d28e05f9-a03c-4eb8-b541-e78f07f9014b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PerformanceSharesMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_0e218ebf-ae0f-4111-98b2-0f7cadbd9d12" xlink:to="loc_us-gaap_PerformanceSharesMember_d28e05f9-a03c-4eb8-b541-e78f07f9014b" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_2e080984-5b06-481c-8f71-9adb42cc6c6d" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:to="loc_srt_RangeAxis_2e080984-5b06-481c-8f71-9adb42cc6c6d" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_2e080984-5b06-481c-8f71-9adb42cc6c6d_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_2e080984-5b06-481c-8f71-9adb42cc6c6d" xlink:to="loc_srt_RangeMember_2e080984-5b06-481c-8f71-9adb42cc6c6d_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_b8540931-186a-4cab-bfe7-d37c6d5d1481" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_2e080984-5b06-481c-8f71-9adb42cc6c6d" xlink:to="loc_srt_RangeMember_b8540931-186a-4cab-bfe7-d37c6d5d1481" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_d47cc3d3-29e1-4ce3-8b91-8eef9b73d762" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_b8540931-186a-4cab-bfe7-d37c6d5d1481" xlink:to="loc_srt_MinimumMember_d47cc3d3-29e1-4ce3-8b91-8eef9b73d762" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_4baf289c-d26e-42cb-a1e6-105999724fb8" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_b8540931-186a-4cab-bfe7-d37c6d5d1481" xlink:to="loc_srt_MaximumMember_4baf289c-d26e-42cb-a1e6-105999724fb8" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/INCOMETAXESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#INCOMETAXESNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/INCOMETAXESNarrativeDetails" xlink:type="extended" id="id5124718b6d3459ca7c25a5f9e1a58c5_INCOMETAXESNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_nly_IncomeTaxesLineItems_f84a6d89-4cd4-42be-bef0-66f113d2ef41" xlink:href="nly-20221231.xsd#nly_IncomeTaxesLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit_7254b554-8902-4ae7-94e0-5beb59f052e8" xlink:href="nly-20221231.xsd#nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_IncomeTaxesLineItems_f84a6d89-4cd4-42be-bef0-66f113d2ef41" xlink:to="loc_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit_7254b554-8902-4ae7-94e0-5beb59f052e8" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxExpenseBenefit_1eafcd3f-43e6-4b59-8982-700e70d475a6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxExpenseBenefit"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_nly_IncomeTaxesLineItems_f84a6d89-4cd4-42be-bef0-66f113d2ef41" xlink:to="loc_us-gaap_IncomeTaxExpenseBenefit_1eafcd3f-43e6-4b59-8982-700e70d475a6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_IncomeTaxesTable_8e6c066d-9a88-4548-a7c0-02d7cd312306" xlink:href="nly-20221231.xsd#nly_IncomeTaxesTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_nly_IncomeTaxesLineItems_f84a6d89-4cd4-42be-bef0-66f113d2ef41" xlink:to="loc_nly_IncomeTaxesTable_8e6c066d-9a88-4548-a7c0-02d7cd312306" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LegalEntityAxis_9061c078-1c8c-49b1-b658-968f688e9a6c" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LegalEntityAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_nly_IncomeTaxesTable_8e6c066d-9a88-4548-a7c0-02d7cd312306" xlink:to="loc_dei_LegalEntityAxis_9061c078-1c8c-49b1-b658-968f688e9a6c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_9061c078-1c8c-49b1-b658-968f688e9a6c_default" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_dei_LegalEntityAxis_9061c078-1c8c-49b1-b658-968f688e9a6c" xlink:to="loc_dei_EntityDomain_9061c078-1c8c-49b1-b658-968f688e9a6c_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_9ef3f5ff-4401-4272-bfd4-87016acb60df" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_dei_LegalEntityAxis_9061c078-1c8c-49b1-b658-968f688e9a6c" xlink:to="loc_dei_EntityDomain_9ef3f5ff-4401-4272-bfd4-87016acb60df" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_TaxableREITSubsidiaryMember_d01eb943-a443-41f3-85d7-c15cff82560a" xlink:href="nly-20221231.xsd#nly_TaxableREITSubsidiaryMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_9ef3f5ff-4401-4272-bfd4-87016acb60df" xlink:to="loc_nly_TaxableREITSubsidiaryMember_d01eb943-a443-41f3-85d7-c15cff82560a" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#RELATEDPARTYTRANSACTIONSNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails" xlink:type="extended" id="icec7d1532c4c442eab6c81b4412bd582_RELATEDPARTYTRANSACTIONSNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TemporaryEquityRedemptionPricePerShare_8024bad0-f44f-40fc-8abb-5ac0987500b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TemporaryEquityRedemptionPricePerShare"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_us-gaap_TemporaryEquityRedemptionPricePerShare_8024bad0-f44f-40fc-8abb-5ac0987500b8" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee_c498975c-5b27-4134-9940-a059bb2cdd42" xlink:href="nly-20221231.xsd#nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee_c498975c-5b27-4134-9940-a059bb2cdd42" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee_ca84fbc1-cac7-4f26-85f5-41f0b814984a" xlink:href="nly-20221231.xsd#nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee_ca84fbc1-cac7-4f26-85f5-41f0b814984a" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LaborAndRelatedExpense_c6a36711-8b11-4259-bde8-cb36f3386ecb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LaborAndRelatedExpense"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_us-gaap_LaborAndRelatedExpense_c6a36711-8b11-4259-bde8-cb36f3386ecb" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentForManagementFee_db773fbd-0f0d-40cf-b6fa-a6247da78452" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentForManagementFee"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_us-gaap_PaymentForManagementFee_db773fbd-0f0d-40cf-b6fa-a6247da78452" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee_79dab746-3e40-4e51-a376-f743bbbd5db3" xlink:href="nly-20221231.xsd#nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee_79dab746-3e40-4e51-a376-f743bbbd5db3" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_7b71178e-4d80-409c-a0ee-946fb967cf30" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_7b71178e-4d80-409c-a0ee-946fb967cf30" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionAxis_25972c06-dd0c-4fe5-be94-25577e46c11e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_7b71178e-4d80-409c-a0ee-946fb967cf30" xlink:to="loc_us-gaap_RelatedPartyTransactionAxis_25972c06-dd0c-4fe5-be94-25577e46c11e" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionDomain_25972c06-dd0c-4fe5-be94-25577e46c11e_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_RelatedPartyTransactionAxis_25972c06-dd0c-4fe5-be94-25577e46c11e" xlink:to="loc_us-gaap_RelatedPartyTransactionDomain_25972c06-dd0c-4fe5-be94-25577e46c11e_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionDomain_e005fbba-b6fb-4926-906a-13a0f3c4753b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_RelatedPartyTransactionAxis_25972c06-dd0c-4fe5-be94-25577e46c11e" xlink:to="loc_us-gaap_RelatedPartyTransactionDomain_e005fbba-b6fb-4926-906a-13a0f3c4753b" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ManagementAgreementMember_b37b067f-ef53-4e40-a412-66836518010a" xlink:href="nly-20221231.xsd#nly_ManagementAgreementMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionDomain_e005fbba-b6fb-4926-906a-13a0f3c4753b" xlink:to="loc_nly_ManagementAgreementMember_b37b067f-ef53-4e40-a412-66836518010a" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails" xlink:type="extended" id="ib9b191dff93a4bd2a09810f1eb87048e_LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeLeaseDescriptionLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseCost_e8ddfc5c-bb79-4993-b514-92d0a495094f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseCost"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:to="loc_us-gaap_OperatingLeaseCost_e8ddfc5c-bb79-4993-b514-92d0a495094f" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OperatingLeaseRemainingLeaseTerm_fffaa532-f6a6-4847-91cc-ba994163d9d0" xlink:href="nly-20221231.xsd#nly_OperatingLeaseRemainingLeaseTerm"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:to="loc_nly_OperatingLeaseRemainingLeaseTerm_fffaa532-f6a6-4847-91cc-ba994163d9d0" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseRenewalTerm_b13afbc6-3027-4bc9-b6f4-3458ecf934b3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseRenewalTerm"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:to="loc_us-gaap_LesseeOperatingLeaseRenewalTerm_b13afbc6-3027-4bc9-b6f4-3458ecf934b3" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LossContingencyAccrualAtCarryingValue_c5563bbc-e8f1-4063-8a68-00e5c414acc4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LossContingencyAccrualAtCarryingValue"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:to="loc_us-gaap_LossContingencyAccrualAtCarryingValue_c5563bbc-e8f1-4063-8a68-00e5c414acc4" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeLeaseDescriptionTable_6db1ed21-ac6d-4c1c-9537-f297561958f0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeLeaseDescriptionTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:to="loc_us-gaap_LesseeLeaseDescriptionTable_6db1ed21-ac6d-4c1c-9537-f297561958f0" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_df2d3cc6-6dd0-4628-bf37-3c2d45f35717" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LesseeLeaseDescriptionTable_6db1ed21-ac6d-4c1c-9537-f297561958f0" xlink:to="loc_srt_RangeAxis_df2d3cc6-6dd0-4628-bf37-3c2d45f35717" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_df2d3cc6-6dd0-4628-bf37-3c2d45f35717_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_df2d3cc6-6dd0-4628-bf37-3c2d45f35717" xlink:to="loc_srt_RangeMember_df2d3cc6-6dd0-4628-bf37-3c2d45f35717_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_71681960-a1f5-495c-9f9c-90c424efd62d" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_df2d3cc6-6dd0-4628-bf37-3c2d45f35717" xlink:to="loc_srt_RangeMember_71681960-a1f5-495c-9f9c-90c424efd62d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_4f485055-5456-4a5d-9bbf-76363f5c52e8" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_71681960-a1f5-495c-9f9c-90c424efd62d" xlink:to="loc_srt_MinimumMember_4f485055-5456-4a5d-9bbf-76363f5c52e8" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_ffc97c2d-6a82-4012-9008-66626f5dbab5" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_71681960-a1f5-495c-9f9c-90c424efd62d" xlink:to="loc_srt_MaximumMember_ffc97c2d-6a82-4012-9008-66626f5dbab5" xlink:type="arc" order="1"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://annaly.com/role/SUBSEQUENTEVENTSDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SUBSEQUENTEVENTSDetails"/>
  <link:definitionLink xlink:role="http://annaly.com/role/SUBSEQUENTEVENTSDetails" xlink:type="extended" id="iefea666910b84add92308bbda5fe4c53_SUBSEQUENTEVENTSDetails">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventLineItems"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_e306a993-fc48-4c4f-b50b-291a959e17a0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:to="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_e306a993-fc48-4c4f-b50b-291a959e17a0" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease_a9ece49e-3778-44e4-b231-6b75fa36ec5d" xlink:href="nly-20221231.xsd#nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:to="loc_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease_a9ece49e-3778-44e4-b231-6b75fa36ec5d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_651e72b5-f658-4960-a2b3-49915bd3d387" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:to="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_651e72b5-f658-4960-a2b3-49915bd3d387" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTable"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:to="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:type="arc" order="1" xbrldt:closed="true" xbrldt:contextElement="segment"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_2b298d03-d3ba-493b-8f69-5ab82f7f1227" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_us-gaap_FinancialInstrumentAxis_2b298d03-d3ba-493b-8f69-5ab82f7f1227" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_2b298d03-d3ba-493b-8f69-5ab82f7f1227_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2b298d03-d3ba-493b-8f69-5ab82f7f1227" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_2b298d03-d3ba-493b-8f69-5ab82f7f1227_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_33b5c227-4469-49e2-bb4a-3cf47b89900d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2b298d03-d3ba-493b-8f69-5ab82f7f1227" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_33b5c227-4469-49e2-bb4a-3cf47b89900d" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_69a5b6da-e21e-4cf0-aeab-f35d0c00657c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_33b5c227-4469-49e2-bb4a-3cf47b89900d" xlink:to="loc_us-gaap_ResidentialMortgageMember_69a5b6da-e21e-4cf0-aeab-f35d0c00657c" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_b0f92bee-ef87-43bb-b709-99279c96d735" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_srt_ConsolidatedEntitiesAxis_b0f92bee-ef87-43bb-b709-99279c96d735" xlink:type="arc" order="2"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_b0f92bee-ef87-43bb-b709-99279c96d735_default" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ConsolidatedEntitiesAxis_b0f92bee-ef87-43bb-b709-99279c96d735" xlink:to="loc_srt_ConsolidatedEntitiesDomain_b0f92bee-ef87-43bb-b709-99279c96d735_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_8e1819d0-fbd2-4426-af98-235131c00f14" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ConsolidatedEntitiesAxis_b0f92bee-ef87-43bb-b709-99279c96d735" xlink:to="loc_srt_ConsolidatedEntitiesDomain_8e1819d0-fbd2-4426-af98-235131c00f14" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_60cfc88c-4867-49df-8f63-fb5a9bbaa318" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ConsolidatedEntitiesDomain_8e1819d0-fbd2-4426-af98-235131c00f14" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_60cfc88c-4867-49df-8f63-fb5a9bbaa318" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LegalEntityAxis_ed7f7c15-a2b9-4772-a1d0-7e42c391fa54" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LegalEntityAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_dei_LegalEntityAxis_ed7f7c15-a2b9-4772-a1d0-7e42c391fa54" xlink:type="arc" order="3"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_ed7f7c15-a2b9-4772-a1d0-7e42c391fa54_default" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_dei_LegalEntityAxis_ed7f7c15-a2b9-4772-a1d0-7e42c391fa54" xlink:to="loc_dei_EntityDomain_ed7f7c15-a2b9-4772-a1d0-7e42c391fa54_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_cd67ac2f-376f-49a3-ae8a-44bf8e0346e6" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_dei_LegalEntityAxis_ed7f7c15-a2b9-4772-a1d0-7e42c391fa54" xlink:to="loc_dei_EntityDomain_cd67ac2f-376f-49a3-ae8a-44bf8e0346e6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM1Member_1e8fb899-37d1-429a-9a2b-bc054689c982" xlink:href="nly-20221231.xsd#nly_OBX2022NQM1Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_cd67ac2f-376f-49a3-ae8a-44bf8e0346e6" xlink:to="loc_nly_OBX2022NQM1Member_1e8fb899-37d1-429a-9a2b-bc054689c982" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV2Member_3cdbec39-9f8f-476a-bf2e-47fd78a24deb" xlink:href="nly-20221231.xsd#nly_OBX2022INV2Member"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_cd67ac2f-376f-49a3-ae8a-44bf8e0346e6" xlink:to="loc_nly_OBX2022INV2Member_3cdbec39-9f8f-476a-bf2e-47fd78a24deb" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeAxis_30a68dcf-36c3-48c4-8483-3e9f68659e69" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_us-gaap_SubsequentEventTypeAxis_30a68dcf-36c3-48c4-8483-3e9f68659e69" xlink:type="arc" order="4"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeDomain_30a68dcf-36c3-48c4-8483-3e9f68659e69_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_SubsequentEventTypeAxis_30a68dcf-36c3-48c4-8483-3e9f68659e69" xlink:to="loc_us-gaap_SubsequentEventTypeDomain_30a68dcf-36c3-48c4-8483-3e9f68659e69_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeDomain_64194314-c248-47c6-9e95-cb23f515a229" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_SubsequentEventTypeAxis_30a68dcf-36c3-48c4-8483-3e9f68659e69" xlink:to="loc_us-gaap_SubsequentEventTypeDomain_64194314-c248-47c6-9e95-cb23f515a229" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventMember_67203c5c-5b25-4557-9a12-063ef1ecfcb9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventTypeDomain_64194314-c248-47c6-9e95-cb23f515a229" xlink:to="loc_us-gaap_SubsequentEventMember_67203c5c-5b25-4557-9a12-063ef1ecfcb9" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentAxis_758c1bb7-6c94-445c-9a79-f70ef15ace0b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_us-gaap_DebtInstrumentAxis_758c1bb7-6c94-445c-9a79-f70ef15ace0b" xlink:type="arc" order="5"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_758c1bb7-6c94-445c-9a79-f70ef15ace0b_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_758c1bb7-6c94-445c-9a79-f70ef15ace0b" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_758c1bb7-6c94-445c-9a79-f70ef15ace0b_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_d4e3420b-3267-4039-a9bf-ea9b7688b8e6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_758c1bb7-6c94-445c-9a79-f70ef15ace0b" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_d4e3420b-3267-4039-a9bf-ea9b7688b8e6" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember_88da7185-db99-42c1-834a-c2e3df1c15e1" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsCommittedCreditFacilityMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d4e3420b-3267-4039-a9bf-ea9b7688b8e6" xlink:to="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember_88da7185-db99-42c1-834a-c2e3df1c15e1" xlink:type="arc" order="0"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsIncrementalFacilityMember_404b8cde-ba58-4ef2-bed1-98603b62b7ce" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsIncrementalFacilityMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d4e3420b-3267-4039-a9bf-ea9b7688b8e6" xlink:to="loc_nly_MortgageServicingRightsIncrementalFacilityMember_404b8cde-ba58-4ef2-bed1-98603b62b7ce" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeAxis_67a7ce0a-101f-4a93-ba2e-1b88505b9ac4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeAxis"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_us-gaap_LongtermDebtTypeAxis_67a7ce0a-101f-4a93-ba2e-1b88505b9ac4" xlink:type="arc" order="6"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_67a7ce0a-101f-4a93-ba2e-1b88505b9ac4_default" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_67a7ce0a-101f-4a93-ba2e-1b88505b9ac4" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_67a7ce0a-101f-4a93-ba2e-1b88505b9ac4_default" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_2165dbd5-6bc6-42ed-984f-1b3a94e70687" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeDomain"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_67a7ce0a-101f-4a93-ba2e-1b88505b9ac4" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_2165dbd5-6bc6-42ed-984f-1b3a94e70687" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditMember_8905ab7d-78ce-4eb9-8a82-7265382121de" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditMember"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LongtermDebtTypeDomain_2165dbd5-6bc6-42ed-984f-1b3a94e70687" xlink:to="loc_us-gaap_LineOfCreditMember_8905ab7d-78ce-4eb9-8a82-7265382121de" xlink:type="arc" order="0"/>
  </link:definitionLink>
  <link:roleRef roleURI="http://fasb.org/us-gaap/role/eedm/ExtensibleEnumerationLists" xlink:type="simple" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-roles-2022.xsd#eedm"/>
  <link:definitionLink xlink:role="http://fasb.org/us-gaap/role/eedm/ExtensibleEnumerationLists" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries_72ac970b-d572-40c3-8530-82107d216b0c" xlink:href="nly-20221231.xsd#nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementAbstract" xlink:to="loc_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries_72ac970b-d572-40c3-8530-82107d216b0c" xlink:type="arc" order="1"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:definitionArc xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementAbstract" xlink:to="loc_us-gaap_GainLossOnSaleOfBusiness" xlink:type="arc" order="2"/>
  </link:definitionLink>
</link:linkbase>
</XBRL>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-101.LAB
<SEQUENCE>14
<FILENAME>nly-20221231_lab.xml
<DESCRIPTION>XBRL TAXONOMY EXTENSION LABEL LINKBASE DOCUMENT
<TEXT>
<XBRL>
<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2023 Workiva-->
<!--r:8283f2a1-4ded-4d91-9c69-89acb0846785,g:7a65753d-199a-48a0-b389-5a375b28fd73-->
<link:linkbase xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
  <link:roleRef roleURI="http://www.xbrl.org/2009/role/negatedPeriodStartLabel" xlink:type="simple" xlink:href="http://www.xbrl.org/lrr/role/negated-2009-12-16.xsd#negatedPeriodStartLabel"/>
  <link:roleRef roleURI="http://www.xbrl.org/2009/role/netLabel" xlink:type="simple" xlink:href="http://www.xbrl.org/lrr/role/net-2009-12-16.xsd#netLabel"/>
  <link:roleRef roleURI="http://www.xbrl.org/2009/role/negatedNetLabel" xlink:type="simple" xlink:href="http://www.xbrl.org/lrr/role/negated-2009-12-16.xsd#negatedNetLabel"/>
  <link:roleRef roleURI="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="simple" xlink:href="http://www.xbrl.org/lrr/role/negated-2009-12-16.xsd#negatedTerseLabel"/>
  <link:roleRef roleURI="http://www.xbrl.org/2009/role/negatedPeriodEndLabel" xlink:type="simple" xlink:href="http://www.xbrl.org/lrr/role/negated-2009-12-16.xsd#negatedPeriodEndLabel"/>
  <link:roleRef roleURI="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="simple" xlink:href="http://www.xbrl.org/lrr/role/negated-2009-12-16.xsd#negatedLabel"/>
  <link:roleRef roleURI="http://www.xbrl.org/2009/role/negatedTotalLabel" xlink:type="simple" xlink:href="http://www.xbrl.org/lrr/role/negated-2009-12-16.xsd#negatedTotalLabel"/>
  <link:labelLink xlink:role="http://www.xbrl.org/2003/role/link" xlink:type="extended">
    <link:label id="lab_us-gaap_GeographicConcentrationRiskMember_2bf3a3dd-b817-4d90-b3c3-a19c238159b1_terseLabel_en-US" xlink:label="lab_us-gaap_GeographicConcentrationRiskMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Geographic Concentration Risk</link:label>
    <link:label id="lab_us-gaap_GeographicConcentrationRiskMember_label_en-US" xlink:label="lab_us-gaap_GeographicConcentrationRiskMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Geographic Concentration Risk [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeographicConcentrationRiskMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeographicConcentrationRiskMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GeographicConcentrationRiskMember" xlink:to="lab_us-gaap_GeographicConcentrationRiskMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_GainLossOnRealizedInterestRateSwaps_8c20d043-d9ab-46ff-905b-a4567027b080_terseLabel_en-US" xlink:label="lab_nly_GainLossOnRealizedInterestRateSwaps" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net interest component of interest rate swaps</link:label>
    <link:label id="lab_nly_GainLossOnRealizedInterestRateSwaps_label_en-US" xlink:label="lab_nly_GainLossOnRealizedInterestRateSwaps" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (Loss) On Realized Interest Rate Swaps</link:label>
    <link:label id="lab_nly_GainLossOnRealizedInterestRateSwaps_documentation_en-US" xlink:label="lab_nly_GainLossOnRealizedInterestRateSwaps" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Realized gain (loss) included in earnings for net interest payments from interest rate swaps.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_GainLossOnRealizedInterestRateSwaps" xlink:href="nly-20221231.xsd#nly_GainLossOnRealizedInterestRateSwaps"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_GainLossOnRealizedInterestRateSwaps" xlink:to="lab_nly_GainLossOnRealizedInterestRateSwaps" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVie_b71496c8-6910-40fd-b286-3b34024d0c60_terseLabel_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVie" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt issued by securitization vehicles</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVie_50c4d84c-0a4b-44b6-b155-d0e5069dca2f_verboseLabel_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVie" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized debt of consolidated VIEs</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVie_label_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVie" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized debt of consolidated VIE</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVie_documentation_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVie" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized debt of consolidated VIE</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVie" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVie"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritizedDebtOfConsolidatedVie" xlink:to="lab_nly_SecuritizedDebtOfConsolidatedVie" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RelatedPartyTransactionsAbstract_c61204ce-009f-44ef-bd60-bc9d5c37f78d_terseLabel_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Related Party Transactions [Abstract]</link:label>
    <link:label id="lab_us-gaap_RelatedPartyTransactionsAbstract_label_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Related Party Transactions [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RelatedPartyTransactionsAbstract" xlink:to="lab_us-gaap_RelatedPartyTransactionsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativesOffsettingFairValueAmountsPolicy_41faef3a-b7f3-49b5-bf96-e2d49ce100ac_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativesOffsettingFairValueAmountsPolicy" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Offsetting Assets and Liabilities</link:label>
    <link:label id="lab_us-gaap_DerivativesOffsettingFairValueAmountsPolicy_label_en-US" xlink:label="lab_us-gaap_DerivativesOffsettingFairValueAmountsPolicy" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivatives, Offsetting Fair Value Amounts, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativesOffsettingFairValueAmountsPolicy" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativesOffsettingFairValueAmountsPolicy"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativesOffsettingFairValueAmountsPolicy" xlink:to="lab_us-gaap_DerivativesOffsettingFairValueAmountsPolicy" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InvestmentSecondaryCategorizationAxis_49d2e105-7d15-45a9-a0d7-6d8b7a7f6e95_terseLabel_en-US" xlink:label="lab_us-gaap_InvestmentSecondaryCategorizationAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investment Secondary Categorization [Axis]</link:label>
    <link:label id="lab_us-gaap_InvestmentSecondaryCategorizationAxis_label_en-US" xlink:label="lab_us-gaap_InvestmentSecondaryCategorizationAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investment Secondary Categorization [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentSecondaryCategorizationAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentSecondaryCategorizationAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InvestmentSecondaryCategorizationAxis" xlink:to="lab_us-gaap_InvestmentSecondaryCategorizationAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestIncomeOperating_c01fc37d-0ccb-4996-bbf7-0585fb3244de_terseLabel_en-US" xlink:label="lab_us-gaap_InterestIncomeOperating" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest income</link:label>
    <link:label id="lab_us-gaap_InterestIncomeOperating_77ce0d27-fdb6-4c10-adf9-c0c14a322a84_totalLabel_en-US" xlink:label="lab_us-gaap_InterestIncomeOperating" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total interest income</link:label>
    <link:label id="lab_us-gaap_InterestIncomeOperating_label_en-US" xlink:label="lab_us-gaap_InterestIncomeOperating" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income, Operating</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeOperating" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeOperating"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestIncomeOperating" xlink:to="lab_us-gaap_InterestIncomeOperating" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockSharesOutstanding_627a8797-79ef-4ad5-a515-d206f2a00874_verboseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockSharesOutstanding" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Shares outstanding (in shares)</link:label>
    <link:label id="lab_us-gaap_PreferredStockSharesOutstanding_label_en-US" xlink:label="lab_us-gaap_PreferredStockSharesOutstanding" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Shares Outstanding</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesOutstanding" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesOutstanding"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockSharesOutstanding" xlink:to="lab_us-gaap_PreferredStockSharesOutstanding" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GainLossOnInvestments_3fe7451a-cdf5-443c-9089-a3c5f6582153_terseLabel_en-US" xlink:label="lab_us-gaap_GainLossOnInvestments" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net gains (losses) on investments and other</link:label>
    <link:label id="lab_us-gaap_GainLossOnInvestments_label_en-US" xlink:label="lab_us-gaap_GainLossOnInvestments" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (Loss) on Investments</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnInvestments" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnInvestments"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GainLossOnInvestments" xlink:to="lab_us-gaap_GainLossOnInvestments" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_2d27127f-c22b-4b37-b568-3a1632f61c5d_terseLabel_en-US" xlink:label="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements:</link:label>
    <link:label id="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_label_en-US" xlink:label="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets Sold under Agreements to Repurchase [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems" xlink:to="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageLoansonRealEstateGainsLosses_a4d306a3-c3f2-43c2-82ab-28ad80911c80_terseLabel_en-US" xlink:label="lab_nly_MortgageLoansonRealEstateGainsLosses" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gains / (losses)</link:label>
    <link:label id="lab_nly_MortgageLoansonRealEstateGainsLosses_label_en-US" xlink:label="lab_nly_MortgageLoansonRealEstateGainsLosses" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Loans on Real Estate, Gains (Losses)</link:label>
    <link:label id="lab_nly_MortgageLoansonRealEstateGainsLosses_documentation_en-US" xlink:label="lab_nly_MortgageLoansonRealEstateGainsLosses" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Loans on Real Estate, Gains (Losses)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansonRealEstateGainsLosses" xlink:href="nly-20221231.xsd#nly_MortgageLoansonRealEstateGainsLosses"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageLoansonRealEstateGainsLosses" xlink:to="lab_nly_MortgageLoansonRealEstateGainsLosses" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtInstrumentAxis_a80c2b37-50d7-4465-8d20-bf879c56a22a_terseLabel_en-US" xlink:label="lab_us-gaap_DebtInstrumentAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument [Axis]</link:label>
    <link:label id="lab_us-gaap_DebtInstrumentAxis_label_en-US" xlink:label="lab_us-gaap_DebtInstrumentAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtInstrumentAxis" xlink:to="lab_us-gaap_DebtInstrumentAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MSRSiloMember_88a45f33-84cd-4406-9e91-75ca1b083cf0_terseLabel_en-US" xlink:label="lab_nly_MSRSiloMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">MSR Silo</link:label>
    <link:label id="lab_nly_MSRSiloMember_label_en-US" xlink:label="lab_nly_MSRSiloMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">MSR Silo [Member]</link:label>
    <link:label id="lab_nly_MSRSiloMember_documentation_en-US" xlink:label="lab_nly_MSRSiloMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">MSR Silo</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MSRSiloMember" xlink:href="nly-20221231.xsd#nly_MSRSiloMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MSRSiloMember" xlink:to="lab_nly_MSRSiloMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsOfDividendsCommonStock_e82fd94d-12c0-4699-a652-c9f777322024_terseLabel_en-US" xlink:label="lab_us-gaap_PaymentsOfDividendsCommonStock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Distributions paid to common stockholders after period end</link:label>
    <link:label id="lab_us-gaap_PaymentsOfDividendsCommonStock_label_en-US" xlink:label="lab_us-gaap_PaymentsOfDividendsCommonStock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments of Ordinary Dividends, Common Stock</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfDividendsCommonStock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsOfDividendsCommonStock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsOfDividendsCommonStock" xlink:to="lab_us-gaap_PaymentsOfDividendsCommonStock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueOfFinancialInstrumentsPolicy_50c42f5d-9b73-470b-9f74-79e949c8fd8c_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueOfFinancialInstrumentsPolicy" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value of Financial Instruments</link:label>
    <link:label id="lab_us-gaap_FairValueOfFinancialInstrumentsPolicy_label_en-US" xlink:label="lab_us-gaap_FairValueOfFinancialInstrumentsPolicy" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value of Financial Instruments, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueOfFinancialInstrumentsPolicy" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueOfFinancialInstrumentsPolicy"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueOfFinancialInstrumentsPolicy" xlink:to="lab_us-gaap_FairValueOfFinancialInstrumentsPolicy" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AdditionalPaidInCapital_d54b5d41-2f3c-4c7b-bd53-2ba30b4ea414_terseLabel_en-US" xlink:label="lab_us-gaap_AdditionalPaidInCapital" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Additional paid-in capital</link:label>
    <link:label id="lab_us-gaap_AdditionalPaidInCapital_label_en-US" xlink:label="lab_us-gaap_AdditionalPaidInCapital" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Additional Paid in Capital</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdditionalPaidInCapital" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdditionalPaidInCapital"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AdditionalPaidInCapital" xlink:to="lab_us-gaap_AdditionalPaidInCapital" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EmploymentContractsMember_e4d2c671-c1d8-4242-8eb3-d8d78bb368af_terseLabel_en-US" xlink:label="lab_us-gaap_EmploymentContractsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assembled workforce</link:label>
    <link:label id="lab_us-gaap_EmploymentContractsMember_label_en-US" xlink:label="lab_us-gaap_EmploymentContractsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Employment Contracts [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EmploymentContractsMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EmploymentContractsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EmploymentContractsMember" xlink:to="lab_us-gaap_EmploymentContractsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueDisclosureItemAmountsDomain_ca29c23a-373f-4390-95e8-fd8a4407a26f_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueDisclosureItemAmountsDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Measurement [Domain]</link:label>
    <link:label id="lab_us-gaap_FairValueDisclosureItemAmountsDomain_label_en-US" xlink:label="lab_us-gaap_FairValueDisclosureItemAmountsDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Measurement [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosureItemAmountsDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosureItemAmountsDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueDisclosureItemAmountsDomain" xlink:to="lab_us-gaap_FairValueDisclosureItemAmountsDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_4a025a99-7a77-4cb0-b552-332b9287b266_terseLabel_en-US" xlink:label="lab_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments [Domain]</link:label>
    <link:label id="lab_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_label_en-US" xlink:label="lab_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:to="lab_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue_6c2fd2d6-0e0e-4303-813a-1b8fa9038697_terseLabel_en-US" xlink:label="lab_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Secured financings and interest rate swaps - collateral held, estimated fair value</link:label>
    <link:label id="lab_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue_label_en-US" xlink:label="lab_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Collateral Held on Repurchase Agreements After Effect of Interest Rate Swaps Fair Value</link:label>
    <link:label id="lab_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue_documentation_en-US" xlink:label="lab_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The fair value as of the balance sheet date of securities pledged as collateral that an institution holds on behalf of repurchase agreements, after giving effect for interest rate swaps.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" xlink:href="nly-20221231.xsd#nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" xlink:to="lab_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_USTreasuryFuturesTenYearMember_cb0a98e2-9e64-4bd5-92f5-a5becdea474d_terseLabel_en-US" xlink:label="lab_nly_USTreasuryFuturesTenYearMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">U.S. Treasury futures - 10 year and greater</link:label>
    <link:label id="lab_nly_USTreasuryFuturesTenYearMember_label_en-US" xlink:label="lab_nly_USTreasuryFuturesTenYearMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">US Treasury Futures, Ten Year [Member]</link:label>
    <link:label id="lab_nly_USTreasuryFuturesTenYearMember_documentation_en-US" xlink:label="lab_nly_USTreasuryFuturesTenYearMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">US Treasury Futures, Ten Year</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_USTreasuryFuturesTenYearMember" xlink:href="nly-20221231.xsd#nly_USTreasuryFuturesTenYearMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_USTreasuryFuturesTenYearMember" xlink:to="lab_nly_USTreasuryFuturesTenYearMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_UnderlyingAssetClassAxis_d33b7763-a063-41f5-b39e-f2f4a13e58d4_terseLabel_en-US" xlink:label="lab_us-gaap_UnderlyingAssetClassAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Underlying Asset Class [Axis]</link:label>
    <link:label id="lab_us-gaap_UnderlyingAssetClassAxis_label_en-US" xlink:label="lab_us-gaap_UnderlyingAssetClassAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Underlying Asset Class [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis" xlink:to="lab_us-gaap_UnderlyingAssetClassAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_d8595aed-39bc-4539-86a5-4fdccaf6187c_terseLabel_en-US" xlink:label="lab_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Financing Receivable [Domain]</link:label>
    <link:label id="lab_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_label_en-US" xlink:label="lab_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Financing Receivable [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain" xlink:to="lab_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent_48afbb9f-6eab-42a3-9390-7d1bb7bbc00e_terseLabel_en-US" xlink:label="lab_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted average discount rate</link:label>
    <link:label id="lab_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent_label_en-US" xlink:label="lab_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Weighted Average Discount Rate, Percent</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent" xlink:to="lab_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CompensationRelatedCostsPolicyTextBlock_e4ebdfc8-e81e-4889-97aa-020d44220426_terseLabel_en-US" xlink:label="lab_us-gaap_CompensationRelatedCostsPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock Based Compensation</link:label>
    <link:label id="lab_us-gaap_CompensationRelatedCostsPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_CompensationRelatedCostsPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Compensation Related Costs, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CompensationRelatedCostsPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CompensationRelatedCostsPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CompensationRelatedCostsPolicyTextBlock" xlink:to="lab_us-gaap_CompensationRelatedCostsPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt_61c14629-e13f-48b8-98f2-17a0ff789109_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net principal receipts (payments) on mortgages payable</link:label>
    <link:label id="lab_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt_label_en-US" xlink:label="lab_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from (Repayments of) Other Long-Term Debt</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt" xlink:to="lab_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AssetsTransferredOrPledgedToSecuritizationMember_67c47466-bcb7-4f28-a7c6-8095bdea7ce4_terseLabel_en-US" xlink:label="lab_nly_AssetsTransferredOrPledgedToSecuritizationMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total assets transferred or pledged to securitization vehicles</link:label>
    <link:label id="lab_nly_AssetsTransferredOrPledgedToSecuritizationMember_label_en-US" xlink:label="lab_nly_AssetsTransferredOrPledgedToSecuritizationMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets Transferred Or Pledged To Securitization [Member]</link:label>
    <link:label id="lab_nly_AssetsTransferredOrPledgedToSecuritizationMember_documentation_en-US" xlink:label="lab_nly_AssetsTransferredOrPledgedToSecuritizationMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets Transferred Or Pledged To Securitization [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember" xlink:href="nly-20221231.xsd#nly_AssetsTransferredOrPledgedToSecuritizationMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember" xlink:to="lab_nly_AssetsTransferredOrPledgedToSecuritizationMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable_926b0c5c-d5bb-47b4-8d84-34c73e6a5842_terseLabel_en-US" xlink:label="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Remaining capacity of repurchase agreement</link:label>
    <link:label id="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable_label_en-US" xlink:label="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities Sold under Agreements to Repurchase, Commitments Available</link:label>
    <link:label id="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable_documentation_en-US" xlink:label="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities Sold under Agreements to Repurchase, Commitments Available</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable" xlink:to="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeLeaseDescriptionTable_59133295-350d-4e40-b92e-92035c1f3ad6_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeLeaseDescriptionTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Lease, Description [Table]</link:label>
    <link:label id="lab_us-gaap_LesseeLeaseDescriptionTable_label_en-US" xlink:label="lab_us-gaap_LesseeLeaseDescriptionTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Lease, Description [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeLeaseDescriptionTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeLeaseDescriptionTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeLeaseDescriptionTable" xlink:to="lab_us-gaap_LesseeLeaseDescriptionTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MeasurementInputTypeDomain_47f0eb55-a372-488f-82b5-a4fb8002a64a_terseLabel_en-US" xlink:label="lab_us-gaap_MeasurementInputTypeDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Input Type [Domain]</link:label>
    <link:label id="lab_us-gaap_MeasurementInputTypeDomain_label_en-US" xlink:label="lab_us-gaap_MeasurementInputTypeDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Input Type [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputTypeDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputTypeDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MeasurementInputTypeDomain" xlink:to="lab_us-gaap_MeasurementInputTypeDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_b4c81ad7-81cd-4b7c-ba95-e542c50c6117_terseLabel_en-US" xlink:label="lab_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Options to purchase common stock outstanding that would be considered anti-dilutive (in shares)</link:label>
    <link:label id="lab_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_label_en-US" xlink:label="lab_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount" xlink:to="lab_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_DocumentInformationLineItems_a2ff4c7f-d133-4d94-8975-2350220a892b_terseLabel_en-US" xlink:label="lab_dei_DocumentInformationLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Information [Line Items]</link:label>
    <link:label id="lab_dei_DocumentInformationLineItems_label_en-US" xlink:label="lab_dei_DocumentInformationLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Information [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentInformationLineItems" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentInformationLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_DocumentInformationLineItems" xlink:to="lab_dei_DocumentInformationLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_e90920d5-a48c-40b4-a582-94ab0ff047ac_negatedLabel_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reclassification adjustment for net (gains) losses included in net income (loss)</link:label>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_3ca06927-bfcf-4270-8c8c-f3d609e85abb_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reclassification adjustment for net gains (losses) included in net income (loss)</link:label>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_label_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale of Securities, Net of Tax</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" xlink:to="lab_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ShareRepurchaseProgramDomain_ee7f30c4-b860-41a2-86e4-95eb0e4259ad_terseLabel_en-US" xlink:label="lab_us-gaap_ShareRepurchaseProgramDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share Repurchase Program [Domain]</link:label>
    <link:label id="lab_us-gaap_ShareRepurchaseProgramDomain_label_en-US" xlink:label="lab_us-gaap_ShareRepurchaseProgramDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share Repurchase Program [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareRepurchaseProgramDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareRepurchaseProgramDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ShareRepurchaseProgramDomain" xlink:to="lab_us-gaap_ShareRepurchaseProgramDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive_42197cd5-e2a0-40c9-a6e2-e27cbcd7468c_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Later years</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Lease, Liability, to be Paid, after Year Five</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive" xlink:to="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EquityComponentDomain_eaa82757-a3bf-4661-a1e1-b143c3a7d607_terseLabel_en-US" xlink:label="lab_us-gaap_EquityComponentDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity Component [Domain]</link:label>
    <link:label id="lab_us-gaap_EquityComponentDomain_label_en-US" xlink:label="lab_us-gaap_EquityComponentDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity Component [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityComponentDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityComponentDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EquityComponentDomain" xlink:to="lab_us-gaap_EquityComponentDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_9f3f517b-40b8-4748-8aae-7306e2b7f461_terseLabel_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amortized Cost</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_label_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Estimated Weighted Average Life Amortized Cost [Abstract]</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_documentation_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Estimated Weighted Average Life Amortized Cost [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract" xlink:to="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SubsequentEventTypeDomain_80ce8a17-be63-4d46-831f-d8cd28ee7a8d_terseLabel_en-US" xlink:label="lab_us-gaap_SubsequentEventTypeDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event Type [Domain]</link:label>
    <link:label id="lab_us-gaap_SubsequentEventTypeDomain_label_en-US" xlink:label="lab_us-gaap_SubsequentEventTypeDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event Type [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTypeDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SubsequentEventTypeDomain" xlink:to="lab_us-gaap_SubsequentEventTypeDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MeasurementInputDiscountRateMember_dadfd757-cedb-4b85-a06e-8f4e36e5219e_terseLabel_en-US" xlink:label="lab_us-gaap_MeasurementInputDiscountRateMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Discount rate</link:label>
    <link:label id="lab_us-gaap_MeasurementInputDiscountRateMember_label_en-US" xlink:label="lab_us-gaap_MeasurementInputDiscountRateMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Input, Discount Rate [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputDiscountRateMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputDiscountRateMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MeasurementInputDiscountRateMember" xlink:to="lab_us-gaap_MeasurementInputDiscountRateMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_VariableInterestEntityPrincipalCuffOffBalance_cb8a532e-3d0a-458b-8e8d-f54231a5c3aa_terseLabel_en-US" xlink:label="lab_nly_VariableInterestEntityPrincipalCuffOffBalance" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cut-off date principal balance</link:label>
    <link:label id="lab_nly_VariableInterestEntityPrincipalCuffOffBalance_label_en-US" xlink:label="lab_nly_VariableInterestEntityPrincipalCuffOffBalance" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Principal Cuff-Off Balance</link:label>
    <link:label id="lab_nly_VariableInterestEntityPrincipalCuffOffBalance_documentation_en-US" xlink:label="lab_nly_VariableInterestEntityPrincipalCuffOffBalance" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Principal Cuff-Off Balance</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityPrincipalCuffOffBalance" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityPrincipalCuffOffBalance"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_VariableInterestEntityPrincipalCuffOffBalance" xlink:to="lab_nly_VariableInterestEntityPrincipalCuffOffBalance" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RevenueRecognitionInterest_6c8be8b5-7c1c-4dce-a678-bfc6e6a07fa7_terseLabel_en-US" xlink:label="lab_us-gaap_RevenueRecognitionInterest" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income</link:label>
    <link:label id="lab_us-gaap_RevenueRecognitionInterest_label_en-US" xlink:label="lab_us-gaap_RevenueRecognitionInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Revenue Recognition, Interest [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RevenueRecognitionInterest" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RevenueRecognitionInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RevenueRecognitionInterest" xlink:to="lab_us-gaap_RevenueRecognitionInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsOfFinancingCosts_585bd15a-74f9-45b1-a8e4-59306456222f_negatedLabel_en-US" xlink:label="lab_us-gaap_PaymentsOfFinancingCosts" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payment of deferred financing cost</link:label>
    <link:label id="lab_us-gaap_PaymentsOfFinancingCosts_label_en-US" xlink:label="lab_us-gaap_PaymentsOfFinancingCosts" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments of Financing Costs</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfFinancingCosts" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsOfFinancingCosts"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsOfFinancingCosts" xlink:to="lab_us-gaap_PaymentsOfFinancingCosts" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeLeaseDescriptionLineItems_dee00a19-b49b-485e-b56d-ff491405e0d4_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeLeaseDescriptionLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Lease, Description [Line Items]</link:label>
    <link:label id="lab_us-gaap_LesseeLeaseDescriptionLineItems_label_en-US" xlink:label="lab_us-gaap_LesseeLeaseDescriptionLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Lease, Description [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeLeaseDescriptionLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeLeaseDescriptionLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems" xlink:to="lab_us-gaap_LesseeLeaseDescriptionLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueMeasurementPolicyPolicyTextBlock_32598cad-1231-47fc-8df9-4efc75b11bec_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueMeasurementPolicyPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Measurements and the Fair Value Option</link:label>
    <link:label id="lab_us-gaap_FairValueMeasurementPolicyPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_FairValueMeasurementPolicyPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Measurement, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementPolicyPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementPolicyPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueMeasurementPolicyPolicyTextBlock" xlink:to="lab_us-gaap_FairValueMeasurementPolicyPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtSecurities_87f9885c-68fc-4305-9714-22d460b00541_terseLabel_en-US" xlink:label="lab_us-gaap_DebtSecurities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities</link:label>
    <link:label id="lab_us-gaap_DebtSecurities_label_en-US" xlink:label="lab_us-gaap_DebtSecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecurities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtSecurities" xlink:to="lab_us-gaap_DebtSecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AvailableForSaleSecuritiesDebtSecurities_74aa8c58-a2bc-492f-910a-6c63ecfcf397_terseLabel_en-US" xlink:label="lab_us-gaap_AvailableForSaleSecuritiesDebtSecurities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Estimated Fair Value</link:label>
    <link:label id="lab_us-gaap_AvailableForSaleSecuritiesDebtSecurities_label_en-US" xlink:label="lab_us-gaap_AvailableForSaleSecuritiesDebtSecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleSecuritiesDebtSecurities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleSecuritiesDebtSecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AvailableForSaleSecuritiesDebtSecurities" xlink:to="lab_us-gaap_AvailableForSaleSecuritiesDebtSecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SupplementalCashFlowInformationAbstract_1d11e0f1-4c80-4ff0-9829-a48ffebc85d9_terseLabel_en-US" xlink:label="lab_us-gaap_SupplementalCashFlowInformationAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Supplemental disclosure of cash flow information</link:label>
    <link:label id="lab_us-gaap_SupplementalCashFlowInformationAbstract_label_en-US" xlink:label="lab_us-gaap_SupplementalCashFlowInformationAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Supplemental Cash Flow Information [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SupplementalCashFlowInformationAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SupplementalCashFlowInformationAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SupplementalCashFlowInformationAbstract" xlink:to="lab_us-gaap_SupplementalCashFlowInformationAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_TaxableREITSubsidiaryMember_57aba3c6-830f-47d9-997c-bc630276b410_terseLabel_en-US" xlink:label="lab_nly_TaxableREITSubsidiaryMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Taxable REIT Subsidiary</link:label>
    <link:label id="lab_nly_TaxableREITSubsidiaryMember_label_en-US" xlink:label="lab_nly_TaxableREITSubsidiaryMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Taxable REIT Subsidiary [Member]</link:label>
    <link:label id="lab_nly_TaxableREITSubsidiaryMember_documentation_en-US" xlink:label="lab_nly_TaxableREITSubsidiaryMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Taxable REIT Subsidiary [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_TaxableREITSubsidiaryMember" xlink:href="nly-20221231.xsd#nly_TaxableREITSubsidiaryMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_TaxableREITSubsidiaryMember" xlink:to="lab_nly_TaxableREITSubsidiaryMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity_4f1dda10-bf72-410f-a434-4d187ad772c7_terseLabel_en-US" xlink:label="lab_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial investment portfolio</link:label>
    <link:label id="lab_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity_label_en-US" xlink:label="lab_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income Commercial Real Estate Debt And Preferred Equity</link:label>
    <link:label id="lab_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity_documentation_en-US" xlink:label="lab_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest income commercial real estate debt and preferred equity.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity" xlink:href="nly-20221231.xsd#nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity" xlink:to="lab_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_LoanToValuePercentage_c1ec9175-db47-4896-9a83-df64ef736899_terseLabel_en-US" xlink:label="lab_nly_LoanToValuePercentage" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loan-to-value ratio at loan origination</link:label>
    <link:label id="lab_nly_LoanToValuePercentage_label_en-US" xlink:label="lab_nly_LoanToValuePercentage" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loan To Value Percentage</link:label>
    <link:label id="lab_nly_LoanToValuePercentage_documentation_en-US" xlink:label="lab_nly_LoanToValuePercentage" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loan To Value Percentage</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_LoanToValuePercentage" xlink:href="nly-20221231.xsd#nly_LoanToValuePercentage"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_LoanToValuePercentage" xlink:to="lab_nly_LoanToValuePercentage" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestIncomeAgencySecurityLoans_f3a1f3cf-da36-4361-81d1-7654feeed896_terseLabel_en-US" xlink:label="lab_nly_InterestIncomeAgencySecurityLoans" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Securities</link:label>
    <link:label id="lab_nly_InterestIncomeAgencySecurityLoans_label_en-US" xlink:label="lab_nly_InterestIncomeAgencySecurityLoans" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income Agency Security Loans</link:label>
    <link:label id="lab_nly_InterestIncomeAgencySecurityLoans_documentation_en-US" xlink:label="lab_nly_InterestIncomeAgencySecurityLoans" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income Agency Security Loans</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeAgencySecurityLoans" xlink:href="nly-20221231.xsd#nly_InterestIncomeAgencySecurityLoans"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestIncomeAgencySecurityLoans" xlink:to="lab_nly_InterestIncomeAgencySecurityLoans" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PlanNameDomain_95a2dd8f-06d7-4bbd-ac57-a7d486978a9d_terseLabel_en-US" xlink:label="lab_us-gaap_PlanNameDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Plan Name [Domain]</link:label>
    <link:label id="lab_us-gaap_PlanNameDomain_label_en-US" xlink:label="lab_us-gaap_PlanNameDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Plan Name [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PlanNameDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PlanNameDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PlanNameDomain" xlink:to="lab_us-gaap_PlanNameDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityAddressStateOrProvince_1efc2fcf-bebb-4932-921f-4897f3c8517f_terseLabel_en-US" xlink:label="lab_dei_EntityAddressStateOrProvince" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Address, State or Province</link:label>
    <link:label id="lab_dei_EntityAddressStateOrProvince_label_en-US" xlink:label="lab_dei_EntityAddressStateOrProvince" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Address, State or Province</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressStateOrProvince"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityAddressStateOrProvince" xlink:to="lab_dei_EntityAddressStateOrProvince" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PledgedStatusAxis_a80f03b4-1ba3-47ab-8959-0013a1dea556_terseLabel_en-US" xlink:label="lab_us-gaap_PledgedStatusAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Pledged Status [Axis]</link:label>
    <link:label id="lab_us-gaap_PledgedStatusAxis_label_en-US" xlink:label="lab_us-gaap_PledgedStatusAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Pledged Status [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PledgedStatusAxis" xlink:to="lab_us-gaap_PledgedStatusAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract_7f005cf3-a6ca-4866-a43e-4b0f6e1cb689_terseLabel_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other comprehensive income (loss)</link:label>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract_label_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Comprehensive Income (Loss), Net of Tax [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract" xlink:to="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueAmount_fe73ae75-1f1d-4133-ab59-ce89366143ff_periodStartLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueAmount" xlink:role="http://www.xbrl.org/2003/role/periodStartLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair value, beginning of period</link:label>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueAmount_42ef753d-c991-412d-ad27-6ee3273eb9dd_periodEndLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueAmount" xlink:role="http://www.xbrl.org/2003/role/periodEndLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair value, end of period</link:label>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueAmount_6fcd3001-8c81-48ee-8513-04350e507570_terseLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage servicing rights</link:label>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueAmount_label_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Asset at Fair Value, Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmount" xlink:to="lab_us-gaap_ServicingAssetAtFairValueAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AwardTypeAxis_a47c2f8b-7125-44fe-b450-f3c395ea68de_terseLabel_en-US" xlink:label="lab_us-gaap_AwardTypeAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Award Type [Axis]</link:label>
    <link:label id="lab_us-gaap_AwardTypeAxis_label_en-US" xlink:label="lab_us-gaap_AwardTypeAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Award Type [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AwardTypeAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AwardTypeAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AwardTypeAxis" xlink:to="lab_us-gaap_AwardTypeAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_5266547b-67c9-4405-bcab-a7c6db5c9474_terseLabel_en-US" xlink:label="lab_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Impairment, Intangible Asset, Finite-Lived, Statement of Income or Comprehensive Income [Extensible Enumeration]</link:label>
    <link:label id="lab_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_label_en-US" xlink:label="lab_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Impairment, Intangible Asset, Finite-Lived, Statement of Income or Comprehensive Income [Extensible Enumeration]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:to="lab_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromDivestitureOfBusinesses_3a7a5b0b-4898-45f2-840b-8c3311d35783_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromDivestitureOfBusinesses" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash proceeds</link:label>
    <link:label id="lab_us-gaap_ProceedsFromDivestitureOfBusinesses_label_en-US" xlink:label="lab_us-gaap_ProceedsFromDivestitureOfBusinesses" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Divestiture of Businesses</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinesses" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromDivestitureOfBusinesses"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromDivestitureOfBusinesses" xlink:to="lab_us-gaap_ProceedsFromDivestitureOfBusinesses" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_bfd2ddd7-d8c1-41f3-9f27-d7f8b34672e0_terseLabel_en-US" xlink:label="lab_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fixed-rate pass-through</link:label>
    <link:label id="lab_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fixed Rate Pass Through Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fixed Rate Pass Through Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestIncomeAbstract_d1c92fe9-1cf6-44b4-87e7-0eaa0142c02a_terseLabel_en-US" xlink:label="lab_nly_InterestIncomeAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest income</link:label>
    <link:label id="lab_nly_InterestIncomeAbstract_label_en-US" xlink:label="lab_nly_InterestIncomeAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income [Abstract]</link:label>
    <link:label id="lab_nly_InterestIncomeAbstract_documentation_en-US" xlink:label="lab_nly_InterestIncomeAbstract" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeAbstract" xlink:href="nly-20221231.xsd#nly_InterestIncomeAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestIncomeAbstract" xlink:to="lab_nly_InterestIncomeAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest_0f0de148-8eea-4f98-b64e-c7b605645bac_terseLabel_en-US" xlink:label="lab_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Allowance for loan loss</link:label>
    <link:label id="lab_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest_label_en-US" xlink:label="lab_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable, Allowance for Credit Loss, Excluding Accrued Interest</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest" xlink:to="lab_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AssetTransferredOrPledgedMember_3089dcbc-e848-45ad-ba06-be64d37a2bf0_terseLabel_en-US" xlink:label="lab_nly_AssetTransferredOrPledgedMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Asset Transferred or Pledged</link:label>
    <link:label id="lab_nly_AssetTransferredOrPledgedMember_label_en-US" xlink:label="lab_nly_AssetTransferredOrPledgedMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Asset Transferred or Pledged [Member]</link:label>
    <link:label id="lab_nly_AssetTransferredOrPledgedMember_documentation_en-US" xlink:label="lab_nly_AssetTransferredOrPledgedMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Asset Transferred or Pledged</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AssetTransferredOrPledgedMember" xlink:href="nly-20221231.xsd#nly_AssetTransferredOrPledgedMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AssetTransferredOrPledgedMember" xlink:to="lab_nly_AssetTransferredOrPledgedMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022INV3Member_317f7a2e-ed34-4a02-96d9-fe26db09d23c_terseLabel_en-US" xlink:label="lab_nly_OBX2022INV3Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV3</link:label>
    <link:label id="lab_nly_OBX2022INV3Member_label_en-US" xlink:label="lab_nly_OBX2022INV3Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV3 [Member]</link:label>
    <link:label id="lab_nly_OBX2022INV3Member_documentation_en-US" xlink:label="lab_nly_OBX2022INV3Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV3</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV3Member" xlink:href="nly-20221231.xsd#nly_OBX2022INV3Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022INV3Member" xlink:to="lab_nly_OBX2022INV3Member" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember_04a3ff99-773d-4053-81dd-924fe15c5192_terseLabel_en-US" xlink:label="lab_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Alt-A</link:label>
    <link:label id="lab_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Alt-A Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Alt-A Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_AltaMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_TemporaryEquityRedemptionPricePerShare_96427cf6-32cc-49a9-92c0-2218082e561b_terseLabel_en-US" xlink:label="lab_us-gaap_TemporaryEquityRedemptionPricePerShare" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity interests (in usd per share)</link:label>
    <link:label id="lab_us-gaap_TemporaryEquityRedemptionPricePerShare_label_en-US" xlink:label="lab_us-gaap_TemporaryEquityRedemptionPricePerShare" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Temporary Equity, Redemption Price Per Share</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TemporaryEquityRedemptionPricePerShare" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TemporaryEquityRedemptionPricePerShare"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_TemporaryEquityRedemptionPricePerShare" xlink:to="lab_us-gaap_TemporaryEquityRedemptionPricePerShare" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_VariableInterestEntityDerecognizedAssetsSecurities_da459e92-b58a-48aa-9ba7-859bc8a4c806_terseLabel_en-US" xlink:label="lab_nly_VariableInterestEntityDerecognizedAssetsSecurities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derecognized securities</link:label>
    <link:label id="lab_nly_VariableInterestEntityDerecognizedAssetsSecurities_label_en-US" xlink:label="lab_nly_VariableInterestEntityDerecognizedAssetsSecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Derecognized Assets, Securities</link:label>
    <link:label id="lab_nly_VariableInterestEntityDerecognizedAssetsSecurities_documentation_en-US" xlink:label="lab_nly_VariableInterestEntityDerecognizedAssetsSecurities" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Derecognized Assets, Securities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityDerecognizedAssetsSecurities" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityDerecognizedAssetsSecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_VariableInterestEntityDerecognizedAssetsSecurities" xlink:to="lab_nly_VariableInterestEntityDerecognizedAssetsSecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember_d0bd2129-7fd8-4b42-b68b-7d84f62d4183_terseLabel_en-US" xlink:label="lab_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">VIE, Not Primary Beneficiary</link:label>
    <link:label id="lab_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember_label_en-US" xlink:label="lab_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Not Primary Beneficiary [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember" xlink:to="lab_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_Liabilities_20a4e58b-ad9a-439b-a2f4-f4ef76e90e81_totalLabel_en-US" xlink:label="lab_us-gaap_Liabilities" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total liabilities</link:label>
    <link:label id="lab_us-gaap_Liabilities_366145bc-5b67-4ff2-a32e-08358bfbba33_terseLabel_en-US" xlink:label="lab_us-gaap_Liabilities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities</link:label>
    <link:label id="lab_us-gaap_Liabilities_label_en-US" xlink:label="lab_us-gaap_Liabilities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Liabilities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_Liabilities" xlink:to="lab_us-gaap_Liabilities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1_76905724-96b0-4738-af38-8133e3a97455_terseLabel_en-US" xlink:label="lab_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted average remaining lease term</link:label>
    <link:label id="lab_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1_label_en-US" xlink:label="lab_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Weighted Average Remaining Lease Term</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1" xlink:to="lab_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_71596991-6a89-4a4f-b296-69638dae8338_terseLabel_en-US" xlink:label="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long-Term Stock Incentive Plans</link:label>
    <link:label id="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_label_en-US" xlink:label="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems" xlink:to="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ParticipatingMortgagesMember_c507b2e9-c9f8-4eaa-a713-700fbc265d9a_terseLabel_en-US" xlink:label="lab_us-gaap_ParticipatingMortgagesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Participations issued</link:label>
    <link:label id="lab_us-gaap_ParticipatingMortgagesMember_label_en-US" xlink:label="lab_us-gaap_ParticipatingMortgagesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Participating Mortgages [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgagesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgagesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ParticipatingMortgagesMember" xlink:to="lab_us-gaap_ParticipatingMortgagesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PositionAxis_8fb7be7d-81e9-4f61-9636-d6800a176720_terseLabel_en-US" xlink:label="lab_us-gaap_PositionAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Position [Axis]</link:label>
    <link:label id="lab_us-gaap_PositionAxis_label_en-US" xlink:label="lab_us-gaap_PositionAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Position [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PositionAxis" xlink:to="lab_us-gaap_PositionAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue_cd98626a-7e32-4e4a-a09d-a48b81ffe916_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Less than one year</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available for Sale Securities Debt Expected Life of Less Than One Year Fair Value</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This item represents the fair value of debt securities with an expected life of less than one year of the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" xlink:to="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityCommonStockSharesOutstanding_27593340-58f7-4478-be2c-85d9376021cf_terseLabel_en-US" xlink:label="lab_dei_EntityCommonStockSharesOutstanding" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Common Stock, Shares Outstanding</link:label>
    <link:label id="lab_dei_EntityCommonStockSharesOutstanding_label_en-US" xlink:label="lab_dei_EntityCommonStockSharesOutstanding" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Common Stock, Shares Outstanding</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCommonStockSharesOutstanding" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCommonStockSharesOutstanding"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityCommonStockSharesOutstanding" xlink:to="lab_dei_EntityCommonStockSharesOutstanding" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_6e367c7e-9e87-4ed0-aa5f-a631774f71fe_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Hierarchy and NAV [Domain]</link:label>
    <link:label id="lab_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_label_en-US" xlink:label="lab_us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Hierarchy and NAV [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:to="lab_us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember_a14864f6-af30-49cd-bf12-49b38fb25964_terseLabel_en-US" xlink:label="lab_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fannie Mae</link:label>
    <link:label id="lab_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember_label_en-US" xlink:label="lab_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Federal National Mortgage Association Certificates and Obligations (FNMA) [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember" xlink:to="lab_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_DocumentType_c8e0e175-d899-4003-bbf4-877302f57ba1_terseLabel_en-US" xlink:label="lab_dei_DocumentType" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Type</link:label>
    <link:label id="lab_dei_DocumentType_label_en-US" xlink:label="lab_dei_DocumentType" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Type</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentType"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_DocumentType" xlink:to="lab_dei_DocumentType" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember_301d1446-6c9b-444b-8422-a61345627ad1_terseLabel_en-US" xlink:label="lab_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Freddie Mac</link:label>
    <link:label id="lab_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember_label_en-US" xlink:label="lab_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember" xlink:to="lab_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember_ae0bbf65-5f36-42f9-ac04-dd4edf792b77_terseLabel_en-US" xlink:label="lab_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Secured Overnight Financing Rate</link:label>
    <link:label id="lab_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember_label_en-US" xlink:label="lab_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember" xlink:to="lab_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember_e6386716-6b47-4800-b568-4a8b6770fc94_terseLabel_en-US" xlink:label="lab_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential credit</link:label>
    <link:label id="lab_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember_label_en-US" xlink:label="lab_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Credit Securities Mortgage Backed Securities [Member]</link:label>
    <link:label id="lab_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember_documentation_en-US" xlink:label="lab_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Credit Securities Mortgage Backed Securities [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember" xlink:href="nly-20221231.xsd#nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember" xlink:to="lab_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR_8d0dc1a9-67c8-4588-b08e-82f0b5ef9b3f_negatedLabel_en-US" xlink:label="lab_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments on purchases of MSR</link:label>
    <link:label id="lab_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR_label_en-US" xlink:label="lab_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments to Acquire Mortgage Servicing Rights (MSR)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireMortgageServicingRightsMSR"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR" xlink:to="lab_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AssetsFairValueDisclosureAbstract_9d9f4261-26d1-4d5d-89f0-f6a383bf1382_terseLabel_en-US" xlink:label="lab_us-gaap_AssetsFairValueDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets</link:label>
    <link:label id="lab_us-gaap_AssetsFairValueDisclosureAbstract_label_en-US" xlink:label="lab_us-gaap_AssetsFairValueDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets, Fair Value Disclosure [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsFairValueDisclosureAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsFairValueDisclosureAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract" xlink:to="lab_us-gaap_AssetsFairValueDisclosureAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_bb328bd7-2294-439d-8d0d-9889f746e378_terseLabel_en-US" xlink:label="lab_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Finite-Lived Intangible Assets, Major Class Name [Domain]</link:label>
    <link:label id="lab_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_label_en-US" xlink:label="lab_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Finite-Lived Intangible Assets, Major Class Name [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:to="lab_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_BankingAndThriftInterestAbstract_31bc6ad5-f6b6-4204-8344-9880837ee343_terseLabel_en-US" xlink:label="lab_us-gaap_BankingAndThriftInterestAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Banking and Thrift, Interest [Abstract]</link:label>
    <link:label id="lab_us-gaap_BankingAndThriftInterestAbstract_label_en-US" xlink:label="lab_us-gaap_BankingAndThriftInterestAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Banking and Thrift, Interest [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BankingAndThriftInterestAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BankingAndThriftInterestAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_BankingAndThriftInterestAbstract" xlink:to="lab_us-gaap_BankingAndThriftInterestAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ManagementAgreementMember_18dfaa75-b49f-4ab6-8baa-925d9b071f74_terseLabel_en-US" xlink:label="lab_nly_ManagementAgreementMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Management Agreement</link:label>
    <link:label id="lab_nly_ManagementAgreementMember_label_en-US" xlink:label="lab_nly_ManagementAgreementMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Management Agreement [Member]</link:label>
    <link:label id="lab_nly_ManagementAgreementMember_documentation_en-US" xlink:label="lab_nly_ManagementAgreementMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Management Agreement [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ManagementAgreementMember" xlink:href="nly-20221231.xsd#nly_ManagementAgreementMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ManagementAgreementMember" xlink:to="lab_nly_ManagementAgreementMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember_3071f024-c4ba-46a7-850b-e98aadd5d669_terseLabel_en-US" xlink:label="lab_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime</link:label>
    <link:label id="lab_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock_3d66ddfb-e185-4c28-a928-6d8c990c9ed0_negatedLabel_en-US" xlink:label="lab_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Redemptions of preferred stock</link:label>
    <link:label id="lab_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock_label_en-US" xlink:label="lab_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments for Repurchase of Preferred Stock and Preference Stock</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock" xlink:to="lab_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherSecuredFinancings_98a27c62-a8a2-482d-a1f1-1945fde1849f_terseLabel_en-US" xlink:label="lab_us-gaap_OtherSecuredFinancings" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other secured financing</link:label>
    <link:label id="lab_us-gaap_OtherSecuredFinancings_label_en-US" xlink:label="lab_us-gaap_OtherSecuredFinancings" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Secured Financings</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherSecuredFinancings" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherSecuredFinancings"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherSecuredFinancings" xlink:to="lab_us-gaap_OtherSecuredFinancings" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVIEsMember_f4f05318-fc27-456e-b5a1-3345f58505b1_terseLabel_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVIEsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt issued by securitization vehicles</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVIEsMember_label_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVIEsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized Debt Of Consolidated VIEs [Member]</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVIEsMember_documentation_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVIEsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized Debt Of Consolidated VIEs [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVIEsMember" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVIEsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritizedDebtOfConsolidatedVIEsMember" xlink:to="lab_nly_SecuritizedDebtOfConsolidatedVIEsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FiniteLivedIntangibleAssetsRollForward_abcb2933-5e69-4575-9b79-da9ed96ba226_terseLabel_en-US" xlink:label="lab_us-gaap_FiniteLivedIntangibleAssetsRollForward" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Intangible Assets, net</link:label>
    <link:label id="lab_us-gaap_FiniteLivedIntangibleAssetsRollForward_label_en-US" xlink:label="lab_us-gaap_FiniteLivedIntangibleAssetsRollForward" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Finite-Lived Intangible Assets [Roll Forward]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsRollForward" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsRollForward"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsRollForward" xlink:to="lab_us-gaap_FiniteLivedIntangibleAssetsRollForward" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1_f9d3e118-bea5-4323-9fcf-e74d041ede29_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (loss) included in net income</link:label>
    <link:label id="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1_label_en-US" xlink:label="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1" xlink:to="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles_81508a97-1010-43e1-8336-38ef9cb3a74e_terseLabel_en-US" xlink:label="lab_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derecognized securitization vehicles</link:label>
    <link:label id="lab_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles_label_en-US" xlink:label="lab_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Derecognized Assets, Securitization Vehicles</link:label>
    <link:label id="lab_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles_documentation_en-US" xlink:label="lab_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Derecognized Assets, Securitization Vehicles</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles" xlink:to="lab_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember_2dc766f2-f73a-42ca-a828-18e00d64ea42_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">12 Months or more</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available For Sale Securities, Continuous Unrealized Loss Positions, Greater Than 12 Months [Member]</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available For Sale Securities, Continuous Unrealized Loss Positions, Greater Than 12 Months [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember" xlink:to="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleTable_938d1d61-4335-4cf6-9489-ae0d72e9ff96_terseLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-sale [Table]</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleTable_label_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleTable" xlink:to="lab_us-gaap_DebtSecuritiesAvailableForSaleTable" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember_a145f414-2de5-4ab5-a8c9-40aa1a3df35e_terseLabel_en-US" xlink:label="lab_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reverse mortgages</link:label>
    <link:label id="lab_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reverse Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reverse Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtDisclosureAbstract_8f371550-01e1-4b97-9cc3-112886cf5721_terseLabel_en-US" xlink:label="lab_us-gaap_DebtDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Disclosure [Abstract]</link:label>
    <link:label id="lab_us-gaap_DebtDisclosureAbstract_label_en-US" xlink:label="lab_us-gaap_DebtDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Disclosure [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtDisclosureAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtDisclosureAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtDisclosureAbstract" xlink:to="lab_us-gaap_DebtDisclosureAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_FairValueInputsCostToService_af96a199-00f2-40ee-9ef8-093661524a9b_terseLabel_en-US" xlink:label="lab_nly_FairValueInputsCostToService" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cost to service</link:label>
    <link:label id="lab_nly_FairValueInputsCostToService_label_en-US" xlink:label="lab_nly_FairValueInputsCostToService" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Inputs Cost To Service</link:label>
    <link:label id="lab_nly_FairValueInputsCostToService_documentation_en-US" xlink:label="lab_nly_FairValueInputsCostToService" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair value inputs cost to service.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FairValueInputsCostToService" xlink:href="nly-20221231.xsd#nly_FairValueInputsCostToService"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_FairValueInputsCostToService" xlink:to="lab_nly_FairValueInputsCostToService" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss_af237442-f061-4cba-ae38-ce361b72ebb4_terseLabel_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrealized gains (losses) on debt held by third parties</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss_label_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized Debt Of Consolidated VIE, Unrealized Gain (Loss)</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss_documentation_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized Debt Of Consolidated VIE, Unrealized Gain (Loss)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" xlink:to="lab_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinitelivedIntangibleAssetsAcquired1_d1d4ada5-267d-4438-a135-84a9e56a99ca_terseLabel_en-US" xlink:label="lab_us-gaap_FinitelivedIntangibleAssetsAcquired1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Intangible assets acquired</link:label>
    <link:label id="lab_us-gaap_FinitelivedIntangibleAssetsAcquired1_label_en-US" xlink:label="lab_us-gaap_FinitelivedIntangibleAssetsAcquired1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Finite-Lived Intangible Assets Acquired</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinitelivedIntangibleAssetsAcquired1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinitelivedIntangibleAssetsAcquired1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinitelivedIntangibleAssetsAcquired1" xlink:to="lab_us-gaap_FinitelivedIntangibleAssetsAcquired1" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MultifamilyInterestOnlySecurityMember_384e2732-92b1-46f9-90b4-f94da3a5645f_terseLabel_en-US" xlink:label="lab_nly_MultifamilyInterestOnlySecurityMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Multifamily Interest-Only Security</link:label>
    <link:label id="lab_nly_MultifamilyInterestOnlySecurityMember_label_en-US" xlink:label="lab_nly_MultifamilyInterestOnlySecurityMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Multifamily Interest-Only Security [Member]</link:label>
    <link:label id="lab_nly_MultifamilyInterestOnlySecurityMember_documentation_en-US" xlink:label="lab_nly_MultifamilyInterestOnlySecurityMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Multifamily Interest-Only Security</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MultifamilyInterestOnlySecurityMember" xlink:href="nly-20221231.xsd#nly_MultifamilyInterestOnlySecurityMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MultifamilyInterestOnlySecurityMember" xlink:to="lab_nly_MultifamilyInterestOnlySecurityMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInFinancingActivities_433636f9-e242-4fe5-bf58-2c04d1abd144_totalLabel_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInFinancingActivities" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net cash provided by (used in) financing activities</link:label>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInFinancingActivities_label_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInFinancingActivities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Cash Provided by (Used in) Financing Activities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities" xlink:to="lab_us-gaap_NetCashProvidedByUsedInFinancingActivities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AccountingPoliciesAbstract_d1aadc27-b7d9-4054-87af-8a2f640eb247_terseLabel_en-US" xlink:label="lab_us-gaap_AccountingPoliciesAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accounting Policies [Abstract]</link:label>
    <link:label id="lab_us-gaap_AccountingPoliciesAbstract_label_en-US" xlink:label="lab_us-gaap_AccountingPoliciesAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accounting Policies [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountingPoliciesAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountingPoliciesAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AccountingPoliciesAbstract" xlink:to="lab_us-gaap_AccountingPoliciesAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LineOfCreditMember_098b5af6-af6f-44d0-8bb2-22a697a5bd7e_terseLabel_en-US" xlink:label="lab_us-gaap_LineOfCreditMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Line of Credit</link:label>
    <link:label id="lab_us-gaap_LineOfCreditMember_label_en-US" xlink:label="lab_us-gaap_LineOfCreditMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Line of Credit [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LineOfCreditMember" xlink:to="lab_us-gaap_LineOfCreditMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock_2409daaa-4afb-4edb-87ab-7ee0e5235b46_terseLabel_en-US" xlink:label="lab_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Allowance for Losses</link:label>
    <link:label id="lab_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock_label_en-US" xlink:label="lab_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable, Allowance for Credit Losses, Policy for Uncollectible Amounts1 [Policy Text Block]</link:label>
    <link:label id="lab_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock_documentation_en-US" xlink:label="lab_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable, Allowance for Credit Losses, Policy for Uncollectible Amounts1</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock" xlink:href="nly-20221231.xsd#nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock" xlink:to="lab_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GainLossOnSaleOfBusiness_d8f39c37-d50c-4fd1-8e65-1e4a54f28c09_terseLabel_en-US" xlink:label="lab_us-gaap_GainLossOnSaleOfBusiness" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Business divestiture-related gains (losses)</link:label>
    <link:label id="lab_us-gaap_GainLossOnSaleOfBusiness_9bc67480-e69b-4b96-a783-86c53d5d81ec_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_GainLossOnSaleOfBusiness" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Business divestiture-related (gains) losses</link:label>
    <link:label id="lab_us-gaap_GainLossOnSaleOfBusiness_label_en-US" xlink:label="lab_us-gaap_GainLossOnSaleOfBusiness" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (Loss) on Disposition of Business</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GainLossOnSaleOfBusiness" xlink:to="lab_us-gaap_GainLossOnSaleOfBusiness" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockholdersEquityAbstract_03b0e23f-2579-47b3-b0a5-8838fa9748ed_terseLabel_en-US" xlink:label="lab_us-gaap_StockholdersEquityAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stockholders&#8217; equity</link:label>
    <link:label id="lab_us-gaap_StockholdersEquityAbstract_label_en-US" xlink:label="lab_us-gaap_StockholdersEquityAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stockholders' Equity Attributable to Parent [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockholdersEquityAbstract" xlink:to="lab_us-gaap_StockholdersEquityAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_CumulativeEffectPeriodOfAdoptionDomain_b89e69f8-824d-447e-9648-283f8a02b30f_terseLabel_en-US" xlink:label="lab_srt_CumulativeEffectPeriodOfAdoptionDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cumulative Effect, Period of Adoption [Domain]</link:label>
    <link:label id="lab_srt_CumulativeEffectPeriodOfAdoptionDomain_label_en-US" xlink:label="lab_srt_CumulativeEffectPeriodOfAdoptionDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cumulative Effect, Period of Adoption [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionDomain" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionDomain" xlink:to="lab_srt_CumulativeEffectPeriodOfAdoptionDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities_e34dc675-fdb2-4335-ad6c-6f8ccfb2af66_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from sales of loans</link:label>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities_label_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Sale of Held-to-Maturity Securities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities" xlink:to="lab_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_GainLossOnTerminationOfInterestRateSwaps_76ebb02e-47a4-4995-a8f3-83ccddf8bcff_verboseLabel_en-US" xlink:label="lab_nly_GainLossOnTerminationOfInterestRateSwaps" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Realized Gains (Losses) on Termination of Interest Rate Swaps (1)</link:label>
    <link:label id="lab_nly_GainLossOnTerminationOfInterestRateSwaps_label_en-US" xlink:label="lab_nly_GainLossOnTerminationOfInterestRateSwaps" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (Loss) On Termination Of Interest Rate Swaps</link:label>
    <link:label id="lab_nly_GainLossOnTerminationOfInterestRateSwaps_documentation_en-US" xlink:label="lab_nly_GainLossOnTerminationOfInterestRateSwaps" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain or loss on the termination of interest rate swap agreements recognized during the period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_GainLossOnTerminationOfInterestRateSwaps" xlink:href="nly-20221231.xsd#nly_GainLossOnTerminationOfInterestRateSwaps"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_GainLossOnTerminationOfInterestRateSwaps" xlink:to="lab_nly_GainLossOnTerminationOfInterestRateSwaps" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockDividendsPerShareDeclared_eab700cb-a6b4-413d-a5b1-2b9de4a4ff4e_terseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockDividendsPerShareDeclared" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred series dividends declared (in dollars per share)</link:label>
    <link:label id="lab_us-gaap_PreferredStockDividendsPerShareDeclared_label_en-US" xlink:label="lab_us-gaap_PreferredStockDividendsPerShareDeclared" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Dividends Per Share, Declared</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendsPerShareDeclared" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendsPerShareDeclared"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockDividendsPerShareDeclared" xlink:to="lab_us-gaap_PreferredStockDividendsPerShareDeclared" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure_5a400e0a-bf4a-4b8e-843b-f3307878c15c_terseLabel_en-US" xlink:label="lab_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other derivatives</link:label>
    <link:label id="lab_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure_label_en-US" xlink:label="lab_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Derivative Financial Instruments Liabilities Fair Value Disclosure</link:label>
    <link:label id="lab_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure_documentation_en-US" xlink:label="lab_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This element represents the fair value of derivative liabilities categorized as other as of the balance sheet date.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" xlink:href="nly-20221231.xsd#nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" xlink:to="lab_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RelatedPartyTransactionLineItems_8bcbac5e-0bad-4718-81ce-066dddad33d2_terseLabel_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Related Party Transaction [Line Items]</link:label>
    <link:label id="lab_us-gaap_RelatedPartyTransactionLineItems_label_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Related Party Transaction [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems" xlink:to="lab_us-gaap_RelatedPartyTransactionLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ResidentialMortgageBackedSecuritiesMember_6eaa284c-3934-46d5-a80f-c2b76f6b8e01_terseLabel_en-US" xlink:label="lab_us-gaap_ResidentialMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Credit Securities</link:label>
    <link:label id="lab_us-gaap_ResidentialMortgageBackedSecuritiesMember_label_en-US" xlink:label="lab_us-gaap_ResidentialMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Mortgage-Backed Securities [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageBackedSecuritiesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageBackedSecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ResidentialMortgageBackedSecuritiesMember" xlink:to="lab_us-gaap_ResidentialMortgageBackedSecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock_3830c3d8-8bff-48c0-923d-2f75ad2fcbbd_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Finite-Lived Intangible Assets</link:label>
    <link:label id="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Finite-Lived Intangible Assets [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock" xlink:to="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InvestmentOwnedBalancePrincipalAmount_33094c8d-488d-41bf-86c4-6e1edecd5403_verboseLabel_en-US" xlink:label="lab_us-gaap_InvestmentOwnedBalancePrincipalAmount" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal / Notional</link:label>
    <link:label id="lab_us-gaap_InvestmentOwnedBalancePrincipalAmount_label_en-US" xlink:label="lab_us-gaap_InvestmentOwnedBalancePrincipalAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investment Owned, Balance, Principal Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentOwnedBalancePrincipalAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentOwnedBalancePrincipalAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InvestmentOwnedBalancePrincipalAmount" xlink:to="lab_us-gaap_InvestmentOwnedBalancePrincipalAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueByBalanceSheetGroupingTextBlock_acb3778a-75d1-491a-9659-c4a1b95ad465_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueByBalanceSheetGroupingTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Estimated Fair Value for All Financial Assets and Liabilities</link:label>
    <link:label id="lab_us-gaap_FairValueByBalanceSheetGroupingTextBlock_label_en-US" xlink:label="lab_us-gaap_FairValueByBalanceSheetGroupingTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, by Balance Sheet Grouping [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByBalanceSheetGroupingTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByBalanceSheetGroupingTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTextBlock" xlink:to="lab_us-gaap_FairValueByBalanceSheetGroupingTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeContractTypeDomain_6e602dba-e5d8-4b96-8751-a96989e8fe32_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeContractTypeDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Contract [Domain]</link:label>
    <link:label id="lab_us-gaap_DerivativeContractTypeDomain_label_en-US" xlink:label="lab_us-gaap_DerivativeContractTypeDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Contract [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeContractTypeDomain" xlink:to="lab_us-gaap_DerivativeContractTypeDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_BasisOfAccounting_bc070617-ab13-480d-8a67-4aa8a86eb0fa_terseLabel_en-US" xlink:label="lab_us-gaap_BasisOfAccounting" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">BASIS OF PRESENTATION</link:label>
    <link:label id="lab_us-gaap_BasisOfAccounting_label_en-US" xlink:label="lab_us-gaap_BasisOfAccounting" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Basis of Accounting [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BasisOfAccounting" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BasisOfAccounting"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_BasisOfAccounting" xlink:to="lab_us-gaap_BasisOfAccounting" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityRegistrantName_66cf1255-30fd-408e-826a-c5cbf0c7cc03_terseLabel_en-US" xlink:label="lab_dei_EntityRegistrantName" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Registrant Name</link:label>
    <link:label id="lab_dei_EntityRegistrantName_label_en-US" xlink:label="lab_dei_EntityRegistrantName" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Registrant Name</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityRegistrantName"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityRegistrantName" xlink:to="lab_dei_EntityRegistrantName" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockRedeemedOrCalledDuringPeriodValue_f8a2b888-422c-4bea-a950-b34ddc33e16f_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_StockRedeemedOrCalledDuringPeriodValue" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Redemption of preferred stock</link:label>
    <link:label id="lab_us-gaap_StockRedeemedOrCalledDuringPeriodValue_label_en-US" xlink:label="lab_us-gaap_StockRedeemedOrCalledDuringPeriodValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock Redeemed or Called During Period, Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRedeemedOrCalledDuringPeriodValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRedeemedOrCalledDuringPeriodValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockRedeemedOrCalledDuringPeriodValue" xlink:to="lab_us-gaap_StockRedeemedOrCalledDuringPeriodValue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SubsequentEventsTextBlock_f9f94a0d-437e-4590-8d2f-d7f971b94591_terseLabel_en-US" xlink:label="lab_us-gaap_SubsequentEventsTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SUBSEQUENT EVENTS</link:label>
    <link:label id="lab_us-gaap_SubsequentEventsTextBlock_label_en-US" xlink:label="lab_us-gaap_SubsequentEventsTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Events [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventsTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventsTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SubsequentEventsTextBlock" xlink:to="lab_us-gaap_SubsequentEventsTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment_9c2293b0-339a-42a4-9280-7aa47916bd39_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from sales of real estate</link:label>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment_label_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Sale of Real Estate Held-for-investment</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment" xlink:to="lab_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_a1ba64e9-7331-4fe8-a014-cfcf0ba21049_terseLabel_en-US" xlink:label="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loans, net (includes pledged assets of $1,653,464 and $2,462,776, respectively)</link:label>
    <link:label id="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_a6d55423-ea07-4046-9f41-9fea061d2482_periodStartLabel_en-US" xlink:label="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:role="http://www.xbrl.org/2003/role/periodStartLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Beginning balance January 1, 2022</link:label>
    <link:label id="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_c5a4828f-d956-43c5-83a6-e07c1ab9ac60_periodEndLabel_en-US" xlink:label="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:role="http://www.xbrl.org/2003/role/periodEndLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Ending balance December 31, 2022</link:label>
    <link:label id="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_6bd2cf02-8e82-4891-ab48-0554bd04b244_netLabel_en-US" xlink:label="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:role="http://www.xbrl.org/2009/role/netLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Face value of financing receivable</link:label>
    <link:label id="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_label_en-US" xlink:label="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable, Excluding Accrued Interest, after Allowance for Credit Loss</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:to="lab_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OffsettingAssetsLineItems_5a6387ff-438a-4f82-80c4-493d7834b38b_terseLabel_en-US" xlink:label="lab_us-gaap_OffsettingAssetsLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Offsetting Assets [Line Items]</link:label>
    <link:label id="lab_us-gaap_OffsettingAssetsLineItems_label_en-US" xlink:label="lab_us-gaap_OffsettingAssetsLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Offsetting Assets [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OffsettingAssetsLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OffsettingAssetsLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OffsettingAssetsLineItems" xlink:to="lab_us-gaap_OffsettingAssetsLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_MortgageLoansOnRealEstateAbstract_2bac5103-64a9-48e4-9a33-6e70c34a60ff_terseLabel_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Abstract]</link:label>
    <link:label id="lab_srt_MortgageLoansOnRealEstateAbstract_label_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateAbstract" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract" xlink:to="lab_srt_MortgageLoansOnRealEstateAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LeasesAbstract_654ab721-079f-4aef-8d7e-c03b93753dec_terseLabel_en-US" xlink:label="lab_us-gaap_LeasesAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Leases [Abstract]</link:label>
    <link:label id="lab_us-gaap_LeasesAbstract_label_en-US" xlink:label="lab_us-gaap_LeasesAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Leases [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeasesAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LeasesAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LeasesAbstract" xlink:to="lab_us-gaap_LeasesAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_867001ff-462a-41ae-a389-3e94b4103031_totalLabel_en-US" xlink:label="lab_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total equity</link:label>
    <link:label id="lab_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_4a39568e-2ab3-4e8e-85bb-0ec99741fdff_periodStartLabel_en-US" xlink:label="lab_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/periodStartLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Beginning of period</link:label>
    <link:label id="lab_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_c12ad6fb-d899-4f8a-b39f-3780781736f5_periodEndLabel_en-US" xlink:label="lab_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/periodEndLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">End of period</link:label>
    <link:label id="lab_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_label_en-US" xlink:label="lab_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:to="lab_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ConsolidationPolicyTextBlock_21e1799d-7082-43d3-b56f-5f6fca652742_terseLabel_en-US" xlink:label="lab_us-gaap_ConsolidationPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principles of Consolidation</link:label>
    <link:label id="lab_us-gaap_ConsolidationPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_ConsolidationPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConsolidationPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConsolidationPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ConsolidationPolicyTextBlock" xlink:to="lab_us-gaap_ConsolidationPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_ea11e304-44e6-4037-b1ea-9781c0cb9361_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Asset Class [Domain]</link:label>
    <link:label id="lab_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_label_en-US" xlink:label="lab_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Asset Class [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain" xlink:to="lab_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DerivativeNonmonetaryNotionalAmountPercentage_468cfce5-d10c-46ef-bf01-1d948767be28_terseLabel_en-US" xlink:label="lab_nly_DerivativeNonmonetaryNotionalAmountPercentage" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Nonmonetary notional amount, percentage</link:label>
    <link:label id="lab_nly_DerivativeNonmonetaryNotionalAmountPercentage_label_en-US" xlink:label="lab_nly_DerivativeNonmonetaryNotionalAmountPercentage" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Nonmonetary Notional Amount, Percentage</link:label>
    <link:label id="lab_nly_DerivativeNonmonetaryNotionalAmountPercentage_documentation_en-US" xlink:label="lab_nly_DerivativeNonmonetaryNotionalAmountPercentage" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Nonmonetary Notional Amount, Percentage</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeNonmonetaryNotionalAmountPercentage" xlink:href="nly-20221231.xsd#nly_DerivativeNonmonetaryNotionalAmountPercentage"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DerivativeNonmonetaryNotionalAmountPercentage" xlink:to="lab_nly_DerivativeNonmonetaryNotionalAmountPercentage" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_MinimumMember_cf8e9826-27e3-4162-9062-625550c924e0_terseLabel_en-US" xlink:label="lab_srt_MinimumMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Minimum</link:label>
    <link:label id="lab_srt_MinimumMember_label_en-US" xlink:label="lab_srt_MinimumMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Minimum [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_MinimumMember" xlink:to="lab_srt_MinimumMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_0a58eba2-b914-4b7c-a09c-d5473e1a5653_terseLabel_en-US" xlink:label="lab_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</link:label>
    <link:label id="lab_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_label_en-US" xlink:label="lab_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]</link:label>
    <link:label id="lab_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_documentation_en-US" xlink:label="lab_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:href="nly-20221231.xsd#nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:to="lab_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NonAgencyMortgageBackedSecuritiesMember_8063faa9-6d91-4ac4-8245-dac335e00ee6_terseLabel_en-US" xlink:label="lab_nly_NonAgencyMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Non-agency mortgage-backed securities</link:label>
    <link:label id="lab_nly_NonAgencyMortgageBackedSecuritiesMember_label_en-US" xlink:label="lab_nly_NonAgencyMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Non-Agency Mortgage-Backed Securities [Member]</link:label>
    <link:label id="lab_nly_NonAgencyMortgageBackedSecuritiesMember_documentation_en-US" xlink:label="lab_nly_NonAgencyMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Non-Agency Mortgage-Backed Securities [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NonAgencyMortgageBackedSecuritiesMember" xlink:href="nly-20221231.xsd#nly_NonAgencyMortgageBackedSecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NonAgencyMortgageBackedSecuritiesMember" xlink:to="lab_nly_NonAgencyMortgageBackedSecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityEmergingGrowthCompany_0a16f60f-b3ba-4322-9903-d61747494d23_terseLabel_en-US" xlink:label="lab_dei_EntityEmergingGrowthCompany" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Emerging Growth Company</link:label>
    <link:label id="lab_dei_EntityEmergingGrowthCompany_label_en-US" xlink:label="lab_dei_EntityEmergingGrowthCompany" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Emerging Growth Company</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityEmergingGrowthCompany"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityEmergingGrowthCompany" xlink:to="lab_dei_EntityEmergingGrowthCompany" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommonStockParOrStatedValuePerShare_9ac9ee85-6f5f-490a-8d2b-9f38e3668f40_terseLabel_en-US" xlink:label="lab_us-gaap_CommonStockParOrStatedValuePerShare" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common stock, par value (in dollars per share)</link:label>
    <link:label id="lab_us-gaap_CommonStockParOrStatedValuePerShare_label_en-US" xlink:label="lab_us-gaap_CommonStockParOrStatedValuePerShare" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Par or Stated Value Per Share</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockParOrStatedValuePerShare" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockParOrStatedValuePerShare"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommonStockParOrStatedValuePerShare" xlink:to="lab_us-gaap_CommonStockParOrStatedValuePerShare" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromIssuanceOfSecuredDebt_6e2bffc4-90b4-4f0c-8265-1bd64d6ea01d_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromIssuanceOfSecuredDebt" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from issuances of securitized debt</link:label>
    <link:label id="lab_us-gaap_ProceedsFromIssuanceOfSecuredDebt_label_en-US" xlink:label="lab_us-gaap_ProceedsFromIssuanceOfSecuredDebt" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Issuance of Secured Debt</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromIssuanceOfSecuredDebt" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromIssuanceOfSecuredDebt"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromIssuanceOfSecuredDebt" xlink:to="lab_us-gaap_ProceedsFromIssuanceOfSecuredDebt" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps_fb3e5ce7-4d5f-4f4c-8c33-ec444e5d4eba_terseLabel_en-US" xlink:label="lab_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest paid (excluding interest paid on interest rate swaps)</link:label>
    <link:label id="lab_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps_label_en-US" xlink:label="lab_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Paid Excluding Interest Paid On Interest Rate Swaps</link:label>
    <link:label id="lab_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps_documentation_en-US" xlink:label="lab_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The amount of cash paid on the difference between fixed and variable rate interest rate swap payments during the period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps" xlink:href="nly-20221231.xsd#nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps" xlink:to="lab_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet_958019a8-d582-4367-95d3-10e7c44bd352_negatedLabel_en-US" xlink:label="lab_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amortization of securitized debt premiums and discounts and deferred financing costs</link:label>
    <link:label id="lab_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet_label_en-US" xlink:label="lab_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amortization Of Securitized Debt Premiums And Discounts Net</link:label>
    <link:label id="lab_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet_documentation_en-US" xlink:label="lab_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amortization Of Securitized Debt Premiums And Discounts Net</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" xlink:href="nly-20221231.xsd#nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" xlink:to="lab_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueDisclosuresTextBlock_2897cb9e-f9e3-4e8b-a486-c367a646de9e_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueDisclosuresTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">FAIR VALUE MEASUREMENTS</link:label>
    <link:label id="lab_us-gaap_FairValueDisclosuresTextBlock_label_en-US" xlink:label="lab_us-gaap_FairValueDisclosuresTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Disclosures [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosuresTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosuresTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueDisclosuresTextBlock" xlink:to="lab_us-gaap_FairValueDisclosuresTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_TradingSymbol_47300917-aa13-4df2-98fc-fdbc14de9b58_terseLabel_en-US" xlink:label="lab_dei_TradingSymbol" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Trading Symbol</link:label>
    <link:label id="lab_dei_TradingSymbol_label_en-US" xlink:label="lab_dei_TradingSymbol" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Trading Symbol</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_TradingSymbol"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_TradingSymbol" xlink:to="lab_dei_TradingSymbol" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityFileNumber_17d6b448-8c7b-4cb5-b4dd-a8fd7e14e996_terseLabel_en-US" xlink:label="lab_dei_EntityFileNumber" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity File Number</link:label>
    <link:label id="lab_dei_EntityFileNumber_label_en-US" xlink:label="lab_dei_EntityFileNumber" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity File Number</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityFileNumber"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityFileNumber" xlink:to="lab_dei_EntityFileNumber" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest_71a75329-9986-4042-abdf-1a15862ddc5c_terseLabel_en-US" xlink:label="lab_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive income (loss) attributable to noncontrolling interests</link:label>
    <link:label id="lab_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest_label_en-US" xlink:label="lab_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive Income (Loss), Net of Tax, Attributable to Noncontrolling Interest</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest" xlink:to="lab_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders_3cce901c-0e34-495c-b48b-bdd3ee8cadfd_totalLabel_en-US" xlink:label="lab_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive income (loss) attributable to common stockholders</link:label>
    <link:label id="lab_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders_label_en-US" xlink:label="lab_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive Income Loss Attributable To Common Stock Holders</link:label>
    <link:label id="lab_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders_documentation_en-US" xlink:label="lab_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive income (loss) attributable to common stockholders.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders" xlink:href="nly-20221231.xsd#nly_ComprehensiveIncomeLossAttributableToCommonStockHolders"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders" xlink:to="lab_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022NQM9Member_21e7c392-4b2f-49d4-9e76-6caeff921e4c_terseLabel_en-US" xlink:label="lab_nly_OBX2022NQM9Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM9</link:label>
    <link:label id="lab_nly_OBX2022NQM9Member_label_en-US" xlink:label="lab_nly_OBX2022NQM9Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM9 [Member]</link:label>
    <link:label id="lab_nly_OBX2022NQM9Member_documentation_en-US" xlink:label="lab_nly_OBX2022NQM9Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM9</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM9Member" xlink:href="nly-20221231.xsd#nly_OBX2022NQM9Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022NQM9Member" xlink:to="lab_nly_OBX2022NQM9Member" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock_74edac8f-cdf6-4321-bbdb-17697907f31d_terseLabel_en-US" xlink:label="lab_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Supplemental Lease Information</link:label>
    <link:label id="lab_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock_label_en-US" xlink:label="lab_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Leases, Supplemental Information [Table Text Block]</link:label>
    <link:label id="lab_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock_documentation_en-US" xlink:label="lab_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Leases, Supplemental Information [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock" xlink:href="nly-20221231.xsd#nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock" xlink:to="lab_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativesPolicyTextBlock_865c6c1d-ff73-4e8c-b9b7-a91cffe3eb21_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativesPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments</link:label>
    <link:label id="lab_us-gaap_DerivativesPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_DerivativesPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivatives, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativesPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativesPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativesPolicyTextBlock" xlink:to="lab_us-gaap_DerivativesPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestsInMortgageServicingRightsMember_f44d6074-0edc-48bf-947b-b1754452c7c2_terseLabel_en-US" xlink:label="lab_nly_InterestsInMortgageServicingRightsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interests in MSR</link:label>
    <link:label id="lab_nly_InterestsInMortgageServicingRightsMember_label_en-US" xlink:label="lab_nly_InterestsInMortgageServicingRightsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interests In Mortgage Servicing Rights [Member]</link:label>
    <link:label id="lab_nly_InterestsInMortgageServicingRightsMember_documentation_en-US" xlink:label="lab_nly_InterestsInMortgageServicingRightsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interests In Mortgage Servicing Rights</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestsInMortgageServicingRightsMember" xlink:href="nly-20221231.xsd#nly_InterestsInMortgageServicingRightsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestsInMortgageServicingRightsMember" xlink:to="lab_nly_InterestsInMortgageServicingRightsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ConcentrationRiskByBenchmarkAxis_70ba5cc5-7d47-4be6-9b61-21be15ef6f24_terseLabel_en-US" xlink:label="lab_us-gaap_ConcentrationRiskByBenchmarkAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Concentration Risk Benchmark [Axis]</link:label>
    <link:label id="lab_us-gaap_ConcentrationRiskByBenchmarkAxis_label_en-US" xlink:label="lab_us-gaap_ConcentrationRiskByBenchmarkAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Concentration Risk Benchmark [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskByBenchmarkAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskByBenchmarkAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ConcentrationRiskByBenchmarkAxis" xlink:to="lab_us-gaap_ConcentrationRiskByBenchmarkAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CollateralizedMortgageObligationsMember_0a4e1c90-2ae5-4f74-8ee4-1c1d8e5fd99b_terseLabel_en-US" xlink:label="lab_us-gaap_CollateralizedMortgageObligationsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">CMO</link:label>
    <link:label id="lab_us-gaap_CollateralizedMortgageObligationsMember_label_en-US" xlink:label="lab_us-gaap_CollateralizedMortgageObligationsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Collateralized Mortgage Obligations [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CollateralizedMortgageObligationsMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CollateralizedMortgageObligationsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CollateralizedMortgageObligationsMember" xlink:to="lab_us-gaap_CollateralizedMortgageObligationsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestIncomeResidentialMortgageLoans_6a1d889c-7643-40d4-85a9-04789bae6a0a_terseLabel_en-US" xlink:label="lab_nly_InterestIncomeResidentialMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential mortgage loans</link:label>
    <link:label id="lab_nly_InterestIncomeResidentialMortgageLoans_label_en-US" xlink:label="lab_nly_InterestIncomeResidentialMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income Residential Mortgage Loans</link:label>
    <link:label id="lab_nly_InterestIncomeResidentialMortgageLoans_documentation_en-US" xlink:label="lab_nly_InterestIncomeResidentialMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest income residential mortgage loans.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeResidentialMortgageLoans" xlink:href="nly-20221231.xsd#nly_InterestIncomeResidentialMortgageLoans"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestIncomeResidentialMortgageLoans" xlink:to="lab_nly_InterestIncomeResidentialMortgageLoans" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfVariableInterestEntitiesTable_170ee8eb-a72d-4a79-a039-aff02f6216d7_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfVariableInterestEntitiesTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Variable Interest Entities [Table]</link:label>
    <link:label id="lab_us-gaap_ScheduleOfVariableInterestEntitiesTable_label_en-US" xlink:label="lab_us-gaap_ScheduleOfVariableInterestEntitiesTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Variable Interest Entities [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable" xlink:to="lab_us-gaap_ScheduleOfVariableInterestEntitiesTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ConcentrationRiskPercentage1_ac5756eb-fc5e-4dc6-b72c-168e8a2380d1_terseLabel_en-US" xlink:label="lab_us-gaap_ConcentrationRiskPercentage1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Geographic concentrations of residential mortgage loans</link:label>
    <link:label id="lab_us-gaap_ConcentrationRiskPercentage1_label_en-US" xlink:label="lab_us-gaap_ConcentrationRiskPercentage1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Concentration Risk, Percentage</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskPercentage1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskPercentage1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ConcentrationRiskPercentage1" xlink:to="lab_us-gaap_ConcentrationRiskPercentage1" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CorporatePortfolioSegmentMember_f8454c7a-45c3-45c5-a58f-d8fdb89c3670_terseLabel_en-US" xlink:label="lab_nly_CorporatePortfolioSegmentMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Corporate Debt</link:label>
    <link:label id="lab_nly_CorporatePortfolioSegmentMember_label_en-US" xlink:label="lab_nly_CorporatePortfolioSegmentMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Corporate Portfolio Segment [Member]</link:label>
    <link:label id="lab_nly_CorporatePortfolioSegmentMember_documentation_en-US" xlink:label="lab_nly_CorporatePortfolioSegmentMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Corporate Portfolio Segment [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CorporatePortfolioSegmentMember" xlink:href="nly-20221231.xsd#nly_CorporatePortfolioSegmentMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CorporatePortfolioSegmentMember" xlink:to="lab_nly_CorporatePortfolioSegmentMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities_2a940ea6-e055-4dc2-b633-68bbddca98ea_terseLabel_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other liabilities</link:label>
    <link:label id="lab_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities_label_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Increase (Decrease) in Accounts Payable and Accrued Liabilities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities" xlink:to="lab_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeLiabilitiesAbstract_d0e98439-5488-43cb-b1e4-6adb07936dc6_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeLiabilitiesAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities</link:label>
    <link:label id="lab_us-gaap_DerivativeLiabilitiesAbstract_9ad31f4a-9e73-4643-8f58-b9278d6fd78d_verboseLabel_en-US" xlink:label="lab_us-gaap_DerivativeLiabilitiesAbstract" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative liabilities</link:label>
    <link:label id="lab_us-gaap_DerivativeLiabilitiesAbstract_label_en-US" xlink:label="lab_us-gaap_DerivativeLiabilitiesAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Liability [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilitiesAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilitiesAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract" xlink:to="lab_us-gaap_DerivativeLiabilitiesAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeTaxDisclosureTextBlock_af3a2b52-30fd-46ab-a380-482ed6677f29_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeTaxDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">INCOME TAXES</link:label>
    <link:label id="lab_us-gaap_IncomeTaxDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_IncomeTaxDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Tax Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeTaxDisclosureTextBlock" xlink:to="lab_us-gaap_IncomeTaxDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtWeightedAverageInterestRate_8a1b899a-359f-428b-9dff-e14184c7bb43_terseLabel_en-US" xlink:label="lab_us-gaap_DebtWeightedAverageInterestRate" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt weighted average interest rate</link:label>
    <link:label id="lab_us-gaap_DebtWeightedAverageInterestRate_label_en-US" xlink:label="lab_us-gaap_DebtWeightedAverageInterestRate" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt, Weighted Average Interest Rate</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtWeightedAverageInterestRate" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtWeightedAverageInterestRate"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtWeightedAverageInterestRate" xlink:to="lab_us-gaap_DebtWeightedAverageInterestRate" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_fb856e3a-0ab2-4fa4-8c0d-03fb11ff0a7e_terseLabel_en-US" xlink:label="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime jumbo interest-only</link:label>
    <link:label id="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime Jumbo Greater Than Or Equal To Two Thousand Ten Vintage interest only Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime jumbo greater than or equal to two thousand ten vintage interest only mortgage backed securities available for sale.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EarningsPerShareBasic_4acd97fe-9370-4a92-aff1-71b8de7e3a64_terseLabel_en-US" xlink:label="lab_us-gaap_EarningsPerShareBasic" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Basic (in dollars per share)</link:label>
    <link:label id="lab_us-gaap_EarningsPerShareBasic_label_en-US" xlink:label="lab_us-gaap_EarningsPerShareBasic" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Earnings Per Share, Basic</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareBasic" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareBasic"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EarningsPerShareBasic" xlink:to="lab_us-gaap_EarningsPerShareBasic" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_73d8bc04-eb18-48b8-8ea1-3c483094ca8d_terseLabel_en-US" xlink:label="lab_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Adjustable-rate pass-through</link:label>
    <link:label id="lab_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Adjustable Rate Pass Through Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Adjustable Rate Pass Through Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation_f489adf5-d5f7-4273-860b-3ba3508bd689_terseLabel_en-US" xlink:label="lab_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities of disposal group held for sale</link:label>
    <link:label id="lab_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation_label_en-US" xlink:label="lab_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group, Including Discontinued Operation, Liabilities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation" xlink:to="lab_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue_e4276918-60cc-4212-b07b-ffaeeca84035_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Greater than five years through ten years</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available for Sale Securities Debt Expected Life Greater Than Five and Less Than Ten Years Fair Value</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This item represents the fair value of debt securities with an expected life of greater than five years and less than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" xlink:to="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_d3e92880-7f79-4bea-aa9c-6456dd3b5654_terseLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amortized Cost</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_43c7ff1e-4c15-499e-a941-c78cccbd778b_totalLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amortized Cost</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_label_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale, Amortized Cost, Excluding Accrued Interest, after Allowance for Credit Loss</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:to="lab_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityInteractiveDataCurrent_1aca12ee-3638-4a84-a433-ec419718582b_terseLabel_en-US" xlink:label="lab_dei_EntityInteractiveDataCurrent" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Interactive Data Current</link:label>
    <link:label id="lab_dei_EntityInteractiveDataCurrent_label_en-US" xlink:label="lab_dei_EntityInteractiveDataCurrent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Interactive Data Current</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityInteractiveDataCurrent" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityInteractiveDataCurrent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityInteractiveDataCurrent" xlink:to="lab_dei_EntityInteractiveDataCurrent" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueByBalanceSheetGroupingTable_440695bd-ea14-4b4a-a6f3-264d71ded3c1_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueByBalanceSheetGroupingTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, by Balance Sheet Grouping [Table]</link:label>
    <link:label id="lab_us-gaap_FairValueByBalanceSheetGroupingTable_label_en-US" xlink:label="lab_us-gaap_FairValueByBalanceSheetGroupingTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, by Balance Sheet Grouping [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByBalanceSheetGroupingTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByBalanceSheetGroupingTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable" xlink:to="lab_us-gaap_FairValueByBalanceSheetGroupingTable" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_RepurchaseAgreementsAccruedInterest_b342a8ea-dfca-48c4-9fc8-3b3b3ddda9f6_terseLabel_en-US" xlink:label="lab_nly_RepurchaseAgreementsAccruedInterest" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Secured financings and interest rate swaps - collateral held, accrued interest</link:label>
    <link:label id="lab_nly_RepurchaseAgreementsAccruedInterest_label_en-US" xlink:label="lab_nly_RepurchaseAgreementsAccruedInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements Accrued Interest</link:label>
    <link:label id="lab_nly_RepurchaseAgreementsAccruedInterest_documentation_en-US" xlink:label="lab_nly_RepurchaseAgreementsAccruedInterest" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The accrued interest as of the balance sheet date of securities pledged as collateral that an institution holds on behalf of repurchase agreements.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RepurchaseAgreementsAccruedInterest" xlink:href="nly-20221231.xsd#nly_RepurchaseAgreementsAccruedInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_RepurchaseAgreementsAccruedInterest" xlink:to="lab_nly_RepurchaseAgreementsAccruedInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_9766fa95-cdee-49c0-a693-fd776a68c056_terseLabel_en-US" xlink:label="lab_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Participations issued</link:label>
    <link:label id="lab_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_label_en-US" xlink:label="lab_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Participating Mortgage Loans, Participation Liabilities, Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount" xlink:to="lab_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageServicingRightsMember_adbb0594-d6f8-4153-be19-42be37670243_terseLabel_en-US" xlink:label="lab_nly_MortgageServicingRightsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights</link:label>
    <link:label id="lab_nly_MortgageServicingRightsMember_label_en-US" xlink:label="lab_nly_MortgageServicingRightsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights [Member]</link:label>
    <link:label id="lab_nly_MortgageServicingRightsMember_documentation_en-US" xlink:label="lab_nly_MortgageServicingRightsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsMember" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageServicingRightsMember" xlink:to="lab_nly_MortgageServicingRightsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_66c5db3e-351c-4444-ba31-eaa81b5ec67a_terseLabel_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net change in</link:label>
    <link:label id="lab_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_label_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Increase (Decrease) in Operating Capital [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInOperatingCapitalAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract" xlink:to="lab_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022NQM4Member_d0ea77a8-38c4-4062-b832-ae5f4a413d81_terseLabel_en-US" xlink:label="lab_nly_OBX2022NQM4Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM4</link:label>
    <link:label id="lab_nly_OBX2022NQM4Member_label_en-US" xlink:label="lab_nly_OBX2022NQM4Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM4 [Member]</link:label>
    <link:label id="lab_nly_OBX2022NQM4Member_documentation_en-US" xlink:label="lab_nly_OBX2022NQM4Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM4</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM4Member" xlink:href="nly-20221231.xsd#nly_OBX2022NQM4Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022NQM4Member" xlink:to="lab_nly_OBX2022NQM4Member" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PortionAtFairValueFairValueDisclosureMember_d6a49446-7f03-4a93-afeb-7053048f5a44_terseLabel_en-US" xlink:label="lab_us-gaap_PortionAtFairValueFairValueDisclosureMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Portion at Fair Value Measurement [Member]</link:label>
    <link:label id="lab_us-gaap_PortionAtFairValueFairValueDisclosureMember_label_en-US" xlink:label="lab_us-gaap_PortionAtFairValueFairValueDisclosureMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Portion at Fair Value Measurement [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PortionAtFairValueFairValueDisclosureMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember" xlink:to="lab_us-gaap_PortionAtFairValueFairValueDisclosureMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AvailableforsaleSecuritiesMember_191a4206-1fbb-45e9-a712-f19723d702ab_terseLabel_en-US" xlink:label="lab_us-gaap_AvailableforsaleSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total securities</link:label>
    <link:label id="lab_us-gaap_AvailableforsaleSecuritiesMember_label_en-US" xlink:label="lab_us-gaap_AvailableforsaleSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available-for-Sale Securities [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableforsaleSecuritiesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableforsaleSecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember" xlink:to="lab_us-gaap_AvailableforsaleSecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PrincipalPaymentsOnRepurchaseAgreements_aedb74e1-9702-47f9-84c9-a389e7b9469f_negatedLabel_en-US" xlink:label="lab_nly_PrincipalPaymentsOnRepurchaseAgreements" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments on repurchase agreements and other secured financing</link:label>
    <link:label id="lab_nly_PrincipalPaymentsOnRepurchaseAgreements_label_en-US" xlink:label="lab_nly_PrincipalPaymentsOnRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal payments on repurchase agreements</link:label>
    <link:label id="lab_nly_PrincipalPaymentsOnRepurchaseAgreements_documentation_en-US" xlink:label="lab_nly_PrincipalPaymentsOnRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The amount of principal payments on repurchase agreements.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrincipalPaymentsOnRepurchaseAgreements" xlink:href="nly-20221231.xsd#nly_PrincipalPaymentsOnRepurchaseAgreements"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PrincipalPaymentsOnRepurchaseAgreements" xlink:to="lab_nly_PrincipalPaymentsOnRepurchaseAgreements" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_GainLossOnInvestmentsDebtAndDerivatives_7306fbd8-9e4e-4f55-aa0c-8d3db7f1cc24_negatedLabel_en-US" xlink:label="lab_nly_GainLossOnInvestmentsDebtAndDerivatives" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net (gains) losses on investments and derivatives</link:label>
    <link:label id="lab_nly_GainLossOnInvestmentsDebtAndDerivatives_label_en-US" xlink:label="lab_nly_GainLossOnInvestmentsDebtAndDerivatives" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (Loss) On Investments, Debt, And Derivatives</link:label>
    <link:label id="lab_nly_GainLossOnInvestmentsDebtAndDerivatives_documentation_en-US" xlink:label="lab_nly_GainLossOnInvestmentsDebtAndDerivatives" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (Loss) On Investments, Debt, And Derivatives</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_GainLossOnInvestmentsDebtAndDerivatives" xlink:href="nly-20221231.xsd#nly_GainLossOnInvestmentsDebtAndDerivatives"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_GainLossOnInvestmentsDebtAndDerivatives" xlink:to="lab_nly_GainLossOnInvestmentsDebtAndDerivatives" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_4126f846-1674-4eef-91fc-763cb95d9755_terseLabel_en-US" xlink:label="lab_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Non-Agency mortgage-backed securities</link:label>
    <link:label id="lab_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_label_en-US" xlink:label="lab_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities, Issued by Private Enterprises [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember" xlink:to="lab_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent_dc4b4883-26ed-4cce-8a50-adc3362c020f_totalLabel_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other comprehensive income (loss)</link:label>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent_label_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent" xlink:to="lab_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsForRepurchaseOfCommonStock_1df6f7fe-8174-4698-9502-0453dc34dd6f_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_PaymentsForRepurchaseOfCommonStock" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net payments on share repurchase</link:label>
    <link:label id="lab_us-gaap_PaymentsForRepurchaseOfCommonStock_label_en-US" xlink:label="lab_us-gaap_PaymentsForRepurchaseOfCommonStock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments for Repurchase of Common Stock</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsForRepurchaseOfCommonStock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsForRepurchaseOfCommonStock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsForRepurchaseOfCommonStock" xlink:to="lab_us-gaap_PaymentsForRepurchaseOfCommonStock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StatementClassOfStockAxis_81fa4bd5-cd11-4acd-92af-f53aab070d89_terseLabel_en-US" xlink:label="lab_us-gaap_StatementClassOfStockAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Stock [Axis]</link:label>
    <link:label id="lab_us-gaap_StatementClassOfStockAxis_label_en-US" xlink:label="lab_us-gaap_StatementClassOfStockAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Stock [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StatementClassOfStockAxis" xlink:to="lab_us-gaap_StatementClassOfStockAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeTaxPolicyTextBlock_07562001-3cff-45f9-b1b6-6ae4e5c71108_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeTaxPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Taxes</link:label>
    <link:label id="lab_us-gaap_IncomeTaxPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_IncomeTaxPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Tax, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeTaxPolicyTextBlock" xlink:to="lab_us-gaap_IncomeTaxPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan_fc4b2496-3810-4843-b9aa-14dbc4bd6bb2_verboseLabel_en-US" xlink:label="lab_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Direct purchase and dividend reinvestment</link:label>
    <link:label id="lab_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan_label_en-US" xlink:label="lab_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock Issued During Period, Value, Dividend Reinvestment Plan</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan" xlink:to="lab_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseRenewalTerm_241ef29c-9580-4eaf-88af-3b1c61463824_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseRenewalTerm" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Option to extend, in years</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseRenewalTerm_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseRenewalTerm" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Lease, Renewal Term</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseRenewalTerm" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseRenewalTerm"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeaseRenewalTerm" xlink:to="lab_us-gaap_LesseeOperatingLeaseRenewalTerm" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MortgageLoansOnRealEstate_759f812e-ddda-47bb-9838-d9dae9bd8420_terseLabel_en-US" xlink:label="lab_us-gaap_MortgageLoansOnRealEstate" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loans</link:label>
    <link:label id="lab_us-gaap_MortgageLoansOnRealEstate_label_en-US" xlink:label="lab_us-gaap_MortgageLoansOnRealEstate" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstate" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstate"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MortgageLoansOnRealEstate" xlink:to="lab_us-gaap_MortgageLoansOnRealEstate" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_43c5dd96-b9fd-434e-a79b-9618ddb29882_terseLabel_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Estimated Fair Value</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_label_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Estimated Weighted Average Life Fair Value [Abstract]</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_documentation_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Estimated Weighted Average Life Fair Value [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract" xlink:to="lab_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_stpr_FL_70b26c97-be9c-4ff1-b38b-4b747a7827a2_terseLabel_en-US" xlink:label="lab_stpr_FL" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Florida</link:label>
    <link:label id="lab_stpr_FL_label_en-US" xlink:label="lab_stpr_FL" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">FLORIDA</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_FL" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_FL"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_stpr_FL" xlink:to="lab_stpr_FL" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract_label_en-US" xlink:label="lab_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Discontinued Operations and Disposal Groups [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract" xlink:to="lab_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee_27e6639b-ead1-4850-a031-fa622303adfb_terseLabel_en-US" xlink:label="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Ratio of percentage of stockholders' equity paid over predetermined amount</link:label>
    <link:label id="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee_label_en-US" xlink:label="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Monthly Management Fee, Percentage Of Stockholders Equity Over A Predetermined Amount Used In Calculating Total Management Fee</link:label>
    <link:label id="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee_documentation_en-US" xlink:label="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Monthly Management Fee, Percentage Of Stockholders Equity Over A Predetermined Amount Used In Calculating Total Management Fee</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:href="nly-20221231.xsd#nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:to="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember_b5cdb1da-4cb3-48d7-9668-6fed785667e0_terseLabel_en-US" xlink:label="lab_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial real estate debt investments - credit risk transfer securities</link:label>
    <link:label id="lab_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember_label_en-US" xlink:label="lab_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Real Estate Debt Investment, Credit Risk Transfer Securities [Member]</link:label>
    <link:label id="lab_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember_documentation_en-US" xlink:label="lab_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Real Estate Debt Investment, Credit Risk Transfer Securities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember" xlink:href="nly-20221231.xsd#nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember" xlink:to="lab_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_RiskManagementAbstract_de8996cd-53e0-4463-b9f8-a572a20a2cee_terseLabel_en-US" xlink:label="lab_nly_RiskManagementAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Risk Management [Abstract]</link:label>
    <link:label id="lab_nly_RiskManagementAbstract_label_en-US" xlink:label="lab_nly_RiskManagementAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Risk Management [Abstract]</link:label>
    <link:label id="lab_nly_RiskManagementAbstract_documentation_en-US" xlink:label="lab_nly_RiskManagementAbstract" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Risk Management [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RiskManagementAbstract" xlink:href="nly-20221231.xsd#nly_RiskManagementAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_RiskManagementAbstract" xlink:to="lab_nly_RiskManagementAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestExpenseParticipationSold_1aec8c34-8562-40f6-95cd-9bfcf5ea1c9e_terseLabel_en-US" xlink:label="lab_nly_InterestExpenseParticipationSold" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Participations issued</link:label>
    <link:label id="lab_nly_InterestExpenseParticipationSold_label_en-US" xlink:label="lab_nly_InterestExpenseParticipationSold" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Expense Participation Sold</link:label>
    <link:label id="lab_nly_InterestExpenseParticipationSold_documentation_en-US" xlink:label="lab_nly_InterestExpenseParticipationSold" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest expense incurred during the reporting period on participation sold.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestExpenseParticipationSold" xlink:href="nly-20221231.xsd#nly_InterestExpenseParticipationSold"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestExpenseParticipationSold" xlink:to="lab_nly_InterestExpenseParticipationSold" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RetainedEarningsAccumulatedDeficit_bb0a2b4c-484a-48ee-8685-fbc4efa8ccb5_terseLabel_en-US" xlink:label="lab_us-gaap_RetainedEarningsAccumulatedDeficit" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accumulated deficit</link:label>
    <link:label id="lab_us-gaap_RetainedEarningsAccumulatedDeficit_label_en-US" xlink:label="lab_us-gaap_RetainedEarningsAccumulatedDeficit" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Retained Earnings (Accumulated Deficit)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedEarningsAccumulatedDeficit" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RetainedEarningsAccumulatedDeficit"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RetainedEarningsAccumulatedDeficit" xlink:to="lab_us-gaap_RetainedEarningsAccumulatedDeficit" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_8bda825f-7165-4d54-88b4-3c6eba8dbaab_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Finite-Lived Intangible Assets [Table]</link:label>
    <link:label id="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_label_en-US" xlink:label="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Finite-Lived Intangible Assets [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable" xlink:to="lab_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestIncomeExpenseNetAbstract_1b0f4ab5-fca5-4079-b88e-8c9479ea6004_terseLabel_en-US" xlink:label="lab_us-gaap_InterestIncomeExpenseNetAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net interest income</link:label>
    <link:label id="lab_us-gaap_InterestIncomeExpenseNetAbstract_label_en-US" xlink:label="lab_us-gaap_InterestIncomeExpenseNetAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income (Expense), Net [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeExpenseNetAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeExpenseNetAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestIncomeExpenseNetAbstract" xlink:to="lab_us-gaap_InterestIncomeExpenseNetAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueMeasurementsRecurringMember_d6454d8c-036b-4cbb-9cde-53d30a1ec26d_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueMeasurementsRecurringMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Measurements, Recurring</link:label>
    <link:label id="lab_us-gaap_FairValueMeasurementsRecurringMember_label_en-US" xlink:label="lab_us-gaap_FairValueMeasurementsRecurringMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Recurring [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsRecurringMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsRecurringMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueMeasurementsRecurringMember" xlink:to="lab_us-gaap_FairValueMeasurementsRecurringMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022NQM5Member_ba97213c-381d-4ccd-9822-a2209c28b3e7_terseLabel_en-US" xlink:label="lab_nly_OBX2022NQM5Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM5</link:label>
    <link:label id="lab_nly_OBX2022NQM5Member_label_en-US" xlink:label="lab_nly_OBX2022NQM5Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM5 [Member]</link:label>
    <link:label id="lab_nly_OBX2022NQM5Member_documentation_en-US" xlink:label="lab_nly_OBX2022NQM5Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM5</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM5Member" xlink:href="nly-20221231.xsd#nly_OBX2022NQM5Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022NQM5Member" xlink:to="lab_nly_OBX2022NQM5Member" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeCollateralObligationToReturnSecurities_96ccdfcd-bdf6-489e-910e-c828ed940f61_negatedLabel_en-US" xlink:label="lab_us-gaap_DerivativeCollateralObligationToReturnSecurities" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments</link:label>
    <link:label id="lab_us-gaap_DerivativeCollateralObligationToReturnSecurities_label_en-US" xlink:label="lab_us-gaap_DerivativeCollateralObligationToReturnSecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Asset, Subject to Master Netting Arrangement, Collateral, Obligation to Return Security Not Offset</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralObligationToReturnSecurities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralObligationToReturnSecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeCollateralObligationToReturnSecurities" xlink:to="lab_us-gaap_DerivativeCollateralObligationToReturnSecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RelatedPartyTransactionsDisclosureTextBlock_8bed43cf-47c0-4dc9-a9ad-4032c0f99e2c_terseLabel_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionsDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">RELATED PARTY TRANSACTIONS</link:label>
    <link:label id="lab_us-gaap_RelatedPartyTransactionsDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionsDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Related Party Transactions Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionsDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionsDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RelatedPartyTransactionsDisclosureTextBlock" xlink:to="lab_us-gaap_RelatedPartyTransactionsDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_DocumentFiscalYearFocus_1df3cd26-3d08-4297-9ed5-4ff2b31f3828_terseLabel_en-US" xlink:label="lab_dei_DocumentFiscalYearFocus" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Fiscal Year Focus</link:label>
    <link:label id="lab_dei_DocumentFiscalYearFocus_label_en-US" xlink:label="lab_dei_DocumentFiscalYearFocus" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Fiscal Year Focus</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentFiscalYearFocus" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentFiscalYearFocus"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_DocumentFiscalYearFocus" xlink:to="lab_dei_DocumentFiscalYearFocus" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost_29d434a5-0a0a-4950-acd7-167a6ee88b7d_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Greater than five years through ten years</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available for Sale Securities Debt Expected Life Greater Than Five and Less Than Ten Years Amortized Cost</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of greater than five years and less than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" xlink:to="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_730961c1-5875-495a-a7d3-87a218f6aab3_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Measurement Inputs and Valuation Techniques [Table]</link:label>
    <link:label id="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_label_en-US" xlink:label="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Measurement Inputs and Valuation Techniques [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable" xlink:to="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_7e2a997c-c5e4-4bbb-8e87-f8fe50329b31_terseLabel_en-US" xlink:label="lab_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of business</link:label>
    <link:label id="lab_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_8afc4e24-ef7d-4f1c-931d-aafbf794a584_verboseLabel_en-US" xlink:label="lab_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of business</link:label>
    <link:label id="lab_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_label_en-US" xlink:label="lab_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group, Including Discontinued Operation, Consideration</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration" xlink:to="lab_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_ConsolidationEliminationsMember_cd22d5e0-c081-40ea-b6b9-fc25ab0bd5b7_terseLabel_en-US" xlink:label="lab_srt_ConsolidationEliminationsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation, Eliminations</link:label>
    <link:label id="lab_srt_ConsolidationEliminationsMember_label_en-US" xlink:label="lab_srt_ConsolidationEliminationsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation, Eliminations [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationEliminationsMember" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationEliminationsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_ConsolidationEliminationsMember" xlink:to="lab_srt_ConsolidationEliminationsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_A20192020ShareRepurchaseProgramMember_033d41fd-e44e-45d4-8261-5a617b9ae88b_terseLabel_en-US" xlink:label="lab_nly_A20192020ShareRepurchaseProgramMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2019 - 2020 Share Repurchase Program</link:label>
    <link:label id="lab_nly_A20192020ShareRepurchaseProgramMember_label_en-US" xlink:label="lab_nly_A20192020ShareRepurchaseProgramMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2019 - 2020 Share Repurchase Program [Member]</link:label>
    <link:label id="lab_nly_A20192020ShareRepurchaseProgramMember_documentation_en-US" xlink:label="lab_nly_A20192020ShareRepurchaseProgramMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2019 - 2020 Share Repurchase Program</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A20192020ShareRepurchaseProgramMember" xlink:href="nly-20221231.xsd#nly_A20192020ShareRepurchaseProgramMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_A20192020ShareRepurchaseProgramMember" xlink:to="lab_nly_A20192020ShareRepurchaseProgramMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueByFairValueHierarchyLevelAxis_a1f6fdee-a48d-43da-842f-43bd7d258926_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Hierarchy and NAV [Axis]</link:label>
    <link:label id="lab_us-gaap_FairValueByFairValueHierarchyLevelAxis_label_en-US" xlink:label="lab_us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Hierarchy and NAV [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:to="lab_us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CreditDerivativesMember_a9ac4808-944e-43f6-ba15-824b1d9d54fc_terseLabel_en-US" xlink:label="lab_nly_CreditDerivativesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit derivatives</link:label>
    <link:label id="lab_nly_CreditDerivativesMember_label_en-US" xlink:label="lab_nly_CreditDerivativesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit Derivatives [Member]</link:label>
    <link:label id="lab_nly_CreditDerivativesMember_documentation_en-US" xlink:label="lab_nly_CreditDerivativesMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit derivatives.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditDerivativesMember" xlink:href="nly-20221231.xsd#nly_CreditDerivativesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CreditDerivativesMember" xlink:to="lab_nly_CreditDerivativesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_stpr_CA_c90e889b-e8ea-45fb-9598-fdf53e4383c6_terseLabel_en-US" xlink:label="lab_stpr_CA" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">California</link:label>
    <link:label id="lab_stpr_CA_label_en-US" xlink:label="lab_stpr_CA" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">CALIFORNIA</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_CA" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_CA"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_stpr_CA" xlink:to="lab_stpr_CA" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PublicOfferingMember_f273d496-2631-4415-99b7-b2e3dd6875df_terseLabel_en-US" xlink:label="lab_nly_PublicOfferingMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Public Offering</link:label>
    <link:label id="lab_nly_PublicOfferingMember_label_en-US" xlink:label="lab_nly_PublicOfferingMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Public Offering [Member]</link:label>
    <link:label id="lab_nly_PublicOfferingMember_documentation_en-US" xlink:label="lab_nly_PublicOfferingMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Public Offering</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PublicOfferingMember" xlink:href="nly-20221231.xsd#nly_PublicOfferingMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PublicOfferingMember" xlink:to="lab_nly_PublicOfferingMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FeesAndCommissionsMortgageBankingAndServicing_24b54b76-0ccc-4272-8af4-ba5a116936a8_terseLabel_en-US" xlink:label="lab_us-gaap_FeesAndCommissionsMortgageBankingAndServicing" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing and related income</link:label>
    <link:label id="lab_us-gaap_FeesAndCommissionsMortgageBankingAndServicing_label_en-US" xlink:label="lab_us-gaap_FeesAndCommissionsMortgageBankingAndServicing" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fees and Commissions, Mortgage Banking and Servicing</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FeesAndCommissionsMortgageBankingAndServicing" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FeesAndCommissionsMortgageBankingAndServicing"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FeesAndCommissionsMortgageBankingAndServicing" xlink:to="lab_us-gaap_FeesAndCommissionsMortgageBankingAndServicing" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ResidentialInvestmentsMember_5565fca7-13ef-4483-ab91-3cc06b79b72e_terseLabel_en-US" xlink:label="lab_nly_ResidentialInvestmentsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total residential securities</link:label>
    <link:label id="lab_nly_ResidentialInvestmentsMember_label_en-US" xlink:label="lab_nly_ResidentialInvestmentsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Investments [Member]</link:label>
    <link:label id="lab_nly_ResidentialInvestmentsMember_documentation_en-US" xlink:label="lab_nly_ResidentialInvestmentsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Investments [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialInvestmentsMember" xlink:href="nly-20221231.xsd#nly_ResidentialInvestmentsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ResidentialInvestmentsMember" xlink:to="lab_nly_ResidentialInvestmentsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable_e5b000ba-4d17-4880-985b-365e88743203_negatedLabel_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest receivable</link:label>
    <link:label id="lab_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable_label_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Increase (Decrease) in Interest and Dividends Receivable</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable" xlink:to="lab_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022NQM6Member_1906fd9d-ad08-41a2-9d4f-3c474531619e_terseLabel_en-US" xlink:label="lab_nly_OBX2022NQM6Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM6</link:label>
    <link:label id="lab_nly_OBX2022NQM6Member_label_en-US" xlink:label="lab_nly_OBX2022NQM6Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM6 [Member]</link:label>
    <link:label id="lab_nly_OBX2022NQM6Member_documentation_en-US" xlink:label="lab_nly_OBX2022NQM6Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM6</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM6Member" xlink:href="nly-20221231.xsd#nly_OBX2022NQM6Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022NQM6Member" xlink:to="lab_nly_OBX2022NQM6Member" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_c2c4e4c6-264a-43a8-9f4f-8a0882beecac_negatedTerseLabel_en-US" xlink:label="lab_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sales and transfers</link:label>
    <link:label id="lab_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_label_en-US" xlink:label="lab_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Sale of Debt Securities, Available-for-sale, Excluding Variable Interest Entity</link:label>
    <link:label id="lab_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_documentation_en-US" xlink:label="lab_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Sale of Debt Securities, Available-for-sale, Excluding Variable Interest Entity</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:href="nly-20221231.xsd#nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:to="lab_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember_c89335ea-78e1-4110-b4a2-1d6ef0d01f30_terseLabel_en-US" xlink:label="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency mortgage-backed securities, recognized through earnings</link:label>
    <link:label id="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember_label_en-US" xlink:label="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Mortgage Backed Securities, Recognized Through Earnings [Member]</link:label>
    <link:label id="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember_documentation_en-US" xlink:label="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Mortgage Backed Securities, Recognized Through Earnings [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember" xlink:to="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CashCollateralForBorrowedSecurities_3ae7d7aa-5920-4de6-a402-1593f1164035_terseLabel_en-US" xlink:label="lab_us-gaap_CashCollateralForBorrowedSecurities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash pledged as collateral</link:label>
    <link:label id="lab_us-gaap_CashCollateralForBorrowedSecurities_label_en-US" xlink:label="lab_us-gaap_CashCollateralForBorrowedSecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash Collateral for Borrowed Securities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCollateralForBorrowedSecurities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashCollateralForBorrowedSecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CashCollateralForBorrowedSecurities" xlink:to="lab_us-gaap_CashCollateralForBorrowedSecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeNet_ca683bf9-8895-4f17-8156-959650731fe9_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeNet" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Carrying Value</link:label>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeNet_label_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeNet" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Fair Value, Net</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeNet" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeNet"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeNet" xlink:to="lab_us-gaap_DerivativeFairValueOfDerivativeNet" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_DocumentInformationTable_eb87f06d-ca91-4440-a00d-494c9f179333_terseLabel_en-US" xlink:label="lab_dei_DocumentInformationTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Information [Table]</link:label>
    <link:label id="lab_dei_DocumentInformationTable_label_en-US" xlink:label="lab_dei_DocumentInformationTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Information [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentInformationTable" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentInformationTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_DocumentInformationTable" xlink:to="lab_dei_DocumentInformationTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PositionDomain_4ee5e7c9-4326-4c9d-84f5-c5863cf6a5db_terseLabel_en-US" xlink:label="lab_us-gaap_PositionDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Position [Domain]</link:label>
    <link:label id="lab_us-gaap_PositionDomain_label_en-US" xlink:label="lab_us-gaap_PositionDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Position [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PositionDomain" xlink:to="lab_us-gaap_PositionDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommonStockSharesOutstanding_aa994de9-a1a7-42d4-9a62-5001282f2d80_terseLabel_en-US" xlink:label="lab_us-gaap_CommonStockSharesOutstanding" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, shares outstanding (in shares)</link:label>
    <link:label id="lab_us-gaap_CommonStockSharesOutstanding_label_en-US" xlink:label="lab_us-gaap_CommonStockSharesOutstanding" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Shares, Outstanding</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesOutstanding" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesOutstanding"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommonStockSharesOutstanding" xlink:to="lab_us-gaap_CommonStockSharesOutstanding" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeTaxExpenseBenefit_cbc4086b-e6fb-4e8a-80f3-d5c32b7b74b9_verboseLabel_en-US" xlink:label="lab_us-gaap_IncomeTaxExpenseBenefit" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income taxes</link:label>
    <link:label id="lab_us-gaap_IncomeTaxExpenseBenefit_f94ef4c3-f7f6-4444-99c4-6c23b09e2e8a_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeTaxExpenseBenefit" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income tax expense (benefit) for income and losses attributable to TRSs</link:label>
    <link:label id="lab_us-gaap_IncomeTaxExpenseBenefit_label_en-US" xlink:label="lab_us-gaap_IncomeTaxExpenseBenefit" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Tax Expense (Benefit)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxExpenseBenefit" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxExpenseBenefit"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeTaxExpenseBenefit" xlink:to="lab_us-gaap_IncomeTaxExpenseBenefit" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_SegmentGeographicalDomain_7dd089f1-d62b-4e95-a26b-29f1b8fd56e1_terseLabel_en-US" xlink:label="lab_srt_SegmentGeographicalDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Geographical [Domain]</link:label>
    <link:label id="lab_srt_SegmentGeographicalDomain_label_en-US" xlink:label="lab_srt_SegmentGeographicalDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Geographical [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_SegmentGeographicalDomain" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SegmentGeographicalDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_SegmentGeographicalDomain" xlink:to="lab_srt_SegmentGeographicalDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember_ed2ac970-d392-4a42-bc11-b000cffdd097_terseLabel_en-US" xlink:label="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit risk transfer</link:label>
    <link:label id="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit Risk Transfer Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit Risk Transfer Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityPublicFloat_f64810fc-bc00-4a84-aa5d-399d3657a67e_terseLabel_en-US" xlink:label="lab_dei_EntityPublicFloat" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Public Float</link:label>
    <link:label id="lab_dei_EntityPublicFloat_label_en-US" xlink:label="lab_dei_EntityPublicFloat" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Public Float</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityPublicFloat" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityPublicFloat"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityPublicFloat" xlink:to="lab_dei_EntityPublicFloat" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeCollateralRightToReclaimCash_d3ab5561-b322-415e-a7c8-8287ee2acb54_negatedLabel_en-US" xlink:label="lab_us-gaap_DerivativeCollateralRightToReclaimCash" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash Collateral</link:label>
    <link:label id="lab_us-gaap_DerivativeCollateralRightToReclaimCash_label_en-US" xlink:label="lab_us-gaap_DerivativeCollateralRightToReclaimCash" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Liability, Subject to Master Netting Arrangement, Collateral, Right to Reclaim Cash Not Offset</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralRightToReclaimCash" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralRightToReclaimCash"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeCollateralRightToReclaimCash" xlink:to="lab_us-gaap_DerivativeCollateralRightToReclaimCash" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeLiabilities_53304a4d-0efb-4baa-9679-8b370ceed940_verboseLabel_en-US" xlink:label="lab_us-gaap_DerivativeLiabilities" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative liabilities</link:label>
    <link:label id="lab_us-gaap_DerivativeLiabilities_40f650c9-039a-4231-88bf-997dafb30073_totalLabel_en-US" xlink:label="lab_us-gaap_DerivativeLiabilities" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total derivative liabilities</link:label>
    <link:label id="lab_us-gaap_DerivativeLiabilities_eeff3a5a-8987-48c8-a02c-d7c7db1748d0_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeLiabilities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gross Amounts</link:label>
    <link:label id="lab_us-gaap_DerivativeLiabilities_label_en-US" xlink:label="lab_us-gaap_DerivativeLiabilities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Liability</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeLiabilities" xlink:to="lab_us-gaap_DerivativeLiabilities" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost_a5f2a1b9-11e2-4bca-b9a1-60d43088a7b7_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Greater than ten years</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available for Sale Securities Debt Expected Life After Ten Years Amortized Cost</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of greater than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" xlink:to="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeLiability_56462c2a-d9bd-4b67-bc7c-2b10a5747bf1_verboseLabel_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeLiability" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative liabilities</link:label>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeLiability_label_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeLiability" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Liability, Subject to Master Netting Arrangement, before Offset</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiability" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeLiability"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeLiability" xlink:to="lab_us-gaap_DerivativeFairValueOfDerivativeLiability" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_b3a29b81-c243-420f-ba42-571bde87b214_terseLabel_en-US" xlink:label="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</link:label>
    <link:label id="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_label_en-US" xlink:label="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems" xlink:to="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommonStockValue_0cd1bf84-449e-4c93-bb7a-0e9556abbb98_terseLabel_en-US" xlink:label="lab_us-gaap_CommonStockValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common stock, par value $0.01 per share, 2,936,500,000 and 2,936,500,000 authorized, respectively, 468,309,810 and 364,934,065 issued and outstanding, respectively</link:label>
    <link:label id="lab_us-gaap_CommonStockValue_label_en-US" xlink:label="lab_us-gaap_CommonStockValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Value, Issued</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommonStockValue" xlink:to="lab_us-gaap_CommonStockValue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtInstrumentNameDomain_2ef6e0f0-6d09-4c3f-8482-af6db4e642a9_terseLabel_en-US" xlink:label="lab_us-gaap_DebtInstrumentNameDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument, Name [Domain]</link:label>
    <link:label id="lab_us-gaap_DebtInstrumentNameDomain_label_en-US" xlink:label="lab_us-gaap_DebtInstrumentNameDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument, Name [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtInstrumentNameDomain" xlink:to="lab_us-gaap_DebtInstrumentNameDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockMember_16e27287-4f4e-4110-a78d-dac0b4680e57_terseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred stock</link:label>
    <link:label id="lab_us-gaap_PreferredStockMember_label_en-US" xlink:label="lab_us-gaap_PreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockMember" xlink:to="lab_us-gaap_PreferredStockMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans_244ffbd0-4ac2-41ae-9445-b2c1bda1136c_verboseLabel_en-US" xlink:label="lab_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Purchases / originations</link:label>
    <link:label id="lab_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans_label_en-US" xlink:label="lab_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate, New Mortgage Loan</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstateNewMortgageLoans"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans" xlink:to="lab_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommitmentsAndContingenciesPolicyTextBlock_8f68eee1-4384-4c13-9f37-c192b521c369_terseLabel_en-US" xlink:label="lab_us-gaap_CommitmentsAndContingenciesPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Contingencies</link:label>
    <link:label id="lab_us-gaap_CommitmentsAndContingenciesPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_CommitmentsAndContingenciesPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commitments and Contingencies, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommitmentsAndContingenciesPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommitmentsAndContingenciesPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommitmentsAndContingenciesPolicyTextBlock" xlink:to="lab_us-gaap_CommitmentsAndContingenciesPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_VariableInterestEntityLineItems_1b3bc781-ef19-45c1-a3e1-abad48a51d72_terseLabel_en-US" xlink:label="lab_us-gaap_VariableInterestEntityLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity [Line Items]</link:label>
    <link:label id="lab_us-gaap_VariableInterestEntityLineItems_label_en-US" xlink:label="lab_us-gaap_VariableInterestEntityLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_VariableInterestEntityLineItems" xlink:to="lab_us-gaap_VariableInterestEntityLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents_57423292-38d0-4589-8cc8-c6c729b44229_periodStartLabel_en-US" xlink:label="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" xlink:role="http://www.xbrl.org/2003/role/periodStartLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash and cash equivalents including cash pledged as collateral, beginning of period</link:label>
    <link:label id="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents_459d61b6-eada-4843-8896-7b5cc355961c_periodEndLabel_en-US" xlink:label="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" xlink:role="http://www.xbrl.org/2003/role/periodEndLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash and cash equivalents including cash pledged as collateral, end of period</link:label>
    <link:label id="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents_label_en-US" xlink:label="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash, Cash Equivalents, Restricted Cash, and Restricted Cash Equivalents</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" xlink:to="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PayableForInvestmentSecuritiesPurchased_1137b852-af89-46f8-acfb-9b5c6332ca57_terseLabel_en-US" xlink:label="lab_nly_PayableForInvestmentSecuritiesPurchased" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payable for unsettled trades</link:label>
    <link:label id="lab_nly_PayableForInvestmentSecuritiesPurchased_label_en-US" xlink:label="lab_nly_PayableForInvestmentSecuritiesPurchased" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payable For Investment Securities Purchased</link:label>
    <link:label id="lab_nly_PayableForInvestmentSecuritiesPurchased_documentation_en-US" xlink:label="lab_nly_PayableForInvestmentSecuritiesPurchased" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The amount payable for Agency Mortgage-Backed Securities, Agency debentures and corporate debt.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PayableForInvestmentSecuritiesPurchased" xlink:href="nly-20221231.xsd#nly_PayableForInvestmentSecuritiesPurchased"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PayableForInvestmentSecuritiesPurchased" xlink:to="lab_nly_PayableForInvestmentSecuritiesPurchased" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ParentMember_97068c7b-e678-4db6-aece-641bcc21e903_terseLabel_en-US" xlink:label="lab_us-gaap_ParentMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total stockholder&#8217;s equity</link:label>
    <link:label id="lab_us-gaap_ParentMember_label_en-US" xlink:label="lab_us-gaap_ParentMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Parent [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParentMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParentMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ParentMember" xlink:to="lab_us-gaap_ParentMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeAssetsAbstract_b87f66d6-30e5-4e9a-80fe-f8c7a9b95e27_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeAssetsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets</link:label>
    <link:label id="lab_us-gaap_DerivativeAssetsAbstract_d11e6618-568e-4079-8088-366acd529823_verboseLabel_en-US" xlink:label="lab_us-gaap_DerivativeAssetsAbstract" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative assets</link:label>
    <link:label id="lab_us-gaap_DerivativeAssetsAbstract_label_en-US" xlink:label="lab_us-gaap_DerivativeAssetsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Asset [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssetsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssetsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeAssetsAbstract" xlink:to="lab_us-gaap_DerivativeAssetsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions_5d48c7bf-e931-4d30-aaca-01460d2f1856_terseLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Number of securities</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions_label_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale, Unrealized Loss Position, Number of Positions</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" xlink:to="lab_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DebtSecuritiesAvailableForSaleLineItems_0a60a800-e092-44e3-8e49-3269e8620372_terseLabel_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableForSaleLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-For-Sale [Line Items]</link:label>
    <link:label id="lab_nly_DebtSecuritiesAvailableForSaleLineItems_label_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableForSaleLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-For-Sale [Line Items]</link:label>
    <link:label id="lab_nly_DebtSecuritiesAvailableForSaleLineItems_documentation_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableForSaleLineItems" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">[Line Items] for Debt Securities, Available-For-Sale [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableForSaleLineItems" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableForSaleLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleLineItems" xlink:to="lab_nly_DebtSecuritiesAvailableForSaleLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_AmendmentFlag_7817b308-05f9-4b31-bba2-0912f1a71654_terseLabel_en-US" xlink:label="lab_dei_AmendmentFlag" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amendment Flag</link:label>
    <link:label id="lab_dei_AmendmentFlag_label_en-US" xlink:label="lab_dei_AmendmentFlag" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amendment Flag</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AmendmentFlag"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_AmendmentFlag" xlink:to="lab_dei_AmendmentFlag" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OperatingLeaseCost_6058b2b4-317b-470a-bcfe-8e7329047146_terseLabel_en-US" xlink:label="lab_us-gaap_OperatingLeaseCost" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lease cost</link:label>
    <link:label id="lab_us-gaap_OperatingLeaseCost_label_en-US" xlink:label="lab_us-gaap_OperatingLeaseCost" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Cost</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseCost" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseCost"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OperatingLeaseCost" xlink:to="lab_us-gaap_OperatingLeaseCost" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InvestmentTypeAxis_b0c06ca4-c37a-43eb-aa65-c371a990080c_terseLabel_en-US" xlink:label="lab_us-gaap_InvestmentTypeAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investment Type [Axis]</link:label>
    <link:label id="lab_us-gaap_InvestmentTypeAxis_label_en-US" xlink:label="lab_us-gaap_InvestmentTypeAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investment Type [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentTypeAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InvestmentTypeAxis" xlink:to="lab_us-gaap_InvestmentTypeAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SeriesFPreferredStockMember_d87c1917-cd6c-4750-9cba-133b36c91429_terseLabel_en-US" xlink:label="lab_us-gaap_SeriesFPreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Series F Preferred Stock [Member]</link:label>
    <link:label id="lab_us-gaap_SeriesFPreferredStockMember_0e948f63-4f16-4191-ad2a-e8203847e538_verboseLabel_en-US" xlink:label="lab_us-gaap_SeriesFPreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Series F</link:label>
    <link:label id="lab_us-gaap_SeriesFPreferredStockMember_label_en-US" xlink:label="lab_us-gaap_SeriesFPreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Series F Preferred Stock [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesFPreferredStockMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesFPreferredStockMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SeriesFPreferredStockMember" xlink:to="lab_us-gaap_SeriesFPreferredStockMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell_900597dd-e181-4e74-b696-07e5bcfda1e9_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from reverse repurchase agreements</link:label>
    <link:label id="lab_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell_label_en-US" xlink:label="lab_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Securities Purchased under Agreements to Resell</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell" xlink:to="lab_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax_98eabf36-c6c7-4986-a836-ab828ff3a86e_terseLabel_en-US" xlink:label="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrealized Gains</link:label>
    <link:label id="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax_label_en-US" xlink:label="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale, Accumulated Gross Unrealized Gain, before Tax</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" xlink:to="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_d400ed92-53b6-4a30-87cc-91b28128d875_terseLabel_en-US" xlink:label="lab_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Goodwill and Intangible Assets Disclosure [Abstract]</link:label>
    <link:label id="lab_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_label_en-US" xlink:label="lab_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Goodwill and Intangible Assets Disclosure [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract" xlink:to="lab_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock_eceec9ea-37ca-4225-83f9-e06b80790b3e_terseLabel_en-US" xlink:label="lab_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Goodwill</link:label>
    <link:label id="lab_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Goodwill and Intangible Assets, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock" xlink:to="lab_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities_07b49efd-ebe1-4dd2-af57-2399202c1405_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal payments on loans</link:label>
    <link:label id="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities_label_en-US" xlink:label="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Maturities, Prepayments and Calls of Held-to-Maturity Securities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities" xlink:to="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfRealizedGainLossTableTextBlock_92e87c7e-6b5f-4514-bc5e-74b1582c34b6_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfRealizedGainLossTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Realized Gain (Loss)</link:label>
    <link:label id="lab_us-gaap_ScheduleOfRealizedGainLossTableTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfRealizedGainLossTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Realized Gain (Loss) [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfRealizedGainLossTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfRealizedGainLossTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfRealizedGainLossTableTextBlock" xlink:to="lab_us-gaap_ScheduleOfRealizedGainLossTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_f5cfe3dc-f3cc-4947-b65a-faeba9faa9f8_periodStartLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest" xlink:role="http://www.xbrl.org/2003/role/periodStartLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Beginning balance January 1, 2022</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_919ee12a-124e-4170-88de-d81fd3b2935e_periodEndLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest" xlink:role="http://www.xbrl.org/2003/role/periodEndLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Ending balance December 31, 2022</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_e7bfe69c-2b57-47fa-84c4-9e0197c8c348_terseLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Estimated Fair Value</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_label_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale, Excluding Accrued Interest</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest" xlink:to="lab_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ProceedsFromParticipatingMortgageLoans_2f5d2955-5b65-423e-b766-f5a8cf83e87c_terseLabel_en-US" xlink:label="lab_nly_ProceedsFromParticipatingMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from participations issued</link:label>
    <link:label id="lab_nly_ProceedsFromParticipatingMortgageLoans_label_en-US" xlink:label="lab_nly_ProceedsFromParticipatingMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Participating Mortgage Loans</link:label>
    <link:label id="lab_nly_ProceedsFromParticipatingMortgageLoans_documentation_en-US" xlink:label="lab_nly_ProceedsFromParticipatingMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Participating Mortgage Loans</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsFromParticipatingMortgageLoans" xlink:href="nly-20221231.xsd#nly_ProceedsFromParticipatingMortgageLoans"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ProceedsFromParticipatingMortgageLoans" xlink:to="lab_nly_ProceedsFromParticipatingMortgageLoans" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock_113f27a7-93a7-4f8b-9b0e-6e939abc3533_terseLabel_en-US" xlink:label="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Components of Company's Interest Income and Interest Expense</link:label>
    <link:label id="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock_label_en-US" xlink:label="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income and Interest Expense Disclosure [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock" xlink:to="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockDividendsAndOtherAdjustments_180d90e9-9e81-4bed-a41e-f035664540e8_terseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockDividendsAndOtherAdjustments" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends on preferred stock</link:label>
    <link:label id="lab_us-gaap_PreferredStockDividendsAndOtherAdjustments_51c10260-ce17-4433-a1c6-ce4da18b319b_verboseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockDividendsAndOtherAdjustments" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends on preferred stock</link:label>
    <link:label id="lab_us-gaap_PreferredStockDividendsAndOtherAdjustments_label_en-US" xlink:label="lab_us-gaap_PreferredStockDividendsAndOtherAdjustments" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock Dividends and Other Adjustments</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendsAndOtherAdjustments"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments" xlink:to="lab_us-gaap_PreferredStockDividendsAndOtherAdjustments" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IntangibleAssetsNetIncludingGoodwill_11b21664-7409-4753-aee9-092ed43bb14c_terseLabel_en-US" xlink:label="lab_us-gaap_IntangibleAssetsNetIncludingGoodwill" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Goodwill and intangible assets, net</link:label>
    <link:label id="lab_us-gaap_IntangibleAssetsNetIncludingGoodwill_label_en-US" xlink:label="lab_us-gaap_IntangibleAssetsNetIncludingGoodwill" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Intangible Assets, Net (Including Goodwill)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IntangibleAssetsNetIncludingGoodwill" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IntangibleAssetsNetIncludingGoodwill"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IntangibleAssetsNetIncludingGoodwill" xlink:to="lab_us-gaap_IntangibleAssetsNetIncludingGoodwill" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityIncorporationStateCountryCode_8d760955-bc01-47bb-b861-6634bc7dfb47_terseLabel_en-US" xlink:label="lab_dei_EntityIncorporationStateCountryCode" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Incorporation, State or Country Code</link:label>
    <link:label id="lab_dei_EntityIncorporationStateCountryCode_label_en-US" xlink:label="lab_dei_EntityIncorporationStateCountryCode" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Incorporation, State or Country Code</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityIncorporationStateCountryCode"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityIncorporationStateCountryCode" xlink:to="lab_dei_EntityIncorporationStateCountryCode" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NonAgencyMbsMember_8b635b0d-8209-4d9f-b45c-5c923cd81a67_terseLabel_en-US" xlink:label="lab_nly_NonAgencyMbsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Non-Agency Mortgage-Backed Securities</link:label>
    <link:label id="lab_nly_NonAgencyMbsMember_label_en-US" xlink:label="lab_nly_NonAgencyMbsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Non Agency MBS [Member]</link:label>
    <link:label id="lab_nly_NonAgencyMbsMember_documentation_en-US" xlink:label="lab_nly_NonAgencyMbsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Non Agency MBS [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NonAgencyMbsMember" xlink:href="nly-20221231.xsd#nly_NonAgencyMbsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NonAgencyMbsMember" xlink:to="lab_nly_NonAgencyMbsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_3b5fcea9-83c2-4c72-a5ea-8d79e1d77b8e_totalLabel_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Amounts</link:label>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_label_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Asset, Including Not Subject to Master Netting Arrangement, after Offset and Deduction</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" xlink:to="lab_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OperatingLeasePayments_3de25b51-b9b8-4fa7-bcb1-bc3f411b04a4_terseLabel_en-US" xlink:label="lab_us-gaap_OperatingLeasePayments" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating cash flows from operating leases</link:label>
    <link:label id="lab_us-gaap_OperatingLeasePayments_label_en-US" xlink:label="lab_us-gaap_OperatingLeasePayments" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Payments</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeasePayments" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeasePayments"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OperatingLeasePayments" xlink:to="lab_us-gaap_OperatingLeasePayments" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LaborAndRelatedExpense_d9040981-ab80-4468-86e4-77058469dc43_terseLabel_en-US" xlink:label="lab_us-gaap_LaborAndRelatedExpense" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Compensation and management fee</link:label>
    <link:label id="lab_us-gaap_LaborAndRelatedExpense_label_en-US" xlink:label="lab_us-gaap_LaborAndRelatedExpense" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Labor and Related Expense</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LaborAndRelatedExpense" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LaborAndRelatedExpense"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LaborAndRelatedExpense" xlink:to="lab_us-gaap_LaborAndRelatedExpense" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DividendsDeclaredTableTextBlock_dbde1d51-14f1-400f-a044-d62ef9897e57_terseLabel_en-US" xlink:label="lab_us-gaap_DividendsDeclaredTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Summary of Dividend Distribution Activity</link:label>
    <link:label id="lab_us-gaap_DividendsDeclaredTableTextBlock_label_en-US" xlink:label="lab_us-gaap_DividendsDeclaredTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends Declared [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsDeclaredTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsDeclaredTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DividendsDeclaredTableTextBlock" xlink:to="lab_us-gaap_DividendsDeclaredTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee_53e3dc25-01cf-4653-9ae8-6bb4b6df1b9c_terseLabel_en-US" xlink:label="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Ratio of percentage of stockholders' equity paid up to predetermined amount</link:label>
    <link:label id="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee_label_en-US" xlink:label="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Monthly Management Fee, Percentage Of Stockholders Equity Up To A Predetermined Amount Used In Calculating Total Management Fee</link:label>
    <link:label id="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee_documentation_en-US" xlink:label="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Monthly Management Fee, Percentage Of Stockholders Equity Up To A Predetermined Amount Used In Calculating Total Management Fee</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:href="nly-20221231.xsd#nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:to="lab_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromDividendsReceived_59eab27d-32a5-4321-86db-4eb2038a64f5_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromDividendsReceived" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends received</link:label>
    <link:label id="lab_us-gaap_ProceedsFromDividendsReceived_label_en-US" xlink:label="lab_us-gaap_ProceedsFromDividendsReceived" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Dividends Received</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromDividendsReceived" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromDividendsReceived"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromDividendsReceived" xlink:to="lab_us-gaap_ProceedsFromDividendsReceived" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax_e20b0bb5-480d-4af2-9111-c1ea9a693a57_terseLabel_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair value adjustment</link:label>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax_label_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OCI, Debt Securities, Available-for-Sale, Gain (Loss), after Adjustment and Tax</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" xlink:to="lab_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ResidentialMortgageLoanWarehouseFacilityMember_388e5537-650c-4293-a6bf-a2bdb09619d8_terseLabel_en-US" xlink:label="lab_nly_ResidentialMortgageLoanWarehouseFacilityMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential mortgage loan warehouse facility</link:label>
    <link:label id="lab_nly_ResidentialMortgageLoanWarehouseFacilityMember_label_en-US" xlink:label="lab_nly_ResidentialMortgageLoanWarehouseFacilityMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Mortgage Loan Warehouse Facility [Member]</link:label>
    <link:label id="lab_nly_ResidentialMortgageLoanWarehouseFacilityMember_documentation_en-US" xlink:label="lab_nly_ResidentialMortgageLoanWarehouseFacilityMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Mortgage Loan Warehouse Facility</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoanWarehouseFacilityMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember" xlink:to="lab_nly_ResidentialMortgageLoanWarehouseFacilityMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries_e0b0b334-cd4d-49e6-84d0-85c2cf866705_terseLabel_en-US" xlink:label="lab_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net gains (losses) on derivatives</link:label>
    <link:label id="lab_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries_label_en-US" xlink:label="lab_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Gain (Loss) on Derivative, Net, Including US Treasuries</link:label>
    <link:label id="lab_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries_documentation_en-US" xlink:label="lab_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Gain (Loss) on Derivative, Net, Including US Treasuries</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries" xlink:href="nly-20221231.xsd#nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries" xlink:to="lab_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommonStockSharesAuthorized_77214c76-4e04-4114-8a27-277739607043_terseLabel_en-US" xlink:label="lab_us-gaap_CommonStockSharesAuthorized" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, shares authorized (in shares)</link:label>
    <link:label id="lab_us-gaap_CommonStockSharesAuthorized_label_en-US" xlink:label="lab_us-gaap_CommonStockSharesAuthorized" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Shares Authorized</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesAuthorized" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesAuthorized"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommonStockSharesAuthorized" xlink:to="lab_us-gaap_CommonStockSharesAuthorized" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock_eebfb740-c6fa-4455-8248-696a4e1758ec_terseLabel_en-US" xlink:label="lab_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio</link:label>
    <link:label id="lab_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock_label_en-US" xlink:label="lab_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule Of Fair Value And Unpaid Principal Balances Of Mortgage Loans [Table Text Block]</link:label>
    <link:label id="lab_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock_documentation_en-US" xlink:label="lab_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Tabular disclosure of fair value and unpaid principal balances of mortgage loans.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock" xlink:href="nly-20221231.xsd#nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock" xlink:to="lab_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_MaximumMember_bce1a927-fb37-414a-9783-259f242b0dc6_terseLabel_en-US" xlink:label="lab_srt_MaximumMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maximum</link:label>
    <link:label id="lab_srt_MaximumMember_label_en-US" xlink:label="lab_srt_MaximumMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maximum [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_MaximumMember" xlink:to="lab_srt_MaximumMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure_bc4721c3-f1f8-4dc7-b4c6-6f8327cd7693_terseLabel_en-US" xlink:label="lab_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase agreements</link:label>
    <link:label id="lab_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure_label_en-US" xlink:label="lab_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities Loaned or Sold under Agreements to Repurchase, Fair Value Disclosure</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure" xlink:to="lab_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1_b3ac29bd-e07d-4e73-9518-d409e1bda537_terseLabel_en-US" xlink:label="lab_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Impairment on commercial mortgage-backed security</link:label>
    <link:label id="lab_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1_label_en-US" xlink:label="lab_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other-than-temporary Impairment Loss, Debt Securities, Available-for-Sale1</link:label>
    <link:label id="lab_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1_documentation_en-US" xlink:label="lab_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other-than-temporary Impairment Loss, Debt Securities, Available-for-Sale1</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1" xlink:href="nly-20221231.xsd#nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1" xlink:to="lab_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ShortMember_2cd7d6c5-2396-4fb3-b1e9-c76a3cbd5216_verboseLabel_en-US" xlink:label="lab_us-gaap_ShortMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale contracts</link:label>
    <link:label id="lab_us-gaap_ShortMember_f99ff694-3054-471c-9ecc-f4cdff7b3643_terseLabel_en-US" xlink:label="lab_us-gaap_ShortMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Notional - Short Positions</link:label>
    <link:label id="lab_us-gaap_ShortMember_label_en-US" xlink:label="lab_us-gaap_ShortMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Short [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShortMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShortMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ShortMember" xlink:to="lab_us-gaap_ShortMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ResidentialMortgageMember_561e625f-6462-44a5-8f8e-8732cdf1faab_terseLabel_en-US" xlink:label="lab_us-gaap_ResidentialMortgageMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential mortgage loans</link:label>
    <link:label id="lab_us-gaap_ResidentialMortgageMember_label_en-US" xlink:label="lab_us-gaap_ResidentialMortgageMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Mortgage [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ResidentialMortgageMember" xlink:to="lab_us-gaap_ResidentialMortgageMember" xlink:type="arc" order="1"/>
    <link:label id="lab_stpr_NY_fa019aec-003e-4fc4-92f2-d37b2e74715b_terseLabel_en-US" xlink:label="lab_stpr_NY" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">New York</link:label>
    <link:label id="lab_stpr_NY_label_en-US" xlink:label="lab_stpr_NY" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">NEW YORK</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_NY" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_NY"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_stpr_NY" xlink:to="lab_stpr_NY" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue_024f5979-8aae-46f9-b944-b76d94685355_negatedLabel_en-US" xlink:label="lab_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Buyback of common stock</link:label>
    <link:label id="lab_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue_label_en-US" xlink:label="lab_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock Repurchased and Retired During Period, Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRepurchasedAndRetiredDuringPeriodValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue" xlink:to="lab_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CommercialMortgageLoanMember_a5b767cd-9bfd-4e84-902a-956f3d106a8e_terseLabel_en-US" xlink:label="lab_nly_CommercialMortgageLoanMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Mortgage Loans</link:label>
    <link:label id="lab_nly_CommercialMortgageLoanMember_label_en-US" xlink:label="lab_nly_CommercialMortgageLoanMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Mortgage Loan [Member]</link:label>
    <link:label id="lab_nly_CommercialMortgageLoanMember_documentation_en-US" xlink:label="lab_nly_CommercialMortgageLoanMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Mortgage Loan [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialMortgageLoanMember" xlink:href="nly-20221231.xsd#nly_CommercialMortgageLoanMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CommercialMortgageLoanMember" xlink:to="lab_nly_CommercialMortgageLoanMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CashAndCashEquivalentsAtCarryingValue_29d724e4-deac-4e77-a65a-ad3b3cb9d94d_verboseLabel_en-US" xlink:label="lab_us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash and cash equivalents (includes pledged assets of $1,424,160 and $1,222,505, respectively)</link:label>
    <link:label id="lab_us-gaap_CashAndCashEquivalentsAtCarryingValue_63fa1e03-e023-4596-8dfe-d193916e6af4_terseLabel_en-US" xlink:label="lab_us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash and cash equivalents</link:label>
    <link:label id="lab_us-gaap_CashAndCashEquivalentsAtCarryingValue_label_en-US" xlink:label="lab_us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash and Cash Equivalents, at Carrying Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:to="lab_us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList_4b6a5a17-6df6-4d52-960d-7e574ed8c1e6_terseLabel_en-US" xlink:label="lab_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Right-of-Use Asset, Statement of Financial Position [Extensible Enumeration]</link:label>
    <link:label id="lab_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList_label_en-US" xlink:label="lab_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Right-of-Use Asset, Statement of Financial Position [Extensible Enumeration]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList" xlink:to="lab_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DividendsPayableLineItems_d88ee6b9-40fe-4ac7-ae49-dfdce667b4c3_terseLabel_en-US" xlink:label="lab_us-gaap_DividendsPayableLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends Payable [Line Items]</link:label>
    <link:label id="lab_us-gaap_DividendsPayableLineItems_label_en-US" xlink:label="lab_us-gaap_DividendsPayableLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends Payable [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DividendsPayableLineItems" xlink:to="lab_us-gaap_DividendsPayableLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueMeasurementFrequencyDomain_6965ee90-ee87-4340-ac85-0a67d73d8626_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueMeasurementFrequencyDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Measurement Frequency [Domain]</link:label>
    <link:label id="lab_us-gaap_FairValueMeasurementFrequencyDomain_label_en-US" xlink:label="lab_us-gaap_FairValueMeasurementFrequencyDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Frequency [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementFrequencyDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueMeasurementFrequencyDomain" xlink:to="lab_us-gaap_FairValueMeasurementFrequencyDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockholdersEquityNoteDisclosureTextBlock_61f26179-840b-43e7-8cf4-c6025d49d1d8_terseLabel_en-US" xlink:label="lab_us-gaap_StockholdersEquityNoteDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">CAPITAL STOCK</link:label>
    <link:label id="lab_us-gaap_StockholdersEquityNoteDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_StockholdersEquityNoteDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stockholders' Equity Note Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityNoteDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityNoteDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockholdersEquityNoteDisclosureTextBlock" xlink:to="lab_us-gaap_StockholdersEquityNoteDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt_8543a38b-f6ef-423b-b5e5-478d4f657704_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments on purchases of securities</link:label>
    <link:label id="lab_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt_label_en-US" xlink:label="lab_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments to Acquire Debt Securities, Available-for-Sale</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt" xlink:to="lab_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium_83e31f59-4e7e-480c-aa7c-0fa60d0bafba_negatedTerseLabel_en-US" xlink:label="lab_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">(Amortization) / accretion</link:label>
    <link:label id="lab_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium_label_en-US" xlink:label="lab_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment In Mortgage Loans On Real Estate, Amortization (Accretion) Of Premium</link:label>
    <link:label id="lab_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium_documentation_en-US" xlink:label="lab_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment In Mortgage Loans On Real Estate, Amortization (Accretion) Of Premium</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" xlink:href="nly-20221231.xsd#nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" xlink:to="lab_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ConsolidationVariableInterestEntityPolicy_fd8ac1d8-1c47-49bc-a319-c4be5b623f9e_terseLabel_en-US" xlink:label="lab_us-gaap_ConsolidationVariableInterestEntityPolicy" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entities</link:label>
    <link:label id="lab_us-gaap_ConsolidationVariableInterestEntityPolicy_label_en-US" xlink:label="lab_us-gaap_ConsolidationVariableInterestEntityPolicy" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation, Variable Interest Entity, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConsolidationVariableInterestEntityPolicy" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConsolidationVariableInterestEntityPolicy"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ConsolidationVariableInterestEntityPolicy" xlink:to="lab_us-gaap_ConsolidationVariableInterestEntityPolicy" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ToBeAnnouncedSecuritiesFairMarketValue_373e6f5b-b081-4fb3-9a5b-cdb17b7913b6_terseLabel_en-US" xlink:label="lab_nly_ToBeAnnouncedSecuritiesFairMarketValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Implied Market Value</link:label>
    <link:label id="lab_nly_ToBeAnnouncedSecuritiesFairMarketValue_label_en-US" xlink:label="lab_nly_ToBeAnnouncedSecuritiesFairMarketValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">To Be Announced Securities Fair Market Value</link:label>
    <link:label id="lab_nly_ToBeAnnouncedSecuritiesFairMarketValue_documentation_en-US" xlink:label="lab_nly_ToBeAnnouncedSecuritiesFairMarketValue" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">TBA Securities fair market value.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedSecuritiesFairMarketValue" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedSecuritiesFairMarketValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ToBeAnnouncedSecuritiesFairMarketValue" xlink:to="lab_nly_ToBeAnnouncedSecuritiesFairMarketValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022NQM1Member_49b5884a-6cae-4b65-a2cf-6366385eb8fe_terseLabel_en-US" xlink:label="lab_nly_OBX2022NQM1Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM1</link:label>
    <link:label id="lab_nly_OBX2022NQM1Member_label_en-US" xlink:label="lab_nly_OBX2022NQM1Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM1 [Member]</link:label>
    <link:label id="lab_nly_OBX2022NQM1Member_documentation_en-US" xlink:label="lab_nly_OBX2022NQM1Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM1</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM1Member" xlink:href="nly-20221231.xsd#nly_OBX2022NQM1Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022NQM1Member" xlink:to="lab_nly_OBX2022NQM1Member" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LongMember_55b99673-a0ac-42ca-b82c-9fa6ee6a3795_terseLabel_en-US" xlink:label="lab_us-gaap_LongMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Notional - Long Positions</link:label>
    <link:label id="lab_us-gaap_LongMember_94edc58c-d633-4998-8785-ac4d9c3ddfba_verboseLabel_en-US" xlink:label="lab_us-gaap_LongMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Purchase contracts</link:label>
    <link:label id="lab_us-gaap_LongMember_label_en-US" xlink:label="lab_us-gaap_LongMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LongMember" xlink:to="lab_us-gaap_LongMember" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_Security12bTitle_6d984a72-9ad7-48f0-9c81-b041f8d99289_terseLabel_en-US" xlink:label="lab_dei_Security12bTitle" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Title of Each Class</link:label>
    <link:label id="lab_dei_Security12bTitle_label_en-US" xlink:label="lab_dei_Security12bTitle" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Title of 12(b) Security</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_Security12bTitle"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_Security12bTitle" xlink:to="lab_dei_Security12bTitle" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract_f8e37107-82c6-4298-ba8e-c26dafc1e30c_terseLabel_en-US" xlink:label="lab_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reverse Repurchase Agreements</link:label>
    <link:label id="lab_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract_label_en-US" xlink:label="lab_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Secured Debt, Repurchase and Reverse Repurchase Agreements and Dollar Rolls [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract" xlink:to="lab_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure_71360545-4c98-4b57-a1df-b004a75fd3e5_terseLabel_en-US" xlink:label="lab_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency mortgage-backed securities</link:label>
    <link:label id="lab_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure_label_en-US" xlink:label="lab_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Available-for-Sale, Fair Value Disclosure</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" xlink:to="lab_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DebtSecuritiesAvailableForSaleRollForward_a181f3d7-4201-455b-9c67-7360b6c671c3_terseLabel_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableForSaleRollForward" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-For-Sale [Roll Forward]</link:label>
    <link:label id="lab_nly_DebtSecuritiesAvailableForSaleRollForward_label_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableForSaleRollForward" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-For-Sale [Roll Forward]</link:label>
    <link:label id="lab_nly_DebtSecuritiesAvailableForSaleRollForward_documentation_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableForSaleRollForward" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-For-Sale [Roll Forward]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableForSaleRollForward" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableForSaleRollForward"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward" xlink:to="lab_nly_DebtSecuritiesAvailableForSaleRollForward" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell_793c70d6-861a-4934-aeb0-fac07684dbad_negatedLabel_en-US" xlink:label="lab_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments on reverse repurchase agreements</link:label>
    <link:label id="lab_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell_label_en-US" xlink:label="lab_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments for Securities Purchased under Agreements to Resell</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell" xlink:to="lab_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PaymentsForPurchaseOfLoansOperatingActivities_0163e697-ec34-4f14-a26e-5651731257fe_negatedLabel_en-US" xlink:label="lab_nly_PaymentsForPurchaseOfLoansOperatingActivities" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments on purchases of loans held for sale</link:label>
    <link:label id="lab_nly_PaymentsForPurchaseOfLoansOperatingActivities_label_en-US" xlink:label="lab_nly_PaymentsForPurchaseOfLoansOperatingActivities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments For Purchase Of Loans, Operating Activities</link:label>
    <link:label id="lab_nly_PaymentsForPurchaseOfLoansOperatingActivities_documentation_en-US" xlink:label="lab_nly_PaymentsForPurchaseOfLoansOperatingActivities" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments For Purchase Of Loans, Operating Activities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsForPurchaseOfLoansOperatingActivities" xlink:href="nly-20221231.xsd#nly_PaymentsForPurchaseOfLoansOperatingActivities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PaymentsForPurchaseOfLoansOperatingActivities" xlink:to="lab_nly_PaymentsForPurchaseOfLoansOperatingActivities" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost_39a0353d-70a0-46d9-9439-75b6138f8c9e_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Less than one year</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available for Sale Securities Debt Expected Life of Less Than One Year Amortized Cost</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of less than one year of the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" xlink:to="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet_ab536354-f96e-4f49-a295-a7c8653678cf_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Transfers</link:label>
    <link:label id="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet_label_en-US" xlink:label="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers, Net</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet" xlink:to="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SubsequentEventLineItems_bd8ad5d8-07cd-4bd6-a9c5-36d2234816a8_terseLabel_en-US" xlink:label="lab_us-gaap_SubsequentEventLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event [Line Items]</link:label>
    <link:label id="lab_us-gaap_SubsequentEventLineItems_label_en-US" xlink:label="lab_us-gaap_SubsequentEventLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SubsequentEventLineItems" xlink:to="lab_us-gaap_SubsequentEventLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MiddleMarketLendingPortfolioMember_79717d9b-4b44-41fb-b5a3-b07b2d430f10_terseLabel_en-US" xlink:label="lab_nly_MiddleMarketLendingPortfolioMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Middle Market Lending Portfolio</link:label>
    <link:label id="lab_nly_MiddleMarketLendingPortfolioMember_label_en-US" xlink:label="lab_nly_MiddleMarketLendingPortfolioMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Middle Market Lending Portfolio [Member]</link:label>
    <link:label id="lab_nly_MiddleMarketLendingPortfolioMember_documentation_en-US" xlink:label="lab_nly_MiddleMarketLendingPortfolioMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Middle Market Lending Portfolio</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MiddleMarketLendingPortfolioMember" xlink:href="nly-20221231.xsd#nly_MiddleMarketLendingPortfolioMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MiddleMarketLendingPortfolioMember" xlink:to="lab_nly_MiddleMarketLendingPortfolioMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments_61952bec-1e8a-4d0f-9af8-d8d2f2fbc8ce_negatedLabel_en-US" xlink:label="lab_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amortization of premiums and discounts of investments, net</link:label>
    <link:label id="lab_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments_label_en-US" xlink:label="lab_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accretion (Amortization) of Discounts and Premiums, Investments</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments" xlink:to="lab_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022INV1Member_fb40fe2b-03d8-421b-a170-c528ed928857_terseLabel_en-US" xlink:label="lab_nly_OBX2022INV1Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV1</link:label>
    <link:label id="lab_nly_OBX2022INV1Member_label_en-US" xlink:label="lab_nly_OBX2022INV1Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV1 [Member]</link:label>
    <link:label id="lab_nly_OBX2022INV1Member_documentation_en-US" xlink:label="lab_nly_OBX2022INV1Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV1</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV1Member" xlink:href="nly-20221231.xsd#nly_OBX2022INV1Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022INV1Member" xlink:to="lab_nly_OBX2022INV1Member" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent_6dd495f7-9df9-4a9b-a74b-a4935ae491f7_terseLabel_en-US" xlink:label="lab_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred stock, dividends, taxable return of capital, percent</link:label>
    <link:label id="lab_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent_label_en-US" xlink:label="lab_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Dividends, Taxable Return Of Capital, Percent</link:label>
    <link:label id="lab_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent_documentation_en-US" xlink:label="lab_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Dividends, Taxable Return Of Capital, Percent</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent" xlink:href="nly-20221231.xsd#nly_PreferredStockDividendsTaxableReturnOfCapitalPercent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent" xlink:to="lab_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MaturityPeriodOneMember_bde2fe3f-4ce2-4aa5-9e8d-47e91f6a3d4d_terseLabel_en-US" xlink:label="lab_nly_MaturityPeriodOneMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">0 - 3 years</link:label>
    <link:label id="lab_nly_MaturityPeriodOneMember_label_en-US" xlink:label="lab_nly_MaturityPeriodOneMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period One [Member]</link:label>
    <link:label id="lab_nly_MaturityPeriodOneMember_documentation_en-US" xlink:label="lab_nly_MaturityPeriodOneMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period One [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodOneMember" xlink:href="nly-20221231.xsd#nly_MaturityPeriodOneMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MaturityPeriodOneMember" xlink:to="lab_nly_MaturityPeriodOneMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LiabilitiesAndStockholdersEquityAbstract_048a006f-b455-494e-b943-c491b24923f8_terseLabel_en-US" xlink:label="lab_us-gaap_LiabilitiesAndStockholdersEquityAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities and stockholders&#8217; equity</link:label>
    <link:label id="lab_us-gaap_LiabilitiesAndStockholdersEquityAbstract_label_en-US" xlink:label="lab_us-gaap_LiabilitiesAndStockholdersEquityAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities and Equity [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAndStockholdersEquityAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract" xlink:to="lab_us-gaap_LiabilitiesAndStockholdersEquityAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EstimateOfFairValueFairValueDisclosureMember_9867ca68-804e-4ead-a76b-a56f8688a48d_terseLabel_en-US" xlink:label="lab_us-gaap_EstimateOfFairValueFairValueDisclosureMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value</link:label>
    <link:label id="lab_us-gaap_EstimateOfFairValueFairValueDisclosureMember_label_en-US" xlink:label="lab_us-gaap_EstimateOfFairValueFairValueDisclosureMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Estimate of Fair Value Measurement [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EstimateOfFairValueFairValueDisclosureMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember" xlink:to="lab_us-gaap_EstimateOfFairValueFairValueDisclosureMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_8c485818-cce7-4ec3-b747-7dadb92c1a90_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Measurements, Recurring and Nonrecurring [Table]</link:label>
    <link:label id="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_label_en-US" xlink:label="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Recurring and Nonrecurring [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:to="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAssetsAtFairValueLineItems_3b3e770f-005a-47fc-8ce3-e9e13b19bfae_terseLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetsAtFairValueLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Assets at Fair Value [Line Items]</link:label>
    <link:label id="lab_us-gaap_ServicingAssetsAtFairValueLineItems_label_en-US" xlink:label="lab_us-gaap_ServicingAssetsAtFairValueLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Assets at Fair Value [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetsAtFairValueLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetsAtFairValueLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueLineItems" xlink:to="lab_us-gaap_ServicingAssetsAtFairValueLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DisclosureOfRepurchaseAgreementsAbstract_2b6ea50c-a954-4379-ad19-c6065ac8c473_terseLabel_en-US" xlink:label="lab_us-gaap_DisclosureOfRepurchaseAgreementsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements</link:label>
    <link:label id="lab_us-gaap_DisclosureOfRepurchaseAgreementsAbstract_label_en-US" xlink:label="lab_us-gaap_DisclosureOfRepurchaseAgreementsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disclosure of Repurchase Agreements [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisclosureOfRepurchaseAgreementsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisclosureOfRepurchaseAgreementsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DisclosureOfRepurchaseAgreementsAbstract" xlink:to="lab_us-gaap_DisclosureOfRepurchaseAgreementsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_EquityIncentivePlan2020Member_5765453a-3ed4-4a2e-9e29-54dab5d65ff7_terseLabel_en-US" xlink:label="lab_nly_EquityIncentivePlan2020Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity Incentive Plan 2020</link:label>
    <link:label id="lab_nly_EquityIncentivePlan2020Member_label_en-US" xlink:label="lab_nly_EquityIncentivePlan2020Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity Incentive Plan 2020 [Member]</link:label>
    <link:label id="lab_nly_EquityIncentivePlan2020Member_documentation_en-US" xlink:label="lab_nly_EquityIncentivePlan2020Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The 2020 Equity Incentive Plan authorizes the Compensation Committee of the board of directors to grant options, stock appreciation rights, dividend equivalent rights, or other share-based award, including restricted shares.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_EquityIncentivePlan2020Member" xlink:href="nly-20221231.xsd#nly_EquityIncentivePlan2020Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_EquityIncentivePlan2020Member" xlink:to="lab_nly_EquityIncentivePlan2020Member" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromIssuanceOfCommonStock_00af93bf-a2b1-48f1-bc63-d3f9b02d4f08_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromIssuanceOfCommonStock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net proceeds from stock offerings, direct purchases and dividend reinvestments</link:label>
    <link:label id="lab_us-gaap_ProceedsFromIssuanceOfCommonStock_label_en-US" xlink:label="lab_us-gaap_ProceedsFromIssuanceOfCommonStock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Issuance of Common Stock</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromIssuanceOfCommonStock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromIssuanceOfCommonStock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromIssuanceOfCommonStock" xlink:to="lab_us-gaap_ProceedsFromIssuanceOfCommonStock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_cbec6dc4-a57c-401f-8435-a0e8d2084094_terseLabel_en-US" xlink:label="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Basic (in shares)</link:label>
    <link:label id="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_eccb6bf1-1847-431e-9ab5-4f7227b7b825_verboseLabel_en-US" xlink:label="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted average shares of common stock outstanding-basic (in shares)</link:label>
    <link:label id="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_label_en-US" xlink:label="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average Number of Shares Outstanding, Basic</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingBasic"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic" xlink:to="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock_a0591df7-10f6-4857-ac71-67ce97dbdbd0_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Variable Interest Entities</link:label>
    <link:label id="lab_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Variable Interest Entities [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock" xlink:to="lab_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a8bd1a85-e47b-465a-8df5-0cdb5097d8c0_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Groups, Including Discontinued Operations [Table]</link:label>
    <link:label id="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_label_en-US" xlink:label="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Groups, Including Discontinued Operations [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable" xlink:to="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LossContingencyAccrualAtCarryingValue_682de925-ef33-4260-a26b-4b91123dffd1_terseLabel_en-US" xlink:label="lab_us-gaap_LossContingencyAccrualAtCarryingValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Material contingencies</link:label>
    <link:label id="lab_us-gaap_LossContingencyAccrualAtCarryingValue_label_en-US" xlink:label="lab_us-gaap_LossContingencyAccrualAtCarryingValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loss Contingency Accrual</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LossContingencyAccrualAtCarryingValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LossContingencyAccrualAtCarryingValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LossContingencyAccrualAtCarryingValue" xlink:to="lab_us-gaap_LossContingencyAccrualAtCarryingValue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_c36b2582-d283-414c-81f2-345f34a32b1f_terseLabel_en-US" xlink:label="lab_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest rate swaps</link:label>
    <link:label id="lab_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_label_en-US" xlink:label="lab_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Derivative Liabilities, at Fair Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeLiabilitiesAtFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue" xlink:to="lab_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock_7147e49c-d731-43ad-82f0-7e8dd97ceeee_terseLabel_en-US" xlink:label="lab_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Summary of Interest Income Recognition Methodology for Residential Investment Securities</link:label>
    <link:label id="lab_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock_label_en-US" xlink:label="lab_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Summary of Interest Income Recognition Methodology for Residential Investment Securities [Table Text Block]</link:label>
    <link:label id="lab_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock_documentation_en-US" xlink:label="lab_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Tabular disclosure of interest income recognition methodology for residential investment securities.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock" xlink:href="nly-20221231.xsd#nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock" xlink:to="lab_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeNotionalAmount_004b4c7a-303c-42e2-b9b8-66126c72f3d6_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeNotionalAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Current Notional</link:label>
    <link:label id="lab_us-gaap_DerivativeNotionalAmount_ec5369d7-7866-47fa-b816-cac5c0325742_verboseLabel_en-US" xlink:label="lab_us-gaap_DerivativeNotionalAmount" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Current Underlying Notional</link:label>
    <link:label id="lab_us-gaap_DerivativeNotionalAmount_label_en-US" xlink:label="lab_us-gaap_DerivativeNotionalAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Notional Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeNotionalAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeNotionalAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeNotionalAmount" xlink:to="lab_us-gaap_DerivativeNotionalAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockValue_1b5772ae-9335-4835-a9bf-a38e4c02ebf4_terseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred stock, par value $0.01 per share, 63,500,000 authorized, issued and outstanding, respectively</link:label>
    <link:label id="lab_us-gaap_PreferredStockValue_a9f3574a-4056-46c0-9b12-bc1333166594_verboseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockValue" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Carrying Value</link:label>
    <link:label id="lab_us-gaap_PreferredStockValue_label_en-US" xlink:label="lab_us-gaap_PreferredStockValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Value, Issued</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockValue" xlink:to="lab_us-gaap_PreferredStockValue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncreaseDecreaseInInterestPayableNet_3b660ef3-b052-4d3a-949c-dadb021d1d1a_terseLabel_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInInterestPayableNet" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest payable</link:label>
    <link:label id="lab_us-gaap_IncreaseDecreaseInInterestPayableNet_label_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInInterestPayableNet" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Increase (Decrease) in Interest Payable, Net</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInInterestPayableNet" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInInterestPayableNet"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncreaseDecreaseInInterestPayableNet" xlink:to="lab_us-gaap_IncreaseDecreaseInInterestPayableNet" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts_f108f8c1-e928-45ab-b4e0-f40ea10c174e_terseLabel_en-US" xlink:label="lab_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gross amounts</link:label>
    <link:label id="lab_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts_label_en-US" xlink:label="lab_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities for Reverse Repurchase Agreements, Gross Amounts</link:label>
    <link:label id="lab_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts_documentation_en-US" xlink:label="lab_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The gross amounts of securities purchased to be resold in reverse repurchase transactions during the period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts" xlink:href="nly-20221231.xsd#nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts" xlink:to="lab_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_FinancialAssetsFairValueDisclosure_5905d911-5488-4389-bcc3-823c6c102d04_totalLabel_en-US" xlink:label="lab_nly_FinancialAssetsFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total assets</link:label>
    <link:label id="lab_nly_FinancialAssetsFairValueDisclosure_label_en-US" xlink:label="lab_nly_FinancialAssetsFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Assets, Fair Value Disclosure</link:label>
    <link:label id="lab_nly_FinancialAssetsFairValueDisclosure_documentation_en-US" xlink:label="lab_nly_FinancialAssetsFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial assets, fair value disclosure.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancialAssetsFairValueDisclosure" xlink:href="nly-20221231.xsd#nly_FinancialAssetsFairValueDisclosure"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_FinancialAssetsFairValueDisclosure" xlink:to="lab_nly_FinancialAssetsFairValueDisclosure" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityWellKnownSeasonedIssuer_2cf8dfe7-792d-43df-af07-4b7abe9563e3_terseLabel_en-US" xlink:label="lab_dei_EntityWellKnownSeasonedIssuer" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Well-known Seasoned Issuer</link:label>
    <link:label id="lab_dei_EntityWellKnownSeasonedIssuer_label_en-US" xlink:label="lab_dei_EntityWellKnownSeasonedIssuer" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Well-known Seasoned Issuer</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityWellKnownSeasonedIssuer" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityWellKnownSeasonedIssuer"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityWellKnownSeasonedIssuer" xlink:to="lab_dei_EntityWellKnownSeasonedIssuer" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DerivativeInstrumentsVariationMarginonCollateral_23fa1175-5583-415b-b0d6-c4c8f698660b_terseLabel_en-US" xlink:label="lab_nly_DerivativeInstrumentsVariationMarginonCollateral" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variation margin reported as an adjustment to interest rate swaps</link:label>
    <link:label id="lab_nly_DerivativeInstrumentsVariationMarginonCollateral_label_en-US" xlink:label="lab_nly_DerivativeInstrumentsVariationMarginonCollateral" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments, Variation Margin on Collateral</link:label>
    <link:label id="lab_nly_DerivativeInstrumentsVariationMarginonCollateral_documentation_en-US" xlink:label="lab_nly_DerivativeInstrumentsVariationMarginonCollateral" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments, Variation Margin on Collateral</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeInstrumentsVariationMarginonCollateral" xlink:href="nly-20221231.xsd#nly_DerivativeInstrumentsVariationMarginonCollateral"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DerivativeInstrumentsVariationMarginonCollateral" xlink:to="lab_nly_DerivativeInstrumentsVariationMarginonCollateral" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestRateDerivativeAssetsAtFairValue_9234e041-9be4-46f1-86f5-d3be38856abd_terseLabel_en-US" xlink:label="lab_us-gaap_InterestRateDerivativeAssetsAtFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest rate swaps</link:label>
    <link:label id="lab_us-gaap_InterestRateDerivativeAssetsAtFairValue_label_en-US" xlink:label="lab_us-gaap_InterestRateDerivativeAssetsAtFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Derivative Assets, at Fair Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeAssetsAtFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue" xlink:to="lab_us-gaap_InterestRateDerivativeAssetsAtFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageBackedSecuritiesPortfolioLineItems_aa8b2478-6803-4af4-8aad-d4a51061eef1_terseLabel_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesPortfolioLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Portfolio [Line Items]</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesPortfolioLineItems_label_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesPortfolioLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Portfolio [Line Items]</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesPortfolioLineItems_documentation_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesPortfolioLineItems" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Portfolio [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioLineItems" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems" xlink:to="lab_nly_MortgageBackedSecuritiesPortfolioLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList_aaf709cd-f6cd-4569-a72e-bbc4cd1a0fe2_terseLabel_en-US" xlink:label="lab_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Liability, Statement of Financial Position [Extensible Enumeration]</link:label>
    <link:label id="lab_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList_label_en-US" xlink:label="lab_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Liability, Statement of Financial Position [Extensible Enumeration]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList" xlink:to="lab_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueInputsLevel3Member_eef5a8c8-45ae-4ffb-a032-a0c881d4d39a_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueInputsLevel3Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Level 3</link:label>
    <link:label id="lab_us-gaap_FairValueInputsLevel3Member_label_en-US" xlink:label="lab_us-gaap_FairValueInputsLevel3Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Inputs, Level 3 [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueInputsLevel3Member" xlink:to="lab_us-gaap_FairValueInputsLevel3Member" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock_2de55c40-6244-4c50-a8f2-b3fc2d27632c_terseLabel_en-US" xlink:label="lab_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">LONG-TERM STOCK INCENTIVE PLAN</link:label>
    <link:label id="lab_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock_label_en-US" xlink:label="lab_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share-Based Payment Arrangement [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock" xlink:to="lab_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022INV2Member_d499dd02-dce2-43a3-9bc6-dc4b9e6946e5_terseLabel_en-US" xlink:label="lab_nly_OBX2022INV2Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV2</link:label>
    <link:label id="lab_nly_OBX2022INV2Member_label_en-US" xlink:label="lab_nly_OBX2022INV2Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV2 [Member]</link:label>
    <link:label id="lab_nly_OBX2022INV2Member_documentation_en-US" xlink:label="lab_nly_OBX2022INV2Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV2</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV2Member" xlink:href="nly-20221231.xsd#nly_OBX2022INV2Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022INV2Member" xlink:to="lab_nly_OBX2022INV2Member" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RetainedInterestMember_3cd26498-55e7-44fe-a0d5-3cab90b52234_terseLabel_en-US" xlink:label="lab_us-gaap_RetainedInterestMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Retained Interest</link:label>
    <link:label id="lab_us-gaap_RetainedInterestMember_label_en-US" xlink:label="lab_us-gaap_RetainedInterestMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Retained Interest [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedInterestMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RetainedInterestMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RetainedInterestMember" xlink:to="lab_us-gaap_RetainedInterestMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockRedemptionPricePerShare_9c858cc9-a215-47f4-a602-d5cc723a2625_terseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockRedemptionPricePerShare" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred stock, redemption price (in dollars per share)</link:label>
    <link:label id="lab_us-gaap_PreferredStockRedemptionPricePerShare_label_en-US" xlink:label="lab_us-gaap_PreferredStockRedemptionPricePerShare" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Redemption Price Per Share</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockRedemptionPricePerShare" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockRedemptionPricePerShare"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockRedemptionPricePerShare" xlink:to="lab_us-gaap_PreferredStockRedemptionPricePerShare" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets_06ef975f-3b4f-4cab-b5bf-ed638d4760fc_terseLabel_en-US" xlink:label="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derecognition of assets of consolidated VIEs</link:label>
    <link:label id="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets_label_en-US" xlink:label="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Assets</link:label>
    <link:label id="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets_documentation_en-US" xlink:label="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Assets</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" xlink:href="nly-20221231.xsd#nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" xlink:to="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NoncontrollingInterestMember_66c3ebbf-5f15-4508-ae11-d77439d67393_terseLabel_en-US" xlink:label="lab_us-gaap_NoncontrollingInterestMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncontrolling interests</link:label>
    <link:label id="lab_us-gaap_NoncontrollingInterestMember_label_en-US" xlink:label="lab_us-gaap_NoncontrollingInterestMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncontrolling Interest [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NoncontrollingInterestMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NoncontrollingInterestMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NoncontrollingInterestMember" xlink:to="lab_us-gaap_NoncontrollingInterestMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedAtFairValue_3c938681-0523-49ac-9a11-defcf9bcd2a7_terseLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedAtFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets transferred or pledged to securitization vehicles</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedAtFairValue_label_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedAtFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments, Owned, at Fair Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAtFairValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedAtFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedAtFairValue" xlink:to="lab_us-gaap_FinancialInstrumentsOwnedAtFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestIncomeExpenseNet_f28c9910-91ef-4c1c-8944-61354a10547b_totalLabel_en-US" xlink:label="lab_us-gaap_InterestIncomeExpenseNet" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net interest income</link:label>
    <link:label id="lab_us-gaap_InterestIncomeExpenseNet_22b5e9df-c3ec-4907-896a-5242bb7e225f_terseLabel_en-US" xlink:label="lab_us-gaap_InterestIncomeExpenseNet" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest income</link:label>
    <link:label id="lab_us-gaap_InterestIncomeExpenseNet_label_en-US" xlink:label="lab_us-gaap_InterestIncomeExpenseNet" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income (Expense), Net</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeExpenseNet" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeExpenseNet"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestIncomeExpenseNet" xlink:to="lab_us-gaap_InterestIncomeExpenseNet" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestInMortgageServicingRights_dcea71b6-3133-4c03-8946-f3b7bf368bfd_terseLabel_en-US" xlink:label="lab_nly_InterestInMortgageServicingRights" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interests in MSR</link:label>
    <link:label id="lab_nly_InterestInMortgageServicingRights_label_en-US" xlink:label="lab_nly_InterestInMortgageServicingRights" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest In Mortgage Servicing Rights</link:label>
    <link:label id="lab_nly_InterestInMortgageServicingRights_documentation_en-US" xlink:label="lab_nly_InterestInMortgageServicingRights" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest In Mortgage Servicing Rights</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRights" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRights"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestInMortgageServicingRights" xlink:to="lab_nly_InterestInMortgageServicingRights" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NoninterestIncomeAbstract_e7563d10-cf73-402f-ab74-d4564ba7d40a_terseLabel_en-US" xlink:label="lab_us-gaap_NoninterestIncomeAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net servicing income</link:label>
    <link:label id="lab_us-gaap_NoninterestIncomeAbstract_label_en-US" xlink:label="lab_us-gaap_NoninterestIncomeAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noninterest Income [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NoninterestIncomeAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NoninterestIncomeAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NoninterestIncomeAbstract" xlink:to="lab_us-gaap_NoninterestIncomeAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InvestmentsAllOtherInvestmentsAbstract_a01e8d6a-cea0-4de9-9baf-cae69a522c86_terseLabel_en-US" xlink:label="lab_us-gaap_InvestmentsAllOtherInvestmentsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments, All Other Investments [Abstract]</link:label>
    <link:label id="lab_us-gaap_InvestmentsAllOtherInvestmentsAbstract_label_en-US" xlink:label="lab_us-gaap_InvestmentsAllOtherInvestmentsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments, All Other Investments [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsAllOtherInvestmentsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsAllOtherInvestmentsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InvestmentsAllOtherInvestmentsAbstract" xlink:to="lab_us-gaap_InvestmentsAllOtherInvestmentsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsToAcquireCommercialRealEstate_b8ce1b16-9d11-46b4-b819-0e1667384445_negatedLabel_en-US" xlink:label="lab_us-gaap_PaymentsToAcquireCommercialRealEstate" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments in real estate</link:label>
    <link:label id="lab_us-gaap_PaymentsToAcquireCommercialRealEstate_label_en-US" xlink:label="lab_us-gaap_PaymentsToAcquireCommercialRealEstate" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments to Acquire Commercial Real Estate</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireCommercialRealEstate" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireCommercialRealEstate"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsToAcquireCommercialRealEstate" xlink:to="lab_us-gaap_PaymentsToAcquireCommercialRealEstate" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_fcc42e5b-26ad-40b4-809f-18f613983694_terseLabel_en-US" xlink:label="lab_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Add: Effect of stock awards, if dilutive (in shares)</link:label>
    <link:label id="lab_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_label_en-US" xlink:label="lab_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Incremental Common Shares Attributable to Dilutive Effect of Share-Based Payment Arrangements</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements" xlink:to="lab_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_5d6828d0-08b9-437d-a1b9-795885d886bd_terseLabel_en-US" xlink:label="lab_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Organization, Consolidation and Presentation of Financial Statements [Abstract]</link:label>
    <link:label id="lab_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_label_en-US" xlink:label="lab_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Organization, Consolidation and Presentation of Financial Statements [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract" xlink:to="lab_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_a43e7508-3b2d-411f-820e-5b9ef8cd107b_terseLabel_en-US" xlink:label="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group Name [Domain]</link:label>
    <link:label id="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_label_en-US" xlink:label="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group Name [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:to="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueInputsLevel2Member_fd47f16b-09ad-4873-99b9-3995ca4f2a65_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueInputsLevel2Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Level 2</link:label>
    <link:label id="lab_us-gaap_FairValueInputsLevel2Member_label_en-US" xlink:label="lab_us-gaap_FairValueInputsLevel2Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Inputs, Level 2 [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel2Member" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel2Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueInputsLevel2Member" xlink:to="lab_us-gaap_FairValueInputsLevel2Member" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember_993e640f-e9b5-46e6-b4e2-935fe6256900_terseLabel_en-US" xlink:label="lab_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial real estate debt investments - CMBS</link:label>
    <link:label id="lab_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember_label_en-US" xlink:label="lab_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Real Estate Debt Investment, Securities, Recognized Through Earnings [Member]</link:label>
    <link:label id="lab_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember_documentation_en-US" xlink:label="lab_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Real Estate Debt Investment, Securities, Recognized Through Earnings [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember" xlink:href="nly-20221231.xsd#nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember" xlink:to="lab_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock_9a497b39-28cf-43df-9d8e-157450e6c4bd_terseLabel_en-US" xlink:label="lab_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition</link:label>
    <link:label id="lab_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock_label_en-US" xlink:label="lab_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule Of Assets And Liabilities Of Consolidated VIEs [Table Text Block]</link:label>
    <link:label id="lab_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock_documentation_en-US" xlink:label="lab_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Tabular disclosure of assets and liabilities of consolidated VIEs.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock" xlink:href="nly-20221231.xsd#nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock" xlink:to="lab_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfRepurchaseAgreements_e99882ef-c621-4fd4-8d29-b99a8cae5d0f_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Summary of Gross Amounts, Amounts Offset and net Amounts of Repurchase Agreement and Reverse Repurchase Agreement</link:label>
    <link:label id="lab_us-gaap_ScheduleOfRepurchaseAgreements_label_en-US" xlink:label="lab_us-gaap_ScheduleOfRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Repurchase Agreements [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfRepurchaseAgreements" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfRepurchaseAgreements"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfRepurchaseAgreements" xlink:to="lab_us-gaap_ScheduleOfRepurchaseAgreements" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_CurrentFiscalYearEndDate_fba00650-d9d0-465e-8a44-e4532646f8af_terseLabel_en-US" xlink:label="lab_dei_CurrentFiscalYearEndDate" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Current Fiscal Year End Date</link:label>
    <link:label id="lab_dei_CurrentFiscalYearEndDate_label_en-US" xlink:label="lab_dei_CurrentFiscalYearEndDate" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Current Fiscal Year End Date</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CurrentFiscalYearEndDate" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CurrentFiscalYearEndDate"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_CurrentFiscalYearEndDate" xlink:to="lab_dei_CurrentFiscalYearEndDate" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_0763a5bb-d06c-4ac3-ad76-3ddfbd71dba9_verboseLabel_en-US" xlink:label="lab_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unpaid principal balance</link:label>
    <link:label id="lab_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_label_en-US" xlink:label="lab_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal Amount Outstanding of Loans Held-in-portfolio</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio" xlink:to="lab_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases_4ad31620-3eda-423e-8b70-8bbbad712b1c_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Purchases</link:label>
    <link:label id="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases_label_en-US" xlink:label="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases" xlink:to="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IntangibleAssetsNetExcludingGoodwill_2164a4cb-6bca-493b-b1fc-cd6dcf526e62_periodStartLabel_en-US" xlink:label="lab_us-gaap_IntangibleAssetsNetExcludingGoodwill" xlink:role="http://www.xbrl.org/2003/role/periodStartLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Beginning balance January 1, 2022</link:label>
    <link:label id="lab_us-gaap_IntangibleAssetsNetExcludingGoodwill_85478600-4fbe-473d-8ea0-1fd715201e74_periodEndLabel_en-US" xlink:label="lab_us-gaap_IntangibleAssetsNetExcludingGoodwill" xlink:role="http://www.xbrl.org/2003/role/periodEndLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Ending balance December 31, 2022</link:label>
    <link:label id="lab_us-gaap_IntangibleAssetsNetExcludingGoodwill_label_en-US" xlink:label="lab_us-gaap_IntangibleAssetsNetExcludingGoodwill" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Intangible Assets, Net (Excluding Goodwill)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IntangibleAssetsNetExcludingGoodwill"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill" xlink:to="lab_us-gaap_IntangibleAssetsNetExcludingGoodwill" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FiniteLivedIntangibleAssetsLineItems_9dc5d33a-f351-424d-bda4-694410d0182a_terseLabel_en-US" xlink:label="lab_us-gaap_FiniteLivedIntangibleAssetsLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Finite-Lived Intangible Assets [Line Items]</link:label>
    <link:label id="lab_us-gaap_FiniteLivedIntangibleAssetsLineItems_label_en-US" xlink:label="lab_us-gaap_FiniteLivedIntangibleAssetsLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Finite-Lived Intangible Assets [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems" xlink:to="lab_us-gaap_FiniteLivedIntangibleAssetsLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation_a027d98e-9926-49ee-89c1-47ca0c892084_terseLabel_en-US" xlink:label="lab_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets of disposal group held for sale</link:label>
    <link:label id="lab_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation_label_en-US" xlink:label="lab_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group, Including Discontinued Operation, Assets</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation" xlink:to="lab_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1_839f9710-bcce-46e9-81ae-637bc8867e95_terseLabel_en-US" xlink:label="lab_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock split, conversion ratio</link:label>
    <link:label id="lab_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1_label_en-US" xlink:label="lab_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stockholders' Equity Note, Stock Split, Conversion Ratio</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityNoteStockSplitConversionRatio1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1" xlink:to="lab_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue_5e4982f0-30f5-4ab0-8ff8-12f3173b6d1d_terseLabel_en-US" xlink:label="lab_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock-based award activity</link:label>
    <link:label id="lab_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue_label_en-US" xlink:label="lab_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">APIC, Share-Based Payment Arrangement, Increase for Cost Recognition</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" xlink:to="lab_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DisposalGroupIncludingDiscontinuedOperationLoans_04ad05dd-6d72-4ca5-a656-80c43ec5d2b3_terseLabel_en-US" xlink:label="lab_nly_DisposalGroupIncludingDiscontinuedOperationLoans" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loans sold</link:label>
    <link:label id="lab_nly_DisposalGroupIncludingDiscontinuedOperationLoans_label_en-US" xlink:label="lab_nly_DisposalGroupIncludingDiscontinuedOperationLoans" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group, Including Discontinued Operation, Loans</link:label>
    <link:label id="lab_nly_DisposalGroupIncludingDiscontinuedOperationLoans_documentation_en-US" xlink:label="lab_nly_DisposalGroupIncludingDiscontinuedOperationLoans" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group, Including Discontinued Operation, Loans</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DisposalGroupIncludingDiscontinuedOperationLoans" xlink:href="nly-20221231.xsd#nly_DisposalGroupIncludingDiscontinuedOperationLoans"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DisposalGroupIncludingDiscontinuedOperationLoans" xlink:to="lab_nly_DisposalGroupIncludingDiscontinuedOperationLoans" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ConcentrationRiskByTypeAxis_90cbc6f5-f533-4d78-8954-5d6124b47218_terseLabel_en-US" xlink:label="lab_us-gaap_ConcentrationRiskByTypeAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Concentration Risk Type [Axis]</link:label>
    <link:label id="lab_us-gaap_ConcentrationRiskByTypeAxis_label_en-US" xlink:label="lab_us-gaap_ConcentrationRiskByTypeAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Concentration Risk Type [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskByTypeAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskByTypeAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ConcentrationRiskByTypeAxis" xlink:to="lab_us-gaap_ConcentrationRiskByTypeAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock_232c73ed-7f50-4b62-a5e6-2f2f0ff55335_terseLabel_en-US" xlink:label="lab_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">RISK MANAGEMENT</link:label>
    <link:label id="lab_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock_label_en-US" xlink:label="lab_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Risk Associated with Investments in Mortgage Loans and Mortgage Backed Securities Disclosure [Text Block]</link:label>
    <link:label id="lab_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock_documentation_en-US" xlink:label="lab_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This element may be used to disclose all significant risks in connection with investment activities related to mortgage loans and mortgage backed securities. Risks include credit risk, interest rate risk, repurchase risk and other related items.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock" xlink:href="nly-20221231.xsd#nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock" xlink:to="lab_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ResidentialPortfolioSegmentMember_bd5c8075-09cb-497a-9cd3-0be41f833368_terseLabel_en-US" xlink:label="lab_us-gaap_ResidentialPortfolioSegmentMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential</link:label>
    <link:label id="lab_us-gaap_ResidentialPortfolioSegmentMember_label_en-US" xlink:label="lab_us-gaap_ResidentialPortfolioSegmentMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Portfolio Segment [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialPortfolioSegmentMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialPortfolioSegmentMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ResidentialPortfolioSegmentMember" xlink:to="lab_us-gaap_ResidentialPortfolioSegmentMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_FicoScore_b02626ca-1895-417d-bd8d-a466bafdb093_terseLabel_en-US" xlink:label="lab_nly_FicoScore" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">FICO score at loan origination</link:label>
    <link:label id="lab_nly_FicoScore_label_en-US" xlink:label="lab_nly_FicoScore" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fico Score</link:label>
    <link:label id="lab_nly_FicoScore_documentation_en-US" xlink:label="lab_nly_FicoScore" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">FICO score.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FicoScore" xlink:href="nly-20221231.xsd#nly_FicoScore"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_FicoScore" xlink:to="lab_nly_FicoScore" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PaymentsFromReliefOfSecuritizedDebt_991ea74f-86a0-4d32-a196-50b09254d816_negatedTerseLabel_en-US" xlink:label="lab_nly_PaymentsFromReliefOfSecuritizedDebt" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments on purchases of securitized debt</link:label>
    <link:label id="lab_nly_PaymentsFromReliefOfSecuritizedDebt_label_en-US" xlink:label="lab_nly_PaymentsFromReliefOfSecuritizedDebt" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments from Relief of Securitized Debt</link:label>
    <link:label id="lab_nly_PaymentsFromReliefOfSecuritizedDebt_documentation_en-US" xlink:label="lab_nly_PaymentsFromReliefOfSecuritizedDebt" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments from Relief of Securitized Debt</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsFromReliefOfSecuritizedDebt" xlink:href="nly-20221231.xsd#nly_PaymentsFromReliefOfSecuritizedDebt"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PaymentsFromReliefOfSecuritizedDebt" xlink:to="lab_nly_PaymentsFromReliefOfSecuritizedDebt" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProvisionForLoanLossesExpensed_abe189ae-a8c2-474d-8590-e921a83f7b2c_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_ProvisionForLoanLossesExpensed" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loan loss (provision) reversal</link:label>
    <link:label id="lab_us-gaap_ProvisionForLoanLossesExpensed_07303af6-d333-486f-8f32-b3dbe809080a_verboseLabel_en-US" xlink:label="lab_us-gaap_ProvisionForLoanLossesExpensed" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loan loss provision (reversal)</link:label>
    <link:label id="lab_us-gaap_ProvisionForLoanLossesExpensed_bbffa2de-076d-403a-b8b4-f45cdab97097_terseLabel_en-US" xlink:label="lab_us-gaap_ProvisionForLoanLossesExpensed" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net loan loss (provisions) reversals</link:label>
    <link:label id="lab_us-gaap_ProvisionForLoanLossesExpensed_label_en-US" xlink:label="lab_us-gaap_ProvisionForLoanLossesExpensed" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable, Credit Loss, Expense (Reversal)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProvisionForLoanLossesExpensed" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProvisionForLoanLossesExpensed"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProvisionForLoanLossesExpensed" xlink:to="lab_us-gaap_ProvisionForLoanLossesExpensed" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock_9d6b707e-b70a-4897-846a-08e0c007609e_terseLabel_en-US" xlink:label="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">INTEREST INCOME AND INTEREST EXPENSE</link:label>
    <link:label id="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income and Interest Expense Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock" xlink:to="lab_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock_d47b2b67-1a14-4a77-9eb0-3b1a97707ee5_terseLabel_en-US" xlink:label="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SALE OF COMMERCIAL REAL ESTATE BUSINESS</link:label>
    <link:label id="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock_6d6fe097-81db-43cf-b1f0-1d8387f9a4f5_verboseLabel_en-US" xlink:label="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SALE OF MIDDLE MARKET LENDING PORTFOLIO</link:label>
    <link:label id="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Groups, Including Discontinued Operations, Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock" xlink:to="lab_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock_7e22da12-3a62-492a-9aef-45a43cc8c9aa_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Summarizes Fair Value Information about Derivative Assets Liabilities</link:label>
    <link:label id="lab_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Derivative Instruments [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfDerivativeInstrumentsTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock" xlink:to="lab_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable_382eed3d-8a52-4c2b-98db-ea63ba11d967_terseLabel_en-US" xlink:label="lab_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derecognition of mortgages payable</link:label>
    <link:label id="lab_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable_label_en-US" xlink:label="lab_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash or Part Noncash Acquisition, Derecognition Of Mortgage Payable</link:label>
    <link:label id="lab_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable_documentation_en-US" xlink:label="lab_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash or Part Noncash Acquisition, Derecognition Of Mortgage Payable</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" xlink:href="nly-20221231.xsd#nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" xlink:to="lab_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAssetsAtFairValueTable_03e1da1b-09cb-419a-bc04-4349446ceecb_terseLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetsAtFairValueTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Servicing Assets at Fair Value [Table]</link:label>
    <link:label id="lab_us-gaap_ServicingAssetsAtFairValueTable_label_en-US" xlink:label="lab_us-gaap_ServicingAssetsAtFairValueTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Servicing Assets at Fair Value [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetsAtFairValueTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetsAtFairValueTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueTable" xlink:to="lab_us-gaap_ServicingAssetsAtFairValueTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_c1e1d4d4-c47e-41cf-b982-69a44dc5f708_totalLabel_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Amounts</link:label>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_label_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Liability, Including Not Subject to Master Netting Arrangement, after Offset and Deduction</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" xlink:to="lab_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ResidentialMortgageLoansMember_0414ec72-cbca-4860-9abe-bf0061d97856_terseLabel_en-US" xlink:label="lab_nly_ResidentialMortgageLoansMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential mortgage loans</link:label>
    <link:label id="lab_nly_ResidentialMortgageLoansMember_label_en-US" xlink:label="lab_nly_ResidentialMortgageLoansMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Mortgage Loans [Member]</link:label>
    <link:label id="lab_nly_ResidentialMortgageLoansMember_documentation_en-US" xlink:label="lab_nly_ResidentialMortgageLoansMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Mortgage Loans [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansMember" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ResidentialMortgageLoansMember" xlink:to="lab_nly_ResidentialMortgageLoansMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ServicingAssetsAtFairValueTransfers_a36af9f1-ba1d-415e-b9f6-2c708d706179_terseLabel_en-US" xlink:label="lab_nly_ServicingAssetsAtFairValueTransfers" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Transfers</link:label>
    <link:label id="lab_nly_ServicingAssetsAtFairValueTransfers_label_en-US" xlink:label="lab_nly_ServicingAssetsAtFairValueTransfers" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Assets at Fair Value, Transfers</link:label>
    <link:label id="lab_nly_ServicingAssetsAtFairValueTransfers_documentation_en-US" xlink:label="lab_nly_ServicingAssetsAtFairValueTransfers" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Assets at Fair Value, Transfers</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ServicingAssetsAtFairValueTransfers" xlink:href="nly-20221231.xsd#nly_ServicingAssetsAtFairValueTransfers"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ServicingAssetsAtFairValueTransfers" xlink:to="lab_nly_ServicingAssetsAtFairValueTransfers" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_UnrealizedGainLossOnInvestments_2bf32afc-f8b9-4564-a574-cd3bae405ac6_terseLabel_en-US" xlink:label="lab_us-gaap_UnrealizedGainLossOnInvestments" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net unrealized gains (losses) on instruments measured at fair value through earnings</link:label>
    <link:label id="lab_us-gaap_UnrealizedGainLossOnInvestments_label_en-US" xlink:label="lab_us-gaap_UnrealizedGainLossOnInvestments" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrealized Gain (Loss) on Investments</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnrealizedGainLossOnInvestments" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnrealizedGainLossOnInvestments"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_UnrealizedGainLossOnInvestments" xlink:to="lab_us-gaap_UnrealizedGainLossOnInvestments" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract_07c98f3c-d882-4876-bce0-7f1ecbf66c4e_terseLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial assets</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract_label_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract" xlink:to="lab_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeCollateralObligationToReturnCash_0288dbf4-90a2-4c10-9ccc-f323a6461b83_negatedLabel_en-US" xlink:label="lab_us-gaap_DerivativeCollateralObligationToReturnCash" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash Collateral</link:label>
    <link:label id="lab_us-gaap_DerivativeCollateralObligationToReturnCash_label_en-US" xlink:label="lab_us-gaap_DerivativeCollateralObligationToReturnCash" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Asset, Subject to Master Netting Arrangement, Collateral, Obligation to Return Cash Not Offset</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralObligationToReturnCash" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralObligationToReturnCash"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeCollateralObligationToReturnCash" xlink:to="lab_us-gaap_DerivativeCollateralObligationToReturnCash" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueDisclosuresAbstract_ba7fccf3-78c2-4464-a8c5-33a600f1ee63_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueDisclosuresAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Disclosures [Abstract]</link:label>
    <link:label id="lab_us-gaap_FairValueDisclosuresAbstract_label_en-US" xlink:label="lab_us-gaap_FairValueDisclosuresAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Disclosures [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosuresAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosuresAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueDisclosuresAbstract" xlink:to="lab_us-gaap_FairValueDisclosuresAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_f15235a2-197d-44de-8d0a-b5224661a5c7_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments and Hedging Activities Disclosure [Abstract]</link:label>
    <link:label id="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_label_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments and Hedging Activities Disclosure [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract" xlink:to="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_c31608c3-7838-4fb4-9363-0954ccd3b9d7_terseLabel_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrealized gains (losses) on available-for-sale securities</link:label>
    <link:label id="lab_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_label_en-US" xlink:label="lab_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OCI, Debt Securities, Available-for-Sale, Unrealized Holding Gain (Loss), before Adjustment, after Tax</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" xlink:to="lab_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities_73af6e35-62e5-4531-bfa2-3094f9f5c1d6_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal paydowns</link:label>
    <link:label id="lab_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities_label_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Sale and Maturity of Debt Securities, Available-for-Sale</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities" xlink:to="lab_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EquityAbstract_395538e3-a409-471b-8b69-8a6da223c9a9_terseLabel_en-US" xlink:label="lab_us-gaap_EquityAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity [Abstract]</link:label>
    <link:label id="lab_us-gaap_EquityAbstract_label_en-US" xlink:label="lab_us-gaap_EquityAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EquityAbstract" xlink:to="lab_us-gaap_EquityAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SubsequentEventTable_d21d0af1-43e2-4037-a401-030580c47f05_terseLabel_en-US" xlink:label="lab_us-gaap_SubsequentEventTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event [Table]</link:label>
    <link:label id="lab_us-gaap_SubsequentEventTable_label_en-US" xlink:label="lab_us-gaap_SubsequentEventTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SubsequentEventTable" xlink:to="lab_us-gaap_SubsequentEventTable" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityTaxIdentificationNumber_c9b4a446-0d92-4605-9a0a-261ae34a534e_terseLabel_en-US" xlink:label="lab_dei_EntityTaxIdentificationNumber" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Tax Identification Number</link:label>
    <link:label id="lab_dei_EntityTaxIdentificationNumber_label_en-US" xlink:label="lab_dei_EntityTaxIdentificationNumber" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Tax Identification Number</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityTaxIdentificationNumber"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityTaxIdentificationNumber" xlink:to="lab_dei_EntityTaxIdentificationNumber" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized_3673aeff-7d3c-4638-b653-2f21abcf888b_terseLabel_en-US" xlink:label="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long-term stock compensation, shares awarded (in shares)</link:label>
    <link:label id="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized_label_en-US" xlink:label="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share-Based Compensation Arrangement by Share-Based Payment Award, Number of Shares Authorized</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized" xlink:to="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativesFairValueLineItems_6d6f9220-1697-4565-ba3c-22a164eb3bd4_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativesFairValueLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivatives, Fair Value [Line Items]</link:label>
    <link:label id="lab_us-gaap_DerivativesFairValueLineItems_label_en-US" xlink:label="lab_us-gaap_DerivativesFairValueLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivatives, Fair Value [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativesFairValueLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativesFairValueLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativesFairValueLineItems" xlink:to="lab_us-gaap_DerivativesFairValueLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi_ecdf4257-9033-4a2f-95a0-bb6d6261ea76_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from sale of equity securities</link:label>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi_label_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Sale of Equity Securities, FV-NI</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi" xlink:to="lab_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember_37f8482b-a940-433e-a455-8afdefc5a264_terseLabel_en-US" xlink:label="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">CRT Interest-only security</link:label>
    <link:label id="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember_label_en-US" xlink:label="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit Risk Transfer Mortgage Backed Securities Available For Sale, Interest-Only Security [Member]</link:label>
    <link:label id="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember_documentation_en-US" xlink:label="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit Risk Transfer Mortgage Backed Securities Available For Sale, Interest-Only Security [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember" xlink:to="lab_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PaymentsToAcquireInterestInMortgageServicingRights_2edf68dd-c7ab-46db-8929-38a5f7f8a8f9_negatedTerseLabel_en-US" xlink:label="lab_nly_PaymentsToAcquireInterestInMortgageServicingRights" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments on purchases of interests in MSR</link:label>
    <link:label id="lab_nly_PaymentsToAcquireInterestInMortgageServicingRights_label_en-US" xlink:label="lab_nly_PaymentsToAcquireInterestInMortgageServicingRights" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments To Acquire Interest In Mortgage Servicing Rights</link:label>
    <link:label id="lab_nly_PaymentsToAcquireInterestInMortgageServicingRights_documentation_en-US" xlink:label="lab_nly_PaymentsToAcquireInterestInMortgageServicingRights" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments To Acquire Interest In Mortgage Servicing Rights</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsToAcquireInterestInMortgageServicingRights" xlink:href="nly-20221231.xsd#nly_PaymentsToAcquireInterestInMortgageServicingRights"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PaymentsToAcquireInterestInMortgageServicingRights" xlink:to="lab_nly_PaymentsToAcquireInterestInMortgageServicingRights" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_ConsolidatedEntitiesDomain_24f65350-bfcd-4f75-b63d-7134d751b463_terseLabel_en-US" xlink:label="lab_srt_ConsolidatedEntitiesDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidated Entities [Domain]</link:label>
    <link:label id="lab_srt_ConsolidatedEntitiesDomain_label_en-US" xlink:label="lab_srt_ConsolidatedEntitiesDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidated Entities [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_ConsolidatedEntitiesDomain" xlink:to="lab_srt_ConsolidatedEntitiesDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CreditRiskTransferSecuritiesMember_70e2a3bc-e2db-4d94-9bae-f0e1a0f320ed_verboseLabel_en-US" xlink:label="lab_nly_CreditRiskTransferSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential credit risk transfer securities</link:label>
    <link:label id="lab_nly_CreditRiskTransferSecuritiesMember_d3918581-c86d-4463-9b79-c436dde4cef6_terseLabel_en-US" xlink:label="lab_nly_CreditRiskTransferSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">CRTs</link:label>
    <link:label id="lab_nly_CreditRiskTransferSecuritiesMember_label_en-US" xlink:label="lab_nly_CreditRiskTransferSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit Risk Transfer Securities [Member]</link:label>
    <link:label id="lab_nly_CreditRiskTransferSecuritiesMember_documentation_en-US" xlink:label="lab_nly_CreditRiskTransferSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit Risk Transfer Securities [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferSecuritiesMember" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferSecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CreditRiskTransferSecuritiesMember" xlink:to="lab_nly_CreditRiskTransferSecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_Maturity90To119DaysMember_ccafcb4e-b645-4a9a-b5d3-ee7ee570fdfa_terseLabel_en-US" xlink:label="lab_nly_Maturity90To119DaysMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">90 to 119 days</link:label>
    <link:label id="lab_nly_Maturity90To119DaysMember_label_en-US" xlink:label="lab_nly_Maturity90To119DaysMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity 90 to 119 Days [Member]</link:label>
    <link:label id="lab_nly_Maturity90To119DaysMember_documentation_en-US" xlink:label="lab_nly_Maturity90To119DaysMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Period of maturity for a group of securities or other assets sold under repurchase agreements which mature between 90 to 119 days from the reporting date.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity90To119DaysMember" xlink:href="nly-20221231.xsd#nly_Maturity90To119DaysMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_Maturity90To119DaysMember" xlink:to="lab_nly_Maturity90To119DaysMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_3a637c3b-b08f-4369-9d1b-09c30ba8fb04_totalLabel_en-US" xlink:label="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net (decrease) increase in cash and cash equivalents</link:label>
    <link:label id="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_label_en-US" xlink:label="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash, Cash Equivalents, Restricted Cash, and Restricted Cash Equivalents, Period Increase (Decrease), Including Exchange Rate Effect</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect" xlink:to="lab_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements_fb4849f0-0fcc-4b10-959f-e89535c7c41f_terseLabel_en-US" xlink:label="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase agreement amount</link:label>
    <link:label id="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements_label_en-US" xlink:label="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities Sold under Agreements to Repurchase, Maximum Available Under Counterparty Arrangements</link:label>
    <link:label id="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements_documentation_en-US" xlink:label="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities Sold under Agreements to Repurchase, Maximum Available Under Counterparty Arrangements</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements" xlink:to="lab_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityCentralIndexKey_c3631309-cdf7-469f-a638-29ac29fb33fa_terseLabel_en-US" xlink:label="lab_dei_EntityCentralIndexKey" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Central Index Key</link:label>
    <link:label id="lab_dei_EntityCentralIndexKey_label_en-US" xlink:label="lab_dei_EntityCentralIndexKey" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Central Index Key</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCentralIndexKey"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityCentralIndexKey" xlink:to="lab_dei_EntityCentralIndexKey" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RepaymentsOfSecuredDebt_0167f845-f673-43aa-8ff3-3bd2c65531f4_negatedLabel_en-US" xlink:label="lab_us-gaap_RepaymentsOfSecuredDebt" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal payments on securitized debt</link:label>
    <link:label id="lab_us-gaap_RepaymentsOfSecuredDebt_label_en-US" xlink:label="lab_us-gaap_RepaymentsOfSecuredDebt" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repayments of Secured Debt</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepaymentsOfSecuredDebt" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RepaymentsOfSecuredDebt"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RepaymentsOfSecuredDebt" xlink:to="lab_us-gaap_RepaymentsOfSecuredDebt" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_964788d8-bc60-4d16-b6cf-5549d5190dbe_terseLabel_en-US" xlink:label="lab_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Finite-Lived Intangible Assets by Major Class [Axis]</link:label>
    <link:label id="lab_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_label_en-US" xlink:label="lab_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Finite-Lived Intangible Assets by Major Class [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis" xlink:to="lab_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_a9748045-3d75-4bcf-b849-5798de9fb16c_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Share-based Compensation Arrangements by Share-based Payment Award [Table]</link:label>
    <link:label id="lab_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_label_en-US" xlink:label="lab_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Share-Based Compensation Arrangements by Share-Based Payment Award [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:to="lab_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock_30e916dd-24a3-4fad-a688-6ab82effcf8e_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Summary of Comprehensive Income (Loss)</link:label>
    <link:label id="lab_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive Income (Loss) [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock" xlink:to="lab_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock_a8bbfd94-7ccd-4514-8c12-2b9c73f0e853_terseLabel_en-US" xlink:label="lab_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Unrealized Losses on Investments</link:label>
    <link:label id="lab_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock_label_en-US" xlink:label="lab_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Unrealized Losses on Investments [Table Text Block]</link:label>
    <link:label id="lab_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock_documentation_en-US" xlink:label="lab_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Unrealized Losses on Investments</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock" xlink:href="nly-20221231.xsd#nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock" xlink:to="lab_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MeasurementInputTypeAxis_b91f2c2e-eff5-4b18-b898-79b0fa4ad0d7_terseLabel_en-US" xlink:label="lab_us-gaap_MeasurementInputTypeAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Input Type [Axis]</link:label>
    <link:label id="lab_us-gaap_MeasurementInputTypeAxis_label_en-US" xlink:label="lab_us-gaap_MeasurementInputTypeAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Input Type [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputTypeAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputTypeAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MeasurementInputTypeAxis" xlink:to="lab_us-gaap_MeasurementInputTypeAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityDomain_a0f2a727-86f9-442f-a44a-b9f76f368126_terseLabel_en-US" xlink:label="lab_dei_EntityDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity [Domain]</link:label>
    <link:label id="lab_dei_EntityDomain_label_en-US" xlink:label="lab_dei_EntityDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityDomain" xlink:to="lab_dei_EntityDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_CityAreaCode_ae326eac-c313-40b8-bd40-54e9b22cdbe8_terseLabel_en-US" xlink:label="lab_dei_CityAreaCode" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">City Area Code</link:label>
    <link:label id="lab_dei_CityAreaCode_label_en-US" xlink:label="lab_dei_CityAreaCode" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">City Area Code</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CityAreaCode"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_CityAreaCode" xlink:to="lab_dei_CityAreaCode" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AssetsAbstract_971b8b44-a5d0-4076-b9c8-73e4f0d35ea9_terseLabel_en-US" xlink:label="lab_us-gaap_AssetsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets</link:label>
    <link:label id="lab_us-gaap_AssetsAbstract_1d3a79d4-0461-41b1-81b2-bb8f8e89578f_verboseLabel_en-US" xlink:label="lab_us-gaap_AssetsAbstract" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets</link:label>
    <link:label id="lab_us-gaap_AssetsAbstract_label_en-US" xlink:label="lab_us-gaap_AssetsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AssetsAbstract" xlink:to="lab_us-gaap_AssetsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAsset_041bc2a8-d072-415a-a1fd-88d61126488a_verboseLabel_en-US" xlink:label="lab_us-gaap_ServicingAsset" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage servicing rights (includes pledged assets of $684,703 and $&#8212;, respectively)</link:label>
    <link:label id="lab_us-gaap_ServicingAsset_0cdabfb9-edbf-46c1-bbf8-56998014d958_terseLabel_en-US" xlink:label="lab_us-gaap_ServicingAsset" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage servicing rights</link:label>
    <link:label id="lab_us-gaap_ServicingAsset_label_en-US" xlink:label="lab_us-gaap_ServicingAsset" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Asset</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAsset" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAsset"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAsset" xlink:to="lab_us-gaap_ServicingAsset" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SubsidiarySaleOfStockAxis_3162e6f5-b836-4274-8aa1-db894f142f73_terseLabel_en-US" xlink:label="lab_us-gaap_SubsidiarySaleOfStockAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of Stock [Axis]</link:label>
    <link:label id="lab_us-gaap_SubsidiarySaleOfStockAxis_label_en-US" xlink:label="lab_us-gaap_SubsidiarySaleOfStockAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of Stock [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsidiarySaleOfStockAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsidiarySaleOfStockAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SubsidiarySaleOfStockAxis" xlink:to="lab_us-gaap_SubsidiarySaleOfStockAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestExpenseAbstract_1fd4f321-d3fa-4007-a72c-b71670214641_terseLabel_en-US" xlink:label="lab_us-gaap_InterestExpenseAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest expense</link:label>
    <link:label id="lab_us-gaap_InterestExpenseAbstract_label_en-US" xlink:label="lab_us-gaap_InterestExpenseAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Expense [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpenseAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpenseAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestExpenseAbstract" xlink:to="lab_us-gaap_InterestExpenseAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SaleofStockOfferingPrice_3a7ed8d2-3dab-47a2-b4e0-e2d11191dd0c_terseLabel_en-US" xlink:label="lab_nly_SaleofStockOfferingPrice" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Aggregate stock offering price</link:label>
    <link:label id="lab_nly_SaleofStockOfferingPrice_label_en-US" xlink:label="lab_nly_SaleofStockOfferingPrice" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of Stock, Offering Price</link:label>
    <link:label id="lab_nly_SaleofStockOfferingPrice_documentation_en-US" xlink:label="lab_nly_SaleofStockOfferingPrice" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of Stock, Offering Price</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SaleofStockOfferingPrice" xlink:href="nly-20221231.xsd#nly_SaleofStockOfferingPrice"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SaleofStockOfferingPrice" xlink:to="lab_nly_SaleofStockOfferingPrice" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtInstrumentRedemptionPeriodAxis_dd527c2a-3b64-41cb-8705-bbb4407ca8a4_terseLabel_en-US" xlink:label="lab_us-gaap_DebtInstrumentRedemptionPeriodAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument, Redemption, Period [Axis]</link:label>
    <link:label id="lab_us-gaap_DebtInstrumentRedemptionPeriodAxis_label_en-US" xlink:label="lab_us-gaap_DebtInstrumentRedemptionPeriodAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument, Redemption, Period [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis" xlink:to="lab_us-gaap_DebtInstrumentRedemptionPeriodAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock_5c3c1424-27b3-4d12-870e-42812e5ab195_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Presentation of Activity Related to MSR</link:label>
    <link:label id="lab_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Servicing Assets at Fair Value [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock" xlink:to="lab_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancialLiabilitiesFairValueDisclosure_bac9ceaa-92b1-4537-b799-7ac6bc27bce5_totalLabel_en-US" xlink:label="lab_us-gaap_FinancialLiabilitiesFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total liabilities</link:label>
    <link:label id="lab_us-gaap_FinancialLiabilitiesFairValueDisclosure_label_en-US" xlink:label="lab_us-gaap_FinancialLiabilitiesFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Liabilities Fair Value Disclosure</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialLiabilitiesFairValueDisclosure"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure" xlink:to="lab_us-gaap_FinancialLiabilitiesFairValueDisclosure" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueByAssetClassAxis_57c3c788-1c65-4480-b218-dbff95b73776_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueByAssetClassAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Asset Class [Axis]</link:label>
    <link:label id="lab_us-gaap_FairValueByAssetClassAxis_label_en-US" xlink:label="lab_us-gaap_FairValueByAssetClassAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Asset Class [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByAssetClassAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByAssetClassAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueByAssetClassAxis" xlink:to="lab_us-gaap_FairValueByAssetClassAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_VariableRateAxis_1cfeb718-8772-4553-bd6e-8fe91c64b2df_terseLabel_en-US" xlink:label="lab_us-gaap_VariableRateAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Rate [Axis]</link:label>
    <link:label id="lab_us-gaap_VariableRateAxis_label_en-US" xlink:label="lab_us-gaap_VariableRateAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Rate [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableRateAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_VariableRateAxis" xlink:to="lab_us-gaap_VariableRateAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeLossFromEquityMethodInvestments_d8968d98-d100-48ec-a5e1-acfc8dab2762_negatedLabel_en-US" xlink:label="lab_us-gaap_IncomeLossFromEquityMethodInvestments" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income (loss) from unconsolidated joint ventures</link:label>
    <link:label id="lab_us-gaap_IncomeLossFromEquityMethodInvestments_label_en-US" xlink:label="lab_us-gaap_IncomeLossFromEquityMethodInvestments" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income (Loss) from Equity Method Investments</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeLossFromEquityMethodInvestments" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeLossFromEquityMethodInvestments"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeLossFromEquityMethodInvestments" xlink:to="lab_us-gaap_IncomeLossFromEquityMethodInvestments" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ToBeAnnouncedSecuritiesCost_4a7af52f-90d3-450b-bf38-c171135339e5_terseLabel_en-US" xlink:label="lab_nly_ToBeAnnouncedSecuritiesCost" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Implied Cost Basis</link:label>
    <link:label id="lab_nly_ToBeAnnouncedSecuritiesCost_label_en-US" xlink:label="lab_nly_ToBeAnnouncedSecuritiesCost" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">To Be Announced Securities Cost</link:label>
    <link:label id="lab_nly_ToBeAnnouncedSecuritiesCost_documentation_en-US" xlink:label="lab_nly_ToBeAnnouncedSecuritiesCost" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">TBA Securities cost.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedSecuritiesCost" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedSecuritiesCost"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ToBeAnnouncedSecuritiesCost" xlink:to="lab_nly_ToBeAnnouncedSecuritiesCost" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeTermOfContract_06f8c522-cf09-4a1c-be4d-f64fa441f3ce_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeTermOfContract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period</link:label>
    <link:label id="lab_us-gaap_DerivativeTermOfContract_label_en-US" xlink:label="lab_us-gaap_DerivativeTermOfContract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Term of Contract</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTermOfContract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTermOfContract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeTermOfContract" xlink:to="lab_us-gaap_DerivativeTermOfContract" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_WeightedAverageMember_20d553cb-2f0a-4752-95b1-b1665d5ad0bb_terseLabel_en-US" xlink:label="lab_srt_WeightedAverageMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average</link:label>
    <link:label id="lab_srt_WeightedAverageMember_label_en-US" xlink:label="lab_srt_WeightedAverageMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_WeightedAverageMember" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_WeightedAverageMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_WeightedAverageMember" xlink:to="lab_srt_WeightedAverageMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember_4d98a5de-24de-43ea-94d6-657ce6d748b0_terseLabel_en-US" xlink:label="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime jumbo(&gt;=2010 vintage)</link:label>
    <link:label id="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime Jumbo Greater Than Or Equal To Two Thousand Ten Vintage Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime jumbo greater than or equal to two thousand ten vintage mortgage backed securities available for sale.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DerivativeInstrumentsMaximumMaturityPeriod_64b8dbe9-7c94-4d0e-87c4-8d752e50180c_terseLabel_en-US" xlink:label="lab_nly_DerivativeInstrumentsMaximumMaturityPeriod" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maximum Maturity Period</link:label>
    <link:label id="lab_nly_DerivativeInstrumentsMaximumMaturityPeriod_label_en-US" xlink:label="lab_nly_DerivativeInstrumentsMaximumMaturityPeriod" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments Maximum Maturity Period</link:label>
    <link:label id="lab_nly_DerivativeInstrumentsMaximumMaturityPeriod_documentation_en-US" xlink:label="lab_nly_DerivativeInstrumentsMaximumMaturityPeriod" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative instruments maximum maturity period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeInstrumentsMaximumMaturityPeriod" xlink:href="nly-20221231.xsd#nly_DerivativeInstrumentsMaximumMaturityPeriod"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DerivativeInstrumentsMaximumMaturityPeriod" xlink:to="lab_nly_DerivativeInstrumentsMaximumMaturityPeriod" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock_5119a13b-51f0-43fd-880d-635ce87372f5_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Net Income (Loss) Per Share Reconciliation</link:label>
    <link:label id="lab_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Earnings Per Share, Basic and Diluted [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock" xlink:to="lab_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_A2021ShareRepurchaseProgramMember_03873b8f-03ac-4d5c-8fd5-1884b89960d0_terseLabel_en-US" xlink:label="lab_nly_A2021ShareRepurchaseProgramMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2021 Share Repurchase Program</link:label>
    <link:label id="lab_nly_A2021ShareRepurchaseProgramMember_label_en-US" xlink:label="lab_nly_A2021ShareRepurchaseProgramMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2021 Share Repurchase Program [Member]</link:label>
    <link:label id="lab_nly_A2021ShareRepurchaseProgramMember_documentation_en-US" xlink:label="lab_nly_A2021ShareRepurchaseProgramMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2021 Share Repurchase Program</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A2021ShareRepurchaseProgramMember" xlink:href="nly-20221231.xsd#nly_A2021ShareRepurchaseProgramMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_A2021ShareRepurchaseProgramMember" xlink:to="lab_nly_A2021ShareRepurchaseProgramMember" xlink:type="arc" order="1"/>
    <link:label id="lab_stpr_TX_a8e7504a-7b10-43d5-af69-ecc90502b0c7_terseLabel_en-US" xlink:label="lab_stpr_TX" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Texas</link:label>
    <link:label id="lab_stpr_TX_label_en-US" xlink:label="lab_stpr_TX" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">TEXAS</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_TX" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_TX"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_stpr_TX" xlink:to="lab_stpr_TX" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss_c8585bba-cf9a-464c-b543-646553e6c7a9_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gross Realized Losses</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss_label_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale, Realized Loss</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss" xlink:to="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_461bdd51-d41e-44a1-92fb-b745b9aa805d_terseLabel_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Real Estate [Domain]</link:label>
    <link:label id="lab_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_label_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Real Estate [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateNamePropertyTypeDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain" xlink:to="lab_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock_3750dde5-f9b5-47a7-96fd-a32ebb3ccdbe_terseLabel_en-US" xlink:label="lab_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">DESCRIPTION OF BUSINESS</link:label>
    <link:label id="lab_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock_label_en-US" xlink:label="lab_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Business Description and Basis of Presentation [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock" xlink:to="lab_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueDisposals_8d5edde6-bbd0-4742-bbbd-4ebd8c1c23e5_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueDisposals" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sales</link:label>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueDisposals_label_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueDisposals" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Asset at Fair Value, Disposals</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueDisposals" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueDisposals"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAssetAtFairValueDisposals" xlink:to="lab_us-gaap_ServicingAssetAtFairValueDisposals" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LoansReceivableHeldForSaleAmount_ada1d71d-7df0-4c33-b509-ef23ddc02986_terseLabel_en-US" xlink:label="lab_us-gaap_LoansReceivableHeldForSaleAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loans held-for-sale</link:label>
    <link:label id="lab_us-gaap_LoansReceivableHeldForSaleAmount_label_en-US" xlink:label="lab_us-gaap_LoansReceivableHeldForSaleAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable, Held-for-Sale</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansReceivableHeldForSaleAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansReceivableHeldForSaleAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LoansReceivableHeldForSaleAmount" xlink:to="lab_us-gaap_LoansReceivableHeldForSaleAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AccountsPayableTradeCurrentAndNoncurrent_8af1cafc-2531-46c1-aca0-eabedcf14ccb_terseLabel_en-US" xlink:label="lab_us-gaap_AccountsPayableTradeCurrentAndNoncurrent" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payable for unsettled trades</link:label>
    <link:label id="lab_us-gaap_AccountsPayableTradeCurrentAndNoncurrent_label_en-US" xlink:label="lab_us-gaap_AccountsPayableTradeCurrentAndNoncurrent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accounts Payable, Trade</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableTradeCurrentAndNoncurrent" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableTradeCurrentAndNoncurrent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AccountsPayableTradeCurrentAndNoncurrent" xlink:to="lab_us-gaap_AccountsPayableTradeCurrentAndNoncurrent" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_4eee641e-73bc-4bea-a8a1-a7a4ebbe7dcb_terseLabel_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Increase (Decrease) in Stockholders' Equity [Roll Forward]</link:label>
    <link:label id="lab_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_label_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Increase (Decrease) in Stockholders' Equity [Roll Forward]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInStockholdersEquityRollForward"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward" xlink:to="lab_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_56bdf0ae-b2f5-4185-b3b5-37a4a7e56707_totalLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total lease payments</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Lease, Liability, to be Paid</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue" xlink:to="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProfitLoss_2828403b-c89d-4fd1-88c3-f46edf2b34b7_totalLabel_en-US" xlink:label="lab_us-gaap_ProfitLoss" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss)</link:label>
    <link:label id="lab_us-gaap_ProfitLoss_8b4aea1a-8dd6-44db-aad6-1061ba583996_terseLabel_en-US" xlink:label="lab_us-gaap_ProfitLoss" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss)</link:label>
    <link:label id="lab_us-gaap_ProfitLoss_label_en-US" xlink:label="lab_us-gaap_ProfitLoss" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Income (Loss), Including Portion Attributable to Noncontrolling Interest</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProfitLoss"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProfitLoss" xlink:to="lab_us-gaap_ProfitLoss" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_f9523f84-2740-41e2-a121-9150a2efe897_terseLabel_en-US" xlink:label="lab_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidated VIEs</link:label>
    <link:label id="lab_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_label_en-US" xlink:label="lab_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Primary Beneficiary [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember" xlink:to="lab_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_21ddf22e-aac6-4469-982b-564e8cf71621_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Assets Sold under Agreements to Repurchase [Table]</link:label>
    <link:label id="lab_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_label_en-US" xlink:label="lab_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Assets Sold under Agreements to Repurchase [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable" xlink:to="lab_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_Maturity2To29DaysMember_5459e12b-dc11-4a6f-9ae4-2ab61cea80e5_terseLabel_en-US" xlink:label="lab_nly_Maturity2To29DaysMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2 to 29 days</link:label>
    <link:label id="lab_nly_Maturity2To29DaysMember_label_en-US" xlink:label="lab_nly_Maturity2To29DaysMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity 2 to 29 Days [Member]</link:label>
    <link:label id="lab_nly_Maturity2To29DaysMember_documentation_en-US" xlink:label="lab_nly_Maturity2To29DaysMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Period of maturity for a group of securities or other assets sold under repurchase agreements which mature between 2 to 29 days from the reporting date.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity2To29DaysMember" xlink:href="nly-20221231.xsd#nly_Maturity2To29DaysMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_Maturity2To29DaysMember" xlink:to="lab_nly_Maturity2To29DaysMember" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityAddressPostalZipCode_440d0680-1065-42d8-990f-c10acbce61a4_terseLabel_en-US" xlink:label="lab_dei_EntityAddressPostalZipCode" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Address, Postal Zip Code</link:label>
    <link:label id="lab_dei_EntityAddressPostalZipCode_label_en-US" xlink:label="lab_dei_EntityAddressPostalZipCode" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Address, Postal Zip Code</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressPostalZipCode"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityAddressPostalZipCode" xlink:to="lab_dei_EntityAddressPostalZipCode" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure_fcb8327c-4dad-4f6d-bbb3-121560ff6a7c_verboseLabel_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt issued by securitization vehicles</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure_label_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized Debt Of Consolidated VIE Fair Value Disclosure</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure_documentation_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized debt of consolidated VIEs fair value disclosure.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure" xlink:to="lab_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DebtSecuritiesAvailableforsaleRemainingDiscount_170fbcc0-2573-4d19-a270-ac6c9d0e43e5_negatedTerseLabel_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableforsaleRemainingDiscount" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Remaining Discount</link:label>
    <link:label id="lab_nly_DebtSecuritiesAvailableforsaleRemainingDiscount_label_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableforsaleRemainingDiscount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-sale, Remaining Discount</link:label>
    <link:label id="lab_nly_DebtSecuritiesAvailableforsaleRemainingDiscount_documentation_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableforsaleRemainingDiscount" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-sale, Remaining Discount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableforsaleRemainingDiscount" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableforsaleRemainingDiscount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DebtSecuritiesAvailableforsaleRemainingDiscount" xlink:to="lab_nly_DebtSecuritiesAvailableforsaleRemainingDiscount" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt_7506fe1b-e495-4682-8703-d0d76df1d43e_terseLabel_en-US" xlink:label="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derecognition of securitized debt of consolidated VIEs</link:label>
    <link:label id="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt_label_en-US" xlink:label="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Securitized Debt</link:label>
    <link:label id="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt_documentation_en-US" xlink:label="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Securitized Debt</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" xlink:href="nly-20221231.xsd#nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" xlink:to="lab_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AccountsPayableAndOtherAccruedLiabilities_2c79f646-b4f8-476a-9210-2d5c15a7b982_terseLabel_en-US" xlink:label="lab_us-gaap_AccountsPayableAndOtherAccruedLiabilities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other liabilities</link:label>
    <link:label id="lab_us-gaap_AccountsPayableAndOtherAccruedLiabilities_label_en-US" xlink:label="lab_us-gaap_AccountsPayableAndOtherAccruedLiabilities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accounts Payable and Other Accrued Liabilities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableAndOtherAccruedLiabilities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities" xlink:to="lab_us-gaap_AccountsPayableAndOtherAccruedLiabilities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockDividendRatePercentage_62acc3d8-1a26-42aa-b392-81b91ab4ff95_terseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockDividendRatePercentage" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred stock dividend rate, percentage</link:label>
    <link:label id="lab_us-gaap_PreferredStockDividendRatePercentage_606e85b5-aef3-4cb9-aef4-ae3c76e6fea1_verboseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockDividendRatePercentage" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Contractual Rate</link:label>
    <link:label id="lab_us-gaap_PreferredStockDividendRatePercentage_label_en-US" xlink:label="lab_us-gaap_PreferredStockDividendRatePercentage" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Dividend Rate, Percentage</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendRatePercentage" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendRatePercentage"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockDividendRatePercentage" xlink:to="lab_us-gaap_PreferredStockDividendRatePercentage" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_504f3064-7a7e-4f2e-a8d6-051e5cec7ba6_terseLabel_en-US" xlink:label="lab_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit facility, maximum borrowing capacity</link:label>
    <link:label id="lab_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_label_en-US" xlink:label="lab_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Line of Credit Facility, Maximum Borrowing Capacity</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity" xlink:to="lab_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeTaxDisclosureAbstract_12477db0-f748-4de7-acc4-61cc77937bec_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeTaxDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Tax Disclosure [Abstract]</link:label>
    <link:label id="lab_us-gaap_IncomeTaxDisclosureAbstract_label_en-US" xlink:label="lab_us-gaap_IncomeTaxDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Tax Disclosure [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxDisclosureAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxDisclosureAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeTaxDisclosureAbstract" xlink:to="lab_us-gaap_IncomeTaxDisclosureAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CreditRiskContractMember_19041839-2be7-44bd-8e0d-1007772c6545_terseLabel_en-US" xlink:label="lab_us-gaap_CreditRiskContractMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit derivatives</link:label>
    <link:label id="lab_us-gaap_CreditRiskContractMember_label_en-US" xlink:label="lab_us-gaap_CreditRiskContractMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit Risk Contract [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CreditRiskContractMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CreditRiskContractMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CreditRiskContractMember" xlink:to="lab_us-gaap_CreditRiskContractMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities_c060aba4-c13c-4223-8247-ecf3aa8b9fb8_terseLabel_en-US" xlink:label="lab_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net receipts (payments) on derivatives</link:label>
    <link:label id="lab_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities_label_en-US" xlink:label="lab_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments For Proceeds From Derivative Instrument Operating Activities</link:label>
    <link:label id="lab_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities_documentation_en-US" xlink:label="lab_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The cash outflow or inflow for derivative instruments during the period, which are classified as operating activities, excluding those designated as hedging instruments.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" xlink:href="nly-20221231.xsd#nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" xlink:to="lab_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CommercialRealEstateBusinessMember_fffbe898-b552-4d9f-8c90-c8f92be03001_terseLabel_en-US" xlink:label="lab_nly_CommercialRealEstateBusinessMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">CRE Business</link:label>
    <link:label id="lab_nly_CommercialRealEstateBusinessMember_label_en-US" xlink:label="lab_nly_CommercialRealEstateBusinessMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Real Estate Business [Member]</link:label>
    <link:label id="lab_nly_CommercialRealEstateBusinessMember_documentation_en-US" xlink:label="lab_nly_CommercialRealEstateBusinessMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Real Estate Business</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialRealEstateBusinessMember" xlink:href="nly-20221231.xsd#nly_CommercialRealEstateBusinessMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CommercialRealEstateBusinessMember" xlink:to="lab_nly_CommercialRealEstateBusinessMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CommonStockDividendsTaxableReturnOfCapitalPercent_f51205a2-7aa3-49c8-8a31-baaa3c45483e_terseLabel_en-US" xlink:label="lab_nly_CommonStockDividendsTaxableReturnOfCapitalPercent" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common stock, dividends, taxable return of capital, percent</link:label>
    <link:label id="lab_nly_CommonStockDividendsTaxableReturnOfCapitalPercent_label_en-US" xlink:label="lab_nly_CommonStockDividendsTaxableReturnOfCapitalPercent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Dividends, Taxable Return Of Capital, Percent</link:label>
    <link:label id="lab_nly_CommonStockDividendsTaxableReturnOfCapitalPercent_documentation_en-US" xlink:label="lab_nly_CommonStockDividendsTaxableReturnOfCapitalPercent" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Dividends, Taxable Return Of Capital, Percent</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommonStockDividendsTaxableReturnOfCapitalPercent" xlink:href="nly-20221231.xsd#nly_CommonStockDividendsTaxableReturnOfCapitalPercent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CommonStockDividendsTaxableReturnOfCapitalPercent" xlink:to="lab_nly_CommonStockDividendsTaxableReturnOfCapitalPercent" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember_bea5af1a-1aab-45f6-a3f8-27f4e0d48a45_terseLabel_en-US" xlink:label="lab_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subprime</link:label>
    <link:label id="lab_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subprime Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subprime Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromInterestReceived_df0d311e-5d73-40f0-9d22-81d406ae63e5_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromInterestReceived" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest received</link:label>
    <link:label id="lab_us-gaap_ProceedsFromInterestReceived_label_en-US" xlink:label="lab_us-gaap_ProceedsFromInterestReceived" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Interest Received</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromInterestReceived" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromInterestReceived"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromInterestReceived" xlink:to="lab_us-gaap_ProceedsFromInterestReceived" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_28b4d6e5-2501-43bf-b6ee-0b371e5f5f1e_terseLabel_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash flows from investing activities</link:label>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_label_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Cash Provided by (Used in) Investing Activities, Continuing Operations [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract" xlink:to="lab_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_RangeMember_b5e3aac6-4e28-49a0-ae13-dda08f3ba9d5_terseLabel_en-US" xlink:label="lab_srt_RangeMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statistical Measurement [Domain]</link:label>
    <link:label id="lab_srt_RangeMember_label_en-US" xlink:label="lab_srt_RangeMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statistical Measurement [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_RangeMember" xlink:to="lab_srt_RangeMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember_5dda1816-b02e-4454-94ef-365d4c65ac91_terseLabel_en-US" xlink:label="lab_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime interest-only</link:label>
    <link:label id="lab_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime Interest-only Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prime Interest-only Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AgencySecuritiesMember_b322600a-6f70-4a42-bf50-90d691872ef3_terseLabel_en-US" xlink:label="lab_us-gaap_AgencySecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Securities</link:label>
    <link:label id="lab_us-gaap_AgencySecuritiesMember_aabe80d9-3621-4af9-b397-7d595f0185c7_verboseLabel_en-US" xlink:label="lab_us-gaap_AgencySecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency</link:label>
    <link:label id="lab_us-gaap_AgencySecuritiesMember_label_en-US" xlink:label="lab_us-gaap_AgencySecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Securities [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AgencySecuritiesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AgencySecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AgencySecuritiesMember" xlink:to="lab_us-gaap_AgencySecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract_389a1bce-6f97-4d75-9ceb-a0754565b9ad_terseLabel_en-US" xlink:label="lab_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disclosure of Compensation Related Costs, Share-based Payments [Abstract]</link:label>
    <link:label id="lab_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract_label_en-US" xlink:label="lab_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share-Based Payment Arrangement [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract" xlink:to="lab_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_c2c91b8a-bdef-4817-90a5-d2dca944f43f_verboseLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities (includes pledged assets of $60,660,121 and $56,675,447, respectively)</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_4eb576b6-7491-49f5-a3c3-2f33cd750ac1_terseLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Estimated fair value</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_dac3ac8b-35a0-4920-ac3d-70e2afef7faf_totalLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Estimated Fair Value</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_3af6b1a4-8556-4f95-a99f-36479b69f08b_netLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" xlink:role="http://www.xbrl.org/2009/role/netLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-backed securities</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_label_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments, Owned, Mortgages, Mortgage-Backed and Asset-Backed Securities, at Fair Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" xlink:to="lab_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent_bdb98e24-4bd0-4a89-bc21-663149bbb242_terseLabel_en-US" xlink:label="lab_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred stock, dividends, taxable ordinary income, percent</link:label>
    <link:label id="lab_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent_label_en-US" xlink:label="lab_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Dividends, Taxable Ordinary Income, Percent</link:label>
    <link:label id="lab_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent_documentation_en-US" xlink:label="lab_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Dividends, Taxable Ordinary Income, Percent</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent" xlink:href="nly-20221231.xsd#nly_PreferredStockDividendsTaxableOrdinaryIncomePercent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent" xlink:to="lab_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromPaymentsToMinorityShareholders_b0a45405-36c8-47cd-8c1b-810d12a91f13_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromPaymentsToMinorityShareholders" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net contributions (distributions) from (to) noncontrolling interests</link:label>
    <link:label id="lab_us-gaap_ProceedsFromPaymentsToMinorityShareholders_label_en-US" xlink:label="lab_us-gaap_ProceedsFromPaymentsToMinorityShareholders" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from (Payments to) Noncontrolling Interests</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromPaymentsToMinorityShareholders" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromPaymentsToMinorityShareholders"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromPaymentsToMinorityShareholders" xlink:to="lab_us-gaap_ProceedsFromPaymentsToMinorityShareholders" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_Maturity60To89DaysMember_4ed83b03-3c04-42cc-9961-4d83a445a6a6_terseLabel_en-US" xlink:label="lab_nly_Maturity60To89DaysMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">60 to 89 days</link:label>
    <link:label id="lab_nly_Maturity60To89DaysMember_label_en-US" xlink:label="lab_nly_Maturity60To89DaysMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity 60 to 89 Days [Member]</link:label>
    <link:label id="lab_nly_Maturity60To89DaysMember_documentation_en-US" xlink:label="lab_nly_Maturity60To89DaysMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Period of maturity for a group of securities or other assets sold under repurchase agreements which mature between 60 to 89 days from the reporting date.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity60To89DaysMember" xlink:href="nly-20221231.xsd#nly_Maturity60To89DaysMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_Maturity60To89DaysMember" xlink:to="lab_nly_Maturity60To89DaysMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022INV5Member_9aab081c-99b1-4ed9-9424-5762328735cb_terseLabel_en-US" xlink:label="lab_nly_OBX2022INV5Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV5</link:label>
    <link:label id="lab_nly_OBX2022INV5Member_label_en-US" xlink:label="lab_nly_OBX2022INV5Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV5 [Member]</link:label>
    <link:label id="lab_nly_OBX2022INV5Member_documentation_en-US" xlink:label="lab_nly_OBX2022INV5Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-INV5</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV5Member" xlink:href="nly-20221231.xsd#nly_OBX2022INV5Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022INV5Member" xlink:to="lab_nly_OBX2022INV5Member" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AgencyMortgageBackedSecuritiesMember_286e6727-56e5-49c5-be1e-12065cc250a6_verboseLabel_en-US" xlink:label="lab_nly_AgencyMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Mortgage-Backed Securities</link:label>
    <link:label id="lab_nly_AgencyMortgageBackedSecuritiesMember_label_en-US" xlink:label="lab_nly_AgencyMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Mortgage Backed Securities [Member]</link:label>
    <link:label id="lab_nly_AgencyMortgageBackedSecuritiesMember_documentation_en-US" xlink:label="lab_nly_AgencyMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Mortgage Backed Securities [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesMember" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AgencyMortgageBackedSecuritiesMember" xlink:to="lab_nly_AgencyMortgageBackedSecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DividendsPayableCurrentAndNoncurrent_55cc896f-594c-4d9a-a164-6e6d41d23f6a_verboseLabel_en-US" xlink:label="lab_us-gaap_DividendsPayableCurrentAndNoncurrent" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends payable</link:label>
    <link:label id="lab_us-gaap_DividendsPayableCurrentAndNoncurrent_5b28b4ca-bb9a-4305-abf6-b122df1d41b3_terseLabel_en-US" xlink:label="lab_us-gaap_DividendsPayableCurrentAndNoncurrent" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends declared, not yet paid</link:label>
    <link:label id="lab_us-gaap_DividendsPayableCurrentAndNoncurrent_label_en-US" xlink:label="lab_us-gaap_DividendsPayableCurrentAndNoncurrent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends Payable</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableCurrentAndNoncurrent" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableCurrentAndNoncurrent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DividendsPayableCurrentAndNoncurrent" xlink:to="lab_us-gaap_DividendsPayableCurrentAndNoncurrent" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold_f679ac92-0a8a-42e6-9bd7-b0daa90322bf_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sales and transfers</link:label>
    <link:label id="lab_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold_label_en-US" xlink:label="lab_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate, Cost of Mortgage Sold</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold" xlink:to="lab_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NetIncomeLoss_8d9de5ac-91f7-4af1-80ec-d6dd5be6d801_totalLabel_en-US" xlink:label="lab_us-gaap_NetIncomeLoss" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss) attributable to Annaly</link:label>
    <link:label id="lab_us-gaap_NetIncomeLoss_abfd3da2-4a6e-4b10-90ff-5e923c629608_verboseLabel_en-US" xlink:label="lab_us-gaap_NetIncomeLoss" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss) attributable to Annaly</link:label>
    <link:label id="lab_us-gaap_NetIncomeLoss_731ef1e5-936b-4fd9-ad8b-f09e138c0ca7_terseLabel_en-US" xlink:label="lab_us-gaap_NetIncomeLoss" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total included in net income (loss)</link:label>
    <link:label id="lab_us-gaap_NetIncomeLoss_label_en-US" xlink:label="lab_us-gaap_NetIncomeLoss" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Income (Loss) Attributable to Parent</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLoss"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NetIncomeLoss" xlink:to="lab_us-gaap_NetIncomeLoss" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsToAcquireFinanceReceivables_86c5c63e-3e44-471d-ac16-2632c835693a_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_PaymentsToAcquireFinanceReceivables" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments on purchases and origination of loans</link:label>
    <link:label id="lab_us-gaap_PaymentsToAcquireFinanceReceivables_label_en-US" xlink:label="lab_us-gaap_PaymentsToAcquireFinanceReceivables" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments to Acquire Finance Receivables</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireFinanceReceivables" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireFinanceReceivables"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsToAcquireFinanceReceivables" xlink:to="lab_us-gaap_PaymentsToAcquireFinanceReceivables" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_CumulativeEffectPeriodOfAdoptionAxis_4dfa6928-324c-49a2-9d7f-4f81d2424dd1_terseLabel_en-US" xlink:label="lab_srt_CumulativeEffectPeriodOfAdoptionAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cumulative Effect, Period of Adoption [Axis]</link:label>
    <link:label id="lab_srt_CumulativeEffectPeriodOfAdoptionAxis_label_en-US" xlink:label="lab_srt_CumulativeEffectPeriodOfAdoptionAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cumulative Effect, Period of Adoption [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionAxis" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionAxis" xlink:to="lab_srt_CumulativeEffectPeriodOfAdoptionAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SubsequentEventTypeAxis_aa823999-4b4a-439e-9358-f9107739bcdc_terseLabel_en-US" xlink:label="lab_us-gaap_SubsequentEventTypeAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event Type [Axis]</link:label>
    <link:label id="lab_us-gaap_SubsequentEventTypeAxis_label_en-US" xlink:label="lab_us-gaap_SubsequentEventTypeAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event Type [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTypeAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SubsequentEventTypeAxis" xlink:to="lab_us-gaap_SubsequentEventTypeAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FederalFundsEffectiveSwapRateMember_86e38fec-ca6d-405c-9ed5-13cd253b36d1_terseLabel_en-US" xlink:label="lab_us-gaap_FederalFundsEffectiveSwapRateMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Federal Funds Rate</link:label>
    <link:label id="lab_us-gaap_FederalFundsEffectiveSwapRateMember_label_en-US" xlink:label="lab_us-gaap_FederalFundsEffectiveSwapRateMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fed Funds Effective Rate Overnight Index Swap Rate [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FederalFundsEffectiveSwapRateMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FederalFundsEffectiveSwapRateMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FederalFundsEffectiveSwapRateMember" xlink:to="lab_us-gaap_FederalFundsEffectiveSwapRateMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MaturityPeriodTwoMember_696a0a95-e985-4133-8f4f-c551f79a4401_terseLabel_en-US" xlink:label="lab_nly_MaturityPeriodTwoMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">3 - 6 years</link:label>
    <link:label id="lab_nly_MaturityPeriodTwoMember_label_en-US" xlink:label="lab_nly_MaturityPeriodTwoMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period Two [Member]</link:label>
    <link:label id="lab_nly_MaturityPeriodTwoMember_documentation_en-US" xlink:label="lab_nly_MaturityPeriodTwoMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period Two [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodTwoMember" xlink:href="nly-20221231.xsd#nly_MaturityPeriodTwoMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MaturityPeriodTwoMember" xlink:to="lab_nly_MaturityPeriodTwoMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PublicOfferingAdditionalSharePurchaseOptionMember_9f6ed5a2-eed8-4368-9f24-f4f0580f8ebd_terseLabel_en-US" xlink:label="lab_nly_PublicOfferingAdditionalSharePurchaseOptionMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Public Offering Additional Share Purchase Option</link:label>
    <link:label id="lab_nly_PublicOfferingAdditionalSharePurchaseOptionMember_label_en-US" xlink:label="lab_nly_PublicOfferingAdditionalSharePurchaseOptionMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Public Offering Additional Share Purchase Option [Member]</link:label>
    <link:label id="lab_nly_PublicOfferingAdditionalSharePurchaseOptionMember_documentation_en-US" xlink:label="lab_nly_PublicOfferingAdditionalSharePurchaseOptionMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Public Offering Additional Share Purchase Option</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PublicOfferingAdditionalSharePurchaseOptionMember" xlink:href="nly-20221231.xsd#nly_PublicOfferingAdditionalSharePurchaseOptionMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PublicOfferingAdditionalSharePurchaseOptionMember" xlink:to="lab_nly_PublicOfferingAdditionalSharePurchaseOptionMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage_d0b30238-f131-40ff-af08-00d27c7ff4b5_terseLabel_en-US" xlink:label="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long-term stock compensation, vesting percentage</link:label>
    <link:label id="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage_label_en-US" xlink:label="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share-Based Compensation Arrangement by Share-Based Payment Award, Award Vesting Rights, Percentage</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage" xlink:to="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeasesTextBlock_99146dfc-17b5-45bf-8186-068c84774306_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeasesTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">LEASE COMMITMENTS AND CONTINGENCIES</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeasesTextBlock_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeasesTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Leases [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeasesTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeasesTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeasesTextBlock" xlink:to="lab_us-gaap_LesseeOperatingLeasesTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember_4e9ff9f1-c132-4f8c-8770-4636835eb146_terseLabel_en-US" xlink:label="lab_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Ginnie Mae</link:label>
    <link:label id="lab_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember_label_en-US" xlink:label="lab_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Government National Mortgage Association Certificates and Obligations (GNMA) [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember" xlink:to="lab_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PlanNameAxis_e2d1bbc4-d647-40a0-b184-2ae323e934bb_terseLabel_en-US" xlink:label="lab_us-gaap_PlanNameAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Plan Name [Axis]</link:label>
    <link:label id="lab_us-gaap_PlanNameAxis_label_en-US" xlink:label="lab_us-gaap_PlanNameAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Plan Name [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PlanNameAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PlanNameAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PlanNameAxis" xlink:to="lab_us-gaap_PlanNameAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_RepurchaseAgreementsPolicyTextBlock_a6801ffa-5a17-4d21-ba80-27d46361e902_terseLabel_en-US" xlink:label="lab_nly_RepurchaseAgreementsPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reverse Repurchase and Repurchase Agreements</link:label>
    <link:label id="lab_nly_RepurchaseAgreementsPolicyTextBlock_label_en-US" xlink:label="lab_nly_RepurchaseAgreementsPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements [Policy Text Block]</link:label>
    <link:label id="lab_nly_RepurchaseAgreementsPolicyTextBlock_documentation_en-US" xlink:label="lab_nly_RepurchaseAgreementsPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">A description of a company's accounting policy related to repurchase agreements.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RepurchaseAgreementsPolicyTextBlock" xlink:href="nly-20221231.xsd#nly_RepurchaseAgreementsPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_RepurchaseAgreementsPolicyTextBlock" xlink:to="lab_nly_RepurchaseAgreementsPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeInstrumentRiskAxis_34668e4a-9eda-4886-b558-44987ba0dfee_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentRiskAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instrument [Axis]</link:label>
    <link:label id="lab_us-gaap_DerivativeInstrumentRiskAxis_label_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentRiskAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instrument [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis" xlink:to="lab_us-gaap_DerivativeInstrumentRiskAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal_f90aa003-8cc4-4a6b-bacb-587abbeaa5dd_negatedLabel_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal payments</link:label>
    <link:label id="lab_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal_label_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate, Collections of Principal</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateCollectionsOfPrincipal"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal" xlink:to="lab_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StatementOfCashFlowsAbstract_8cf70a04-fe45-429b-b185-2bb11d7a8dbb_terseLabel_en-US" xlink:label="lab_us-gaap_StatementOfCashFlowsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement of Cash Flows [Abstract]</link:label>
    <link:label id="lab_us-gaap_StatementOfCashFlowsAbstract_label_en-US" xlink:label="lab_us-gaap_StatementOfCashFlowsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement of Cash Flows [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementOfCashFlowsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementOfCashFlowsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StatementOfCashFlowsAbstract" xlink:to="lab_us-gaap_StatementOfCashFlowsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueInputsLevel1Member_bb9cdd11-98df-46ba-806e-7f30cc7f419c_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueInputsLevel1Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Level 1</link:label>
    <link:label id="lab_us-gaap_FairValueInputsLevel1Member_label_en-US" xlink:label="lab_us-gaap_FairValueInputsLevel1Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Inputs, Level 1 [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel1Member" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel1Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueInputsLevel1Member" xlink:to="lab_us-gaap_FairValueInputsLevel1Member" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock_9f20cf10-3f03-48d2-bb5f-ea57790591f7_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Summary of Certain Characteristics of Derivatives</link:label>
    <link:label id="lab_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock" xlink:to="lab_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022J2Member_7d687d12-5f47-4320-8753-a8271b1c3b51_terseLabel_en-US" xlink:label="lab_nly_OBX2022J2Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-J2</link:label>
    <link:label id="lab_nly_OBX2022J2Member_label_en-US" xlink:label="lab_nly_OBX2022J2Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-J2 [Member]</link:label>
    <link:label id="lab_nly_OBX2022J2Member_documentation_en-US" xlink:label="lab_nly_OBX2022J2Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-J2</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022J2Member" xlink:href="nly-20221231.xsd#nly_OBX2022J2Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022J2Member" xlink:to="lab_nly_OBX2022J2Member" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CommonStockDividendsPerShareTaxable_812b694f-0a63-4c97-ab42-66ab9daa86d1_terseLabel_en-US" xlink:label="lab_nly_CommonStockDividendsPerShareTaxable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common stock dividends taxable (in dollars per share)</link:label>
    <link:label id="lab_nly_CommonStockDividendsPerShareTaxable_label_en-US" xlink:label="lab_nly_CommonStockDividendsPerShareTaxable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Dividends, Per Share, Taxable</link:label>
    <link:label id="lab_nly_CommonStockDividendsPerShareTaxable_documentation_en-US" xlink:label="lab_nly_CommonStockDividendsPerShareTaxable" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Dividends, Per Share, Taxable</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommonStockDividendsPerShareTaxable" xlink:href="nly-20221231.xsd#nly_CommonStockDividendsPerShareTaxable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CommonStockDividendsPerShareTaxable" xlink:to="lab_nly_CommonStockDividendsPerShareTaxable" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageBackedSecuritiesSoldCarryingValue_bed83a5d-4b94-4352-9e3b-19fc94e59e2f_terseLabel_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesSoldCarryingValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential investment securities sold, carrying value</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesSoldCarryingValue_label_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesSoldCarryingValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Backed Securities Sold Carrying Value</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesSoldCarryingValue_documentation_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesSoldCarryingValue" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Carrying value of mortgage backed securities sold during period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesSoldCarryingValue" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesSoldCarryingValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageBackedSecuritiesSoldCarryingValue" xlink:to="lab_nly_MortgageBackedSecuritiesSoldCarryingValue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InvestmentsBySecondaryCategorizationDomain_359cc2ca-545f-40b7-b1c2-566ee1461bf4_terseLabel_en-US" xlink:label="lab_us-gaap_InvestmentsBySecondaryCategorizationDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments by Secondary Categorization [Domain]</link:label>
    <link:label id="lab_us-gaap_InvestmentsBySecondaryCategorizationDomain_label_en-US" xlink:label="lab_us-gaap_InvestmentsBySecondaryCategorizationDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments by Secondary Categorization [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsBySecondaryCategorizationDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain" xlink:to="lab_us-gaap_InvestmentsBySecondaryCategorizationDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInOperatingActivities_0530b37c-9797-4fe2-95b8-de1df6fe8688_totalLabel_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInOperatingActivities" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net cash provided by (used in) operating activities</link:label>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInOperatingActivities_label_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInOperatingActivities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Cash Provided by (Used in) Operating Activities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities" xlink:to="lab_us-gaap_NetCashProvidedByUsedInOperatingActivities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember_8145386e-51cb-42e7-8920-48ea39e63780_terseLabel_en-US" xlink:label="lab_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Mortgage-backed Securities</link:label>
    <link:label id="lab_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember_label_en-US" xlink:label="lab_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities, Issued by US Government Sponsored Enterprises [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember" xlink:to="lab_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OperatingLeaseRemainingLeaseTerm_6ab918a9-39f8-4d7b-8222-506c3a10a003_terseLabel_en-US" xlink:label="lab_nly_OperatingLeaseRemainingLeaseTerm" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Remaining lease term, in years</link:label>
    <link:label id="lab_nly_OperatingLeaseRemainingLeaseTerm_label_en-US" xlink:label="lab_nly_OperatingLeaseRemainingLeaseTerm" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Remaining Lease Term</link:label>
    <link:label id="lab_nly_OperatingLeaseRemainingLeaseTerm_documentation_en-US" xlink:label="lab_nly_OperatingLeaseRemainingLeaseTerm" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Remaining Lease Term</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OperatingLeaseRemainingLeaseTerm" xlink:href="nly-20221231.xsd#nly_OperatingLeaseRemainingLeaseTerm"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OperatingLeaseRemainingLeaseTerm" xlink:to="lab_nly_OperatingLeaseRemainingLeaseTerm" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeAssets_fcc39b3b-9bce-424c-9467-feabc790195a_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeAssets" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative assets</link:label>
    <link:label id="lab_us-gaap_DerivativeAssets_4e20e499-f717-4360-a1c2-a1481bae6724_totalLabel_en-US" xlink:label="lab_us-gaap_DerivativeAssets" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total derivative assets</link:label>
    <link:label id="lab_us-gaap_DerivativeAssets_a8f5e9b6-6131-4cee-b2ea-9d54ba39e743_verboseLabel_en-US" xlink:label="lab_us-gaap_DerivativeAssets" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gross Amounts</link:label>
    <link:label id="lab_us-gaap_DerivativeAssets_label_en-US" xlink:label="lab_us-gaap_DerivativeAssets" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Asset</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssets" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssets"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeAssets" xlink:to="lab_us-gaap_DerivativeAssets" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock_7bdbf243-fa0b-4095-a243-ed681f397c6b_terseLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Rollforward of Company's Securities</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock_label_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock" xlink:to="lab_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RelatedPartyTransactionDomain_9ca3b549-5efc-4ddd-8a97-e74e5f30e868_terseLabel_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Related Party Transaction [Domain]</link:label>
    <link:label id="lab_us-gaap_RelatedPartyTransactionDomain_label_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Related Party Transaction [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RelatedPartyTransactionDomain" xlink:to="lab_us-gaap_RelatedPartyTransactionDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecurities1Member_07bc1193-238e-4da3-b4a6-1be15afaa1b4_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecurities1Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available-For-Sale Securities</link:label>
    <link:label id="lab_nly_AvailableForSaleSecurities1Member_label_en-US" xlink:label="lab_nly_AvailableForSaleSecurities1Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available-For-Sale Securities1 [Member]</link:label>
    <link:label id="lab_nly_AvailableForSaleSecurities1Member_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecurities1Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available-For-Sale Securities1</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecurities1Member" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecurities1Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecurities1Member" xlink:to="lab_nly_AvailableForSaleSecurities1Member" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_DocumentAnnualReport_65fbcc0f-8b26-4924-9b95-211ddefbfc2e_terseLabel_en-US" xlink:label="lab_dei_DocumentAnnualReport" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Annual Report</link:label>
    <link:label id="lab_dei_DocumentAnnualReport_label_en-US" xlink:label="lab_dei_DocumentAnnualReport" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Annual Report</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentAnnualReport" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentAnnualReport"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_DocumentAnnualReport" xlink:to="lab_dei_DocumentAnnualReport" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_LegalEntityAxis_3aec4b18-41a9-4f02-9ecd-db3f47528073_terseLabel_en-US" xlink:label="lab_dei_LegalEntityAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Legal Entity [Axis]</link:label>
    <link:label id="lab_dei_LegalEntityAxis_label_en-US" xlink:label="lab_dei_LegalEntityAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Legal Entity [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LegalEntityAxis" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LegalEntityAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_LegalEntityAxis" xlink:to="lab_dei_LegalEntityAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LoanPurchaseCommitmentsMember_c81ba3c1-bfde-4208-9b5e-37598b5b9b13_terseLabel_en-US" xlink:label="lab_us-gaap_LoanPurchaseCommitmentsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Purchase commitments</link:label>
    <link:label id="lab_us-gaap_LoanPurchaseCommitmentsMember_label_en-US" xlink:label="lab_us-gaap_LoanPurchaseCommitmentsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loan Purchase Commitments [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoanPurchaseCommitmentsMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoanPurchaseCommitmentsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LoanPurchaseCommitmentsMember" xlink:to="lab_us-gaap_LoanPurchaseCommitmentsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock_59e26faa-d3ae-46e0-a932-58e8c229eaa5_terseLabel_en-US" xlink:label="lab_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">LOANS</link:label>
    <link:label id="lab_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loans, Notes, Trade and Other Receivables Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock" xlink:to="lab_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueAdditions_3cec4390-505e-4aff-96d2-31d843f77e88_terseLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueAdditions" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Purchases</link:label>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueAdditions_label_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueAdditions" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Asset at Fair Value, Additions</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAdditions" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAdditions"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAdditions" xlink:to="lab_us-gaap_ServicingAssetAtFairValueAdditions" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_UsTreasuryFuturesMember_12908f89-1062-4eae-8c58-c6ef4508ee77_terseLabel_en-US" xlink:label="lab_nly_UsTreasuryFuturesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Futures</link:label>
    <link:label id="lab_nly_UsTreasuryFuturesMember_label_en-US" xlink:label="lab_nly_UsTreasuryFuturesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Us Treasury Futures [Member]</link:label>
    <link:label id="lab_nly_UsTreasuryFuturesMember_documentation_en-US" xlink:label="lab_nly_UsTreasuryFuturesMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Us Treasury Futures [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesMember" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_UsTreasuryFuturesMember" xlink:to="lab_nly_UsTreasuryFuturesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_StatementGeographicalAxis_f6214a3e-ae55-476d-9483-310643a5ece6_terseLabel_en-US" xlink:label="lab_srt_StatementGeographicalAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Geographical [Axis]</link:label>
    <link:label id="lab_srt_StatementGeographicalAxis_label_en-US" xlink:label="lab_srt_StatementGeographicalAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Geographical [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_StatementGeographicalAxis" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_StatementGeographicalAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_StatementGeographicalAxis" xlink:to="lab_srt_StatementGeographicalAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentForManagementFee_56f26ae1-ba0d-4f79-9454-30e20b097642_terseLabel_en-US" xlink:label="lab_us-gaap_PaymentForManagementFee" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reimbursement payments</link:label>
    <link:label id="lab_us-gaap_PaymentForManagementFee_label_en-US" xlink:label="lab_us-gaap_PaymentForManagementFee" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payment for Management Fee</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentForManagementFee" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentForManagementFee"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentForManagementFee" xlink:to="lab_us-gaap_PaymentForManagementFee" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockIssuedDuringPeriodValueNewIssues_bab0417e-0e41-49a8-8534-af69eb30d9ee_terseLabel_en-US" xlink:label="lab_us-gaap_StockIssuedDuringPeriodValueNewIssues" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Issuance</link:label>
    <link:label id="lab_us-gaap_StockIssuedDuringPeriodValueNewIssues_label_en-US" xlink:label="lab_us-gaap_StockIssuedDuringPeriodValueNewIssues" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock Issued During Period, Value, New Issues</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockIssuedDuringPeriodValueNewIssues"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues" xlink:to="lab_us-gaap_StockIssuedDuringPeriodValueNewIssues" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock_5ffec89f-c7e8-4154-802d-b993eb80a7bb_terseLabel_en-US" xlink:label="lab_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Derivative Instruments in Statement of Operations and Comprehensive Income Loss</link:label>
    <link:label id="lab_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock_label_en-US" xlink:label="lab_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Derivative Instruments in Statement of Operations and Comprehensive Income [Table Text Block]</link:label>
    <link:label id="lab_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock_documentation_en-US" xlink:label="lab_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of derivative instruments in statement of operations and comprehensive income.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock" xlink:href="nly-20221231.xsd#nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock" xlink:to="lab_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DividendsPreferredStockCash_bfdeb1f6-bd89-4deb-8b6c-b5ac3df1cee9_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_DividendsPreferredStockCash" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends declared on preferred stock</link:label>
    <link:label id="lab_us-gaap_DividendsPreferredStockCash_790ed533-ce66-4b15-8b04-559c5a929fba_terseLabel_en-US" xlink:label="lab_us-gaap_DividendsPreferredStockCash" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred dividends declared</link:label>
    <link:label id="lab_us-gaap_DividendsPreferredStockCash_label_en-US" xlink:label="lab_us-gaap_DividendsPreferredStockCash" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends, Preferred Stock, Cash</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPreferredStockCash" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPreferredStockCash"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DividendsPreferredStockCash" xlink:to="lab_us-gaap_DividendsPreferredStockCash" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeCollateralRightToReclaimSecurities_880e9a89-bdcf-40ba-9eed-3768dd74fc0f_negatedLabel_en-US" xlink:label="lab_us-gaap_DerivativeCollateralRightToReclaimSecurities" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments</link:label>
    <link:label id="lab_us-gaap_DerivativeCollateralRightToReclaimSecurities_label_en-US" xlink:label="lab_us-gaap_DerivativeCollateralRightToReclaimSecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Liability, Subject to Master Netting Arrangement, Collateral, Right to Reclaim Security Not Offset</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralRightToReclaimSecurities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralRightToReclaimSecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeCollateralRightToReclaimSecurities" xlink:to="lab_us-gaap_DerivativeCollateralRightToReclaimSecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount_aae5e6c4-e075-4bf9-8f99-c8b17e311d9e_terseLabel_en-US" xlink:label="lab_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Exposure to obligations of VIEs</link:label>
    <link:label id="lab_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount_label_en-US" xlink:label="lab_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount" xlink:to="lab_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockSharesIssued_7c692e0e-d078-4f40-bd0d-cebf2e3937a9_verboseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockSharesIssued" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Shares issued (in shares)</link:label>
    <link:label id="lab_us-gaap_PreferredStockSharesIssued_label_en-US" xlink:label="lab_us-gaap_PreferredStockSharesIssued" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Shares Issued</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesIssued" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesIssued"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockSharesIssued" xlink:to="lab_us-gaap_PreferredStockSharesIssued" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ReceivableForInvestmentSecuritiesSold_de3b4b64-3c58-4308-98b0-2f81a8bb3f3c_terseLabel_en-US" xlink:label="lab_nly_ReceivableForInvestmentSecuritiesSold" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Receivable for unsettled trades</link:label>
    <link:label id="lab_nly_ReceivableForInvestmentSecuritiesSold_label_en-US" xlink:label="lab_nly_ReceivableForInvestmentSecuritiesSold" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Receivable for Investment Securities sold</link:label>
    <link:label id="lab_nly_ReceivableForInvestmentSecuritiesSold_documentation_en-US" xlink:label="lab_nly_ReceivableForInvestmentSecuritiesSold" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The amount receivable for Agency Mortgage-Backed Securities, Agency debentures and corporate debt.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ReceivableForInvestmentSecuritiesSold" xlink:href="nly-20221231.xsd#nly_ReceivableForInvestmentSecuritiesSold"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ReceivableForInvestmentSecuritiesSold" xlink:to="lab_nly_ReceivableForInvestmentSecuritiesSold" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MaturityPeriodFourMember_143f6515-34a4-455f-a0b6-156501a0899a_terseLabel_en-US" xlink:label="lab_nly_MaturityPeriodFourMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Greater than 10 years</link:label>
    <link:label id="lab_nly_MaturityPeriodFourMember_label_en-US" xlink:label="lab_nly_MaturityPeriodFourMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period Four [Member]</link:label>
    <link:label id="lab_nly_MaturityPeriodFourMember_documentation_en-US" xlink:label="lab_nly_MaturityPeriodFourMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period Four [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodFourMember" xlink:href="nly-20221231.xsd#nly_MaturityPeriodFourMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MaturityPeriodFourMember" xlink:to="lab_nly_MaturityPeriodFourMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FutureMember_e7eed876-8872-4592-90de-efb362a6dd00_terseLabel_en-US" xlink:label="lab_us-gaap_FutureMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Futures contracts</link:label>
    <link:label id="lab_us-gaap_FutureMember_label_en-US" xlink:label="lab_us-gaap_FutureMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Future [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FutureMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FutureMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FutureMember" xlink:to="lab_us-gaap_FutureMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ConcentrationRiskBenchmarkDomain_2fca6583-6ef4-4197-a87b-ae7fdb5a97fb_terseLabel_en-US" xlink:label="lab_us-gaap_ConcentrationRiskBenchmarkDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Concentration Risk Benchmark [Domain]</link:label>
    <link:label id="lab_us-gaap_ConcentrationRiskBenchmarkDomain_label_en-US" xlink:label="lab_us-gaap_ConcentrationRiskBenchmarkDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Concentration Risk Benchmark [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskBenchmarkDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskBenchmarkDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ConcentrationRiskBenchmarkDomain" xlink:to="lab_us-gaap_ConcentrationRiskBenchmarkDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LoansPayableAbstract_b59d6b4f-d4a7-4472-8f4f-ebc7c551dcdb_terseLabel_en-US" xlink:label="lab_us-gaap_LoansPayableAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loans</link:label>
    <link:label id="lab_us-gaap_LoansPayableAbstract_label_en-US" xlink:label="lab_us-gaap_LoansPayableAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loans Payable [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansPayableAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansPayableAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LoansPayableAbstract" xlink:to="lab_us-gaap_LoansPayableAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MaturityPeriodThreeMember_58c97fb2-4e88-48c4-8c23-4282ba423695_terseLabel_en-US" xlink:label="lab_nly_MaturityPeriodThreeMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6 - 10 years</link:label>
    <link:label id="lab_nly_MaturityPeriodThreeMember_label_en-US" xlink:label="lab_nly_MaturityPeriodThreeMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period Three [Member]</link:label>
    <link:label id="lab_nly_MaturityPeriodThreeMember_documentation_en-US" xlink:label="lab_nly_MaturityPeriodThreeMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period Three [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodThreeMember" xlink:href="nly-20221231.xsd#nly_MaturityPeriodThreeMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MaturityPeriodThreeMember" xlink:to="lab_nly_MaturityPeriodThreeMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtDisclosureTextBlock_d3033dc7-595c-42de-a3dd-f15218ce1d83_terseLabel_en-US" xlink:label="lab_us-gaap_DebtDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SECURED FINANCING</link:label>
    <link:label id="lab_us-gaap_DebtDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_DebtDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtDisclosureTextBlock" xlink:to="lab_us-gaap_DebtDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans_919d8492-2feb-4167-ad92-7d458a57fa80_negatedTerseLabel_en-US" xlink:label="lab_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments on repurchases of participations issued</link:label>
    <link:label id="lab_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans_label_en-US" xlink:label="lab_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments On Repurchase Of Participating Mortgage Loans</link:label>
    <link:label id="lab_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans_documentation_en-US" xlink:label="lab_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments On Repurchase Of Participating Mortgage Loans</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans" xlink:href="nly-20221231.xsd#nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans" xlink:to="lab_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_12d56df9-c10d-4a0a-9bde-8f5dd754f060_terseLabel_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash flows from operating activities</link:label>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_label_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Cash Provided by (Used in) Operating Activities, Continuing Operations [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract" xlink:to="lab_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityShellCompany_eba46b8e-21b9-4dbc-ad8f-7b1ade161958_terseLabel_en-US" xlink:label="lab_dei_EntityShellCompany" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Shell Company</link:label>
    <link:label id="lab_dei_EntityShellCompany_label_en-US" xlink:label="lab_dei_EntityShellCompany" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Shell Company</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityShellCompany" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityShellCompany"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityShellCompany" xlink:to="lab_dei_EntityShellCompany" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths_8f0f1e43-6232-476c-bab8-8df4ade7d518_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2023</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Lease, Liability, to be Paid, Year One</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths" xlink:to="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancialInstrumentAxis_78b8f7ab-6526-4378-8353-5ebd80887248_terseLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instrument [Axis]</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentAxis_label_en-US" xlink:label="lab_us-gaap_FinancialInstrumentAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instrument [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancialInstrumentAxis" xlink:to="lab_us-gaap_FinancialInstrumentAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancialInstrumentsDisclosureTextBlock_49eec039-4062-4087-ac0a-774f2d449fb2_terseLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">FINANCIAL INSTRUMENTS</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancialInstrumentsDisclosureTextBlock" xlink:to="lab_us-gaap_FinancialInstrumentsDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SubsequentEventMember_7d998930-b7f1-4187-a7d0-76e106dab608_terseLabel_en-US" xlink:label="lab_us-gaap_SubsequentEventMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event</link:label>
    <link:label id="lab_us-gaap_SubsequentEventMember_label_en-US" xlink:label="lab_us-gaap_SubsequentEventMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Event [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SubsequentEventMember" xlink:to="lab_us-gaap_SubsequentEventMember" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_ConsolidationItemsDomain_b8720ad8-3074-4fbb-aa3e-e17713170972_terseLabel_en-US" xlink:label="lab_srt_ConsolidationItemsDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation Items [Domain]</link:label>
    <link:label id="lab_srt_ConsolidationItemsDomain_label_en-US" xlink:label="lab_srt_ConsolidationItemsDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation Items [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsDomain" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_ConsolidationItemsDomain" xlink:to="lab_srt_ConsolidationItemsDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_DocumentPeriodEndDate_a734b9d3-5866-4b30-ae59-11bcbdcfd19a_terseLabel_en-US" xlink:label="lab_dei_DocumentPeriodEndDate" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Period End Date</link:label>
    <link:label id="lab_dei_DocumentPeriodEndDate_label_en-US" xlink:label="lab_dei_DocumentPeriodEndDate" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Period End Date</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentPeriodEndDate"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_DocumentPeriodEndDate" xlink:to="lab_dei_DocumentPeriodEndDate" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GainLossOnSaleOfInvestments_7e9a5c10-3eee-4b96-a5e7-e05bd598ab45_terseLabel_en-US" xlink:label="lab_us-gaap_GainLossOnSaleOfInvestments" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net gains (losses) on disposal of investments</link:label>
    <link:label id="lab_us-gaap_GainLossOnSaleOfInvestments_label_en-US" xlink:label="lab_us-gaap_GainLossOnSaleOfInvestments" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (Loss) on Sale of Investments</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfInvestments" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfInvestments"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GainLossOnSaleOfInvestments" xlink:to="lab_us-gaap_GainLossOnSaleOfInvestments" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue_cad800b0-af6b-4cb6-ac2b-60925d7b3114_terseLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit risk transfer securities</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue_label_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments, Owned, Other, at Fair Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedOtherAtFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue" xlink:to="lab_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale_2ae2b552-1ddb-46b6-a822-81974455310a_terseLabel_en-US" xlink:label="lab_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">(Amortization) / accretion</link:label>
    <link:label id="lab_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale_label_en-US" xlink:label="lab_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accretion (Amortization) Of Debt Securities Available-For-Sale</link:label>
    <link:label id="lab_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale_documentation_en-US" xlink:label="lab_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accretion (Amortization) Of Debt Securities Available-For-Sale</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale" xlink:href="nly-20221231.xsd#nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale" xlink:to="lab_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock_4133f148-6897-4220-b475-28ea5532e122_terseLabel_en-US" xlink:label="lab_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Residential Investment Securities by Estimated Weighted Average Life Classification</link:label>
    <link:label id="lab_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock_label_en-US" xlink:label="lab_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Mortgage Backed Securities by Estimated Weighted Average Life Classification [Table Text Block]</link:label>
    <link:label id="lab_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock_documentation_en-US" xlink:label="lab_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of actual mortgage backed securities, which are generally shorter than stated contractual maturities due to payments of principal, prepayments, etc.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock" xlink:href="nly-20221231.xsd#nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock" xlink:to="lab_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_Assets_2d310eba-904e-4039-8232-a6596b7f755d_totalLabel_en-US" xlink:label="lab_us-gaap_Assets" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total assets</link:label>
    <link:label id="lab_us-gaap_Assets_731705d3-e4d2-4fea-9f80-50f87ca00c3f_terseLabel_en-US" xlink:label="lab_us-gaap_Assets" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets</link:label>
    <link:label id="lab_us-gaap_Assets_label_en-US" xlink:label="lab_us-gaap_Assets" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_Assets" xlink:to="lab_us-gaap_Assets" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MaturityOvernightMember_8484c53f-1cb6-4b5a-b7e6-4b6e8d03b4f3_terseLabel_en-US" xlink:label="lab_us-gaap_MaturityOvernightMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">1 day</link:label>
    <link:label id="lab_us-gaap_MaturityOvernightMember_label_en-US" xlink:label="lab_us-gaap_MaturityOvernightMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Overnight [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MaturityOvernightMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MaturityOvernightMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MaturityOvernightMember" xlink:to="lab_us-gaap_MaturityOvernightMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EarningsPerShareAbstract_117f3d2c-22db-4c4a-8818-c1d4e639f1e1_verboseLabel_en-US" xlink:label="lab_us-gaap_EarningsPerShareAbstract" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss) per share available (related) to common stockholders</link:label>
    <link:label id="lab_us-gaap_EarningsPerShareAbstract_c8f04849-2ece-410e-b632-f07870f20cfd_terseLabel_en-US" xlink:label="lab_us-gaap_EarningsPerShareAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss) available (related) per share to common stockholders:</link:label>
    <link:label id="lab_us-gaap_EarningsPerShareAbstract_label_en-US" xlink:label="lab_us-gaap_EarningsPerShareAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Earnings Per Share [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EarningsPerShareAbstract" xlink:to="lab_us-gaap_EarningsPerShareAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue_b03bae38-80c3-4a8d-bf1c-9774ce495bab_terseLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Corporate debt, held for investment</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue_label_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments, Owned, Corporate Debt, at Fair Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue" xlink:to="lab_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit_3834a4bb-728a-46d6-b253-2294f680c8e5_terseLabel_en-US" xlink:label="lab_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">REIT Taxable income distributed</link:label>
    <link:label id="lab_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit_label_en-US" xlink:label="lab_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Percentage Of Taxable Income Required To Be Distributed While Operating As Reit</link:label>
    <link:label id="lab_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit_documentation_en-US" xlink:label="lab_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Percentage of taxable income required to be distributed while operating as REIT.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit" xlink:href="nly-20221231.xsd#nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit" xlink:to="lab_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PerformanceSharesMember_f6dc1b3a-b809-41f9-9b24-a24ecde2b867_terseLabel_en-US" xlink:label="lab_us-gaap_PerformanceSharesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">PSUs</link:label>
    <link:label id="lab_us-gaap_PerformanceSharesMember_label_en-US" xlink:label="lab_us-gaap_PerformanceSharesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Performance Shares [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PerformanceSharesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PerformanceSharesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PerformanceSharesMember" xlink:to="lab_us-gaap_PerformanceSharesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MarginDepositAssets_f5c74cee-35e1-4cf3-b3fc-18b826e8331d_terseLabel_en-US" xlink:label="lab_us-gaap_MarginDepositAssets" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Margin deposit assets</link:label>
    <link:label id="lab_us-gaap_MarginDepositAssets_label_en-US" xlink:label="lab_us-gaap_MarginDepositAssets" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Margin Deposit Assets</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MarginDepositAssets" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MarginDepositAssets"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MarginDepositAssets" xlink:to="lab_us-gaap_MarginDepositAssets" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestRateSwapMember_fb79a8d3-2ca3-4edb-bd2a-20f48bef7dd2_terseLabel_en-US" xlink:label="lab_us-gaap_InterestRateSwapMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest rate swaps, at fair value</link:label>
    <link:label id="lab_us-gaap_InterestRateSwapMember_label_en-US" xlink:label="lab_us-gaap_InterestRateSwapMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Swap [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwapMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestRateSwapMember" xlink:to="lab_us-gaap_InterestRateSwapMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockRepurchaseProgramAuthorizedAmount1_21819685-2702-40f7-8ebf-2c4276501717_terseLabel_en-US" xlink:label="lab_us-gaap_StockRepurchaseProgramAuthorizedAmount1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Authorized amount of stock available for repurchase (up to)</link:label>
    <link:label id="lab_us-gaap_StockRepurchaseProgramAuthorizedAmount1_label_en-US" xlink:label="lab_us-gaap_StockRepurchaseProgramAuthorizedAmount1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock Repurchase Program, Authorized Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRepurchaseProgramAuthorizedAmount1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1" xlink:to="lab_us-gaap_StockRepurchaseProgramAuthorizedAmount1" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_IncomeTaxesTable_8e8dda52-2d57-477f-b14d-dd02f8cb7e7a_terseLabel_en-US" xlink:label="lab_nly_IncomeTaxesTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Taxes [Table]</link:label>
    <link:label id="lab_nly_IncomeTaxesTable_label_en-US" xlink:label="lab_nly_IncomeTaxesTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Taxes [Table]</link:label>
    <link:label id="lab_nly_IncomeTaxesTable_documentation_en-US" xlink:label="lab_nly_IncomeTaxesTable" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Taxes [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_IncomeTaxesTable" xlink:href="nly-20221231.xsd#nly_IncomeTaxesTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_IncomeTaxesTable" xlink:to="lab_nly_IncomeTaxesTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_5ece6107-7149-443e-9dd7-2cbb87daa503_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income (loss) before income taxes</link:label>
    <link:label id="lab_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_label_en-US" xlink:label="lab_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income (Loss) from Continuing Operations before Income Taxes, Noncontrolling Interest</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" xlink:to="lab_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeAverageRemainingMaturity1_e51ca605-3f36-43e2-83ef-ecc1eb532c6b_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeAverageRemainingMaturity1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average Years to Maturity</link:label>
    <link:label id="lab_us-gaap_DerivativeAverageRemainingMaturity1_label_en-US" xlink:label="lab_us-gaap_DerivativeAverageRemainingMaturity1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Average Remaining Maturity</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAverageRemainingMaturity1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAverageRemainingMaturity1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeAverageRemainingMaturity1" xlink:to="lab_us-gaap_DerivativeAverageRemainingMaturity1" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EarningsPerShareTextBlock_6d0c0c69-f268-4ae3-aed1-75d44754fc90_terseLabel_en-US" xlink:label="lab_us-gaap_EarningsPerShareTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">NET INCOME (LOSS) PER COMMON SHARE</link:label>
    <link:label id="lab_us-gaap_EarningsPerShareTextBlock_label_en-US" xlink:label="lab_us-gaap_EarningsPerShareTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Earnings Per Share [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EarningsPerShareTextBlock" xlink:to="lab_us-gaap_EarningsPerShareTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AssetPledgedAsCollateralWithoutRightMember_b2a5d14c-1237-4934-ba2c-691307be06dd_terseLabel_en-US" xlink:label="lab_us-gaap_AssetPledgedAsCollateralWithoutRightMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Asset Pledged as Collateral without Right</link:label>
    <link:label id="lab_us-gaap_AssetPledgedAsCollateralWithoutRightMember_label_en-US" xlink:label="lab_us-gaap_AssetPledgedAsCollateralWithoutRightMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Asset Pledged as Collateral without Right [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetPledgedAsCollateralWithoutRightMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetPledgedAsCollateralWithoutRightMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AssetPledgedAsCollateralWithoutRightMember" xlink:to="lab_us-gaap_AssetPledgedAsCollateralWithoutRightMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock_9f5bec8c-afd5-46d7-97b1-f4dd12b5fb78_terseLabel_en-US" xlink:label="lab_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Voting Interest Entities</link:label>
    <link:label id="lab_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock_label_en-US" xlink:label="lab_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation, Voting Interest Entity, Policy [Policy Text Block]</link:label>
    <link:label id="lab_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock_documentation_en-US" xlink:label="lab_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation, Voting Interest Entity, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock" xlink:href="nly-20221231.xsd#nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock" xlink:to="lab_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CashAndCashEquivalentsPolicyTextBlock_c6a5ec9e-467d-4940-ab3b-7837e1e66d51_terseLabel_en-US" xlink:label="lab_us-gaap_CashAndCashEquivalentsPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash and Cash Equivalents</link:label>
    <link:label id="lab_us-gaap_CashAndCashEquivalentsPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_CashAndCashEquivalentsPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash and Cash Equivalents, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CashAndCashEquivalentsPolicyTextBlock" xlink:to="lab_us-gaap_CashAndCashEquivalentsPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_5d30e4d6-8eb2-44c4-8d90-b65614458144_terseLabel_en-US" xlink:label="lab_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive income (loss)</link:label>
    <link:label id="lab_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_label_en-US" xlink:label="lab_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive Income (Loss), Net of Tax, Including Portion Attributable to Noncontrolling Interest</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest" xlink:to="lab_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie_7aad7184-d50a-4c97-b577-eb37d3ffbc2f_terseLabel_en-US" xlink:label="lab_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt issued by securitization vehicles</link:label>
    <link:label id="lab_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie_label_en-US" xlink:label="lab_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Expense Securitized Debt of Consolidated VIE</link:label>
    <link:label id="lab_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie_documentation_en-US" xlink:label="lab_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest expense securitized debt of Consolidated VIE.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie" xlink:href="nly-20221231.xsd#nly_InterestExpenseSecuritizedDebtOfConsolidatedVie"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie" xlink:to="lab_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_a9a4f707-d7f8-44fb-993d-ccd688e193cd_terseLabel_en-US" xlink:label="lab_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity Award [Domain]</link:label>
    <link:label id="lab_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_label_en-US" xlink:label="lab_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Award Type [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:to="lab_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee_114c86a0-feed-4635-96ca-84fdd8a29d38_terseLabel_en-US" xlink:label="lab_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Predetermined amount of stockholders equity used in calculating monthly management fee</link:label>
    <link:label id="lab_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee_label_en-US" xlink:label="lab_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stockholders' Equity, Amount Used In Determining Monthly Management Fee</link:label>
    <link:label id="lab_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee_documentation_en-US" xlink:label="lab_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stockholders' Equity, Amount Used In Determining Monthly Management Fee</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" xlink:href="nly-20221231.xsd#nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" xlink:to="lab_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_2e1ba910-723d-4e26-a41b-7356c5fb4126_terseLabel_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash flows from financing activities</link:label>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_label_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Cash Provided by (Used in) Financing Activities, Continuing Operations [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract" xlink:to="lab_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance_e734f1a6-cbb2-4212-b835-055b82dffe6e_terseLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other changes, including realization of expected cash flows</link:label>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance_label_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Asset at Fair Value, Other Changes that Affect Balance</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance" xlink:to="lab_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SecuritiesForReverseRepurchaseAgreements_a1f88db0-67f2-4185-863d-b7e71e894c7a_totalLabel_en-US" xlink:label="lab_us-gaap_SecuritiesForReverseRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Netted amounts</link:label>
    <link:label id="lab_us-gaap_SecuritiesForReverseRepurchaseAgreements_label_en-US" xlink:label="lab_us-gaap_SecuritiesForReverseRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities for Reverse Repurchase Agreements</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesForReverseRepurchaseAgreements" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesForReverseRepurchaseAgreements"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SecuritiesForReverseRepurchaseAgreements" xlink:to="lab_us-gaap_SecuritiesForReverseRepurchaseAgreements" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CommonStockDividendsTaxableOrdinaryIncomePercent_5ceb0202-2429-4b52-8a8f-1f95bbd64967_terseLabel_en-US" xlink:label="lab_nly_CommonStockDividendsTaxableOrdinaryIncomePercent" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common stock, dividends, taxable ordinary income, percent</link:label>
    <link:label id="lab_nly_CommonStockDividendsTaxableOrdinaryIncomePercent_label_en-US" xlink:label="lab_nly_CommonStockDividendsTaxableOrdinaryIncomePercent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Dividends, Taxable Ordinary Income, Percent</link:label>
    <link:label id="lab_nly_CommonStockDividendsTaxableOrdinaryIncomePercent_documentation_en-US" xlink:label="lab_nly_CommonStockDividendsTaxableOrdinaryIncomePercent" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Dividends, Taxable Ordinary Income, Percent</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommonStockDividendsTaxableOrdinaryIncomePercent" xlink:href="nly-20221231.xsd#nly_CommonStockDividendsTaxableOrdinaryIncomePercent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CommonStockDividendsTaxableOrdinaryIncomePercent" xlink:to="lab_nly_CommonStockDividendsTaxableOrdinaryIncomePercent" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts_b577830e-6e04-4167-ad62-4066efe8d5d1_terseLabel_en-US" xlink:label="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gross amounts</link:label>
    <link:label id="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts_label_en-US" xlink:label="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities Sold under Agreements to Repurchase, Gross Amounts</link:label>
    <link:label id="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts_documentation_en-US" xlink:label="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The gross amounts repurchase agreements during the period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" xlink:to="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember_ec852655-4313-4240-8e3e-8ee6f7cdc098_terseLabel_en-US" xlink:label="lab_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential mortgage loans</link:label>
    <link:label id="lab_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember_label_en-US" xlink:label="lab_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Mortgage Loans, Asset Transferred Or Pledged To Securitization, Recognized Through Earnings [Member]</link:label>
    <link:label id="lab_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember_documentation_en-US" xlink:label="lab_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Mortgage Loans, Asset Transferred Or Pledged To Securitization, Recognized Through Earnings [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember" xlink:to="lab_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_b65de143-bb0b-4aa2-90b3-43282bd98524_terseLabel_en-US" xlink:label="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities in a continuous unrealized loss position [Table]</link:label>
    <link:label id="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_label_en-US" xlink:label="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities in a continuous unrealized loss position [Table]</link:label>
    <link:label id="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_documentation_en-US" xlink:label="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities in a continuous unrealized loss position [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable" xlink:href="nly-20221231.xsd#nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable" xlink:to="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PercentageOfAdjustableRateLoans_e26c66c6-47a4-472b-b7f1-bd1302ab3939_terseLabel_en-US" xlink:label="lab_nly_PercentageOfAdjustableRateLoans" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Percent of adjustable-rate loans</link:label>
    <link:label id="lab_nly_PercentageOfAdjustableRateLoans_label_en-US" xlink:label="lab_nly_PercentageOfAdjustableRateLoans" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Percentage of Adjustable Rate Loans</link:label>
    <link:label id="lab_nly_PercentageOfAdjustableRateLoans_documentation_en-US" xlink:label="lab_nly_PercentageOfAdjustableRateLoans" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Percentage of adjustable-rate loans.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PercentageOfAdjustableRateLoans" xlink:href="nly-20221231.xsd#nly_PercentageOfAdjustableRateLoans"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PercentageOfAdjustableRateLoans" xlink:to="lab_nly_PercentageOfAdjustableRateLoans" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityAddressCityOrTown_72f4d890-832d-4f80-a8c0-11f4b700974a_terseLabel_en-US" xlink:label="lab_dei_EntityAddressCityOrTown" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Address, City or Town</link:label>
    <link:label id="lab_dei_EntityAddressCityOrTown_label_en-US" xlink:label="lab_dei_EntityAddressCityOrTown" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Address, City or Town</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressCityOrTown"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityAddressCityOrTown" xlink:to="lab_dei_EntityAddressCityOrTown" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember_7b90912b-338d-4ebc-b77c-2906df2ee735_terseLabel_en-US" xlink:label="lab_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest in net servicing cash flows</link:label>
    <link:label id="lab_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember_label_en-US" xlink:label="lab_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Excess Spread Agreements, Recognized Through Earnings [Member]</link:label>
    <link:label id="lab_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember_documentation_en-US" xlink:label="lab_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Excess Spread Agreements, Recognized Through Earnings</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember" xlink:href="nly-20221231.xsd#nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember" xlink:to="lab_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MinorityInterest_464ec9d8-b796-4e69-beaf-6805a57e0269_terseLabel_en-US" xlink:label="lab_us-gaap_MinorityInterest" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncontrolling interests</link:label>
    <link:label id="lab_us-gaap_MinorityInterest_label_en-US" xlink:label="lab_us-gaap_MinorityInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stockholders' Equity Attributable to Noncontrolling Interest</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MinorityInterest" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MinorityInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MinorityInterest" xlink:to="lab_us-gaap_MinorityInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StatementOfFinancialPositionAbstract_bac3a503-d383-4090-a78c-12cca175a4c2_terseLabel_en-US" xlink:label="lab_us-gaap_StatementOfFinancialPositionAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement of Financial Position [Abstract]</link:label>
    <link:label id="lab_us-gaap_StatementOfFinancialPositionAbstract_label_en-US" xlink:label="lab_us-gaap_StatementOfFinancialPositionAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement of Financial Position [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementOfFinancialPositionAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementOfFinancialPositionAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StatementOfFinancialPositionAbstract" xlink:to="lab_us-gaap_StatementOfFinancialPositionAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022NQM8Member_a50d43d1-c43e-484d-9979-c3b68fab1793_terseLabel_en-US" xlink:label="lab_nly_OBX2022NQM8Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM8</link:label>
    <link:label id="lab_nly_OBX2022NQM8Member_label_en-US" xlink:label="lab_nly_OBX2022NQM8Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM8 [Member]</link:label>
    <link:label id="lab_nly_OBX2022NQM8Member_documentation_en-US" xlink:label="lab_nly_OBX2022NQM8Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM8</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM8Member" xlink:href="nly-20221231.xsd#nly_OBX2022NQM8Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022NQM8Member" xlink:to="lab_nly_OBX2022NQM8Member" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_UnrealizedGainLossOnDerivatives_0ac5f001-e61b-4511-9031-615ab0c0aa1c_terseLabel_en-US" xlink:label="lab_us-gaap_UnrealizedGainLossOnDerivatives" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrealized gains (losses) on interest rate swaps</link:label>
    <link:label id="lab_us-gaap_UnrealizedGainLossOnDerivatives_414558df-41ba-418f-9530-56f3e1174c3e_verboseLabel_en-US" xlink:label="lab_us-gaap_UnrealizedGainLossOnDerivatives" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrealized Gain (Loss)</link:label>
    <link:label id="lab_us-gaap_UnrealizedGainLossOnDerivatives_label_en-US" xlink:label="lab_us-gaap_UnrealizedGainLossOnDerivatives" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrealized Gain (Loss) on Derivatives</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnrealizedGainLossOnDerivatives" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnrealizedGainLossOnDerivatives"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_UnrealizedGainLossOnDerivatives" xlink:to="lab_us-gaap_UnrealizedGainLossOnDerivatives" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageServicingRightsSilosMember_9a8a8471-2ecf-4b7e-aeb4-a72fa128f8fa_terseLabel_en-US" xlink:label="lab_nly_MortgageServicingRightsSilosMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">MSR VIE</link:label>
    <link:label id="lab_nly_MortgageServicingRightsSilosMember_label_en-US" xlink:label="lab_nly_MortgageServicingRightsSilosMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights Silos [Member]</link:label>
    <link:label id="lab_nly_MortgageServicingRightsSilosMember_documentation_en-US" xlink:label="lab_nly_MortgageServicingRightsSilosMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights Silos [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsSilosMember" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsSilosMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageServicingRightsSilosMember" xlink:to="lab_nly_MortgageServicingRightsSilosMember" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_AuditorName_6a6179dd-e433-45d9-ba92-ea67b0bc88f6_terseLabel_en-US" xlink:label="lab_dei_AuditorName" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Auditor Name</link:label>
    <link:label id="lab_dei_AuditorName_label_en-US" xlink:label="lab_dei_AuditorName" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Auditor Name</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AuditorName" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AuditorName"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_AuditorName" xlink:to="lab_dei_AuditorName" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_RepurchaseAgreementsWeightedAverageRates_fe8eb32c-a17e-42ac-957a-671ab112b6b7_terseLabel_en-US" xlink:label="lab_nly_RepurchaseAgreementsWeightedAverageRates" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average Rate&#160;&#160;</link:label>
    <link:label id="lab_nly_RepurchaseAgreementsWeightedAverageRates_label_en-US" xlink:label="lab_nly_RepurchaseAgreementsWeightedAverageRates" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements Weighted Average Rates</link:label>
    <link:label id="lab_nly_RepurchaseAgreementsWeightedAverageRates_documentation_en-US" xlink:label="lab_nly_RepurchaseAgreementsWeightedAverageRates" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted average rate of repurchase agreements.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RepurchaseAgreementsWeightedAverageRates" xlink:href="nly-20221231.xsd#nly_RepurchaseAgreementsWeightedAverageRates"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_RepurchaseAgreementsWeightedAverageRates" xlink:to="lab_nly_RepurchaseAgreementsWeightedAverageRates" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock_e4aa3e4f-c580-4188-808e-279f2c7b7522_terseLabel_en-US" xlink:label="lab_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">MORTGAGE SERVICING RIGHTS</link:label>
    <link:label id="lab_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock_label_en-US" xlink:label="lab_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Transfers and Servicing of Financial Assets [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock" xlink:to="lab_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions_dda5dde7-5ad7-499d-94f2-ffa2322db5f1_terseLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Changes in valuation inputs or assumptions</link:label>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions_label_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Asset at Fair Value, Changes in Fair Value Resulting from Changes in Valuation Inputs or Changes in Assumptions</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions" xlink:to="lab_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1_2430c315-95c6-4b67-beae-3822495ceefc_terseLabel_en-US" xlink:label="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted average remaining contractual term, expected to vest</link:label>
    <link:label id="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1_label_en-US" xlink:label="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share-Based Compensation Arrangement by Share-Based Payment Award, Options, Vested and Expected to Vest, Exercisable, Weighted Average Remaining Contractual Term</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1" xlink:to="lab_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable_1814f55f-b0d8-4b12-b9a7-6e5d8f1af873_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments and Hedging Activities Disclosures [Table]</link:label>
    <link:label id="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable_label_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments and Hedging Activities Disclosures [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable" xlink:to="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DisposalGroupClassificationAxis_368b9829-5cf0-40b4-93ff-0ba233e281f6_terseLabel_en-US" xlink:label="lab_us-gaap_DisposalGroupClassificationAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group Classification [Axis]</link:label>
    <link:label id="lab_us-gaap_DisposalGroupClassificationAxis_label_en-US" xlink:label="lab_us-gaap_DisposalGroupClassificationAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group Classification [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis" xlink:to="lab_us-gaap_DisposalGroupClassificationAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_VariableInterestEntityDisclosureTextBlock_84b9b000-63ae-4950-a0c9-ad052c1a5ee7_terseLabel_en-US" xlink:label="lab_us-gaap_VariableInterestEntityDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">VARIABLE INTEREST ENTITIES</link:label>
    <link:label id="lab_us-gaap_VariableInterestEntityDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_VariableInterestEntityDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_VariableInterestEntityDisclosureTextBlock" xlink:to="lab_us-gaap_VariableInterestEntityDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy_aff4a460-0aeb-44fc-a2b3-a3ab52493cce_terseLabel_en-US" xlink:label="lab_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential</link:label>
    <link:label id="lab_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy_label_en-US" xlink:label="lab_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Banking Activity [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy" xlink:to="lab_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeLiabilityNotionalAmount_98bcc2e9-19ce-4ce7-91c6-8eda8cb1fdad_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_DerivativeLiabilityNotionalAmount" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Notional</link:label>
    <link:label id="lab_us-gaap_DerivativeLiabilityNotionalAmount_label_en-US" xlink:label="lab_us-gaap_DerivativeLiabilityNotionalAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Liability, Notional Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilityNotionalAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilityNotionalAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeLiabilityNotionalAmount" xlink:to="lab_us-gaap_DerivativeLiabilityNotionalAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LondonInterbankOfferedRateLIBORMember_8d571f99-339b-40aa-b59d-e7b491b16b1d_terseLabel_en-US" xlink:label="lab_us-gaap_LondonInterbankOfferedRateLIBORMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">LIBOR</link:label>
    <link:label id="lab_us-gaap_LondonInterbankOfferedRateLIBORMember_label_en-US" xlink:label="lab_us-gaap_LondonInterbankOfferedRateLIBORMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">London Interbank Offered Rate (LIBOR) [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LondonInterbankOfferedRateLIBORMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LondonInterbankOfferedRateLIBORMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LondonInterbankOfferedRateLIBORMember" xlink:to="lab_us-gaap_LondonInterbankOfferedRateLIBORMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ScheduleOfInvestmentGroupsTableTextBlock_21c7e0b0-f27d-43e8-adfa-bc13e1990435_terseLabel_en-US" xlink:label="lab_nly_ScheduleOfInvestmentGroupsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Investment Groups</link:label>
    <link:label id="lab_nly_ScheduleOfInvestmentGroupsTableTextBlock_label_en-US" xlink:label="lab_nly_ScheduleOfInvestmentGroupsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule Of Investment Groups [Table Text Block]</link:label>
    <link:label id="lab_nly_ScheduleOfInvestmentGroupsTableTextBlock_documentation_en-US" xlink:label="lab_nly_ScheduleOfInvestmentGroupsTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule Of Investment Groups [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfInvestmentGroupsTableTextBlock" xlink:href="nly-20221231.xsd#nly_ScheduleOfInvestmentGroupsTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ScheduleOfInvestmentGroupsTableTextBlock" xlink:to="lab_nly_ScheduleOfInvestmentGroupsTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SubsequentEventsAbstract_23301e43-88be-4902-b4ac-a90697e05b2b_terseLabel_en-US" xlink:label="lab_us-gaap_SubsequentEventsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Events [Abstract]</link:label>
    <link:label id="lab_us-gaap_SubsequentEventsAbstract_label_en-US" xlink:label="lab_us-gaap_SubsequentEventsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Subsequent Events [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SubsequentEventsAbstract" xlink:to="lab_us-gaap_SubsequentEventsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock_dc972b64-d30e-41df-941a-865589a435e5_verboseLabel_en-US" xlink:label="lab_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SECURITIES</link:label>
    <link:label id="lab_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments in Debt and Marketable Equity Securities (and Certain Trading Assets) Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock" xlink:to="lab_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell_7f3af043-e0c4-4822-a7df-8416f0b1fe56_terseLabel_en-US" xlink:label="lab_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reverse repurchase agreements</link:label>
    <link:label id="lab_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell_label_en-US" xlink:label="lab_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income, Securities Purchased under Agreements to Resell</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell" xlink:to="lab_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_CorporateDebtHeldForInvestmentMember_2578e4d0-c519-4600-a473-0f86954fa8f6_terseLabel_en-US" xlink:label="lab_nly_CorporateDebtHeldForInvestmentMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Corporate debt, held for investment</link:label>
    <link:label id="lab_nly_CorporateDebtHeldForInvestmentMember_label_en-US" xlink:label="lab_nly_CorporateDebtHeldForInvestmentMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Corporate Debt, Held For Investment [Member]</link:label>
    <link:label id="lab_nly_CorporateDebtHeldForInvestmentMember_documentation_en-US" xlink:label="lab_nly_CorporateDebtHeldForInvestmentMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Corporate Debt, Held For Investment [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CorporateDebtHeldForInvestmentMember" xlink:href="nly-20221231.xsd#nly_CorporateDebtHeldForInvestmentMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_CorporateDebtHeldForInvestmentMember" xlink:to="lab_nly_CorporateDebtHeldForInvestmentMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AmortizationOfIntangibleAssets_9f3bab35-d307-404d-a99f-9ec75db66c25_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_AmortizationOfIntangibleAssets" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Less: amortization expense</link:label>
    <link:label id="lab_us-gaap_AmortizationOfIntangibleAssets_label_en-US" xlink:label="lab_us-gaap_AmortizationOfIntangibleAssets" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amortization of Intangible Assets</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AmortizationOfIntangibleAssets" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AmortizationOfIntangibleAssets"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AmortizationOfIntangibleAssets" xlink:to="lab_us-gaap_AmortizationOfIntangibleAssets" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree_6ec1cc42-11d8-4831-b926-fdefd07f8b51_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2025</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Lease, Liability, to be Paid, Year Three</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree" xlink:to="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PreferredStockDividendRatePercentageBasisSpread_c44e2f50-90d2-4b53-8280-6e13c22b6115_terseLabel_en-US" xlink:label="lab_nly_PreferredStockDividendRatePercentageBasisSpread" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Floating Annual Rate</link:label>
    <link:label id="lab_nly_PreferredStockDividendRatePercentageBasisSpread_label_en-US" xlink:label="lab_nly_PreferredStockDividendRatePercentageBasisSpread" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Dividend Rate, Percentage, Basis Spread</link:label>
    <link:label id="lab_nly_PreferredStockDividendRatePercentageBasisSpread_documentation_en-US" xlink:label="lab_nly_PreferredStockDividendRatePercentageBasisSpread" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Dividend Rate, Percentage, Basis Spread</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PreferredStockDividendRatePercentageBasisSpread" xlink:href="nly-20221231.xsd#nly_PreferredStockDividendRatePercentageBasisSpread"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PreferredStockDividendRatePercentageBasisSpread" xlink:to="lab_nly_PreferredStockDividendRatePercentageBasisSpread" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_030fe4b4-7835-4a0d-ae42-a3d41b752c2c_terseLabel_en-US" xlink:label="lab_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</link:label>
    <link:label id="lab_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_label_en-US" xlink:label="lab_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]</link:label>
    <link:label id="lab_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_documentation_en-US" xlink:label="lab_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:href="nly-20221231.xsd#nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:to="lab_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ConcentrationRiskTypeDomain_d8adc380-a198-4b17-ad7a-d2080992af07_terseLabel_en-US" xlink:label="lab_us-gaap_ConcentrationRiskTypeDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Concentration Risk Type [Domain]</link:label>
    <link:label id="lab_us-gaap_ConcentrationRiskTypeDomain_label_en-US" xlink:label="lab_us-gaap_ConcentrationRiskTypeDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Concentration Risk Type [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskTypeDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskTypeDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ConcentrationRiskTypeDomain" xlink:to="lab_us-gaap_ConcentrationRiskTypeDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DerivativePortfolioExpirationPeriod_7e129983-e3be-484f-9292-9a98bc6f0967_terseLabel_en-US" xlink:label="lab_nly_DerivativePortfolioExpirationPeriod" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average Months to Expiration</link:label>
    <link:label id="lab_nly_DerivativePortfolioExpirationPeriod_label_en-US" xlink:label="lab_nly_DerivativePortfolioExpirationPeriod" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Portfolio Expiration Period</link:label>
    <link:label id="lab_nly_DerivativePortfolioExpirationPeriod_documentation_en-US" xlink:label="lab_nly_DerivativePortfolioExpirationPeriod" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Portfolio Expiration Period</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativePortfolioExpirationPeriod" xlink:href="nly-20221231.xsd#nly_DerivativePortfolioExpirationPeriod"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DerivativePortfolioExpirationPeriod" xlink:to="lab_nly_DerivativePortfolioExpirationPeriod" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockholdersEquity_59050fed-4381-48e1-a685-fd0d5def2a03_totalLabel_en-US" xlink:label="lab_us-gaap_StockholdersEquity" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total stockholders&#8217; equity</link:label>
    <link:label id="lab_us-gaap_StockholdersEquity_label_en-US" xlink:label="lab_us-gaap_StockholdersEquity" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stockholders' Equity Attributable to Parent</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquity"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockholdersEquity" xlink:to="lab_us-gaap_StockholdersEquity" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock_48b13064-8264-497b-8c32-e5a9fbedf2cb_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">DERIVATIVE INSTRUMENTS</link:label>
    <link:label id="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments and Hedging Activities Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock" xlink:to="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancingReceivablePortfolioSegmentDomain_2eac472a-fdd6-4a69-acdd-badc88aaaa5b_terseLabel_en-US" xlink:label="lab_us-gaap_FinancingReceivablePortfolioSegmentDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable Portfolio Segment [Domain]</link:label>
    <link:label id="lab_us-gaap_FinancingReceivablePortfolioSegmentDomain_label_en-US" xlink:label="lab_us-gaap_FinancingReceivablePortfolioSegmentDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable Portfolio Segment [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivablePortfolioSegmentDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain" xlink:to="lab_us-gaap_FinancingReceivablePortfolioSegmentDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RepurchaseAgreementsMember_9ebf1dad-36cf-4d59-9d95-8f4dd8c0202c_terseLabel_en-US" xlink:label="lab_us-gaap_RepurchaseAgreementsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase agreements</link:label>
    <link:label id="lab_us-gaap_RepurchaseAgreementsMember_label_en-US" xlink:label="lab_us-gaap_RepurchaseAgreementsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepurchaseAgreementsMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RepurchaseAgreementsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RepurchaseAgreementsMember" xlink:to="lab_us-gaap_RepurchaseAgreementsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommercialMortgageBackedSecuritiesMember_87ab9a00-ba04-4e92-9872-497447dd70ab_terseLabel_en-US" xlink:label="lab_us-gaap_CommercialMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial securities</link:label>
    <link:label id="lab_us-gaap_CommercialMortgageBackedSecuritiesMember_dc75532d-db72-4365-97b6-f40998c86f05_verboseLabel_en-US" xlink:label="lab_us-gaap_CommercialMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial mortgage-backed securities</link:label>
    <link:label id="lab_us-gaap_CommercialMortgageBackedSecuritiesMember_label_en-US" xlink:label="lab_us-gaap_CommercialMortgageBackedSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Commercial Mortgage-Backed Securities [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommercialMortgageBackedSecuritiesMember" xlink:to="lab_us-gaap_CommercialMortgageBackedSecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction_22a10baa-7fca-4004-8659-b9c0db2a26c3_terseLabel_en-US" xlink:label="lab_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of stock, shares issued (in shares)</link:label>
    <link:label id="lab_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction_label_en-US" xlink:label="lab_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of Stock, Number of Shares Issued in Transaction</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction" xlink:to="lab_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBX2022NQM7Member_f41ed8ea-ad55-4326-a8a4-0544a665e7ff_terseLabel_en-US" xlink:label="lab_nly_OBX2022NQM7Member" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM7</link:label>
    <link:label id="lab_nly_OBX2022NQM7Member_label_en-US" xlink:label="lab_nly_OBX2022NQM7Member" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM7 [Member]</link:label>
    <link:label id="lab_nly_OBX2022NQM7Member_documentation_en-US" xlink:label="lab_nly_OBX2022NQM7Member" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX 2022-NQM7</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM7Member" xlink:href="nly-20221231.xsd#nly_OBX2022NQM7Member"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBX2022NQM7Member" xlink:to="lab_nly_OBX2022NQM7Member" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt_d4d6ef46-a647-45fc-85b9-1826f31f35bf_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from sales of securities</link:label>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt_label_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Sale of Debt Securities, Available-for-Sale</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt" xlink:to="lab_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsOfDividends_275b7978-0000-45bf-9c45-c8994b63ad29_negatedLabel_en-US" xlink:label="lab_us-gaap_PaymentsOfDividends" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends paid</link:label>
    <link:label id="lab_us-gaap_PaymentsOfDividends_label_en-US" xlink:label="lab_us-gaap_PaymentsOfDividends" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments of Dividends</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfDividends" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsOfDividends"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsOfDividends" xlink:to="lab_us-gaap_PaymentsOfDividends" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RetainedEarningsMember_af99e1f1-4172-4a76-8ab2-a71de65c3543_terseLabel_en-US" xlink:label="lab_us-gaap_RetainedEarningsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accumulated deficit</link:label>
    <link:label id="lab_us-gaap_RetainedEarningsMember_label_en-US" xlink:label="lab_us-gaap_RetainedEarningsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Retained Earnings [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedEarningsMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RetainedEarningsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RetainedEarningsMember" xlink:to="lab_us-gaap_RetainedEarningsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DividendsCommonStockCash_ad665f6e-a8fb-4e8e-a33f-48ed80ed9934_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_DividendsCommonStockCash" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends and dividend equivalents declared on common stock and stock-based awards</link:label>
    <link:label id="lab_us-gaap_DividendsCommonStockCash_0b516539-2b1b-4625-9f86-87b12f7124ab_terseLabel_en-US" xlink:label="lab_us-gaap_DividendsCommonStockCash" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends and dividend equivalents declared on common stock and share-based awards</link:label>
    <link:label id="lab_us-gaap_DividendsCommonStockCash_label_en-US" xlink:label="lab_us-gaap_DividendsCommonStockCash" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends, Common Stock, Cash</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsCommonStockCash" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsCommonStockCash"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DividendsCommonStockCash" xlink:to="lab_us-gaap_DividendsCommonStockCash" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommonStockMember_6749659f-43c9-403c-89f9-f93c4a4b33d0_terseLabel_en-US" xlink:label="lab_us-gaap_CommonStockMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, par value $0.01 per share</link:label>
    <link:label id="lab_us-gaap_CommonStockMember_c8f68ac6-ae9e-4bcf-8962-f3cd7748be74_verboseLabel_en-US" xlink:label="lab_us-gaap_CommonStockMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common stock</link:label>
    <link:label id="lab_us-gaap_CommonStockMember_label_en-US" xlink:label="lab_us-gaap_CommonStockMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommonStockMember" xlink:to="lab_us-gaap_CommonStockMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ServicingAndRelatedExpense_83e82861-6c95-436d-a598-41a2f599df9c_terseLabel_en-US" xlink:label="lab_nly_ServicingAndRelatedExpense" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing and related expense</link:label>
    <link:label id="lab_nly_ServicingAndRelatedExpense_label_en-US" xlink:label="lab_nly_ServicingAndRelatedExpense" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing and Related Expense</link:label>
    <link:label id="lab_nly_ServicingAndRelatedExpense_documentation_en-US" xlink:label="lab_nly_ServicingAndRelatedExpense" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing and Related Expense</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ServicingAndRelatedExpense" xlink:href="nly-20221231.xsd#nly_ServicingAndRelatedExpense"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ServicingAndRelatedExpense" xlink:to="lab_nly_ServicingAndRelatedExpense" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StatementTable_1550ba7b-6393-4cd0-ac95-6dc7100d8deb_terseLabel_en-US" xlink:label="lab_us-gaap_StatementTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement [Table]</link:label>
    <link:label id="lab_us-gaap_StatementTable_label_en-US" xlink:label="lab_us-gaap_StatementTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StatementTable" xlink:to="lab_us-gaap_StatementTable" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_MortgageLoansOnRealEstateLineItems_504ebeeb-b382-4438-bc92-011bc14a180a_terseLabel_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</link:label>
    <link:label id="lab_srt_MortgageLoansOnRealEstateLineItems_label_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems" xlink:to="lab_srt_MortgageLoansOnRealEstateLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock_b6881732-80d8-4c0b-8eae-51fa997ca19c_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs</link:label>
    <link:label id="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock_label_en-US" xlink:label="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Measurement Inputs and Valuation Techniques [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock" xlink:to="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_RangeAxis_894253e1-0e90-416f-a49b-dc4d211eef77_terseLabel_en-US" xlink:label="lab_srt_RangeAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statistical Measurement [Axis]</link:label>
    <link:label id="lab_srt_RangeAxis_label_en-US" xlink:label="lab_srt_RangeAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statistical Measurement [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_RangeAxis" xlink:to="lab_srt_RangeAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_TreasuryStockSharesAcquired_034d713b-7273-4a16-b2fe-fd0dbdba2ceb_terseLabel_en-US" xlink:label="lab_us-gaap_TreasuryStockSharesAcquired" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Shares repurchased (in shares)</link:label>
    <link:label id="lab_us-gaap_TreasuryStockSharesAcquired_label_en-US" xlink:label="lab_us-gaap_TreasuryStockSharesAcquired" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Treasury Stock, Shares, Acquired</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TreasuryStockSharesAcquired" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TreasuryStockSharesAcquired"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_TreasuryStockSharesAcquired" xlink:to="lab_us-gaap_TreasuryStockSharesAcquired" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RelatedPartyTransactionAxis_3ab4cb58-9b8c-4a60-867f-5739d4dfdaf8_terseLabel_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Related Party Transaction [Axis]</link:label>
    <link:label id="lab_us-gaap_RelatedPartyTransactionAxis_label_en-US" xlink:label="lab_us-gaap_RelatedPartyTransactionAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Related Party Transaction [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RelatedPartyTransactionAxis" xlink:to="lab_us-gaap_RelatedPartyTransactionAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_bf005aaa-a70b-42eb-ad5d-e7761bf1f499_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group Name [Axis]</link:label>
    <link:label id="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_label_en-US" xlink:label="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group Name [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis" xlink:to="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StatementEquityComponentsAxis_a45ad9c5-b1ef-4342-bf5a-0c522702af07_terseLabel_en-US" xlink:label="lab_us-gaap_StatementEquityComponentsAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity Components [Axis]</link:label>
    <link:label id="lab_us-gaap_StatementEquityComponentsAxis_label_en-US" xlink:label="lab_us-gaap_StatementEquityComponentsAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity Components [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementEquityComponentsAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementEquityComponentsAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StatementEquityComponentsAxis" xlink:to="lab_us-gaap_StatementEquityComponentsAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DividendsPayableTable_b802bd6f-db0f-4c29-b331-b11a17f63f9b_terseLabel_en-US" xlink:label="lab_us-gaap_DividendsPayableTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends Payable [Table]</link:label>
    <link:label id="lab_us-gaap_DividendsPayableTable_label_en-US" xlink:label="lab_us-gaap_DividendsPayableTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Dividends Payable [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DividendsPayableTable" xlink:to="lab_us-gaap_DividendsPayableTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR_05dae362-ca2b-4ed7-8855-afbc61fe6eef_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from sales of MSR</link:label>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR_label_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Sale of Mortgage Servicing Rights (MSR)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR" xlink:to="lab_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DerivativeInstrumentsMinimumMaturityPeriod_ecdd1725-07cd-4f1b-826a-8d622cfadcda_verboseLabel_en-US" xlink:label="lab_nly_DerivativeInstrumentsMinimumMaturityPeriod" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Minimum Maturity Period</link:label>
    <link:label id="lab_nly_DerivativeInstrumentsMinimumMaturityPeriod_label_en-US" xlink:label="lab_nly_DerivativeInstrumentsMinimumMaturityPeriod" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments Minimum Maturity Period</link:label>
    <link:label id="lab_nly_DerivativeInstrumentsMinimumMaturityPeriod_documentation_en-US" xlink:label="lab_nly_DerivativeInstrumentsMinimumMaturityPeriod" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative instruments minimum maturity period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeInstrumentsMinimumMaturityPeriod" xlink:href="nly-20221231.xsd#nly_DerivativeInstrumentsMinimumMaturityPeriod"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DerivativeInstrumentsMinimumMaturityPeriod" xlink:to="lab_nly_DerivativeInstrumentsMinimumMaturityPeriod" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StatementLineItems_5f1f2e51-8a11-46ab-9e09-917c05ffd09c_terseLabel_en-US" xlink:label="lab_us-gaap_StatementLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement [Line Items]</link:label>
    <link:label id="lab_us-gaap_StatementLineItems_label_en-US" xlink:label="lab_us-gaap_StatementLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StatementLineItems" xlink:to="lab_us-gaap_StatementLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NonoperatingIncomeExpense_e21a843f-d1af-4ca2-87a7-25a99066eb30_totalLabel_en-US" xlink:label="lab_us-gaap_NonoperatingIncomeExpense" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total other income (loss)</link:label>
    <link:label id="lab_us-gaap_NonoperatingIncomeExpense_label_en-US" xlink:label="lab_us-gaap_NonoperatingIncomeExpense" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Nonoperating Income (Expense)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NonoperatingIncomeExpense" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NonoperatingIncomeExpense"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NonoperatingIncomeExpense" xlink:to="lab_us-gaap_NonoperatingIncomeExpense" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_VariableRateDomain_eda07f69-803e-4a2c-9749-6864010c6097_terseLabel_en-US" xlink:label="lab_us-gaap_VariableRateDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Rate [Domain]</link:label>
    <link:label id="lab_us-gaap_VariableRateDomain_label_en-US" xlink:label="lab_us-gaap_VariableRateDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Rate [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableRateDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_VariableRateDomain" xlink:to="lab_us-gaap_VariableRateDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount_a9a8629e-684e-4617-ad0c-84eb62f36a2f_terseLabel_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Contractual principal amount of debt held by third parties</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount_label_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized Debt Of Consolidated VIE, Contractual Principal Amount</link:label>
    <link:label id="lab_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount_documentation_en-US" xlink:label="lab_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securitized Debt Of Consolidated VIE, Contractual Principal Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" xlink:to="lab_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_EPSBasicAndDilutedAbstract_d7f4f0ef-b787-4c83-b706-47d7519d59ca_terseLabel_en-US" xlink:label="lab_nly_EPSBasicAndDilutedAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss) per share available (related) to common share</link:label>
    <link:label id="lab_nly_EPSBasicAndDilutedAbstract_label_en-US" xlink:label="lab_nly_EPSBasicAndDilutedAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">EPS, Basic and Diluted [Abstract]</link:label>
    <link:label id="lab_nly_EPSBasicAndDilutedAbstract_documentation_en-US" xlink:label="lab_nly_EPSBasicAndDilutedAbstract" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">EPS, Basic and Diluted</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_EPSBasicAndDilutedAbstract" xlink:href="nly-20221231.xsd#nly_EPSBasicAndDilutedAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_EPSBasicAndDilutedAbstract" xlink:to="lab_nly_EPSBasicAndDilutedAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GoodwillDisclosureTextBlock_dbca6c1c-ed8e-4f85-8fd9-61b3538b9f8e_terseLabel_en-US" xlink:label="lab_us-gaap_GoodwillDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">GOODWILL AND INTANGIBLE ASSETS</link:label>
    <link:label id="lab_us-gaap_GoodwillDisclosureTextBlock_label_en-US" xlink:label="lab_us-gaap_GoodwillDisclosureTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Goodwill Disclosure [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillDisclosureTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillDisclosureTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GoodwillDisclosureTextBlock" xlink:to="lab_us-gaap_GoodwillDisclosureTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OperatingLeaseRightOfUseAsset_20aa782a-672c-4c71-98ed-1c6fe44d45b9_terseLabel_en-US" xlink:label="lab_us-gaap_OperatingLeaseRightOfUseAsset" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating lease right-of-use assets</link:label>
    <link:label id="lab_us-gaap_OperatingLeaseRightOfUseAsset_label_en-US" xlink:label="lab_us-gaap_OperatingLeaseRightOfUseAsset" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Right-of-Use Asset</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseRightOfUseAsset" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseRightOfUseAsset"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OperatingLeaseRightOfUseAsset" xlink:to="lab_us-gaap_OperatingLeaseRightOfUseAsset" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_711699e4-aeb1-4a7e-a434-7777065cd0d8_negatedLabel_en-US" xlink:label="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrealized Losses</link:label>
    <link:label id="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_d908356a-9b72-47a8-8fca-60c26ac740f4_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gross unrealized losses</link:label>
    <link:label id="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_label_en-US" xlink:label="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale, Accumulated Gross Unrealized Loss, before Tax</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" xlink:to="lab_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AccumulatedOtherComprehensiveIncomeMember_9cca883c-3f54-4924-8384-f1c0cf21abd6_terseLabel_en-US" xlink:label="lab_us-gaap_AccumulatedOtherComprehensiveIncomeMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accumulated other comprehensive income (loss)</link:label>
    <link:label id="lab_us-gaap_AccumulatedOtherComprehensiveIncomeMember_label_en-US" xlink:label="lab_us-gaap_AccumulatedOtherComprehensiveIncomeMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">AOCI Attributable to Parent [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember" xlink:to="lab_us-gaap_AccumulatedOtherComprehensiveIncomeMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SummaryOfLoansInvestmentActivityTableTextBlock_5e3f92f1-7fd2-4a84-886f-0966dafc1990_terseLabel_en-US" xlink:label="lab_nly_SummaryOfLoansInvestmentActivityTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Loan Investment Activity</link:label>
    <link:label id="lab_nly_SummaryOfLoansInvestmentActivityTableTextBlock_label_en-US" xlink:label="lab_nly_SummaryOfLoansInvestmentActivityTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Summary Of Loans Investment Activity [Table Text Block]</link:label>
    <link:label id="lab_nly_SummaryOfLoansInvestmentActivityTableTextBlock_documentation_en-US" xlink:label="lab_nly_SummaryOfLoansInvestmentActivityTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Summary Of Loans Investment Activity [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SummaryOfLoansInvestmentActivityTableTextBlock" xlink:href="nly-20221231.xsd#nly_SummaryOfLoansInvestmentActivityTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SummaryOfLoansInvestmentActivityTableTextBlock" xlink:to="lab_nly_SummaryOfLoansInvestmentActivityTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EmployeeBenefitsAndShareBasedCompensation_9400e4c6-c1ca-4072-b016-73ba73d9f157_terseLabel_en-US" xlink:label="lab_us-gaap_EmployeeBenefitsAndShareBasedCompensation" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock based compensation expense</link:label>
    <link:label id="lab_us-gaap_EmployeeBenefitsAndShareBasedCompensation_label_en-US" xlink:label="lab_us-gaap_EmployeeBenefitsAndShareBasedCompensation" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Employee Benefits and Share-Based Compensation</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EmployeeBenefitsAndShareBasedCompensation" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EmployeeBenefitsAndShareBasedCompensation"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EmployeeBenefitsAndShareBasedCompensation" xlink:to="lab_us-gaap_EmployeeBenefitsAndShareBasedCompensation" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancingReceivablePortfolioSegmentAxis_bca7eeca-3bc2-4bf8-b53b-e226852b0c03_terseLabel_en-US" xlink:label="lab_us-gaap_FinancingReceivablePortfolioSegmentAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable Portfolio Segment [Axis]</link:label>
    <link:label id="lab_us-gaap_FinancingReceivablePortfolioSegmentAxis_label_en-US" xlink:label="lab_us-gaap_FinancingReceivablePortfolioSegmentAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable Portfolio Segment [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivablePortfolioSegmentAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivablePortfolioSegmentAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancingReceivablePortfolioSegmentAxis" xlink:to="lab_us-gaap_FinancingReceivablePortfolioSegmentAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds_fe154732-2f90-48da-b762-34b55ead3e53_terseLabel_en-US" xlink:label="lab_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Assets transferred or pledged to securitization vehicles</link:label>
    <link:label id="lab_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds_label_en-US" xlink:label="lab_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Transfers of Financial Assets Accounted for as Sale, Initial Fair Value of Assets Obtained as Proceeds</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds" xlink:to="lab_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_AuditorFirmId_8c12b326-873b-4df5-bec5-03e8cfa9d7c1_terseLabel_en-US" xlink:label="lab_dei_AuditorFirmId" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Auditor Firm ID</link:label>
    <link:label id="lab_dei_AuditorFirmId_label_en-US" xlink:label="lab_dei_AuditorFirmId" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Auditor Firm ID</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AuditorFirmId" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AuditorFirmId"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_AuditorFirmId" xlink:to="lab_dei_AuditorFirmId" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod_05ea95de-e942-448b-b582-cfe7908d491d_terseLabel_en-US" xlink:label="lab_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of stock, option to purchase additional shares, period</link:label>
    <link:label id="lab_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod_label_en-US" xlink:label="lab_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale Of Stock, Option To Purchase Additional Shares, Period</link:label>
    <link:label id="lab_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod_documentation_en-US" xlink:label="lab_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale Of Stock, Option To Purchase Additional Shares, Period</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod" xlink:href="nly-20221231.xsd#nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod" xlink:to="lab_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_DocumentTransitionReport_5401f1ad-f3d7-46ee-804c-fcdc3f8e2f30_terseLabel_en-US" xlink:label="lab_dei_DocumentTransitionReport" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Transition Report</link:label>
    <link:label id="lab_dei_DocumentTransitionReport_label_en-US" xlink:label="lab_dei_DocumentTransitionReport" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Transition Report</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentTransitionReport" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentTransitionReport"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_DocumentTransitionReport" xlink:to="lab_dei_DocumentTransitionReport" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued_744ee9b8-9bcb-4b99-900f-1f3fcf61dae2_negatedTerseLabel_en-US" xlink:label="lab_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal payments on participations issued</link:label>
    <link:label id="lab_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued_label_en-US" xlink:label="lab_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal Payments On Participation Mortgage Loans Issued</link:label>
    <link:label id="lab_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued_documentation_en-US" xlink:label="lab_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal Payments On Participation Mortgage Loans Issued</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued" xlink:href="nly-20221231.xsd#nly_PrincipalPaymentsOnParticipationMortgageLoansIssued"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued" xlink:to="lab_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_LocalPhoneNumber_0f43b8a5-ef64-463a-a899-a8880262f6d1_terseLabel_en-US" xlink:label="lab_dei_LocalPhoneNumber" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Local Phone Number</link:label>
    <link:label id="lab_dei_LocalPhoneNumber_label_en-US" xlink:label="lab_dei_LocalPhoneNumber" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Local Phone Number</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LocalPhoneNumber"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_LocalPhoneNumber" xlink:to="lab_dei_LocalPhoneNumber" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock_0b56c784-d547-4452-aa00-a3f5bc7aa405_terseLabel_en-US" xlink:label="lab_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Recent Accounting Pronouncements</link:label>
    <link:label id="lab_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">New Accounting Pronouncements, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock" xlink:to="lab_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_270f287c-db09-4d9f-bbbc-033ee974c1d6_terseLabel_en-US" xlink:label="lab_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Discontinued Operations, Disposed of by Sale</link:label>
    <link:label id="lab_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_label_en-US" xlink:label="lab_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Discontinued Operations, Disposed of by Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsDisposedOfBySaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember" xlink:to="lab_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets_01af3261-859f-42d5-902f-9f0f8caa6a6d_negatedLabel_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other assets</link:label>
    <link:label id="lab_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets_label_en-US" xlink:label="lab_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Increase (Decrease) in Prepaid Expense and Other Assets</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets" xlink:to="lab_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageServicingRightsIncrementalFacilityMember_926f9a5c-29f7-4048-a5e4-6be5d7249fc3_terseLabel_en-US" xlink:label="lab_nly_MortgageServicingRightsIncrementalFacilityMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights Incremental Facility</link:label>
    <link:label id="lab_nly_MortgageServicingRightsIncrementalFacilityMember_label_en-US" xlink:label="lab_nly_MortgageServicingRightsIncrementalFacilityMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights Incremental Facility [Member]</link:label>
    <link:label id="lab_nly_MortgageServicingRightsIncrementalFacilityMember_documentation_en-US" xlink:label="lab_nly_MortgageServicingRightsIncrementalFacilityMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights Incremental Facility</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsIncrementalFacilityMember" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsIncrementalFacilityMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageServicingRightsIncrementalFacilityMember" xlink:to="lab_nly_MortgageServicingRightsIncrementalFacilityMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OBXTrustMember_7c1778c5-c4e9-4e28-a7c6-f2d519cd4a27_terseLabel_en-US" xlink:label="lab_nly_OBXTrustMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX Trust</link:label>
    <link:label id="lab_nly_OBXTrustMember_label_en-US" xlink:label="lab_nly_OBXTrustMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX Trust [Member]</link:label>
    <link:label id="lab_nly_OBXTrustMember_documentation_en-US" xlink:label="lab_nly_OBXTrustMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">OBX Trust [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBXTrustMember" xlink:href="nly-20221231.xsd#nly_OBXTrustMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OBXTrustMember" xlink:to="lab_nly_OBXTrustMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract_baad019a-7030-41bd-a7e2-307f6b8eddc3_terseLabel_en-US" xlink:label="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted average number of common shares outstanding</link:label>
    <link:label id="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract_label_en-US" xlink:label="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average Number of Shares Outstanding Reconciliation [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract" xlink:to="lab_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_6b4e6812-dde3-4743-aeba-4957f0a1fe09_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]</link:label>
    <link:label id="lab_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_label_en-US" xlink:label="lab_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:to="lab_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment_2dc579a1-f0df-4c28-899d-fd29969cf7cb_terseLabel_en-US" xlink:label="lab_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment</link:label>
    <link:label id="lab_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment_label_en-US" xlink:label="lab_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net change in unrealized gain loss on available-for-sale securities and interest rate swaps, net of reclassification adjustment</link:label>
    <link:label id="lab_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment_documentation_en-US" xlink:label="lab_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The net change amount in unrealized (loss) gain on available-for-sale securities and interest rate swaps, net of reclassification adjustment.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" xlink:href="nly-20221231.xsd#nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" xlink:to="lab_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_2e0f85c2-3f91-4521-b335-a65b3c3a39ac_terseLabel_en-US" xlink:label="lab_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Adjustments to reconcile net income (loss) to net cash provided by (used in) operating&#160;activities</link:label>
    <link:label id="lab_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_label_en-US" xlink:label="lab_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Adjustments to Reconcile Net Income (Loss) to Cash Provided by (Used in) Operating Activities [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract" xlink:to="lab_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_UsTreasuryFuturesTwoYearMember_c7fb0e75-a873-4c01-98bf-4541525666f9_terseLabel_en-US" xlink:label="lab_nly_UsTreasuryFuturesTwoYearMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">U.S. Treasury futures - 2 year</link:label>
    <link:label id="lab_nly_UsTreasuryFuturesTwoYearMember_label_en-US" xlink:label="lab_nly_UsTreasuryFuturesTwoYearMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Us Treasury Futures, Two Year [Member]</link:label>
    <link:label id="lab_nly_UsTreasuryFuturesTwoYearMember_documentation_en-US" xlink:label="lab_nly_UsTreasuryFuturesTwoYearMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Us Treasury Futures, Two Year</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesTwoYearMember" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesTwoYearMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_UsTreasuryFuturesTwoYearMember" xlink:to="lab_nly_UsTreasuryFuturesTwoYearMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockParOrStatedValuePerShare_f4fd863b-8ec7-47c9-8036-9829dd765c15_terseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockParOrStatedValuePerShare" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, par value (in dollars per share)</link:label>
    <link:label id="lab_us-gaap_PreferredStockParOrStatedValuePerShare_label_en-US" xlink:label="lab_us-gaap_PreferredStockParOrStatedValuePerShare" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Par or Stated Value Per Share</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockParOrStatedValuePerShare" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockParOrStatedValuePerShare"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockParOrStatedValuePerShare" xlink:to="lab_us-gaap_PreferredStockParOrStatedValuePerShare" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AuditInformationAbstract_label_en-US" xlink:label="lab_nly_AuditInformationAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Audit Information [Abstract]</link:label>
    <link:label id="lab_nly_AuditInformationAbstract_documentation_en-US" xlink:label="lab_nly_AuditInformationAbstract" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Audit Information [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AuditInformationAbstract" xlink:href="nly-20221231.xsd#nly_AuditInformationAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AuditInformationAbstract" xlink:to="lab_nly_AuditInformationAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour_cd39009e-cd02-41f2-acf4-03a2abcb2983_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2026</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Lease, Liability, to be Paid, Year Four</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour" xlink:to="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeStatementAbstract_87b98a4b-e26e-4d5b-a8cc-2402988a2555_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeStatementAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Statement [Abstract]</link:label>
    <link:label id="lab_us-gaap_IncomeStatementAbstract_label_en-US" xlink:label="lab_us-gaap_IncomeStatementAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Statement [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeStatementAbstract" xlink:to="lab_us-gaap_IncomeStatementAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AdditionalPaidInCapitalMember_d50ca27c-1694-4473-a7cc-7ce052c2eb28_terseLabel_en-US" xlink:label="lab_us-gaap_AdditionalPaidInCapitalMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Additional paid-in capital</link:label>
    <link:label id="lab_us-gaap_AdditionalPaidInCapitalMember_label_en-US" xlink:label="lab_us-gaap_AdditionalPaidInCapitalMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Additional Paid-in Capital [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdditionalPaidInCapitalMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdditionalPaidInCapitalMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AdditionalPaidInCapitalMember" xlink:to="lab_us-gaap_AdditionalPaidInCapitalMember" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_DocumentFiscalPeriodFocus_faab8e15-db31-4112-92e0-a03f9f1e4347_terseLabel_en-US" xlink:label="lab_dei_DocumentFiscalPeriodFocus" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Fiscal Period Focus</link:label>
    <link:label id="lab_dei_DocumentFiscalPeriodFocus_label_en-US" xlink:label="lab_dei_DocumentFiscalPeriodFocus" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Document Fiscal Period Focus</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentFiscalPeriodFocus" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentFiscalPeriodFocus"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_DocumentFiscalPeriodFocus" xlink:to="lab_dei_DocumentFiscalPeriodFocus" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember_ac810dcc-fe87-44b0-9c6f-b5e00dd7be6e_terseLabel_en-US" xlink:label="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Beginning of period - adjusted</link:label>
    <link:label id="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember_label_en-US" xlink:label="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cumulative Effect, Period of Adoption, Adjusted Balance [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember" xlink:to="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeLineItems_1c60bec9-2b0f-4a64-bb64-728defe47f3a_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative [Line Items]</link:label>
    <link:label id="lab_us-gaap_DerivativeLineItems_label_en-US" xlink:label="lab_us-gaap_DerivativeLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeLineItems" xlink:to="lab_us-gaap_DerivativeLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_beeee56e-d715-4e33-b230-6ab32e29d2b7_terseLabel_en-US" xlink:label="lab_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Diluted (in shares)</link:label>
    <link:label id="lab_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_0ff9095a-9914-4af2-bff1-68299b430100_totalLabel_en-US" xlink:label="lab_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted average shares of common stock outstanding-diluted (in shares)</link:label>
    <link:label id="lab_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_label_en-US" xlink:label="lab_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average Number of Shares Outstanding, Diluted</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding" xlink:to="lab_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MeasurementInputPrepaymentRateMember_1eeeaa7b-8f85-42d8-81c3-dec682c3f824_terseLabel_en-US" xlink:label="lab_us-gaap_MeasurementInputPrepaymentRateMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Prepayment rate</link:label>
    <link:label id="lab_us-gaap_MeasurementInputPrepaymentRateMember_label_en-US" xlink:label="lab_us-gaap_MeasurementInputPrepaymentRateMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Input, Prepayment Rate [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputPrepaymentRateMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputPrepaymentRateMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MeasurementInputPrepaymentRateMember" xlink:to="lab_us-gaap_MeasurementInputPrepaymentRateMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SeriesIPreferredStockMember_bfe84c21-5637-4d6f-9eb0-7193306316ea_terseLabel_en-US" xlink:label="lab_nly_SeriesIPreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Series I</link:label>
    <link:label id="lab_nly_SeriesIPreferredStockMember_label_en-US" xlink:label="lab_nly_SeriesIPreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Series I Preferred Stock [Member]</link:label>
    <link:label id="lab_nly_SeriesIPreferredStockMember_documentation_en-US" xlink:label="lab_nly_SeriesIPreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Series I Preferred Stock [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SeriesIPreferredStockMember" xlink:href="nly-20221231.xsd#nly_SeriesIPreferredStockMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SeriesIPreferredStockMember" xlink:to="lab_nly_SeriesIPreferredStockMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MaturityOver119DaysMember_eabfb423-eac2-4c69-9de8-ba016b8334e1_terseLabel_en-US" xlink:label="lab_nly_MaturityOver119DaysMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Over 119 days</link:label>
    <link:label id="lab_nly_MaturityOver119DaysMember_label_en-US" xlink:label="lab_nly_MaturityOver119DaysMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Over 119 Days [Member]</link:label>
    <link:label id="lab_nly_MaturityOver119DaysMember_documentation_en-US" xlink:label="lab_nly_MaturityOver119DaysMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Period of maturity for a group of securities or other assets sold under repurchase agreements which mature over 119 days from the reporting date.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityOver119DaysMember" xlink:href="nly-20221231.xsd#nly_MaturityOver119DaysMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MaturityOver119DaysMember" xlink:to="lab_nly_MaturityOver119DaysMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherGeneralAndAdministrativeExpense_5562692a-2f1d-4cf8-9230-93c949ba06bf_terseLabel_en-US" xlink:label="lab_us-gaap_OtherGeneralAndAdministrativeExpense" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other general and administrative expenses</link:label>
    <link:label id="lab_us-gaap_OtherGeneralAndAdministrativeExpense_label_en-US" xlink:label="lab_us-gaap_OtherGeneralAndAdministrativeExpense" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other General and Administrative Expense</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherGeneralAndAdministrativeExpense" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherGeneralAndAdministrativeExpense"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherGeneralAndAdministrativeExpense" xlink:to="lab_us-gaap_OtherGeneralAndAdministrativeExpense" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_524199ac-070d-47f8-a0ad-36448462f0f3_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-sale [Line Items]</link:label>
    <link:label id="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_label_en-US" xlink:label="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems" xlink:to="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock_7e07084d-f22f-4519-a9dd-3a393cbb61e6_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Available-for-sale Securities Reconciliation</link:label>
    <link:label id="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Available-for-Sale Securities Reconciliation [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock" xlink:to="lab_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommonStockDividendsPerShareCashPaid_782c388e-8b21-4a6b-95a7-5a30a3310aeb_terseLabel_en-US" xlink:label="lab_us-gaap_CommonStockDividendsPerShareCashPaid" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Distributions paid per common share after period end (in dollars per share)</link:label>
    <link:label id="lab_us-gaap_CommonStockDividendsPerShareCashPaid_label_en-US" xlink:label="lab_us-gaap_CommonStockDividendsPerShareCashPaid" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Dividends, Per Share, Cash Paid</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockDividendsPerShareCashPaid" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockDividendsPerShareCashPaid"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommonStockDividendsPerShareCashPaid" xlink:to="lab_us-gaap_CommonStockDividendsPerShareCashPaid" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_IcfrAuditorAttestationFlag_3f51586d-a948-4902-bf0e-e32fc1893c9f_terseLabel_en-US" xlink:label="lab_dei_IcfrAuditorAttestationFlag" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">ICFR Auditor Attestation Flag</link:label>
    <link:label id="lab_dei_IcfrAuditorAttestationFlag_label_en-US" xlink:label="lab_dei_IcfrAuditorAttestationFlag" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">ICFR Auditor Attestation Flag</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_IcfrAuditorAttestationFlag" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_IcfrAuditorAttestationFlag"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_IcfrAuditorAttestationFlag" xlink:to="lab_dei_IcfrAuditorAttestationFlag" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CarryingReportedAmountFairValueDisclosureMember_1a85587c-554a-4a04-97d3-44a1c6925f2d_terseLabel_en-US" xlink:label="lab_us-gaap_CarryingReportedAmountFairValueDisclosureMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Carrying Value</link:label>
    <link:label id="lab_us-gaap_CarryingReportedAmountFairValueDisclosureMember_label_en-US" xlink:label="lab_us-gaap_CarryingReportedAmountFairValueDisclosureMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Reported Value Measurement [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CarryingReportedAmountFairValueDisclosureMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CarryingReportedAmountFairValueDisclosureMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CarryingReportedAmountFairValueDisclosureMember" xlink:to="lab_us-gaap_CarryingReportedAmountFairValueDisclosureMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock_99b1056f-303d-43e2-a694-17e8415e3164_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Fair Values, Assets and Liabilities Measured on Recurring Basis</link:label>
    <link:label id="lab_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock" xlink:to="lab_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_MultifamilyMember_697c20f7-ead9-4ce8-a9c8-b40ca7ac106a_terseLabel_en-US" xlink:label="lab_srt_MultifamilyMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Multifamily</link:label>
    <link:label id="lab_srt_MultifamilyMember_label_en-US" xlink:label="lab_srt_MultifamilyMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Multifamily [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MultifamilyMember" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MultifamilyMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_MultifamilyMember" xlink:to="lab_srt_MultifamilyMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PreferredStockSharesAuthorized_e70d1bea-894d-44e9-9f89-c6e9358c1f4a_terseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockSharesAuthorized" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, shares authorized (in shares)</link:label>
    <link:label id="lab_us-gaap_PreferredStockSharesAuthorized_dd5f02da-7b13-45a4-9666-706c252ed50e_verboseLabel_en-US" xlink:label="lab_us-gaap_PreferredStockSharesAuthorized" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Shares authorized (in shares)</link:label>
    <link:label id="lab_us-gaap_PreferredStockSharesAuthorized_label_en-US" xlink:label="lab_us-gaap_PreferredStockSharesAuthorized" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Preferred Stock, Shares Authorized</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesAuthorized" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesAuthorized"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PreferredStockSharesAuthorized" xlink:to="lab_us-gaap_PreferredStockSharesAuthorized" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ImpairmentOfIntangibleAssetsFinitelived_ed62fc53-b26e-4c0f-9974-b6760d7c8665_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_ImpairmentOfIntangibleAssetsFinitelived" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Impairment</link:label>
    <link:label id="lab_us-gaap_ImpairmentOfIntangibleAssetsFinitelived_label_en-US" xlink:label="lab_us-gaap_ImpairmentOfIntangibleAssetsFinitelived" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Impairment of Intangible Assets, Finite-Lived</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ImpairmentOfIntangibleAssetsFinitelived" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ImpairmentOfIntangibleAssetsFinitelived"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ImpairmentOfIntangibleAssetsFinitelived" xlink:to="lab_us-gaap_ImpairmentOfIntangibleAssetsFinitelived" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_f1dfcce1-cc59-4723-87f6-763de2e27ee9_terseLabel_en-US" xlink:label="lab_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Purchases</link:label>
    <link:label id="lab_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_label_en-US" xlink:label="lab_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments to Acquire Debt Securities, Available-for-sale, Excluding Variable Interest Entity</link:label>
    <link:label id="lab_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_documentation_en-US" xlink:label="lab_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payments to Acquire Debt Securities, Available-for-sale, Excluding Variable Interest Entity</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:href="nly-20221231.xsd#nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:to="lab_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS_a6336eb8-7a11-4fe5-b393-acd56199d27f_totalLabel_en-US" xlink:label="lab_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Realized Gains (Losses)</link:label>
    <link:label id="lab_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS_label_en-US" xlink:label="lab_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (Loss) on Sales of Mortgage-Backed Securities (MBS)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS" xlink:to="lab_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_99ebc31a-ba1e-40b7-bb18-1fc95538d9fe_terseLabel_en-US" xlink:label="lab_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss) attributable to noncontrolling interests</link:label>
    <link:label id="lab_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_bdbfe693-6c04-4f75-a931-3fa49a1f437c_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss) attributable to noncontrolling interests</link:label>
    <link:label id="lab_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_label_en-US" xlink:label="lab_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Income (Loss) Attributable to Noncontrolling Interest</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAttributableToNoncontrollingInterest"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest" xlink:to="lab_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestRateSwapsWeightedAveragePayRate_d94749f8-9279-4ac6-97a9-a42ac641f9ac_verboseLabel_en-US" xlink:label="lab_nly_InterestRateSwapsWeightedAveragePayRate" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average Pay Rate</link:label>
    <link:label id="lab_nly_InterestRateSwapsWeightedAveragePayRate_label_en-US" xlink:label="lab_nly_InterestRateSwapsWeightedAveragePayRate" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Swaps Weighted Average Pay Rate</link:label>
    <link:label id="lab_nly_InterestRateSwapsWeightedAveragePayRate_documentation_en-US" xlink:label="lab_nly_InterestRateSwapsWeightedAveragePayRate" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted average pay rate for interest rate swaps.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwapsWeightedAveragePayRate" xlink:href="nly-20221231.xsd#nly_InterestRateSwapsWeightedAveragePayRate"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestRateSwapsWeightedAveragePayRate" xlink:to="lab_nly_InterestRateSwapsWeightedAveragePayRate" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_3e6ebf6d-404e-43b4-8448-a18d978aee78_totalLabel_en-US" xlink:label="lab_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net income (loss) available (related) to common stockholders</link:label>
    <link:label id="lab_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_label_en-US" xlink:label="lab_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Income (Loss) Available to Common Stockholders, Basic</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic" xlink:to="lab_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommonStockSharesIssued_d768b856-e993-4f3d-9e2d-b69c9d48728f_terseLabel_en-US" xlink:label="lab_us-gaap_CommonStockSharesIssued" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, shares issued (in shares)</link:label>
    <link:label id="lab_us-gaap_CommonStockSharesIssued_label_en-US" xlink:label="lab_us-gaap_CommonStockSharesIssued" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Shares, Issued</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesIssued" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesIssued"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommonStockSharesIssued" xlink:to="lab_us-gaap_CommonStockSharesIssued" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PledgedStatusDomain_8f26070e-5bd0-4021-9e6d-68e86b7cabef_terseLabel_en-US" xlink:label="lab_us-gaap_PledgedStatusDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Pledged Status [Domain]</link:label>
    <link:label id="lab_us-gaap_PledgedStatusDomain_label_en-US" xlink:label="lab_us-gaap_PledgedStatusDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Pledged Status [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PledgedStatusDomain" xlink:to="lab_us-gaap_PledgedStatusDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MaturityPeriodFiveMember_af98884e-967b-4c70-b0e2-97f2831f7da8_terseLabel_en-US" xlink:label="lab_nly_MaturityPeriodFiveMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2 Year</link:label>
    <link:label id="lab_nly_MaturityPeriodFiveMember_label_en-US" xlink:label="lab_nly_MaturityPeriodFiveMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period Five [Member]</link:label>
    <link:label id="lab_nly_MaturityPeriodFiveMember_documentation_en-US" xlink:label="lab_nly_MaturityPeriodFiveMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity Period Five [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodFiveMember" xlink:href="nly-20221231.xsd#nly_MaturityPeriodFiveMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MaturityPeriodFiveMember" xlink:to="lab_nly_MaturityPeriodFiveMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock_ca15ec15-b3f5-406e-bcfb-05a3f6b1e512_terseLabel_en-US" xlink:label="lab_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Characteristics of Financial Instruments</link:label>
    <link:label id="lab_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock_label_en-US" xlink:label="lab_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Trading, and Equity Securities, FV-NI [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock" xlink:to="lab_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestExpenseOther_cbab2a96-2a1f-4b45-948f-dd00da43a8a6_terseLabel_en-US" xlink:label="lab_us-gaap_InterestExpenseOther" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other</link:label>
    <link:label id="lab_us-gaap_InterestExpenseOther_label_en-US" xlink:label="lab_us-gaap_InterestExpenseOther" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Expense, Other</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpenseOther" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpenseOther"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestExpenseOther" xlink:to="lab_us-gaap_InterestExpenseOther" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_a493ea3b-b7b6-4482-8b9d-9fce3027d60a_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]</link:label>
    <link:label id="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_label_en-US" xlink:label="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems" xlink:to="lab_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageServicingRightsCommittedCreditFacilityMember_838129d9-46de-4c90-8f55-6112c61d109f_terseLabel_en-US" xlink:label="lab_nly_MortgageServicingRightsCommittedCreditFacilityMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights Committed Credit Facility</link:label>
    <link:label id="lab_nly_MortgageServicingRightsCommittedCreditFacilityMember_label_en-US" xlink:label="lab_nly_MortgageServicingRightsCommittedCreditFacilityMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights Committed Credit Facility [Member]</link:label>
    <link:label id="lab_nly_MortgageServicingRightsCommittedCreditFacilityMember_documentation_en-US" xlink:label="lab_nly_MortgageServicingRightsCommittedCreditFacilityMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Servicing Rights Committed Credit Facility</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsCommittedCreditFacilityMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember" xlink:to="lab_nly_MortgageServicingRightsCommittedCreditFacilityMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_VariableInterestEntityRetainedInterestNotionalBalance_9f1c2da5-8c22-45d0-aee4-6e35f614c106_terseLabel_en-US" xlink:label="lab_nly_VariableInterestEntityRetainedInterestNotionalBalance" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Retained interest notional balance</link:label>
    <link:label id="lab_nly_VariableInterestEntityRetainedInterestNotionalBalance_label_en-US" xlink:label="lab_nly_VariableInterestEntityRetainedInterestNotionalBalance" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Retained Interest Notional Balance</link:label>
    <link:label id="lab_nly_VariableInterestEntityRetainedInterestNotionalBalance_documentation_en-US" xlink:label="lab_nly_VariableInterestEntityRetainedInterestNotionalBalance" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Retained Interest Notional Balance</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityRetainedInterestNotionalBalance" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityRetainedInterestNotionalBalance"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_VariableInterestEntityRetainedInterestNotionalBalance" xlink:to="lab_nly_VariableInterestEntityRetainedInterestNotionalBalance" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInInvestingActivities_85b89265-05dc-4c68-b769-4933cbfddc43_totalLabel_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInInvestingActivities" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net cash provided by (used in) investing activities</link:label>
    <link:label id="lab_us-gaap_NetCashProvidedByUsedInInvestingActivities_label_en-US" xlink:label="lab_us-gaap_NetCashProvidedByUsedInInvestingActivities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Cash Provided by (Used in) Investing Activities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities" xlink:to="lab_us-gaap_NetCashProvidedByUsedInInvestingActivities" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ComprehensiveIncomeNetOfTax_7d7998ac-78b8-43ad-80fb-d3af861eacb5_totalLabel_en-US" xlink:label="lab_us-gaap_ComprehensiveIncomeNetOfTax" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive income (loss) attributable to Annaly</link:label>
    <link:label id="lab_us-gaap_ComprehensiveIncomeNetOfTax_label_en-US" xlink:label="lab_us-gaap_ComprehensiveIncomeNetOfTax" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Comprehensive Income (Loss), Net of Tax, Attributable to Parent</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTax" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTax"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTax" xlink:to="lab_us-gaap_ComprehensiveIncomeNetOfTax" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NetServicingIncome_22fa57bf-71bb-49a3-b325-60513106b3c5_totalLabel_en-US" xlink:label="lab_nly_NetServicingIncome" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net servicing income</link:label>
    <link:label id="lab_nly_NetServicingIncome_label_en-US" xlink:label="lab_nly_NetServicingIncome" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net Servicing Income</link:label>
    <link:label id="lab_nly_NetServicingIncome_documentation_en-US" xlink:label="lab_nly_NetServicingIncome" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net servicing income less servicing expense</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NetServicingIncome" xlink:href="nly-20221231.xsd#nly_NetServicingIncome"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NetServicingIncome" xlink:to="lab_nly_NetServicingIncome" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityCurrentReportingStatus_9fc32418-b05b-44db-b599-8b014b39d9f9_terseLabel_en-US" xlink:label="lab_dei_EntityCurrentReportingStatus" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Current Reporting Status</link:label>
    <link:label id="lab_dei_EntityCurrentReportingStatus_label_en-US" xlink:label="lab_dei_EntityCurrentReportingStatus" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Current Reporting Status</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCurrentReportingStatus" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCurrentReportingStatus"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityCurrentReportingStatus" xlink:to="lab_dei_EntityCurrentReportingStatus" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAssetMeasurementInput_319040b5-9800-4ae3-89d0-6676cf90974a_terseLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetMeasurementInput" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">MSR measurement inputs</link:label>
    <link:label id="lab_us-gaap_ServicingAssetMeasurementInput_label_en-US" xlink:label="lab_us-gaap_ServicingAssetMeasurementInput" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Asset, Measurement Input</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetMeasurementInput" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetMeasurementInput"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAssetMeasurementInput" xlink:to="lab_us-gaap_ServicingAssetMeasurementInput" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_UsTreasuryFuturesFiveYearMember_09989cd5-f471-4d82-83a9-09b45802acad_terseLabel_en-US" xlink:label="lab_nly_UsTreasuryFuturesFiveYearMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">U.S. Treasury futures - 5 year</link:label>
    <link:label id="lab_nly_UsTreasuryFuturesFiveYearMember_label_en-US" xlink:label="lab_nly_UsTreasuryFuturesFiveYearMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Us Treasury Futures, Five Year [Member]</link:label>
    <link:label id="lab_nly_UsTreasuryFuturesFiveYearMember_documentation_en-US" xlink:label="lab_nly_UsTreasuryFuturesFiveYearMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Us Treasury Futures, Five Year</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesFiveYearMember" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesFiveYearMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_UsTreasuryFuturesFiveYearMember" xlink:to="lab_nly_UsTreasuryFuturesFiveYearMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate_931f05e2-0217-4774-a865-fa2ec244c12f_terseLabel_en-US" xlink:label="lab_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average Underlying Fixed Rate</link:label>
    <link:label id="lab_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate_label_en-US" xlink:label="lab_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Swaptions Weighted Average Underlying Pay Rate</link:label>
    <link:label id="lab_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate_documentation_en-US" xlink:label="lab_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest rate swaptions weighted average underlying pay rate.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate" xlink:href="nly-20221231.xsd#nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate" xlink:to="lab_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeTable_fe41c7e9-611a-4303-a25c-9a3950169ae5_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative [Table]</link:label>
    <link:label id="lab_us-gaap_DerivativeTable_label_en-US" xlink:label="lab_us-gaap_DerivativeTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeTable" xlink:to="lab_us-gaap_DerivativeTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_1427f738-1ba6-41f2-b616-8b6ff7d4d0b9_terseLabel_en-US" xlink:label="lab_us-gaap_MovementInMortgageLoansOnRealEstateRollForward" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]</link:label>
    <link:label id="lab_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_label_en-US" xlink:label="lab_us-gaap_MovementInMortgageLoansOnRealEstateRollForward" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MovementInMortgageLoansOnRealEstateRollForward"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward" xlink:to="lab_us-gaap_MovementInMortgageLoansOnRealEstateRollForward" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfStockByClassTable_7b5edd10-281c-4f26-a5eb-641fc5a91cf5_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfStockByClassTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Stock by Class [Table]</link:label>
    <link:label id="lab_us-gaap_ScheduleOfStockByClassTable_label_en-US" xlink:label="lab_us-gaap_ScheduleOfStockByClassTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Stock by Class [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfStockByClassTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable" xlink:to="lab_us-gaap_ScheduleOfStockByClassTable" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageBackedSecuritiesPortfolioTable_2e28f533-421a-4be1-96f4-2d5ec4d1a153_terseLabel_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesPortfolioTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Portfolio [Table]</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesPortfolioTable_label_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesPortfolioTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Portfolio [Table]</link:label>
    <link:label id="lab_nly_MortgageBackedSecuritiesPortfolioTable_documentation_en-US" xlink:label="lab_nly_MortgageBackedSecuritiesPortfolioTable" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities Portfolio [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioTable" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable" xlink:to="lab_nly_MortgageBackedSecuritiesPortfolioTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SeriesGPreferredStockMember_884d39f7-9e0d-4142-8485-ae2a81faac49_terseLabel_en-US" xlink:label="lab_us-gaap_SeriesGPreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.50% Series G Cumulative Redeemable Preferred Stock</link:label>
    <link:label id="lab_us-gaap_SeriesGPreferredStockMember_bbef983c-ad79-4dab-b5fd-e8b9b3e132ff_verboseLabel_en-US" xlink:label="lab_us-gaap_SeriesGPreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Series G</link:label>
    <link:label id="lab_us-gaap_SeriesGPreferredStockMember_label_en-US" xlink:label="lab_us-gaap_SeriesGPreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Series G Preferred Stock [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesGPreferredStockMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesGPreferredStockMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SeriesGPreferredStockMember" xlink:to="lab_us-gaap_SeriesGPreferredStockMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1_69293953-468e-469b-8602-8546f2c6e959_terseLabel_en-US" xlink:label="lab_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase agreements - weighted average remaining maturities</link:label>
    <link:label id="lab_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1_label_en-US" xlink:label="lab_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1" xlink:to="lab_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_BasisOfAccountingPolicyPolicyTextBlock_8b4d15b7-209c-4c02-a592-af7d5c2f6108_terseLabel_en-US" xlink:label="lab_us-gaap_BasisOfAccountingPolicyPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Basis of Presentation</link:label>
    <link:label id="lab_us-gaap_BasisOfAccountingPolicyPolicyTextBlock_label_en-US" xlink:label="lab_us-gaap_BasisOfAccountingPolicyPolicyTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Basis of Accounting, Policy [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BasisOfAccountingPolicyPolicyTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BasisOfAccountingPolicyPolicyTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_BasisOfAccountingPolicyPolicyTextBlock" xlink:to="lab_us-gaap_BasisOfAccountingPolicyPolicyTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LiabilitiesAbstract_0fc3f8aa-4c9e-47bd-acc8-32096c070a57_verboseLabel_en-US" xlink:label="lab_us-gaap_LiabilitiesAbstract" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities</link:label>
    <link:label id="lab_us-gaap_LiabilitiesAbstract_b5f13313-7f7c-4f25-ada3-bfa14c0e4eeb_terseLabel_en-US" xlink:label="lab_us-gaap_LiabilitiesAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities</link:label>
    <link:label id="lab_us-gaap_LiabilitiesAbstract_label_en-US" xlink:label="lab_us-gaap_LiabilitiesAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LiabilitiesAbstract" xlink:to="lab_us-gaap_LiabilitiesAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_TransfersAndServicingAbstract_efe1c54f-a0df-4bcc-b14a-c9ad24ccaf76_terseLabel_en-US" xlink:label="lab_us-gaap_TransfersAndServicingAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Transfers and Servicing [Abstract]</link:label>
    <link:label id="lab_us-gaap_TransfersAndServicingAbstract_label_en-US" xlink:label="lab_us-gaap_TransfersAndServicingAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Transfers and Servicing [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_TransfersAndServicingAbstract" xlink:to="lab_us-gaap_TransfersAndServicingAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtInstrumentRedemptionPeriodDomain_4f8b58b6-ab9a-41f5-b092-02417aa75bf3_terseLabel_en-US" xlink:label="lab_us-gaap_DebtInstrumentRedemptionPeriodDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument, Redemption, Period [Domain]</link:label>
    <link:label id="lab_us-gaap_DebtInstrumentRedemptionPeriodDomain_label_en-US" xlink:label="lab_us-gaap_DebtInstrumentRedemptionPeriodDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument, Redemption, Period [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain" xlink:to="lab_us-gaap_DebtInstrumentRedemptionPeriodDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueAmountRollForward_f04f45ac-bab5-461c-a7dd-12c3502dca83_terseLabel_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueAmountRollForward" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Asset at Fair Value, Amount [Roll Forward]</link:label>
    <link:label id="lab_us-gaap_ServicingAssetAtFairValueAmountRollForward_label_en-US" xlink:label="lab_us-gaap_ServicingAssetAtFairValueAmountRollForward" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Servicing Asset at Fair Value, Amount [Roll Forward]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmountRollForward"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward" xlink:to="lab_us-gaap_ServicingAssetAtFairValueAmountRollForward" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue_7db9587c-8936-4f21-bec8-a4616d94aa4b_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Greater than one year through five years</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available for Sale Securities Debt Expected Life Greater Than One and Less Than Five Years Fair Value</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This item represents the fair value of debt securities with an expected life of greater than one year and less than five years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" xlink:to="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember_556569bc-e885-4a54-b67d-722d4afd7f9c_terseLabel_en-US" xlink:label="lab_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency mortgage-backed securities</link:label>
    <link:label id="lab_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember_label_en-US" xlink:label="lab_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-backed Securities, Recognized Through Other Comprehensive Income [Member]</link:label>
    <link:label id="lab_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember_documentation_en-US" xlink:label="lab_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-backed Securities, Recognized Through Other Comprehensive Income [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember" xlink:href="nly-20221231.xsd#nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember" xlink:to="lab_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherNonoperatingIncomeExpense_ab95f1f0-546a-430e-902a-585e07a653ee_terseLabel_en-US" xlink:label="lab_us-gaap_OtherNonoperatingIncomeExpense" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other, net</link:label>
    <link:label id="lab_us-gaap_OtherNonoperatingIncomeExpense_label_en-US" xlink:label="lab_us-gaap_OtherNonoperatingIncomeExpense" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Nonoperating Income (Expense)</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherNonoperatingIncomeExpense" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherNonoperatingIncomeExpense"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherNonoperatingIncomeExpense" xlink:to="lab_us-gaap_OtherNonoperatingIncomeExpense" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_6c76dc19-379b-44df-ba6e-2cd8d8564c09_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Related Party Transactions, by Related Party [Table]</link:label>
    <link:label id="lab_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_label_en-US" xlink:label="lab_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Related Party Transactions, by Related Party [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable" xlink:to="lab_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_361d7758-9631-4d55-bec5-4bebe6db85d5_verboseLabel_en-US" xlink:label="lab_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase agreements</link:label>
    <link:label id="lab_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_9e1ecb5f-4e67-4927-8937-b6476b6639b8_totalLabel_en-US" xlink:label="lab_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Netted amounts</link:label>
    <link:label id="lab_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_label_en-US" xlink:label="lab_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities Sold under Agreements to Repurchase</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase" xlink:to="lab_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems_0447b6f7-1462-4fd0-be1f-c6e1285a27a5_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments and Hedging Activities Disclosures [Line Items]</link:label>
    <link:label id="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems_label_en-US" xlink:label="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Instruments and Hedging Activities Disclosures [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems" xlink:to="lab_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NonoperatingGainsLossesAbstract_0f4f2ad8-20fc-434f-b6b9-e6514357ea2b_terseLabel_en-US" xlink:label="lab_us-gaap_NonoperatingGainsLossesAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Realized and unrealized gains (losses)</link:label>
    <link:label id="lab_us-gaap_NonoperatingGainsLossesAbstract_label_en-US" xlink:label="lab_us-gaap_NonoperatingGainsLossesAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Nonoperating Gains (Losses) [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NonoperatingGainsLossesAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NonoperatingGainsLossesAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NonoperatingGainsLossesAbstract" xlink:to="lab_us-gaap_NonoperatingGainsLossesAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_9b37a362-3f17-4db8-946e-7e7ea194464e_terseLabel_en-US" xlink:label="lab_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accumulated other comprehensive income (loss)</link:label>
    <link:label id="lab_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_label_en-US" xlink:label="lab_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Accumulated Other Comprehensive Income (Loss), Net of Tax</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax" xlink:to="lab_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfLoansHeldForSale_5283bdaf-3337-48dd-87c8-f1b0b0ef2f1d_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfLoansHeldForSale" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from sales and repayments of loans held for sale</link:label>
    <link:label id="lab_us-gaap_ProceedsFromSaleOfLoansHeldForSale_label_en-US" xlink:label="lab_us-gaap_ProceedsFromSaleOfLoansHeldForSale" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Sale of Loans Held-for-sale</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfLoansHeldForSale" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfLoansHeldForSale"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromSaleOfLoansHeldForSale" xlink:to="lab_us-gaap_ProceedsFromSaleOfLoansHeldForSale" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember_81b7c262-1e20-4d5a-a5dc-f3bbd998c6ec_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Less than 12 months</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available For Sale Securities, Continuous Unrealized Loss Positions, Less Than 12 Months [Member]</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available For Sale Securities, Continuous Unrealized Loss Positions, Less Than 12 Months [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember" xlink:to="lab_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_4a85de5d-0d11-4d1b-a715-211716a9cddd_terseLabel_en-US" xlink:label="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements and Similar Transactions, Maturity Periods [Axis]</link:label>
    <link:label id="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_label_en-US" xlink:label="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements and Similar Transactions, Maturity Periods [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis" xlink:to="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease_d37e2ac6-7aa9-4d6e-899b-d350c5a75883_terseLabel_en-US" xlink:label="lab_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Credit facility, maximum borrowing capacity, increase</link:label>
    <link:label id="lab_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease_label_en-US" xlink:label="lab_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Line of Credit Facility, Maximum Borrowing Capacity, Increase</link:label>
    <link:label id="lab_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease_documentation_en-US" xlink:label="lab_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Line of Credit Facility, Maximum Borrowing Capacity, Increase</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease" xlink:href="nly-20221231.xsd#nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease" xlink:to="lab_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeTaxesPaidNet_890cd236-a884-49e5-a306-a6039735a4dd_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeTaxesPaidNet" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Taxes received (paid)</link:label>
    <link:label id="lab_us-gaap_IncomeTaxesPaidNet_label_en-US" xlink:label="lab_us-gaap_IncomeTaxesPaidNet" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Taxes Paid, Net</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxesPaidNet" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxesPaidNet"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeTaxesPaidNet" xlink:to="lab_us-gaap_IncomeTaxesPaidNet" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntitySmallBusiness_7428936c-6228-4b70-bc0e-eae21ddccec2_terseLabel_en-US" xlink:label="lab_dei_EntitySmallBusiness" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Small Business</link:label>
    <link:label id="lab_dei_EntitySmallBusiness_label_en-US" xlink:label="lab_dei_EntitySmallBusiness" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Small Business</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntitySmallBusiness" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntitySmallBusiness"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntitySmallBusiness" xlink:to="lab_dei_EntitySmallBusiness" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueByMeasurementBasisAxis_b23fd606-be04-48a8-aeab-e6046b531305_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueByMeasurementBasisAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Basis [Axis]</link:label>
    <link:label id="lab_us-gaap_FairValueByMeasurementBasisAxis_label_en-US" xlink:label="lab_us-gaap_FairValueByMeasurementBasisAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Basis [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByMeasurementBasisAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByMeasurementBasisAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueByMeasurementBasisAxis" xlink:to="lab_us-gaap_FairValueByMeasurementBasisAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CommonStockDividendsPerShareDeclared_c550ec99-9514-44ee-a50f-5114f50387d9_terseLabel_en-US" xlink:label="lab_us-gaap_CommonStockDividendsPerShareDeclared" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Distributions declared per common share (in dollars per share)</link:label>
    <link:label id="lab_us-gaap_CommonStockDividendsPerShareDeclared_label_en-US" xlink:label="lab_us-gaap_CommonStockDividendsPerShareDeclared" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Common Stock, Dividends, Per Share, Declared</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockDividendsPerShareDeclared" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockDividendsPerShareDeclared"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CommonStockDividendsPerShareDeclared" xlink:to="lab_us-gaap_CommonStockDividendsPerShareDeclared" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DebtInstrumentMaturity_fa295dc8-82c3-4b09-aea4-0a367c32b6ca_terseLabel_en-US" xlink:label="lab_nly_DebtInstrumentMaturity" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument, Maturity</link:label>
    <link:label id="lab_nly_DebtInstrumentMaturity_label_en-US" xlink:label="lab_nly_DebtInstrumentMaturity" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument, Maturity</link:label>
    <link:label id="lab_nly_DebtInstrumentMaturity_documentation_en-US" xlink:label="lab_nly_DebtInstrumentMaturity" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Instrument, Maturity</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtInstrumentMaturity" xlink:href="nly-20221231.xsd#nly_DebtInstrumentMaturity"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DebtInstrumentMaturity" xlink:to="lab_nly_DebtInstrumentMaturity" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders_06b92c22-cafa-4cec-beef-ada4bdf5d9c1_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity contributions from (distributions to) noncontrolling interests</link:label>
    <link:label id="lab_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders_label_en-US" xlink:label="lab_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncontrolling Interest, Decrease from Distributions to Noncontrolling Interest Holders</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders" xlink:to="lab_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SignificantAccountingPoliciesTextBlock_329a683d-08f0-48b4-bb3a-9ddad2fc09ba_terseLabel_en-US" xlink:label="lab_us-gaap_SignificantAccountingPoliciesTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SIGNIFICANT ACCOUNTING POLICIES</link:label>
    <link:label id="lab_us-gaap_SignificantAccountingPoliciesTextBlock_label_en-US" xlink:label="lab_us-gaap_SignificantAccountingPoliciesTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Significant Accounting Policies [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SignificantAccountingPoliciesTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SignificantAccountingPoliciesTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SignificantAccountingPoliciesTextBlock" xlink:to="lab_us-gaap_SignificantAccountingPoliciesTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized_7e327c56-5ccc-4608-b0f5-3aed1b604ff0_terseLabel_en-US" xlink:label="lab_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrecognized compensation cost</link:label>
    <link:label id="lab_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized_label_en-US" xlink:label="lab_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share-Based Payment Arrangement, Nonvested Award, Cost Not yet Recognized, Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized" xlink:to="lab_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_IncomeTaxesLineItems_55aa5da2-2531-4b2a-8896-f5b776fbce61_terseLabel_en-US" xlink:label="lab_nly_IncomeTaxesLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Taxes:</link:label>
    <link:label id="lab_nly_IncomeTaxesLineItems_label_en-US" xlink:label="lab_nly_IncomeTaxesLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Taxes [Line Items]</link:label>
    <link:label id="lab_nly_IncomeTaxesLineItems_documentation_en-US" xlink:label="lab_nly_IncomeTaxesLineItems" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Taxes [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_IncomeTaxesLineItems" xlink:href="nly-20221231.xsd#nly_IncomeTaxesLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_IncomeTaxesLineItems" xlink:to="lab_nly_IncomeTaxesLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeAssetNotionalAmount_47ba90b8-9d9e-49a0-9e5c-7064d5182ad3_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeAssetNotionalAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Notional</link:label>
    <link:label id="lab_us-gaap_DerivativeAssetNotionalAmount_label_en-US" xlink:label="lab_us-gaap_DerivativeAssetNotionalAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Asset, Notional Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssetNotionalAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssetNotionalAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeAssetNotionalAmount" xlink:to="lab_us-gaap_DerivativeAssetNotionalAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock_3744ed86-7ee4-4d5b-8e93-cf7a277187be_terseLabel_en-US" xlink:label="lab_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Geographic Concentrations Based on Unpaid Principal Balances</link:label>
    <link:label id="lab_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock_label_en-US" xlink:label="lab_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedules of Concentration of Risk, by Risk Factor [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock" xlink:to="lab_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestInMortgageServicingRightsAtFairValueAmount_c7d41e27-112d-4e48-8dfd-d9d9f08d9082_terseLabel_en-US" xlink:label="lab_nly_InterestInMortgageServicingRightsAtFairValueAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interests in MSR</link:label>
    <link:label id="lab_nly_InterestInMortgageServicingRightsAtFairValueAmount_label_en-US" xlink:label="lab_nly_InterestInMortgageServicingRightsAtFairValueAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest In Mortgage Servicing Rights, At Fair Value, Amount</link:label>
    <link:label id="lab_nly_InterestInMortgageServicingRightsAtFairValueAmount_documentation_en-US" xlink:label="lab_nly_InterestInMortgageServicingRightsAtFairValueAmount" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest In Mortgage Servicing Rights, At Fair Value, Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRightsAtFairValueAmount" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRightsAtFairValueAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestInMortgageServicingRightsAtFairValueAmount" xlink:to="lab_nly_InterestInMortgageServicingRightsAtFairValueAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost_22d7e843-cafe-4cf0-9cc3-114adb2b537a_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Greater than one year through five years</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available for Sale Securities Debt Expected Life Greater Than One and Less Than Five Years Amortized Cost</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of greater than one year and less than five years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" xlink:to="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_ConsolidatedEntitiesAxis_5910dd50-bc0b-4a6a-bd14-c14d416295d0_terseLabel_en-US" xlink:label="lab_srt_ConsolidatedEntitiesAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidated Entities [Axis]</link:label>
    <link:label id="lab_srt_ConsolidatedEntitiesAxis_label_en-US" xlink:label="lab_srt_ConsolidatedEntitiesAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidated Entities [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_ConsolidatedEntitiesAxis" xlink:to="lab_srt_ConsolidatedEntitiesAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_MortgageLoansOnRealEstateScheduleTable_069b1a1f-308c-4521-a01f-58a1bd7ddf3f_terseLabel_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateScheduleTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate Schedule [Table]</link:label>
    <link:label id="lab_srt_MortgageLoansOnRealEstateScheduleTable_label_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateScheduleTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate Schedule [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable" xlink:to="lab_srt_MortgageLoansOnRealEstateScheduleTable" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestPayableCurrentAndNoncurrent_6ac57e99-61ba-4b01-be18-816176569fba_terseLabel_en-US" xlink:label="lab_us-gaap_InterestPayableCurrentAndNoncurrent" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest payable</link:label>
    <link:label id="lab_us-gaap_InterestPayableCurrentAndNoncurrent_label_en-US" xlink:label="lab_us-gaap_InterestPayableCurrentAndNoncurrent" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Payable</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestPayableCurrentAndNoncurrent" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestPayableCurrentAndNoncurrent"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestPayableCurrentAndNoncurrent" xlink:to="lab_us-gaap_InterestPayableCurrentAndNoncurrent" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ClassOfStockLineItems_05984311-66dc-4744-baa1-7b553aa3b16f_terseLabel_en-US" xlink:label="lab_us-gaap_ClassOfStockLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Stock [Line Items]</link:label>
    <link:label id="lab_us-gaap_ClassOfStockLineItems_label_en-US" xlink:label="lab_us-gaap_ClassOfStockLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Stock [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ClassOfStockLineItems" xlink:to="lab_us-gaap_ClassOfStockLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OperatingLeaseLiability_ac24baa3-3cd1-404f-8f68-7b8220d8d652_terseLabel_en-US" xlink:label="lab_us-gaap_OperatingLeaseLiability" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Present value of lease liabilities</link:label>
    <link:label id="lab_us-gaap_OperatingLeaseLiability_label_en-US" xlink:label="lab_us-gaap_OperatingLeaseLiability" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease, Liability</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseLiability" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseLiability"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OperatingLeaseLiability" xlink:to="lab_us-gaap_OperatingLeaseLiability" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_7487b792-0417-49d6-81d4-fb04167b21ac_terseLabel_en-US" xlink:label="lab_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments, Debt and Equity Securities [Abstract]</link:label>
    <link:label id="lab_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_label_en-US" xlink:label="lab_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments, Debt and Equity Securities [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract" xlink:to="lab_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_Maturity30To59DaysMember_5d00a2f5-6214-450b-9d19-0788e5e1605e_terseLabel_en-US" xlink:label="lab_nly_Maturity30To59DaysMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">30 to 59 days</link:label>
    <link:label id="lab_nly_Maturity30To59DaysMember_label_en-US" xlink:label="lab_nly_Maturity30To59DaysMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Maturity 30 to 59 Days [Member]</link:label>
    <link:label id="lab_nly_Maturity30To59DaysMember_documentation_en-US" xlink:label="lab_nly_Maturity30To59DaysMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Period of maturity for a group of securities or other assets sold under repurchase agreements which mature between 30 to 59 days from the reporting date.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity30To59DaysMember" xlink:href="nly-20221231.xsd#nly_Maturity30To59DaysMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_Maturity30To59DaysMember" xlink:to="lab_nly_Maturity30To59DaysMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeGainLossOnDerivativeNet_93d11acf-2115-403c-985c-c1b85bffb4f3_totalLabel_en-US" xlink:label="lab_us-gaap_DerivativeGainLossOnDerivativeNet" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</link:label>
    <link:label id="lab_us-gaap_DerivativeGainLossOnDerivativeNet_label_en-US" xlink:label="lab_us-gaap_DerivativeGainLossOnDerivativeNet" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative, Gain (Loss) on Derivative, Net</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeGainLossOnDerivativeNet" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeGainLossOnDerivativeNet"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeGainLossOnDerivativeNet" xlink:to="lab_us-gaap_DerivativeGainLossOnDerivativeNet" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ForwardStartingPayFixedSwapsMember_1238bf9a-ae2c-4337-b33d-b25908d2e675_terseLabel_en-US" xlink:label="lab_nly_ForwardStartingPayFixedSwapsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Forward Starting Pay Fixed Swaps</link:label>
    <link:label id="lab_nly_ForwardStartingPayFixedSwapsMember_label_en-US" xlink:label="lab_nly_ForwardStartingPayFixedSwapsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Forward Starting Pay Fixed Swaps [Member]</link:label>
    <link:label id="lab_nly_ForwardStartingPayFixedSwapsMember_documentation_en-US" xlink:label="lab_nly_ForwardStartingPayFixedSwapsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Forward Starting Pay Fixed Swaps [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ForwardStartingPayFixedSwapsMember" xlink:href="nly-20221231.xsd#nly_ForwardStartingPayFixedSwapsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ForwardStartingPayFixedSwapsMember" xlink:to="lab_nly_ForwardStartingPayFixedSwapsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SaleOfStockConsiderationReceivedOnTransaction_be876f1c-305a-4c27-8e39-261644a17548_terseLabel_en-US" xlink:label="lab_us-gaap_SaleOfStockConsiderationReceivedOnTransaction" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from sale of stock</link:label>
    <link:label id="lab_us-gaap_SaleOfStockConsiderationReceivedOnTransaction_label_en-US" xlink:label="lab_us-gaap_SaleOfStockConsiderationReceivedOnTransaction" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of Stock, Consideration Received on Transaction</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockConsiderationReceivedOnTransaction" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockConsiderationReceivedOnTransaction"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SaleOfStockConsiderationReceivedOnTransaction" xlink:to="lab_us-gaap_SaleOfStockConsiderationReceivedOnTransaction" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_28ed55c6-4fcc-476e-9673-15d201ceb1ec_terseLabel_en-US" xlink:label="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements and Similar Transactions, Maturity Periods [Domain]</link:label>
    <link:label id="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_label_en-US" xlink:label="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase Agreements and Similar Transactions, Maturity Periods [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain" xlink:to="lab_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestPaidNetInterestRateDerivative_44fb7744-3975-490b-94be-c53a781fd460_terseLabel_en-US" xlink:label="lab_nly_InterestPaidNetInterestRateDerivative" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net interest received (paid) on interest rate swaps</link:label>
    <link:label id="lab_nly_InterestPaidNetInterestRateDerivative_label_en-US" xlink:label="lab_nly_InterestPaidNetInterestRateDerivative" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Paid Net Interest Rate Derivative</link:label>
    <link:label id="lab_nly_InterestPaidNetInterestRateDerivative_documentation_en-US" xlink:label="lab_nly_InterestPaidNetInterestRateDerivative" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The amount of cash paid on the difference between fixed and variable rate interest rate swap payments during the period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestPaidNetInterestRateDerivative" xlink:href="nly-20221231.xsd#nly_InterestPaidNetInterestRateDerivative"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestPaidNetInterestRateDerivative" xlink:to="lab_nly_InterestPaidNetInterestRateDerivative" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_AuditorLocation_39f8ee91-7076-4f2b-b58d-6862d9b1e737_terseLabel_en-US" xlink:label="lab_dei_AuditorLocation" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Auditor Location</link:label>
    <link:label id="lab_dei_AuditorLocation_label_en-US" xlink:label="lab_dei_AuditorLocation" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Auditor Location</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AuditorLocation" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AuditorLocation"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_AuditorLocation" xlink:to="lab_dei_AuditorLocation" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OffsettingAssetsTable_ce0d382e-3e91-4108-91d4-0be8ebb0e8c9_terseLabel_en-US" xlink:label="lab_us-gaap_OffsettingAssetsTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Offsetting Assets [Table]</link:label>
    <link:label id="lab_us-gaap_OffsettingAssetsTable_label_en-US" xlink:label="lab_us-gaap_OffsettingAssetsTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Offsetting Assets [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OffsettingAssetsTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OffsettingAssetsTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OffsettingAssetsTable" xlink:to="lab_us-gaap_OffsettingAssetsTable" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue_fbdb8206-e206-49aa-b990-07163c9b4e71_terseLabel_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Greater than ten years</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue_label_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Available for Sale Securities Debt Expected Life After Ten Years Fair Value</link:label>
    <link:label id="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue_documentation_en-US" xlink:label="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">This item represents the fair value of debt securities with an expected life of greater than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" xlink:to="lab_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityFilerCategory_e16b1af4-be16-4cc3-b5a3-57b822ad190a_terseLabel_en-US" xlink:label="lab_dei_EntityFilerCategory" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Filer Category</link:label>
    <link:label id="lab_dei_EntityFilerCategory_label_en-US" xlink:label="lab_dei_EntityFilerCategory" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Filer Category</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFilerCategory" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityFilerCategory"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityFilerCategory" xlink:to="lab_dei_EntityFilerCategory" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinanceReceivablesMember_56046b5e-0c6b-4492-b0ba-a072068feba9_terseLabel_en-US" xlink:label="lab_us-gaap_FinanceReceivablesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total loans, net</link:label>
    <link:label id="lab_us-gaap_FinanceReceivablesMember_label_en-US" xlink:label="lab_us-gaap_FinanceReceivablesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceReceivablesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinanceReceivablesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinanceReceivablesMember" xlink:to="lab_us-gaap_FinanceReceivablesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember_6ff03227-5f30-4dad-9a75-64f81385ca45_terseLabel_en-US" xlink:label="lab_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">NPL/RPL</link:label>
    <link:label id="lab_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">NPL RPL Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">NPL RPL Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LiabilitiesFairValueDisclosureAbstract_33ca1760-080d-4555-b5c6-1a9ba0cdf622_terseLabel_en-US" xlink:label="lab_us-gaap_LiabilitiesFairValueDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities</link:label>
    <link:label id="lab_us-gaap_LiabilitiesFairValueDisclosureAbstract_label_en-US" xlink:label="lab_us-gaap_LiabilitiesFairValueDisclosureAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities, Fair Value Disclosure [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesFairValueDisclosureAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract" xlink:to="lab_us-gaap_LiabilitiesFairValueDisclosureAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_NoncashInvestingAndFinancingItemsAbstract_44fe077d-489e-45cc-9264-2874404179ad_terseLabel_en-US" xlink:label="lab_us-gaap_NoncashInvestingAndFinancingItemsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash investing and financing activities</link:label>
    <link:label id="lab_us-gaap_NoncashInvestingAndFinancingItemsAbstract_label_en-US" xlink:label="lab_us-gaap_NoncashInvestingAndFinancingItemsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash Investing and Financing Items [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NoncashInvestingAndFinancingItemsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract" xlink:to="lab_us-gaap_NoncashInvestingAndFinancingItemsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_SecurityExchangeName_cdef54cb-237e-4a30-8966-eda4c1bd803a_terseLabel_en-US" xlink:label="lab_dei_SecurityExchangeName" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Name of Each Exchange on Which Registered</link:label>
    <link:label id="lab_dei_SecurityExchangeName_label_en-US" xlink:label="lab_dei_SecurityExchangeName" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Security Exchange Name</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_SecurityExchangeName"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_SecurityExchangeName" xlink:to="lab_dei_SecurityExchangeName" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageLoansHeldForPortfolioTableTextBlock_4adc8612-817f-4eb0-913d-35c512391d7a_terseLabel_en-US" xlink:label="lab_nly_MortgageLoansHeldForPortfolioTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential Mortgage Loans</link:label>
    <link:label id="lab_nly_MortgageLoansHeldForPortfolioTableTextBlock_label_en-US" xlink:label="lab_nly_MortgageLoansHeldForPortfolioTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Loans Held For Portfolio [Table Text Block]</link:label>
    <link:label id="lab_nly_MortgageLoansHeldForPortfolioTableTextBlock_documentation_en-US" xlink:label="lab_nly_MortgageLoansHeldForPortfolioTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Tabular disclosure of mortgage loans held for portfolio.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansHeldForPortfolioTableTextBlock" xlink:href="nly-20221231.xsd#nly_MortgageLoansHeldForPortfolioTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageLoansHeldForPortfolioTableTextBlock" xlink:to="lab_nly_MortgageLoansHeldForPortfolioTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_30747830-8f6b-470d-84e0-be32a9e45604_terseLabel_en-US" xlink:label="lab_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest-only</link:label>
    <link:label id="lab_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Only Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Only Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_c44caeb7-34b3-40a3-b221-3decb6f67726_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]</link:label>
    <link:label id="lab_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_label_en-US" xlink:label="lab_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems" xlink:to="lab_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GainsLossesOnSalesOfAssets_9d8bdf20-fddb-4cec-8a8d-d6f49a19b503_terseLabel_en-US" xlink:label="lab_us-gaap_GainsLossesOnSalesOfAssets" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net gains (losses) on disposal of investments and other</link:label>
    <link:label id="lab_us-gaap_GainsLossesOnSalesOfAssets_label_en-US" xlink:label="lab_us-gaap_GainsLossesOnSalesOfAssets" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gain (Loss) on Disposition of Assets for Financial Service Operations</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainsLossesOnSalesOfAssets" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainsLossesOnSalesOfAssets"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GainsLossesOnSalesOfAssets" xlink:to="lab_us-gaap_GainsLossesOnSalesOfAssets" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_52f2f4be-a113-43dc-8676-823577a4b84f_terseLabel_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial liabilities</link:label>
    <link:label id="lab_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_label_en-US" xlink:label="lab_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract" xlink:to="lab_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_5da3aa3a-43e8-483e-a6cb-e420b637e6a7_terseLabel_en-US" xlink:label="lab_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total</link:label>
    <link:label id="lab_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_label_en-US" xlink:label="lab_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable Portfolio Segments Excluding Warehouse Facilities [Member]</link:label>
    <link:label id="lab_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_documentation_en-US" xlink:label="lab_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing Receivable Portfolio Segments Excluding Warehouse Facilities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember" xlink:href="nly-20221231.xsd#nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember" xlink:to="lab_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings_b98cae61-9f91-4b2f-8f57-26ebdfb7cd5e_terseLabel_en-US" xlink:label="lab_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Distributions in excess of cumulative earnings from unconsolidated joint ventures</link:label>
    <link:label id="lab_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings_label_en-US" xlink:label="lab_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds From Unconsolidated Joint Venture Excess Of Cumulative Earnings</link:label>
    <link:label id="lab_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings_documentation_en-US" xlink:label="lab_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from unconsolidated joint venture excess of cumulative earnings.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" xlink:href="nly-20221231.xsd#nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" xlink:to="lab_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_FinancingAndAccruedInvestmentIncomeReceivable_39c8bf9d-d4ad-4132-8656-f278635d9c85_terseLabel_en-US" xlink:label="lab_nly_FinancingAndAccruedInvestmentIncomeReceivable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal and interest receivable</link:label>
    <link:label id="lab_nly_FinancingAndAccruedInvestmentIncomeReceivable_label_en-US" xlink:label="lab_nly_FinancingAndAccruedInvestmentIncomeReceivable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing And Accrued Investment Income Receivable</link:label>
    <link:label id="lab_nly_FinancingAndAccruedInvestmentIncomeReceivable_documentation_en-US" xlink:label="lab_nly_FinancingAndAccruedInvestmentIncomeReceivable" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Financing And Accrued Investment Income Receivable</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancingAndAccruedInvestmentIncomeReceivable" xlink:href="nly-20221231.xsd#nly_FinancingAndAccruedInvestmentIncomeReceivable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_FinancingAndAccruedInvestmentIncomeReceivable" xlink:to="lab_nly_FinancingAndAccruedInvestmentIncomeReceivable" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_CoverAbstract_9cf9b09a-b377-4e7a-8fe5-05175de172e3_terseLabel_en-US" xlink:label="lab_dei_CoverAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cover [Abstract]</link:label>
    <link:label id="lab_dei_CoverAbstract_label_en-US" xlink:label="lab_dei_CoverAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cover [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CoverAbstract" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CoverAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_CoverAbstract" xlink:to="lab_dei_CoverAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityVoluntaryFilers_e597361e-1f3c-4eea-ac3a-35f43cf32d98_terseLabel_en-US" xlink:label="lab_dei_EntityVoluntaryFilers" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Voluntary Filers</link:label>
    <link:label id="lab_dei_EntityVoluntaryFilers_label_en-US" xlink:label="lab_dei_EntityVoluntaryFilers" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Voluntary Filers</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityVoluntaryFilers" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityVoluntaryFilers"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityVoluntaryFilers" xlink:to="lab_dei_EntityVoluntaryFilers" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GoodwillImpairmentLoss_9436c495-80b4-4a05-9032-2a1cf7e81b24_terseLabel_en-US" xlink:label="lab_us-gaap_GoodwillImpairmentLoss" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Impairment of goodwill</link:label>
    <link:label id="lab_us-gaap_GoodwillImpairmentLoss_label_en-US" xlink:label="lab_us-gaap_GoodwillImpairmentLoss" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Goodwill, Impairment Loss</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillImpairmentLoss" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillImpairmentLoss"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GoodwillImpairmentLoss" xlink:to="lab_us-gaap_GoodwillImpairmentLoss" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_0b5ca24c-fec7-455d-8ab1-fc83170a5d69_terseLabel_en-US" xlink:label="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]</link:label>
    <link:label id="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_label_en-US" xlink:label="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems" xlink:to="lab_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherAssets_52bbaaf9-7cc6-44b2-b551-ee056b4ce78f_terseLabel_en-US" xlink:label="lab_us-gaap_OtherAssets" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other assets</link:label>
    <link:label id="lab_us-gaap_OtherAssets_label_en-US" xlink:label="lab_us-gaap_OtherAssets" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Assets</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssets" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherAssets"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherAssets" xlink:to="lab_us-gaap_OtherAssets" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestRateSwaptionReceiveMember_6c7717bf-2f02-4149-8c2c-bd0ac86d96d4_terseLabel_en-US" xlink:label="lab_nly_InterestRateSwaptionReceiveMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long receive</link:label>
    <link:label id="lab_nly_InterestRateSwaptionReceiveMember_label_en-US" xlink:label="lab_nly_InterestRateSwaptionReceiveMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Swaption, Receive [Member]</link:label>
    <link:label id="lab_nly_InterestRateSwaptionReceiveMember_documentation_en-US" xlink:label="lab_nly_InterestRateSwaptionReceiveMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Swaption, Receive [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwaptionReceiveMember" xlink:href="nly-20221231.xsd#nly_InterestRateSwaptionReceiveMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestRateSwaptionReceiveMember" xlink:to="lab_nly_InterestRateSwaptionReceiveMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_CashAcquiredFromAcquisition_eb2ccd67-758a-4f94-a92b-b71471d05a18_terseLabel_en-US" xlink:label="lab_us-gaap_CashAcquiredFromAcquisition" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash acquired (paid) in asset acquisition</link:label>
    <link:label id="lab_us-gaap_CashAcquiredFromAcquisition_label_en-US" xlink:label="lab_us-gaap_CashAcquiredFromAcquisition" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cash Acquired from Acquisition</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAcquiredFromAcquisition" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAcquiredFromAcquisition"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_CashAcquiredFromAcquisition" xlink:to="lab_us-gaap_CashAcquiredFromAcquisition" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InvestmentTypeCategorizationMember_46106654-c236-4ffa-8a9a-baf2a8ff8902_terseLabel_en-US" xlink:label="lab_us-gaap_InvestmentTypeCategorizationMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments [Domain]</link:label>
    <link:label id="lab_us-gaap_InvestmentTypeCategorizationMember_label_en-US" xlink:label="lab_us-gaap_InvestmentTypeCategorizationMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investments [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentTypeCategorizationMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember" xlink:to="lab_us-gaap_InvestmentTypeCategorizationMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InvestmentInterestRatePercentage_1c1780f1-e96e-4abe-8270-406c3554b812_terseLabel_en-US" xlink:label="lab_nly_InvestmentInterestRatePercentage" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest rate</link:label>
    <link:label id="lab_nly_InvestmentInterestRatePercentage_label_en-US" xlink:label="lab_nly_InvestmentInterestRatePercentage" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investment Interest Rate, Percentage</link:label>
    <link:label id="lab_nly_InvestmentInterestRatePercentage_documentation_en-US" xlink:label="lab_nly_InvestmentInterestRatePercentage" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Investment Interest Rate, Percentage</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InvestmentInterestRatePercentage" xlink:href="nly-20221231.xsd#nly_InvestmentInterestRatePercentage"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InvestmentInterestRatePercentage" xlink:to="lab_nly_InvestmentInterestRatePercentage" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock_76cb37bb-d2e8-44c4-af26-7b9440cfb151_terseLabel_en-US" xlink:label="lab_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Offsetting of Derivative Assets and Liabilities</link:label>
    <link:label id="lab_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock_label_en-US" xlink:label="lab_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Assets and Liabilities Offsetting [Table Text Block]</link:label>
    <link:label id="lab_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock_documentation_en-US" xlink:label="lab_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Tabular disclosure of derivative assets and liabilities that are subject to offsetting, including master netting arrangements.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock" xlink:href="nly-20221231.xsd#nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock" xlink:to="lab_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_DocumentsIncorporatedByReferenceTextBlock_e14e2a73-03fc-47f0-aa1c-b4f355d17b55_terseLabel_en-US" xlink:label="lab_dei_DocumentsIncorporatedByReferenceTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Documents Incorporated by Reference</link:label>
    <link:label id="lab_dei_DocumentsIncorporatedByReferenceTextBlock_label_en-US" xlink:label="lab_dei_DocumentsIncorporatedByReferenceTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Documents Incorporated by Reference [Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentsIncorporatedByReferenceTextBlock" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentsIncorporatedByReferenceTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_DocumentsIncorporatedByReferenceTextBlock" xlink:to="lab_dei_DocumentsIncorporatedByReferenceTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation_427ed0de-d45a-44ef-a9c6-d2cd511c508f_negatedTerseLabel_en-US" xlink:label="lab_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation" xlink:role="http://www.xbrl.org/2009/role/negatedTerseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Settlement of stock-based awards in satisfaction of withholding tax requirements</link:label>
    <link:label id="lab_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation_label_en-US" xlink:label="lab_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Payment, Tax Withholding, Share-Based Payment Arrangement</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation" xlink:to="lab_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LiabilitiesAndStockholdersEquity_9e722e0f-bc20-4e92-984a-548a7a7efc12_totalLabel_en-US" xlink:label="lab_us-gaap_LiabilitiesAndStockholdersEquity" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total liabilities and equity</link:label>
    <link:label id="lab_us-gaap_LiabilitiesAndStockholdersEquity_label_en-US" xlink:label="lab_us-gaap_LiabilitiesAndStockholdersEquity" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Liabilities and Equity</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquity" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAndStockholdersEquity"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquity" xlink:to="lab_us-gaap_LiabilitiesAndStockholdersEquity" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GeneralAndAdministrativeExpenseAbstract_64282bf6-1b04-49c5-be2d-a2f569c11547_terseLabel_en-US" xlink:label="lab_us-gaap_GeneralAndAdministrativeExpenseAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">General and administrative expenses</link:label>
    <link:label id="lab_us-gaap_GeneralAndAdministrativeExpenseAbstract_label_en-US" xlink:label="lab_us-gaap_GeneralAndAdministrativeExpenseAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">General and Administrative Expense [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeneralAndAdministrativeExpenseAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeneralAndAdministrativeExpenseAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GeneralAndAdministrativeExpenseAbstract" xlink:to="lab_us-gaap_GeneralAndAdministrativeExpenseAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LongtermDebtTypeAxis_ee7c9103-b1a7-462f-95bf-b6c4311f137a_terseLabel_en-US" xlink:label="lab_us-gaap_LongtermDebtTypeAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long-term Debt, Type [Axis]</link:label>
    <link:label id="lab_us-gaap_LongtermDebtTypeAxis_label_en-US" xlink:label="lab_us-gaap_LongtermDebtTypeAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long-Term Debt, Type [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LongtermDebtTypeAxis" xlink:to="lab_us-gaap_LongtermDebtTypeAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments_d6abcbfd-5598-4c90-850e-48351de715ca_terseLabel_en-US" xlink:label="lab_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Depreciation, amortization and other noncash expenses</link:label>
    <link:label id="lab_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments_label_en-US" xlink:label="lab_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Depreciation, Depletion And Amortization, Excluding Amortization Of Debt Premiums And Discounts, Deferred Financing Costs, And Discounts Of Investments</link:label>
    <link:label id="lab_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments_documentation_en-US" xlink:label="lab_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Depreciation, Depletion And Amortization, Excluding Amortization Of Debt Premiums And Discounts, Deferred Financing Costs, And Discounts Of Investments</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" xlink:href="nly-20221231.xsd#nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" xlink:to="lab_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain_bb9b262b-eb25-4073-96ef-db8701276ebd_terseLabel_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Gross Realized Gains</link:label>
    <link:label id="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain_label_en-US" xlink:label="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-Sale, Realized Gain</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleRealizedGain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain" xlink:to="lab_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount_d7e4aadc-3815-42eb-a2dd-10a3452c3496_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Less imputed interest</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Lease, Liability, Undiscounted Excess Amount</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount" xlink:to="lab_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EarningsPerShareDiluted_2856ef05-e2c6-4e91-8eab-9028922f95bf_terseLabel_en-US" xlink:label="lab_us-gaap_EarningsPerShareDiluted" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Diluted (in dollars per share)</link:label>
    <link:label id="lab_us-gaap_EarningsPerShareDiluted_label_en-US" xlink:label="lab_us-gaap_EarningsPerShareDiluted" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Earnings Per Share, Diluted</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareDiluted" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareDiluted"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EarningsPerShareDiluted" xlink:to="lab_us-gaap_EarningsPerShareDiluted" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_SaleOfStockNameOfTransactionDomain_ade945dc-8c0b-4ae9-be2c-5f2cfcc864c9_terseLabel_en-US" xlink:label="lab_us-gaap_SaleOfStockNameOfTransactionDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of Stock [Domain]</link:label>
    <link:label id="lab_us-gaap_SaleOfStockNameOfTransactionDomain_label_en-US" xlink:label="lab_us-gaap_SaleOfStockNameOfTransactionDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Sale of Stock [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockNameOfTransactionDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockNameOfTransactionDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_SaleOfStockNameOfTransactionDomain" xlink:to="lab_us-gaap_SaleOfStockNameOfTransactionDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures_992cfa2b-462d-4d89-9941-df2d2ff7dca0_terseLabel_en-US" xlink:label="lab_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential credit securities</link:label>
    <link:label id="lab_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures_label_en-US" xlink:label="lab_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Income Securities Mortgage Backed And Agency Debentures</link:label>
    <link:label id="lab_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures_documentation_en-US" xlink:label="lab_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Represents interest income, including any amortization and accretion (as applicable) of discounts and premiums, derived from securities backed by a pool of mortgages or trust deeds as well as agency debentures.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" xlink:href="nly-20221231.xsd#nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" xlink:to="lab_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1_312920f0-2f00-487c-9dd8-8ba964edc97d_terseLabel_en-US" xlink:label="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long-term stock compensation, vesting period</link:label>
    <link:label id="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1_label_en-US" xlink:label="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share-Based Compensation Arrangement by Share-Based Payment Award, Award Vesting Period</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1" xlink:to="lab_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ScheduleOfStockByClassTextBlock_f7140463-b670-4ec6-a62b-4775599aa8dd_terseLabel_en-US" xlink:label="lab_us-gaap_ScheduleOfStockByClassTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Stock by Class</link:label>
    <link:label id="lab_us-gaap_ScheduleOfStockByClassTextBlock_label_en-US" xlink:label="lab_us-gaap_ScheduleOfStockByClassTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Stock by Class [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfStockByClassTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfStockByClassTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ScheduleOfStockByClassTextBlock" xlink:to="lab_us-gaap_ScheduleOfStockByClassTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_ConsolidationItemsAxis_b916b1c8-96ce-4d3c-ae79-698ec5a0c4ac_terseLabel_en-US" xlink:label="lab_srt_ConsolidationItemsAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation Items [Axis]</link:label>
    <link:label id="lab_srt_ConsolidationItemsAxis_label_en-US" xlink:label="lab_srt_ConsolidationItemsAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Consolidation Items [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsAxis" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_ConsolidationItemsAxis" xlink:to="lab_srt_ConsolidationItemsAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo_38482d3c-f53f-46d5-a29b-e9e15e1aedfd_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">2024</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Lease, Liability, to be Paid, Year Two</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo" xlink:to="lab_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestRateSwaptionPayMember_1ae2220e-e6a2-4c23-bea3-38cf876d19a0_terseLabel_en-US" xlink:label="lab_nly_InterestRateSwaptionPayMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long pay</link:label>
    <link:label id="lab_nly_InterestRateSwaptionPayMember_label_en-US" xlink:label="lab_nly_InterestRateSwaptionPayMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Swaption, Pay [Member]</link:label>
    <link:label id="lab_nly_InterestRateSwaptionPayMember_documentation_en-US" xlink:label="lab_nly_InterestRateSwaptionPayMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Swaption, Pay [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwaptionPayMember" xlink:href="nly-20221231.xsd#nly_InterestRateSwaptionPayMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestRateSwaptionPayMember" xlink:to="lab_nly_InterestRateSwaptionPayMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestRateSwapsWeightedAverageReceiveRate_a0641d3c-ecf2-4b0d-8f55-f527f6e1696d_terseLabel_en-US" xlink:label="lab_nly_InterestRateSwapsWeightedAverageReceiveRate" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted Average Receive Rate</link:label>
    <link:label id="lab_nly_InterestRateSwapsWeightedAverageReceiveRate_label_en-US" xlink:label="lab_nly_InterestRateSwapsWeightedAverageReceiveRate" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Swaps Weighted Average Receive Rate</link:label>
    <link:label id="lab_nly_InterestRateSwapsWeightedAverageReceiveRate_documentation_en-US" xlink:label="lab_nly_InterestRateSwapsWeightedAverageReceiveRate" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Weighted average receive rate for interest rate swaps.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwapsWeightedAverageReceiveRate" xlink:href="nly-20221231.xsd#nly_InterestRateSwapsWeightedAverageReceiveRate"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestRateSwapsWeightedAverageReceiveRate" xlink:to="lab_nly_InterestRateSwapsWeightedAverageReceiveRate" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestRateSwaptionMember_92a5eeae-a4f9-4499-ba39-b8304a949056_terseLabel_en-US" xlink:label="lab_us-gaap_InterestRateSwaptionMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest rate swaptions</link:label>
    <link:label id="lab_us-gaap_InterestRateSwaptionMember_571f0c79-d1f6-427c-bff2-6833607922f7_verboseLabel_en-US" xlink:label="lab_us-gaap_InterestRateSwaptionMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest rate swaptions, at fair value</link:label>
    <link:label id="lab_us-gaap_InterestRateSwaptionMember_label_en-US" xlink:label="lab_us-gaap_InterestRateSwaptionMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Rate Swaption [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwaptionMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwaptionMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestRateSwaptionMember" xlink:to="lab_us-gaap_InterestRateSwaptionMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ShareRepurchaseProgramAxis_729bb0af-218b-48d9-b5ee-1caf9c1e3b25_terseLabel_en-US" xlink:label="lab_us-gaap_ShareRepurchaseProgramAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share Repurchase Program [Axis]</link:label>
    <link:label id="lab_us-gaap_ShareRepurchaseProgramAxis_label_en-US" xlink:label="lab_us-gaap_ShareRepurchaseProgramAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Share Repurchase Program [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareRepurchaseProgramAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareRepurchaseProgramAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ShareRepurchaseProgramAxis" xlink:to="lab_us-gaap_ShareRepurchaseProgramAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember_9f9c5346-47c8-404a-8243-54866cfb3b8a_terseLabel_en-US" xlink:label="lab_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Multifamily</link:label>
    <link:label id="lab_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember_label_en-US" xlink:label="lab_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Multifamily Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:label id="lab_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember_documentation_en-US" xlink:label="lab_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Multifamily Mortgage Backed Securities Available For Sale [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember" xlink:href="nly-20221231.xsd#nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember" xlink:to="lab_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_b1c3ed70-4f00-406b-bb44-556df510f9c8_terseLabel_en-US" xlink:label="lab_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Values Derivatives, Balance Sheet Location, by Derivative Contract Type [Table]</link:label>
    <link:label id="lab_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_label_en-US" xlink:label="lab_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Values Derivatives, Balance Sheet Location, by Derivative Contract Type [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable" xlink:to="lab_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember_2c7f93bd-20bb-4a22-8ce6-dd137a977571_terseLabel_en-US" xlink:label="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cumulative effect of change in accounting principle for credit losses</link:label>
    <link:label id="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember_label_en-US" xlink:label="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Cumulative Effect, Period of Adoption, Adjustment [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember" xlink:to="lab_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MeasurementInputDelinquencyRateMember_c17cd77e-2ca6-4aec-ba9b-b9d9493ada80_terseLabel_en-US" xlink:label="lab_nly_MeasurementInputDelinquencyRateMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Delinquency rate</link:label>
    <link:label id="lab_nly_MeasurementInputDelinquencyRateMember_label_en-US" xlink:label="lab_nly_MeasurementInputDelinquencyRateMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Input, Delinquency Rate [Member]</link:label>
    <link:label id="lab_nly_MeasurementInputDelinquencyRateMember_documentation_en-US" xlink:label="lab_nly_MeasurementInputDelinquencyRateMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Input, Delinquency Rate [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MeasurementInputDelinquencyRateMember" xlink:href="nly-20221231.xsd#nly_MeasurementInputDelinquencyRateMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MeasurementInputDelinquencyRateMember" xlink:to="lab_nly_MeasurementInputDelinquencyRateMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis_52f9feb7-a400-40dd-8291-14c08e41d6e6_terseLabel_en-US" xlink:label="lab_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Financing Receivable [Axis]</link:label>
    <link:label id="lab_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis_label_en-US" xlink:label="lab_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Financing Receivable [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis" xlink:to="lab_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AtthemarketSaleProgramMember_9280b1db-0927-4efc-a3bb-319d79ac8660_terseLabel_en-US" xlink:label="lab_nly_AtthemarketSaleProgramMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">At-the-market Sale Program</link:label>
    <link:label id="lab_nly_AtthemarketSaleProgramMember_label_en-US" xlink:label="lab_nly_AtthemarketSaleProgramMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">At-the-market Sale Program [Member]</link:label>
    <link:label id="lab_nly_AtthemarketSaleProgramMember_documentation_en-US" xlink:label="lab_nly_AtthemarketSaleProgramMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">At-the-market Sale Program [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AtthemarketSaleProgramMember" xlink:href="nly-20221231.xsd#nly_AtthemarketSaleProgramMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AtthemarketSaleProgramMember" xlink:to="lab_nly_AtthemarketSaleProgramMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeAsset_b5e7a16f-499c-4299-b631-74188bec24d5_terseLabel_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeAsset" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative assets</link:label>
    <link:label id="lab_us-gaap_DerivativeFairValueOfDerivativeAsset_label_en-US" xlink:label="lab_us-gaap_DerivativeFairValueOfDerivativeAsset" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Derivative Asset, Subject to Master Netting Arrangement, before Offset</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAsset" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeAsset"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DerivativeFairValueOfDerivativeAsset" xlink:to="lab_us-gaap_DerivativeFairValueOfDerivativeAsset" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock_eaa1ba0c-724a-4623-8543-fbe793720daf_terseLabel_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Operating Lease Liability Schedule of Maturity</link:label>
    <link:label id="lab_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock_label_en-US" xlink:label="lab_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Lessee, Operating Lease, Liability, Maturity [Table Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock" xlink:to="lab_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_dei_EntityAddressAddressLine1_ef22288e-a5dc-47de-bf35-dee69c77fe94_terseLabel_en-US" xlink:label="lab_dei_EntityAddressAddressLine1" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Address, Address Line One</link:label>
    <link:label id="lab_dei_EntityAddressAddressLine1_label_en-US" xlink:label="lab_dei_EntityAddressAddressLine1" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Entity Address, Address Line One</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressAddressLine1"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_dei_EntityAddressAddressLine1" xlink:to="lab_dei_EntityAddressAddressLine1" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_RealizedGainLossOnDerivatives_dd8e16a4-0479-4756-a0a0-2619ac3ba7f5_terseLabel_en-US" xlink:label="lab_nly_RealizedGainLossOnDerivatives" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Realized Gain (Loss)</link:label>
    <link:label id="lab_nly_RealizedGainLossOnDerivatives_label_en-US" xlink:label="lab_nly_RealizedGainLossOnDerivatives" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Realized Gain (Loss) on Derivatives</link:label>
    <link:label id="lab_nly_RealizedGainLossOnDerivatives_documentation_en-US" xlink:label="lab_nly_RealizedGainLossOnDerivatives" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Realized gain (loss) on derivatives.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RealizedGainLossOnDerivatives" xlink:href="nly-20221231.xsd#nly_RealizedGainLossOnDerivatives"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_RealizedGainLossOnDerivatives" xlink:to="lab_nly_RealizedGainLossOnDerivatives" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable_81671d7e-b795-4065-8231-a9f39d75a518_terseLabel_en-US" xlink:label="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Table]</link:label>
    <link:label id="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable_label_en-US" xlink:label="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Table]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable" xlink:to="lab_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageLoansFairValueDisclosure_e058c501-584b-4c2a-96bb-bd035e89eb49_terseLabel_en-US" xlink:label="lab_nly_MortgageLoansFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair value</link:label>
    <link:label id="lab_nly_MortgageLoansFairValueDisclosure_04fb2c24-7ca1-4653-88d0-758be8e99cd0_verboseLabel_en-US" xlink:label="lab_nly_MortgageLoansFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential mortgage loans</link:label>
    <link:label id="lab_nly_MortgageLoansFairValueDisclosure_label_en-US" xlink:label="lab_nly_MortgageLoansFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Loans Fair Value Disclosure</link:label>
    <link:label id="lab_nly_MortgageLoansFairValueDisclosure_documentation_en-US" xlink:label="lab_nly_MortgageLoansFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage loans fair value disclosure.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansFairValueDisclosure" xlink:href="nly-20221231.xsd#nly_MortgageLoansFairValueDisclosure"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageLoansFairValueDisclosure" xlink:to="lab_nly_MortgageLoansFairValueDisclosure" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ClassOfStockDomain_949c0bc7-504f-43ce-b594-2569eb2f1c0e_terseLabel_en-US" xlink:label="lab_us-gaap_ClassOfStockDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Stock [Domain]</link:label>
    <link:label id="lab_us-gaap_ClassOfStockDomain_label_en-US" xlink:label="lab_us-gaap_ClassOfStockDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Class of Stock [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ClassOfStockDomain" xlink:to="lab_us-gaap_ClassOfStockDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_InterestExpense_d7497ecf-3a2c-4938-9d12-45bec5279b58_terseLabel_en-US" xlink:label="lab_us-gaap_InterestExpense" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest expense</link:label>
    <link:label id="lab_us-gaap_InterestExpense_c93d0118-a017-4501-8422-124b6dc09c3f_totalLabel_en-US" xlink:label="lab_us-gaap_InterestExpense" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total interest expense</link:label>
    <link:label id="lab_us-gaap_InterestExpense_label_en-US" xlink:label="lab_us-gaap_InterestExpense" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Expense</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpense" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpense"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_InterestExpense" xlink:to="lab_us-gaap_InterestExpense" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_EquityMethodInvestmentsPolicy_ab4757af-8a93-4c94-99e4-8d3a604ff9dc_terseLabel_en-US" xlink:label="lab_us-gaap_EquityMethodInvestmentsPolicy" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity Method Investments</link:label>
    <link:label id="lab_us-gaap_EquityMethodInvestmentsPolicy_label_en-US" xlink:label="lab_us-gaap_EquityMethodInvestmentsPolicy" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Equity Method Investments [Policy Text Block]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityMethodInvestmentsPolicy" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityMethodInvestmentsPolicy"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_EquityMethodInvestmentsPolicy" xlink:to="lab_us-gaap_EquityMethodInvestmentsPolicy" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember_5188a929-d38c-4a0b-82a3-1a547c0eb6e1_terseLabel_en-US" xlink:label="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency mortgage-backed securities, recognized through other comprehensive income</link:label>
    <link:label id="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember_label_en-US" xlink:label="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Mortgage Backed Securities, Recognized Through Comprehensive Income [Member]</link:label>
    <link:label id="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember_documentation_en-US" xlink:label="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Agency Mortgage Backed Securities, Recognized Through Comprehensive Income [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember" xlink:to="lab_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset_9c914797-55fc-475e-8be6-410c8aa1df40_negatedLabel_en-US" xlink:label="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amounts offset</link:label>
    <link:label id="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset_label_en-US" xlink:label="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities Sold under Agreements to Repurchase, Amounts Offset</link:label>
    <link:label id="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset_documentation_en-US" xlink:label="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amounts offset in repurchase agreement during the period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" xlink:to="lab_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_67d450f3-cb26-4368-aa54-29a3011a4627_terseLabel_en-US" xlink:label="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Unrealized Loss Position For:</link:label>
    <link:label id="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_label_en-US" xlink:label="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities in a continuous unrealized loss position [Line Items]</link:label>
    <link:label id="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_documentation_en-US" xlink:label="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage-Backed Securities in a continuous unrealized loss position [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems" xlink:href="nly-20221231.xsd#nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems" xlink:to="lab_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock_8caac89e-980c-4c8d-9ce2-db500eb0e128_terseLabel_en-US" xlink:label="lab_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Types of Agency Mortgage Backed Securities</link:label>
    <link:label id="lab_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock_label_en-US" xlink:label="lab_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Mortgage Backed Securities Agency Concentration [Table Text Block]</link:label>
    <link:label id="lab_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock_documentation_en-US" xlink:label="lab_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Tabular disclosure of mortgage baked securities agency concentration.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock" xlink:href="nly-20221231.xsd#nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock" xlink:to="lab_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_UnderlyingAssetClassDomain_d74f0ff2-3e6b-44f8-91c5-19d08526d3a7_terseLabel_en-US" xlink:label="lab_us-gaap_UnderlyingAssetClassDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Underlying Asset Class [Domain]</link:label>
    <link:label id="lab_us-gaap_UnderlyingAssetClassDomain_label_en-US" xlink:label="lab_us-gaap_UnderlyingAssetClassDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Underlying Asset Class [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain" xlink:to="lab_us-gaap_UnderlyingAssetClassDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure_9a0b79a1-2b75-4d76-8d75-95529c1d2a46_terseLabel_en-US" xlink:label="lab_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other derivatives</link:label>
    <link:label id="lab_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure_label_en-US" xlink:label="lab_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Derivative Financial Instruments Assets Fair Value Disclosure</link:label>
    <link:label id="lab_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure_documentation_en-US" xlink:label="lab_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other derivative instrument obligations meeting the definition of an asset which the Company is a party to as of the balance sheet date.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" xlink:href="nly-20221231.xsd#nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" xlink:to="lab_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_VariableInterestEntityOwnershipPercentage_150c59c6-046e-4708-bf42-f9b10d86f73d_terseLabel_en-US" xlink:label="lab_us-gaap_VariableInterestEntityOwnershipPercentage" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable interest entity, ownership percentage</link:label>
    <link:label id="lab_us-gaap_VariableInterestEntityOwnershipPercentage_label_en-US" xlink:label="lab_us-gaap_VariableInterestEntityOwnershipPercentage" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Variable Interest Entity, Qualitative or Quantitative Information, Ownership Percentage</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityOwnershipPercentage" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityOwnershipPercentage"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_VariableInterestEntityOwnershipPercentage" xlink:to="lab_us-gaap_VariableInterestEntityOwnershipPercentage" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset_61d108a5-076a-4f45-a5a0-fbfc528d42ed_negatedLabel_en-US" xlink:label="lab_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset" xlink:role="http://www.xbrl.org/2009/role/negatedLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amounts offset</link:label>
    <link:label id="lab_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset_label_en-US" xlink:label="lab_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Securities for Reverse Repurchase Agreements, Amounts Offset</link:label>
    <link:label id="lab_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset_documentation_en-US" xlink:label="lab_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Amounts offset in reverse repurchase agreements during the period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset" xlink:href="nly-20221231.xsd#nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset" xlink:to="lab_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_MortgageLoansWarehouseFacilityFairValueDisclosure_c414a948-17f2-4e5a-989c-2885325c8a0b_terseLabel_en-US" xlink:label="lab_nly_MortgageLoansWarehouseFacilityFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Residential mortgage loan warehouse facility</link:label>
    <link:label id="lab_nly_MortgageLoansWarehouseFacilityFairValueDisclosure_label_en-US" xlink:label="lab_nly_MortgageLoansWarehouseFacilityFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Loans, Warehouse Facility, Fair Value Disclosure</link:label>
    <link:label id="lab_nly_MortgageLoansWarehouseFacilityFairValueDisclosure_documentation_en-US" xlink:label="lab_nly_MortgageLoansWarehouseFacilityFairValueDisclosure" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Mortgage Loans, Warehouse Facility, Fair Value Disclosure</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansWarehouseFacilityFairValueDisclosure" xlink:href="nly-20221231.xsd#nly_MortgageLoansWarehouseFacilityFairValueDisclosure"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_MortgageLoansWarehouseFacilityFairValueDisclosure" xlink:to="lab_nly_MortgageLoansWarehouseFacilityFairValueDisclosure" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueByMeasurementFrequencyAxis_966c5524-e7db-40e9-a660-5a259fa20fa5_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueByMeasurementFrequencyAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Frequency [Axis]</link:label>
    <link:label id="lab_us-gaap_FairValueByMeasurementFrequencyAxis_label_en-US" xlink:label="lab_us-gaap_FairValueByMeasurementFrequencyAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Measurement Frequency [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByMeasurementFrequencyAxis" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByMeasurementFrequencyAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis" xlink:to="lab_us-gaap_FairValueByMeasurementFrequencyAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_DebtSecuritiesAvailableforsaleRemainingPremium_22c7a9ea-e1f3-433a-8dcb-e53fcf5f4bed_terseLabel_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableforsaleRemainingPremium" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Remaining Premium</link:label>
    <link:label id="lab_nly_DebtSecuritiesAvailableforsaleRemainingPremium_label_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableforsaleRemainingPremium" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-sale, Remaining Premium</link:label>
    <link:label id="lab_nly_DebtSecuritiesAvailableforsaleRemainingPremium_documentation_en-US" xlink:label="lab_nly_DebtSecuritiesAvailableforsaleRemainingPremium" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Debt Securities, Available-for-sale, Remaining Premium</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableforsaleRemainingPremium" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableforsaleRemainingPremium"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_DebtSecuritiesAvailableforsaleRemainingPremium" xlink:to="lab_nly_DebtSecuritiesAvailableforsaleRemainingPremium" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock_21421300-be18-47a7-989c-f119bc246127_terseLabel_en-US" xlink:label="lab_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Repurchase Agreements Remaining Maturity ,Collateral Types and Weighted Average Rates</link:label>
    <link:label id="lab_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock_label_en-US" xlink:label="lab_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of Repurchase Agreements Remaining Maturity [Table Text Block]</link:label>
    <link:label id="lab_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock_documentation_en-US" xlink:label="lab_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Schedule of the remaining maturity of repurchase agreements as of the balance sheet date.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock" xlink:href="nly-20221231.xsd#nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock" xlink:to="lab_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased_0f808736-d5fb-4ae6-b15e-d0e051db65c7_terseLabel_en-US" xlink:label="lab_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock repurchase program, number of shares authorized to be repurchased (in shares)</link:label>
    <link:label id="lab_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased_label_en-US" xlink:label="lab_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Stock Repurchase Program, Number of Shares Authorized to be Repurchased</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased" xlink:to="lab_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_f103110d-30ec-4607-8f24-ffd39fdb3a58_terseLabel_en-US" xlink:label="lab_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</link:label>
    <link:label id="lab_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_label_en-US" xlink:label="lab_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]</link:label>
    <link:label id="lab_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_documentation_en-US" xlink:label="lab_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:href="nly-20221231.xsd#nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:to="lab_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_GeneralAndAdministrativeExpense_a4fcbe1d-b02b-4bb2-a11b-3cce66d4eb0a_totalLabel_en-US" xlink:label="lab_us-gaap_GeneralAndAdministrativeExpense" xlink:role="http://www.xbrl.org/2003/role/totalLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Total general and administrative expenses</link:label>
    <link:label id="lab_us-gaap_GeneralAndAdministrativeExpense_13e48ed0-a158-4ef9-8694-bcef1062ee3d_verboseLabel_en-US" xlink:label="lab_us-gaap_GeneralAndAdministrativeExpense" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Costs incurred in connection with securitization</link:label>
    <link:label id="lab_us-gaap_GeneralAndAdministrativeExpense_label_en-US" xlink:label="lab_us-gaap_GeneralAndAdministrativeExpense" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">General and Administrative Expense</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeneralAndAdministrativeExpense" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeneralAndAdministrativeExpense"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_GeneralAndAdministrativeExpense" xlink:to="lab_us-gaap_GeneralAndAdministrativeExpense" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_LongtermDebtTypeDomain_07b62d2a-8e48-487f-9984-94b32367b686_terseLabel_en-US" xlink:label="lab_us-gaap_LongtermDebtTypeDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long-term Debt, Type [Domain]</link:label>
    <link:label id="lab_us-gaap_LongtermDebtTypeDomain_label_en-US" xlink:label="lab_us-gaap_LongtermDebtTypeDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Long-Term Debt, Type [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_LongtermDebtTypeDomain" xlink:to="lab_us-gaap_LongtermDebtTypeDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherDebtSecuritiesMember_493b9781-b9de-4201-8c45-4b602bdba241_terseLabel_en-US" xlink:label="lab_us-gaap_OtherDebtSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other secured financing</link:label>
    <link:label id="lab_us-gaap_OtherDebtSecuritiesMember_label_en-US" xlink:label="lab_us-gaap_OtherDebtSecuritiesMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Debt Obligations [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherDebtSecuritiesMember" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherDebtSecuritiesMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherDebtSecuritiesMember" xlink:to="lab_us-gaap_OtherDebtSecuritiesMember" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_StatementOfStockholdersEquityAbstract_2a8bfb87-b677-4369-b826-daa96e8a325d_terseLabel_en-US" xlink:label="lab_us-gaap_StatementOfStockholdersEquityAbstract" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement of Stockholders' Equity [Abstract]</link:label>
    <link:label id="lab_us-gaap_StatementOfStockholdersEquityAbstract_label_en-US" xlink:label="lab_us-gaap_StatementOfStockholdersEquityAbstract" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Statement of Stockholders' Equity [Abstract]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementOfStockholdersEquityAbstract" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementOfStockholdersEquityAbstract"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_StatementOfStockholdersEquityAbstract" xlink:to="lab_us-gaap_StatementOfStockholdersEquityAbstract" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_702b39a4-a652-4203-82c9-fe533f19a144_periodStartLabel_en-US" xlink:label="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" xlink:role="http://www.xbrl.org/2003/role/periodStartLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Beginning balance</link:label>
    <link:label id="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_2cba8a7f-b8f2-4982-a376-cc3abfb020c1_periodEndLabel_en-US" xlink:label="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" xlink:role="http://www.xbrl.org/2003/role/periodEndLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Ending balance</link:label>
    <link:label id="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_label_en-US" xlink:label="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" xlink:to="lab_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities_cd37115d-f704-479f-bdc4-4bf79a38c330_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Principal payments on securities</link:label>
    <link:label id="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities_label_en-US" xlink:label="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Maturities, Prepayments and Calls of Debt Securities, Available-for-Sale</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities" xlink:to="lab_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_OtherLocationMember_bec0bc21-e44b-44dd-81b3-d0bd733a894c_verboseLabel_en-US" xlink:label="lab_nly_OtherLocationMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">All other (none individually greater than 5%)</link:label>
    <link:label id="lab_nly_OtherLocationMember_label_en-US" xlink:label="lab_nly_OtherLocationMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Location [Member]</link:label>
    <link:label id="lab_nly_OtherLocationMember_documentation_en-US" xlink:label="lab_nly_OtherLocationMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Location [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherLocationMember" xlink:href="nly-20221231.xsd#nly_OtherLocationMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_OtherLocationMember" xlink:to="lab_nly_OtherLocationMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ProceedsFromRepurchaseAgreements_368868cb-3b48-4b8b-b539-6164b6b1c90e_terseLabel_en-US" xlink:label="lab_nly_ProceedsFromRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from repurchase agreements and other secured financing</link:label>
    <link:label id="lab_nly_ProceedsFromRepurchaseAgreements_label_en-US" xlink:label="lab_nly_ProceedsFromRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from repurchase agreements</link:label>
    <link:label id="lab_nly_ProceedsFromRepurchaseAgreements_documentation_en-US" xlink:label="lab_nly_ProceedsFromRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">The amount of proceeds from repurchase agreements.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsFromRepurchaseAgreements" xlink:href="nly-20221231.xsd#nly_ProceedsFromRepurchaseAgreements"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ProceedsFromRepurchaseAgreements" xlink:to="lab_nly_ProceedsFromRepurchaseAgreements" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NumberOfInvestmentGroups_f00c78c3-ca22-4452-a433-3a6da1b05012_terseLabel_en-US" xlink:label="lab_nly_NumberOfInvestmentGroups" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Number of investment groups</link:label>
    <link:label id="lab_nly_NumberOfInvestmentGroups_label_en-US" xlink:label="lab_nly_NumberOfInvestmentGroups" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Number Of Investment Groups</link:label>
    <link:label id="lab_nly_NumberOfInvestmentGroups_documentation_en-US" xlink:label="lab_nly_NumberOfInvestmentGroups" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Number Of Investment Groups</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NumberOfInvestmentGroups" xlink:href="nly-20221231.xsd#nly_NumberOfInvestmentGroups"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NumberOfInvestmentGroups" xlink:to="lab_nly_NumberOfInvestmentGroups" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_InterestPaidOnRepurchaseAgreements_faed62ec-049c-4781-9d48-d9eb3bd94bb0_terseLabel_en-US" xlink:label="lab_nly_InterestPaidOnRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Repurchase agreements</link:label>
    <link:label id="lab_nly_InterestPaidOnRepurchaseAgreements_label_en-US" xlink:label="lab_nly_InterestPaidOnRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest Paid On Repurchase Agreements</link:label>
    <link:label id="lab_nly_InterestPaidOnRepurchaseAgreements_documentation_en-US" xlink:label="lab_nly_InterestPaidOnRepurchaseAgreements" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Interest expense related to securities sold coupled with an agreement to repurchase the same from the same counterparty at a fixed or determinable price within a fixed or variable time period.</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestPaidOnRepurchaseAgreements" xlink:href="nly-20221231.xsd#nly_InterestPaidOnRepurchaseAgreements"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_InterestPaidOnRepurchaseAgreements" xlink:to="lab_nly_InterestPaidOnRepurchaseAgreements" xlink:type="arc" order="1"/>
    <link:label id="lab_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis_f64104cd-182c-4ecc-9747-55cad50c8fef_terseLabel_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Real Estate, Type of Property [Axis]</link:label>
    <link:label id="lab_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis_label_en-US" xlink:label="lab_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Real Estate, Type of Property [Axis]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis" xlink:to="lab_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_DisposalGroupClassificationDomain_522a2b0d-efd3-4d4a-aafc-476c16a3aa0e_terseLabel_en-US" xlink:label="lab_us-gaap_DisposalGroupClassificationDomain" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group Classification [Domain]</link:label>
    <link:label id="lab_us-gaap_DisposalGroupClassificationDomain_label_en-US" xlink:label="lab_us-gaap_DisposalGroupClassificationDomain" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Disposal Group Classification [Domain]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationDomain"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain" xlink:to="lab_us-gaap_DisposalGroupClassificationDomain" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested_f7bb2568-19cc-4b6e-aeeb-2807e8a57faa_terseLabel_en-US" xlink:label="lab_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Net proceeds from business divestiture</link:label>
    <link:label id="lab_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested_label_en-US" xlink:label="lab_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Proceeds from Divestiture of Businesses, Net of Cash Divested</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested" xlink:to="lab_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_a2ccac48-0b83-4c21-a6b2-8484c38f3183_terseLabel_en-US" xlink:label="lab_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</link:label>
    <link:label id="lab_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_label_en-US" xlink:label="lab_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Fair Value, Option, Quantitative Disclosures [Line Items]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueOptionQuantitativeDisclosuresLineItems"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems" xlink:to="lab_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_ToBeAnnouncedContractsMember_873f6984-6b62-45ae-bf8d-010517ca9ed7_terseLabel_en-US" xlink:label="lab_nly_ToBeAnnouncedContractsMember" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">TBA derivatives</link:label>
    <link:label id="lab_nly_ToBeAnnouncedContractsMember_58296774-2159-448f-bd7b-f27c7d0ac6d0_verboseLabel_en-US" xlink:label="lab_nly_ToBeAnnouncedContractsMember" xlink:role="http://www.xbrl.org/2003/role/verboseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">TBA derivatives, at fair value</link:label>
    <link:label id="lab_nly_ToBeAnnouncedContractsMember_label_en-US" xlink:label="lab_nly_ToBeAnnouncedContractsMember" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">TBA Contracts [Member]</link:label>
    <link:label id="lab_nly_ToBeAnnouncedContractsMember_documentation_en-US" xlink:label="lab_nly_ToBeAnnouncedContractsMember" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">TBA Contracts [Member]</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedContractsMember" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedContractsMember"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_ToBeAnnouncedContractsMember" xlink:to="lab_nly_ToBeAnnouncedContractsMember" xlink:type="arc" order="1"/>
    <link:label id="lab_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral_01ffe2ca-2c9c-4c72-b8de-fae592b5f46b_terseLabel_en-US" xlink:label="lab_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral" xlink:role="http://www.xbrl.org/2003/role/terseLabel" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Transfer of residential loans to securitization vehicles, carrying value, noncash</link:label>
    <link:label id="lab_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral_label_en-US" xlink:label="lab_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash or Part Noncash, Financial Instruments, Owned and Pledged as Collateral</link:label>
    <link:label id="lab_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral_documentation_en-US" xlink:label="lab_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral" xlink:role="http://www.xbrl.org/2003/role/documentation" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Noncash or Part Noncash, Financial Instruments, Owned and Pledged as Collateral</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral" xlink:href="nly-20221231.xsd#nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral" xlink:to="lab_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral" xlink:type="arc" order="1"/>
    <link:label id="lab_us-gaap_OtherLiabilities_label_en-US" xlink:label="lab_us-gaap_OtherLiabilities" xlink:role="http://www.xbrl.org/2003/role/label" xlink:type="resource" xmlns:xml="http://www.w3.org/XML/1998/namespace" xml:lang="en-US">Other Liabilities</link:label>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherLiabilities" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherLiabilities"/>
    <link:labelArc xlink:arcrole="http://www.xbrl.org/2003/arcrole/concept-label" xlink:from="loc_us-gaap_OtherLiabilities" xlink:to="lab_us-gaap_OtherLiabilities" xlink:type="arc" order="1"/>
  </link:labelLink>
</link:linkbase>
</XBRL>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-101.PRE
<SEQUENCE>15
<FILENAME>nly-20221231_pre.xml
<DESCRIPTION>XBRL TAXONOMY EXTENSION PRESENTATION LINKBASE DOCUMENT
<TEXT>
<XBRL>
<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2023 Workiva-->
<!--r:8283f2a1-4ded-4d91-9c69-89acb0846785,g:7a65753d-199a-48a0-b389-5a375b28fd73-->
<link:linkbase xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
  <link:roleRef roleURI="http://annaly.com/role/COVERPAGE" xlink:type="simple" xlink:href="nly-20221231.xsd#COVERPAGE"/>
  <link:presentationLink xlink:role="http://annaly.com/role/COVERPAGE" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_dei_CoverAbstract_e9d5093b-e52e-40ea-8bc4-7f0438ab074e" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CoverAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentInformationTable_914e6d79-67d7-4890-9398-ebfbcf6a0731" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentInformationTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_CoverAbstract_e9d5093b-e52e-40ea-8bc4-7f0438ab074e" xlink:to="loc_dei_DocumentInformationTable_914e6d79-67d7-4890-9398-ebfbcf6a0731" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_778d88f2-eb2b-469e-ac3d-456771211fd8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationTable_914e6d79-67d7-4890-9398-ebfbcf6a0731" xlink:to="loc_us-gaap_StatementClassOfStockAxis_778d88f2-eb2b-469e-ac3d-456771211fd8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementClassOfStockAxis_778d88f2-eb2b-469e-ac3d-456771211fd8" xlink:to="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockMember_2d08cf99-5c46-4854-8e3c-1a8057269d9e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:to="loc_us-gaap_CommonStockMember_2d08cf99-5c46-4854-8e3c-1a8057269d9e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_54c11420-f282-422e-a090-5550652ece2c" xlink:href="nly-20221231.xsd#nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:to="loc_nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_54c11420-f282-422e-a090-5550652ece2c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_c2574d7c-c1e4-4e05-b1af-c9b84e4bcf26" xlink:href="nly-20221231.xsd#nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:to="loc_nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_c2574d7c-c1e4-4e05-b1af-c9b84e4bcf26" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_5531b7f9-6c3a-4390-bc4a-e037f9f28c16" xlink:href="nly-20221231.xsd#nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_e8cee062-d25a-44e9-822a-64874a1e238a" xlink:to="loc_nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember_5531b7f9-6c3a-4390-bc4a-e037f9f28c16" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentInformationLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationTable_914e6d79-67d7-4890-9398-ebfbcf6a0731" xlink:to="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentType_b426acc5-c533-418a-b003-8e00f5331a93" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentType"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentType_b426acc5-c533-418a-b003-8e00f5331a93" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentAnnualReport_6e6842ba-3766-418b-9e16-806a444ff1ca" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentAnnualReport"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentAnnualReport_6e6842ba-3766-418b-9e16-806a444ff1ca" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentPeriodEndDate_2028c563-c6f7-434a-9225-33c9b11fc768" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentPeriodEndDate"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentPeriodEndDate_2028c563-c6f7-434a-9225-33c9b11fc768" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CurrentFiscalYearEndDate_c36aa7a4-99cb-4b5e-866a-a5d1a5d7fc30" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CurrentFiscalYearEndDate"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_CurrentFiscalYearEndDate_c36aa7a4-99cb-4b5e-866a-a5d1a5d7fc30" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentTransitionReport_3532c83b-cfcf-4d33-a955-681f68517223" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentTransitionReport"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentTransitionReport_3532c83b-cfcf-4d33-a955-681f68517223" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFileNumber_ca95c2fc-3d71-4bd3-a3e8-1d0ab79e7ec4" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityFileNumber"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityFileNumber_ca95c2fc-3d71-4bd3-a3e8-1d0ab79e7ec4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityRegistrantName_fb57e2e6-876c-41c7-9780-c90cb0e99693" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityRegistrantName"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityRegistrantName_fb57e2e6-876c-41c7-9780-c90cb0e99693" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityIncorporationStateCountryCode_17879769-78c9-4b35-a2ca-b6c3b8625084" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityIncorporationStateCountryCode"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityIncorporationStateCountryCode_17879769-78c9-4b35-a2ca-b6c3b8625084" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityTaxIdentificationNumber_8993d591-99ce-4ac6-820c-72420790c713" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityTaxIdentificationNumber"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityTaxIdentificationNumber_8993d591-99ce-4ac6-820c-72420790c713" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressAddressLine1_6470d2a8-e31d-43e3-bf17-bd392fe8f790" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressAddressLine1"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityAddressAddressLine1_6470d2a8-e31d-43e3-bf17-bd392fe8f790" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressCityOrTown_ee8ced6c-3183-4c2d-8a12-38a1b3ac9a0b" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressCityOrTown"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityAddressCityOrTown_ee8ced6c-3183-4c2d-8a12-38a1b3ac9a0b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressStateOrProvince_acedccf3-5188-4593-a133-e84a7c676714" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressStateOrProvince"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityAddressStateOrProvince_acedccf3-5188-4593-a133-e84a7c676714" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityAddressPostalZipCode_74bb2335-a54c-4834-a354-dad341990a07" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityAddressPostalZipCode"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityAddressPostalZipCode_74bb2335-a54c-4834-a354-dad341990a07" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_CityAreaCode_167beab6-f9f3-48ed-8a7a-9a5a713567bf" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_CityAreaCode"/>
    <link:presentationArc order="14" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_CityAreaCode_167beab6-f9f3-48ed-8a7a-9a5a713567bf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LocalPhoneNumber_0a33a05b-47f3-4816-a20c-7ea5a040ec41" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LocalPhoneNumber"/>
    <link:presentationArc order="15" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_LocalPhoneNumber_0a33a05b-47f3-4816-a20c-7ea5a040ec41" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_Security12bTitle_3c0bcfb0-da51-4cd5-bb72-3af457fd420e" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_Security12bTitle"/>
    <link:presentationArc order="16" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_Security12bTitle_3c0bcfb0-da51-4cd5-bb72-3af457fd420e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_TradingSymbol_090644e3-d10f-46c0-9031-5d775aad1a40" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_TradingSymbol"/>
    <link:presentationArc order="17" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_TradingSymbol_090644e3-d10f-46c0-9031-5d775aad1a40" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_SecurityExchangeName_4d9057bd-bd07-4ef2-8422-1a62c72e7057" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_SecurityExchangeName"/>
    <link:presentationArc order="18" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_SecurityExchangeName_4d9057bd-bd07-4ef2-8422-1a62c72e7057" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityWellKnownSeasonedIssuer_f800c416-a8c6-4a3c-acb6-89e47c3d98df" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityWellKnownSeasonedIssuer"/>
    <link:presentationArc order="19" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityWellKnownSeasonedIssuer_f800c416-a8c6-4a3c-acb6-89e47c3d98df" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityVoluntaryFilers_d3211702-dc75-4486-9dca-506b049aa8f7" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityVoluntaryFilers"/>
    <link:presentationArc order="20" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityVoluntaryFilers_d3211702-dc75-4486-9dca-506b049aa8f7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCurrentReportingStatus_2e9e9272-163a-4178-a825-0ecdb9c66347" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCurrentReportingStatus"/>
    <link:presentationArc order="21" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityCurrentReportingStatus_2e9e9272-163a-4178-a825-0ecdb9c66347" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityInteractiveDataCurrent_5f931afb-96b4-4685-8b96-45409784c0de" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityInteractiveDataCurrent"/>
    <link:presentationArc order="22" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityInteractiveDataCurrent_5f931afb-96b4-4685-8b96-45409784c0de" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityFilerCategory_0c5016dd-5bbe-410e-ae55-f24844bfedd6" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityFilerCategory"/>
    <link:presentationArc order="23" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityFilerCategory_0c5016dd-5bbe-410e-ae55-f24844bfedd6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntitySmallBusiness_f27024e9-ebcd-4b04-90a4-393f7d738965" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntitySmallBusiness"/>
    <link:presentationArc order="24" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntitySmallBusiness_f27024e9-ebcd-4b04-90a4-393f7d738965" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityEmergingGrowthCompany_0eedb45e-ca7a-4eaa-b15a-6cf128ae0aca" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityEmergingGrowthCompany"/>
    <link:presentationArc order="25" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityEmergingGrowthCompany_0eedb45e-ca7a-4eaa-b15a-6cf128ae0aca" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_IcfrAuditorAttestationFlag_50bd109c-1f11-4bd2-a848-85ee2f0daaa6" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_IcfrAuditorAttestationFlag"/>
    <link:presentationArc order="26" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_IcfrAuditorAttestationFlag_50bd109c-1f11-4bd2-a848-85ee2f0daaa6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityShellCompany_5947a1ff-3087-410e-bd81-add138d58a47" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityShellCompany"/>
    <link:presentationArc order="27" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityShellCompany_5947a1ff-3087-410e-bd81-add138d58a47" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityPublicFloat_236a0b61-5528-4837-ae22-f71184a6057d" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityPublicFloat"/>
    <link:presentationArc order="28" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityPublicFloat_236a0b61-5528-4837-ae22-f71184a6057d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCommonStockSharesOutstanding_8d9eaacd-7e1d-4f6d-9804-592aa9c227de" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCommonStockSharesOutstanding"/>
    <link:presentationArc order="29" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityCommonStockSharesOutstanding_8d9eaacd-7e1d-4f6d-9804-592aa9c227de" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentsIncorporatedByReferenceTextBlock_4d932196-342e-4ab9-9e34-8dcf730d97ef" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentsIncorporatedByReferenceTextBlock"/>
    <link:presentationArc order="30" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentsIncorporatedByReferenceTextBlock_4d932196-342e-4ab9-9e34-8dcf730d97ef" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AmendmentFlag_9ff669bc-8dc3-44b9-9733-3c782a46ab47" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AmendmentFlag"/>
    <link:presentationArc order="31" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_AmendmentFlag_9ff669bc-8dc3-44b9-9733-3c782a46ab47" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentFiscalYearFocus_7da95c52-eccf-4ac7-b45d-ac262bbcc18f" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentFiscalYearFocus"/>
    <link:presentationArc order="32" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentFiscalYearFocus_7da95c52-eccf-4ac7-b45d-ac262bbcc18f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_DocumentFiscalPeriodFocus_022b3206-9b18-4a90-9de8-b9bd7678bf4e" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_DocumentFiscalPeriodFocus"/>
    <link:presentationArc order="33" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_DocumentFiscalPeriodFocus_022b3206-9b18-4a90-9de8-b9bd7678bf4e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityCentralIndexKey_47366a95-f2c4-4ffb-b60d-233d244d50f7" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityCentralIndexKey"/>
    <link:presentationArc order="34" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_DocumentInformationLineItems_a37aaf7a-a809-4880-aa65-3999507440d6" xlink:to="loc_dei_EntityCentralIndexKey_47366a95-f2c4-4ffb-b60d-233d244d50f7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/AUDITINFORMATION" xlink:type="simple" xlink:href="nly-20221231.xsd#AUDITINFORMATION"/>
  <link:presentationLink xlink:role="http://annaly.com/role/AUDITINFORMATION" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_nly_AuditInformationAbstract_18c74701-896b-4573-9e1d-aad4769e9118" xlink:href="nly-20221231.xsd#nly_AuditInformationAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AuditorFirmId_4f3eb386-5901-4794-8469-4a118601fbd4" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AuditorFirmId"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_AuditInformationAbstract_18c74701-896b-4573-9e1d-aad4769e9118" xlink:to="loc_dei_AuditorFirmId_4f3eb386-5901-4794-8469-4a118601fbd4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AuditorLocation_42af2a42-c8cf-45b1-bc4e-71004ef55246" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AuditorLocation"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_AuditInformationAbstract_18c74701-896b-4573-9e1d-aad4769e9118" xlink:to="loc_dei_AuditorLocation_42af2a42-c8cf-45b1-bc4e-71004ef55246" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_AuditorName_a4621362-47ab-4b47-9efe-ef9a46b577f5" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_AuditorName"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_AuditInformationAbstract_18c74701-896b-4573-9e1d-aad4769e9118" xlink:to="loc_dei_AuditorName_a4621362-47ab-4b47-9efe-ef9a46b577f5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementOfFinancialPositionAbstract_fcea3515-592a-4a63-818e-5aa2c5ce7a52" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementOfFinancialPositionAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfFinancialPositionAbstract_fcea3515-592a-4a63-818e-5aa2c5ce7a52" xlink:to="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_d1f9fed3-7dc9-4b88-a849-1f175df7c726" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_d1f9fed3-7dc9-4b88-a849-1f175df7c726" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_77429f81-ed9a-4166-b809-fde23747dc31" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_77429f81-ed9a-4166-b809-fde23747dc31" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_22ad45a7-3b21-430d-a3ec-2dbe95824165" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_22ad45a7-3b21-430d-a3ec-2dbe95824165" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAsset_775f3865-18af-422a-861b-014a9ad3cb24" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAsset"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_ServicingAsset_775f3865-18af-422a-861b-014a9ad3cb24" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRights_821487a1-a0be-4981-9a58-10f424273c81" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRights"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_nly_InterestInMortgageServicingRights_821487a1-a0be-4981-9a58-10f424273c81" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds_fc9d9068-2e1c-4c85-b5b9-f5c6ebe2d1c3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds_fc9d9068-2e1c-4c85-b5b9-f5c6ebe2d1c3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation_6c7e1631-ee29-4864-b824-25f58b9b25bb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation_6c7e1631-ee29-4864-b824-25f58b9b25bb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssets_4900a26d-bfb3-4ae9-9533-39ac839a0086" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssets"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_DerivativeAssets_4900a26d-bfb3-4ae9-9533-39ac839a0086" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ReceivableForInvestmentSecuritiesSold_a9b963be-08d9-4544-aa38-65e37cb560c8" xlink:href="nly-20221231.xsd#nly_ReceivableForInvestmentSecuritiesSold"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_nly_ReceivableForInvestmentSecuritiesSold_a9b963be-08d9-4544-aa38-65e37cb560c8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancingAndAccruedInvestmentIncomeReceivable_4a51f1f5-eb49-44ea-9850-ae6e1daf5470" xlink:href="nly-20221231.xsd#nly_FinancingAndAccruedInvestmentIncomeReceivable"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_nly_FinancingAndAccruedInvestmentIncomeReceivable_4a51f1f5-eb49-44ea-9850-ae6e1daf5470" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IntangibleAssetsNetIncludingGoodwill_ec93d373-b779-4d3f-81f5-2a4fef6015fe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IntangibleAssetsNetIncludingGoodwill"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_IntangibleAssetsNetIncludingGoodwill_ec93d373-b779-4d3f-81f5-2a4fef6015fe" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssets_7f806cfd-8448-4910-91cc-899164e694c7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherAssets"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_OtherAssets_7f806cfd-8448-4910-91cc-899164e694c7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_3757ecd0-e863-4024-be27-bebefceaa258" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_2430e910-6d22-41cb-a516-b693421840ae" xlink:to="loc_us-gaap_Assets_3757ecd0-e863-4024-be27-bebefceaa258" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_4f4f7084-f78c-4b46-891f-c53fcdf5608f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAndStockholdersEquityAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfFinancialPositionAbstract_fcea3515-592a-4a63-818e-5aa2c5ce7a52" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_4f4f7084-f78c-4b46-891f-c53fcdf5608f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_4f4f7084-f78c-4b46-891f-c53fcdf5608f" xlink:to="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_7878733d-639a-474f-9159-c7657ca8b07d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_7878733d-639a-474f-9159-c7657ca8b07d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherSecuredFinancings_51c1caf6-6206-460c-9b84-f080dbfc09cf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherSecuredFinancings"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_us-gaap_OtherSecuredFinancings_51c1caf6-6206-460c-9b84-f080dbfc09cf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVie_b671bb76-79ac-4f87-bb14-5f78ec2f32e9" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVie"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVie_b671bb76-79ac-4f87-bb14-5f78ec2f32e9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_3d45dc3a-152b-4f61-b736-e422f9b737bf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_3d45dc3a-152b-4f61-b736-e422f9b737bf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation_d91a9427-7532-4d62-87d7-539105221bf6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation_d91a9427-7532-4d62-87d7-539105221bf6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilities_20148e52-1f37-47cd-baca-97df3905c589" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilities"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_us-gaap_DerivativeLiabilities_20148e52-1f37-47cd-baca-97df3905c589" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PayableForInvestmentSecuritiesPurchased_054112cd-bbfe-4ccb-ba35-440f64290dec" xlink:href="nly-20221231.xsd#nly_PayableForInvestmentSecuritiesPurchased"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_nly_PayableForInvestmentSecuritiesPurchased_054112cd-bbfe-4ccb-ba35-440f64290dec" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestPayableCurrentAndNoncurrent_b8cd3d60-8b26-4251-9cbc-9724cfcfb9f0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestPayableCurrentAndNoncurrent"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_us-gaap_InterestPayableCurrentAndNoncurrent_b8cd3d60-8b26-4251-9cbc-9724cfcfb9f0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableCurrentAndNoncurrent_7edd8498-7c23-4f0c-9457-0fa90ab9eb37" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableCurrentAndNoncurrent"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_us-gaap_DividendsPayableCurrentAndNoncurrent_7edd8498-7c23-4f0c-9457-0fa90ab9eb37" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_a4801cf4-2bdb-4400-8f01-de3adc854b52" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableAndOtherAccruedLiabilities"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_a4801cf4-2bdb-4400-8f01-de3adc854b52" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_21d41326-79c1-49cd-ac40-f6719ac29a39" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Liabilities"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_d17b8eb2-291a-4da0-9259-b13aa043f76a" xlink:to="loc_us-gaap_Liabilities_21d41326-79c1-49cd-ac40-f6719ac29a39" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityAbstract_72c986ee-fcb8-4ed3-a7d1-a672cf2bf2d8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_4f4f7084-f78c-4b46-891f-c53fcdf5608f" xlink:to="loc_us-gaap_StockholdersEquityAbstract_72c986ee-fcb8-4ed3-a7d1-a672cf2bf2d8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockValue_e0022ab4-07da-4a59-ac29-f08f169bde63" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_72c986ee-fcb8-4ed3-a7d1-a672cf2bf2d8" xlink:to="loc_us-gaap_PreferredStockValue_e0022ab4-07da-4a59-ac29-f08f169bde63" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockValue_5cdbea30-d1d6-4fc0-b5de-d9d90ce22f92" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockValue"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_72c986ee-fcb8-4ed3-a7d1-a672cf2bf2d8" xlink:to="loc_us-gaap_CommonStockValue_5cdbea30-d1d6-4fc0-b5de-d9d90ce22f92" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdditionalPaidInCapital_0abbced4-7758-4b76-b05f-cafa0c297971" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdditionalPaidInCapital"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_72c986ee-fcb8-4ed3-a7d1-a672cf2bf2d8" xlink:to="loc_us-gaap_AdditionalPaidInCapital_0abbced4-7758-4b76-b05f-cafa0c297971" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_02aacbb6-1edf-48e2-a273-94b616da6396" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_72c986ee-fcb8-4ed3-a7d1-a672cf2bf2d8" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_02aacbb6-1edf-48e2-a273-94b616da6396" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquity_5754e3c6-5c14-4ba9-9783-b5dde33f0568" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquity"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_72c986ee-fcb8-4ed3-a7d1-a672cf2bf2d8" xlink:to="loc_us-gaap_StockholdersEquity_5754e3c6-5c14-4ba9-9783-b5dde33f0568" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MinorityInterest_57ff66ff-d52c-4f36-9a0f-ff3aecb945ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MinorityInterest"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_72c986ee-fcb8-4ed3-a7d1-a672cf2bf2d8" xlink:to="loc_us-gaap_MinorityInterest_57ff66ff-d52c-4f36-9a0f-ff3aecb945ab" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_9dcc2231-a081-43e8-ad8c-779d4d279ad6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_4f4f7084-f78c-4b46-891f-c53fcdf5608f" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_9dcc2231-a081-43e8-ad8c-779d4d279ad6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedEarningsAccumulatedDeficit_b91d2502-3ef7-4b8c-a731-c1b97ad47bc4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RetainedEarningsAccumulatedDeficit"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_4f4f7084-f78c-4b46-891f-c53fcdf5608f" xlink:to="loc_us-gaap_RetainedEarningsAccumulatedDeficit_b91d2502-3ef7-4b8c-a731-c1b97ad47bc4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquity_ed2726a9-32c9-4df1-bb8b-a6e28a1b00e6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAndStockholdersEquity"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_4f4f7084-f78c-4b46-891f-c53fcdf5608f" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquity_ed2726a9-32c9-4df1-bb8b-a6e28a1b00e6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementOfFinancialPositionAbstract_5979785f-aa07-4c13-89ad-0c2bd17a69f1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementOfFinancialPositionAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfFinancialPositionAbstract_5979785f-aa07-4c13-89ad-0c2bd17a69f1" xlink:to="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_85e63951-70ad-406f-936a-5df8d13ce9e0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:to="loc_us-gaap_FinancialInstrumentAxis_85e63951-70ad-406f-936a-5df8d13ce9e0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_85e63951-70ad-406f-936a-5df8d13ce9e0" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember_635b9fdf-00fd-4b0f-bccf-3786b4a81417" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:to="loc_us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember_635b9fdf-00fd-4b0f-bccf-3786b4a81417" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_c502d347-8b82-4b13-9d2e-85b165e03130" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:to="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_c502d347-8b82-4b13-9d2e-85b165e03130" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_fe67f000-27d6-4acc-89f0-49fb36c53944" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:to="loc_us-gaap_ResidentialMortgageMember_fe67f000-27d6-4acc-89f0-49fb36c53944" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialMortgageLoanMember_7b977f8c-d2f0-431b-940d-f07e70b47cb2" xlink:href="nly-20221231.xsd#nly_CommercialMortgageLoanMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_158ef95a-8826-451c-9524-af22b5b2c2f5" xlink:to="loc_nly_CommercialMortgageLoanMember_7b977f8c-d2f0-431b-940d-f07e70b47cb2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_e5937ab9-a2e9-4533-a56f-eee5498d3ab1" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:to="loc_srt_ConsolidatedEntitiesAxis_e5937ab9-a2e9-4533-a56f-eee5498d3ab1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_a35656ae-bc0e-4bf5-b01b-c11fe710a8a4" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesAxis_e5937ab9-a2e9-4533-a56f-eee5498d3ab1" xlink:to="loc_srt_ConsolidatedEntitiesDomain_a35656ae-bc0e-4bf5-b01b-c11fe710a8a4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_c6b1c485-d118-468d-b471-8a1f158b69c5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesDomain_a35656ae-bc0e-4bf5-b01b-c11fe710a8a4" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_c6b1c485-d118-468d-b471-8a1f158b69c5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusAxis_738b16d9-682b-423c-a7d7-f0838bd0395f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:to="loc_us-gaap_PledgedStatusAxis_738b16d9-682b-423c-a7d7-f0838bd0395f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusDomain_27bed15a-a74d-43ad-b419-d9326c67af2d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PledgedStatusAxis_738b16d9-682b-423c-a7d7-f0838bd0395f" xlink:to="loc_us-gaap_PledgedStatusDomain_27bed15a-a74d-43ad-b419-d9326c67af2d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetPledgedAsCollateralWithoutRightMember_6d1a2a7c-3eaa-44a2-a724-26bb4aa1eb2d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetPledgedAsCollateralWithoutRightMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PledgedStatusDomain_27bed15a-a74d-43ad-b419-d9326c67af2d" xlink:to="loc_us-gaap_AssetPledgedAsCollateralWithoutRightMember_6d1a2a7c-3eaa-44a2-a724-26bb4aa1eb2d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsAxis_664185c6-7d62-401d-82a5-fde488833a45" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsAxis"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:to="loc_srt_ConsolidationItemsAxis_664185c6-7d62-401d-82a5-fde488833a45" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsDomain_a09d0910-6c39-4f65-8934-5d20c51178e2" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidationItemsAxis_664185c6-7d62-401d-82a5-fde488833a45" xlink:to="loc_srt_ConsolidationItemsDomain_a09d0910-6c39-4f65-8934-5d20c51178e2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationEliminationsMember_4f77530b-f2fa-4488-8ee0-a64f579b3839" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationEliminationsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidationItemsDomain_a09d0910-6c39-4f65-8934-5d20c51178e2" xlink:to="loc_srt_ConsolidationEliminationsMember_4f77530b-f2fa-4488-8ee0-a64f579b3839" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementLineItems"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementTable_9d03a70a-4899-4772-8d21-87a0c5d6bbd8" xlink:to="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCollateralForBorrowedSecurities_bd276214-c1b0-4470-95ad-447f01e00292" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashCollateralForBorrowedSecurities"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_CashCollateralForBorrowedSecurities_bd276214-c1b0-4470-95ad-447f01e00292" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleSecuritiesDebtSecurities_2efa6f94-ed93-447e-b71d-0f5b5078b5b3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleSecuritiesDebtSecurities"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_AvailableForSaleSecuritiesDebtSecurities_2efa6f94-ed93-447e-b71d-0f5b5078b5b3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecurities_8d7ae4ab-99db-441c-97dc-64acbdef743b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecurities"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_DebtSecurities_8d7ae4ab-99db-441c-97dc-64acbdef743b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAsset_0fb5a766-169f-44a0-be7f-522a14a3c6a7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAsset"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_ServicingAsset_0fb5a766-169f-44a0-be7f-522a14a3c6a7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansReceivableHeldForSaleAmount_1c0ca95c-1615-4ea1-b15e-87f00041e04f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansReceivableHeldForSaleAmount"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_96a71c8b-8573-40f3-a59f-bcd94b099a69" xlink:to="loc_us-gaap_LoansReceivableHeldForSaleAmount_1c0ca95c-1615-4ea1-b15e-87f00041e04f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_78012af6-0263-4f53-ad63-4cf0be50ca6b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAndStockholdersEquityAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_78012af6-0263-4f53-ad63-4cf0be50ca6b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_78012af6-0263-4f53-ad63-4cf0be50ca6b" xlink:to="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockParOrStatedValuePerShare_1cd1d9b1-3e26-46ab-857f-2e79fcde7f78" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockParOrStatedValuePerShare"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_PreferredStockParOrStatedValuePerShare_1cd1d9b1-3e26-46ab-857f-2e79fcde7f78" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesAuthorized_48137157-7f5c-4a86-bbbc-90b5759df601" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesAuthorized"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_PreferredStockSharesAuthorized_48137157-7f5c-4a86-bbbc-90b5759df601" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockParOrStatedValuePerShare_ce884f1d-8464-4462-86a1-a953034dacfd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockParOrStatedValuePerShare"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_CommonStockParOrStatedValuePerShare_ce884f1d-8464-4462-86a1-a953034dacfd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesAuthorized_9797b7f7-89ad-4ed4-9e52-3979617ac4fe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesAuthorized"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_CommonStockSharesAuthorized_9797b7f7-89ad-4ed4-9e52-3979617ac4fe" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesIssued_56d1e61f-4e62-4920-bec5-3e7216228e64" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesIssued"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_CommonStockSharesIssued_56d1e61f-4e62-4920-bec5-3e7216228e64" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesOutstanding_bf674fd5-cecd-4edb-afce-6b9a04657f0e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesOutstanding"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StockholdersEquityAbstract_1d76d9a0-071d-4782-9c70-11e3b90f5d40" xlink:to="loc_us-gaap_CommonStockSharesOutstanding_bf674fd5-cecd-4edb-afce-6b9a04657f0e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_233be236-ea6e-44a1-a82f-239bda991656" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_233be236-ea6e-44a1-a82f-239bda991656" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_5c75b8d6-87e1-4e38-a0a4-e2bd25de8073" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_5c75b8d6-87e1-4e38-a0a4-e2bd25de8073" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherSecuredFinancings_734155d7-f5c1-4d85-8766-90d7ef13e3ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherSecuredFinancings"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementLineItems_ddb99d8d-1aec-45a4-8680-d3395a65de3e" xlink:to="loc_us-gaap_OtherSecuredFinancings_734155d7-f5c1-4d85-8766-90d7ef13e3ab" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeExpenseNetAbstract_d7972234-b665-4383-b7b9-328fa799dc23" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeExpenseNetAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_InterestIncomeExpenseNetAbstract_d7972234-b665-4383-b7b9-328fa799dc23" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeOperating_1a667b49-6756-4659-a0d0-12b05f9b181b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeOperating"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InterestIncomeExpenseNetAbstract_d7972234-b665-4383-b7b9-328fa799dc23" xlink:to="loc_us-gaap_InterestIncomeOperating_1a667b49-6756-4659-a0d0-12b05f9b181b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpense_211b31de-57f1-4a22-a485-7e2178c059a9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpense"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InterestIncomeExpenseNetAbstract_d7972234-b665-4383-b7b9-328fa799dc23" xlink:to="loc_us-gaap_InterestExpense_211b31de-57f1-4a22-a485-7e2178c059a9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeExpenseNet_fddc2990-9c25-493b-9e64-b692201191f3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeExpenseNet"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InterestIncomeExpenseNetAbstract_d7972234-b665-4383-b7b9-328fa799dc23" xlink:to="loc_us-gaap_InterestIncomeExpenseNet_fddc2990-9c25-493b-9e64-b692201191f3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NoninterestIncomeAbstract_218923d1-a315-4f41-8f7f-13f18cbaa12d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NoninterestIncomeAbstract"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InterestIncomeExpenseNetAbstract_d7972234-b665-4383-b7b9-328fa799dc23" xlink:to="loc_us-gaap_NoninterestIncomeAbstract_218923d1-a315-4f41-8f7f-13f18cbaa12d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FeesAndCommissionsMortgageBankingAndServicing_558af232-9e92-46c7-8c69-da09e4042840" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FeesAndCommissionsMortgageBankingAndServicing"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoninterestIncomeAbstract_218923d1-a315-4f41-8f7f-13f18cbaa12d" xlink:to="loc_us-gaap_FeesAndCommissionsMortgageBankingAndServicing_558af232-9e92-46c7-8c69-da09e4042840" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ServicingAndRelatedExpense_f507056f-afec-4a73-b2c4-d0d3c09d32f5" xlink:href="nly-20221231.xsd#nly_ServicingAndRelatedExpense"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoninterestIncomeAbstract_218923d1-a315-4f41-8f7f-13f18cbaa12d" xlink:to="loc_nly_ServicingAndRelatedExpense_f507056f-afec-4a73-b2c4-d0d3c09d32f5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NetServicingIncome_ddb5ab3d-79a4-491b-b04c-0d7d60351249" xlink:href="nly-20221231.xsd#nly_NetServicingIncome"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoninterestIncomeAbstract_218923d1-a315-4f41-8f7f-13f18cbaa12d" xlink:to="loc_nly_NetServicingIncome_ddb5ab3d-79a4-491b-b04c-0d7d60351249" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NonoperatingGainsLossesAbstract_69f907f2-6762-422f-84e7-69f922c87617" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NonoperatingGainsLossesAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_NonoperatingGainsLossesAbstract_69f907f2-6762-422f-84e7-69f922c87617" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnInvestments_5a3e65aa-eefa-4203-a084-696467046750" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnInvestments"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NonoperatingGainsLossesAbstract_69f907f2-6762-422f-84e7-69f922c87617" xlink:to="loc_us-gaap_GainLossOnInvestments_5a3e65aa-eefa-4203-a084-696467046750" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries_4d6246e6-32fa-49a5-b3ab-70046924c0c6" xlink:href="nly-20221231.xsd#nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NonoperatingGainsLossesAbstract_69f907f2-6762-422f-84e7-69f922c87617" xlink:to="loc_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries_4d6246e6-32fa-49a5-b3ab-70046924c0c6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProvisionForLoanLossesExpensed_26901915-84db-4c38-9f84-6ad9c7af25d4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProvisionForLoanLossesExpensed"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NonoperatingGainsLossesAbstract_69f907f2-6762-422f-84e7-69f922c87617" xlink:to="loc_us-gaap_ProvisionForLoanLossesExpensed_26901915-84db-4c38-9f84-6ad9c7af25d4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness_7888fe8b-09f4-4094-be31-b9dff9e4bb1b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NonoperatingGainsLossesAbstract_69f907f2-6762-422f-84e7-69f922c87617" xlink:to="loc_us-gaap_GainLossOnSaleOfBusiness_7888fe8b-09f4-4094-be31-b9dff9e4bb1b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherNonoperatingIncomeExpense_228ee011-cbcb-42bc-87be-d7472a8d9edb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherNonoperatingIncomeExpense"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NonoperatingGainsLossesAbstract_69f907f2-6762-422f-84e7-69f922c87617" xlink:to="loc_us-gaap_OtherNonoperatingIncomeExpense_228ee011-cbcb-42bc-87be-d7472a8d9edb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NonoperatingIncomeExpense_fea42173-2453-455b-96ec-fa97df4a20d7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NonoperatingIncomeExpense"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NonoperatingGainsLossesAbstract_69f907f2-6762-422f-84e7-69f922c87617" xlink:to="loc_us-gaap_NonoperatingIncomeExpense_fea42173-2453-455b-96ec-fa97df4a20d7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeneralAndAdministrativeExpenseAbstract_ca71ce8d-5422-42ad-953d-58712ba681a6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeneralAndAdministrativeExpenseAbstract"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_GeneralAndAdministrativeExpenseAbstract_ca71ce8d-5422-42ad-953d-58712ba681a6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LaborAndRelatedExpense_60a3ffdd-35e1-415d-901e-9d8aed996271" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LaborAndRelatedExpense"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_GeneralAndAdministrativeExpenseAbstract_ca71ce8d-5422-42ad-953d-58712ba681a6" xlink:to="loc_us-gaap_LaborAndRelatedExpense_60a3ffdd-35e1-415d-901e-9d8aed996271" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherGeneralAndAdministrativeExpense_7a460596-5a16-4f16-b1b2-cfa8110502b9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherGeneralAndAdministrativeExpense"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_GeneralAndAdministrativeExpenseAbstract_ca71ce8d-5422-42ad-953d-58712ba681a6" xlink:to="loc_us-gaap_OtherGeneralAndAdministrativeExpense_7a460596-5a16-4f16-b1b2-cfa8110502b9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeneralAndAdministrativeExpense_d44895b3-6e87-407e-b60b-1476dc221476" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeneralAndAdministrativeExpense"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_GeneralAndAdministrativeExpenseAbstract_ca71ce8d-5422-42ad-953d-58712ba681a6" xlink:to="loc_us-gaap_GeneralAndAdministrativeExpense_d44895b3-6e87-407e-b60b-1476dc221476" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_04bb60cc-833c-43b3-9ca3-d3a516450ecb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_04bb60cc-833c-43b3-9ca3-d3a516450ecb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxExpenseBenefit_cc625399-db03-4ce5-9762-ee200c4139c2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxExpenseBenefit"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_IncomeTaxExpenseBenefit_cc625399-db03-4ce5-9762-ee200c4139c2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_313f8358-7fe4-48df-b6bb-7f5c59a701b5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProfitLoss"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_ProfitLoss_313f8358-7fe4-48df-b6bb-7f5c59a701b5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_07cbe585-79ab-46ad-8f9e-6db5cfd33b76" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAttributableToNoncontrollingInterest"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_07cbe585-79ab-46ad-8f9e-6db5cfd33b76" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss_18f34d74-b8c1-4491-a81b-f12f0d4b4320" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLoss"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_NetIncomeLoss_18f34d74-b8c1-4491-a81b-f12f0d4b4320" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments_e079cf90-0823-4a8b-9d9d-9f89f9cab856" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendsAndOtherAdjustments"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments_e079cf90-0823-4a8b-9d9d-9f89f9cab856" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_a7bfafd9-3483-48ed-820f-9f7b00d59cae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_a7bfafd9-3483-48ed-820f-9f7b00d59cae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareAbstract_073c7c46-3995-4f3e-adec-5b44ac76f098" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareAbstract"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_EarningsPerShareAbstract_073c7c46-3995-4f3e-adec-5b44ac76f098" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareBasic_04b46792-1591-4161-bd91-753a9c4e9846" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareBasic"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_073c7c46-3995-4f3e-adec-5b44ac76f098" xlink:to="loc_us-gaap_EarningsPerShareBasic_04b46792-1591-4161-bd91-753a9c4e9846" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareDiluted_f3851e06-618e-4d81-bbcf-57ea2b869602" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareDiluted"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_073c7c46-3995-4f3e-adec-5b44ac76f098" xlink:to="loc_us-gaap_EarningsPerShareDiluted_f3851e06-618e-4d81-bbcf-57ea2b869602" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract_b357f6b7-f587-4b9b-8984-6ae428422416" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract_b357f6b7-f587-4b9b-8984-6ae428422416" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_5529075c-a84a-4240-a1ae-1056e1343737" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingBasic"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract_b357f6b7-f587-4b9b-8984-6ae428422416" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_5529075c-a84a-4240-a1ae-1056e1343737" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_7d704cfb-aaa3-40da-afb5-d3b1efcd0dbd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract_b357f6b7-f587-4b9b-8984-6ae428422416" xlink:to="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_7d704cfb-aaa3-40da-afb5-d3b1efcd0dbd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract_99ed1f8b-cc1c-4c13-8e74-cdbb1d9930c4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract_99ed1f8b-cc1c-4c13-8e74-cdbb1d9930c4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_66b73836-09e2-4fab-a261-e09c2290d09b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProfitLoss"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract_99ed1f8b-cc1c-4c13-8e74-cdbb1d9930c4" xlink:to="loc_us-gaap_ProfitLoss_66b73836-09e2-4fab-a261-e09c2290d09b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_bb8eeb3a-9939-42c7-a22a-09a82fd37741" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract_99ed1f8b-cc1c-4c13-8e74-cdbb1d9930c4" xlink:to="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_bb8eeb3a-9939-42c7-a22a-09a82fd37741" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_edd5dcdd-9858-4fff-a76a-948b827c3419" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract_99ed1f8b-cc1c-4c13-8e74-cdbb1d9930c4" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_edd5dcdd-9858-4fff-a76a-948b827c3419" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent_b43f0923-7039-4417-809c-ad298fe7a7b4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract_99ed1f8b-cc1c-4c13-8e74-cdbb1d9930c4" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent_b43f0923-7039-4417-809c-ad298fe7a7b4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_4282a840-a69e-4b24-8d9f-d7a5fabdc451" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:presentationArc order="14" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_4282a840-a69e-4b24-8d9f-d7a5fabdc451" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest_83ca91ab-1f2b-4a8b-98c7-664d5cca788d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest"/>
    <link:presentationArc order="15" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest_83ca91ab-1f2b-4a8b-98c7-664d5cca788d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTax_a633d7e0-07d3-4d0a-bb80-d508c4fbce15" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ComprehensiveIncomeNetOfTax"/>
    <link:presentationArc order="16" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTax_a633d7e0-07d3-4d0a-bb80-d508c4fbce15" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments_43ccb42c-6de8-4841-a394-d3971ba9319d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendsAndOtherAdjustments"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders_26db0718-e389-4358-a0cc-21d7bf9a5a8a" xlink:href="nly-20221231.xsd#nly_ComprehensiveIncomeLossAttributableToCommonStockHolders"/>
    <link:presentationArc order="18" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementAbstract_3a88473d-5a92-4357-9cb3-8bff9f768209" xlink:to="loc_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders_26db0718-e389-4358-a0cc-21d7bf9a5a8a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementOfStockholdersEquityAbstract_a47e9307-da73-4b04-9722-d45cbea206b5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementOfStockholdersEquityAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementTable_6b4faf5e-4255-4d8d-94b9-09570c61d35e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfStockholdersEquityAbstract_a47e9307-da73-4b04-9722-d45cbea206b5" xlink:to="loc_us-gaap_StatementTable_6b4faf5e-4255-4d8d-94b9-09570c61d35e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementEquityComponentsAxis_49da4a0f-2226-4cf4-8e79-032f6f7592b0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementEquityComponentsAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementTable_6b4faf5e-4255-4d8d-94b9-09570c61d35e" xlink:to="loc_us-gaap_StatementEquityComponentsAxis_49da4a0f-2226-4cf4-8e79-032f6f7592b0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityComponentDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementEquityComponentsAxis_49da4a0f-2226-4cf4-8e79-032f6f7592b0" xlink:to="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockMember_8e0b6283-471b-436d-98bf-d8a3206f6624" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_PreferredStockMember_8e0b6283-471b-436d-98bf-d8a3206f6624" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockMember_0cba7757-11e4-4df1-b8e3-e849b35478bf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_CommonStockMember_0cba7757-11e4-4df1-b8e3-e849b35478bf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdditionalPaidInCapitalMember_37485045-0119-4b6d-bdf1-bf47a4ebf34b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdditionalPaidInCapitalMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_AdditionalPaidInCapitalMember_37485045-0119-4b6d-bdf1-bf47a4ebf34b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_e38a6cfc-0ccc-49dd-a7db-655e79bfec07" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_e38a6cfc-0ccc-49dd-a7db-655e79bfec07" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedEarningsMember_8f5c3d0e-792c-49f5-8622-b69f28ce001e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RetainedEarningsMember"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_RetainedEarningsMember_8f5c3d0e-792c-49f5-8622-b69f28ce001e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParentMember_86aed47d-ac54-41e6-8fcf-d1a5bae60f34" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParentMember"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_ParentMember_86aed47d-ac54-41e6-8fcf-d1a5bae60f34" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NoncontrollingInterestMember_38b6c90f-a3b8-4b7a-911d-919011894e78" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NoncontrollingInterestMember"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityComponentDomain_00b1ba08-e6e7-4afc-ba6b-2b46732f6140" xlink:to="loc_us-gaap_NoncontrollingInterestMember_38b6c90f-a3b8-4b7a-911d-919011894e78" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionAxis_e4deee9b-ce12-4339-a1b8-1b3ab9bc8a9a" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementTable_6b4faf5e-4255-4d8d-94b9-09570c61d35e" xlink:to="loc_srt_CumulativeEffectPeriodOfAdoptionAxis_e4deee9b-ce12-4339-a1b8-1b3ab9bc8a9a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_2a737390-c3be-4457-9d7e-faf7064fed5d" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionAxis_e4deee9b-ce12-4339-a1b8-1b3ab9bc8a9a" xlink:to="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_2a737390-c3be-4457-9d7e-faf7064fed5d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember_53d32b8e-230e-45d7-ab84-67e4b2530143" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_2a737390-c3be-4457-9d7e-faf7064fed5d" xlink:to="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember_53d32b8e-230e-45d7-ab84-67e4b2530143" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember_c3d114be-6671-4b78-b59a-c0f306c7c4ee" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_CumulativeEffectPeriodOfAdoptionDomain_2a737390-c3be-4457-9d7e-faf7064fed5d" xlink:to="loc_srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember_c3d114be-6671-4b78-b59a-c0f306c7c4ee" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementLineItems_61c736fd-1d04-43c2-b233-bfa24b47952c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementTable_6b4faf5e-4255-4d8d-94b9-09570c61d35e" xlink:to="loc_us-gaap_StatementLineItems_61c736fd-1d04-43c2-b233-bfa24b47952c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInStockholdersEquityRollForward"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementLineItems_61c736fd-1d04-43c2-b233-bfa24b47952c" xlink:to="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_64107380-4348-4c7d-bc8a-a29a28a616c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_64107380-4348-4c7d-bc8a-a29a28a616c0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodStartLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_51290ed2-a65b-415b-a1f5-edbb9e8289fe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockIssuedDuringPeriodValueNewIssues"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_51290ed2-a65b-415b-a1f5-edbb9e8289fe" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue_67e94381-19da-4220-ae2f-568ec130d336" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRepurchasedAndRetiredDuringPeriodValue"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue_67e94381-19da-4220-ae2f-568ec130d336" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue_117c55c7-99a8-4fa9-822f-2b7f9409b6e8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue_117c55c7-99a8-4fa9-822f-2b7f9409b6e8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRedeemedOrCalledDuringPeriodValue_738cb0c0-06dd-434e-8a80-a9b8562be224" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRedeemedOrCalledDuringPeriodValue"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockRedeemedOrCalledDuringPeriodValue_738cb0c0-06dd-434e-8a80-a9b8562be224" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan_bb87f8e9-953e-4e28-94d0-09029a28fa01" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan_bb87f8e9-953e-4e28-94d0-09029a28fa01" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_77e224ae-14ef-4173-814e-f75d68a2071e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax_77e224ae-14ef-4173-814e-f75d68a2071e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_7c336e36-9b04-498a-b0a3-aa42d771538d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax_7c336e36-9b04-498a-b0a3-aa42d771538d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss_df095735-fc75-4f92-9a1e-b30a8f468b4d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLoss"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_NetIncomeLoss_df095735-fc75-4f92-9a1e-b30a8f468b4d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPreferredStockCash_f76ead2f-b3ee-47db-89df-e2cc853bc3ef" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPreferredStockCash"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_DividendsPreferredStockCash_f76ead2f-b3ee-47db-89df-e2cc853bc3ef" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsCommonStockCash_f76faac0-7e69-436a-8a86-db529f8cebf8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsCommonStockCash"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_DividendsCommonStockCash_f76faac0-7e69-436a-8a86-db529f8cebf8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_eaa752cd-38e2-414c-85bc-90d7393ff499" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAttributableToNoncontrollingInterest"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_eaa752cd-38e2-414c-85bc-90d7393ff499" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders_a170fc55-a6ed-4e87-9631-52157292c346" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders_a170fc55-a6ed-4e87-9631-52157292c346" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_662e6347-b0eb-4fb9-8f2e-05b45c7d72e9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest"/>
    <link:presentationArc order="14" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_8d0e3ecd-e97d-4ad9-a9af-420731a6e176" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_662e6347-b0eb-4fb9-8f2e-05b45c7d72e9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodEndLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS" xlink:type="simple" xlink:href="nly-20221231.xsd#CONSOLIDATEDSTATEMENTSOFCASHFLOWS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementOfCashFlowsAbstract_05188a55-d417-4c2c-aaad-ef9a378557bb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementOfCashFlowsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_9bd93e19-e56a-4d75-9542-ab34b31040e2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfCashFlowsAbstract_05188a55-d417-4c2c-aaad-ef9a378557bb" xlink:to="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_9bd93e19-e56a-4d75-9542-ab34b31040e2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_e7e32eda-01a0-4cec-b0a6-23b4d9e712ce" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProfitLoss"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_9bd93e19-e56a-4d75-9542-ab34b31040e2" xlink:to="loc_us-gaap_ProfitLoss_e7e32eda-01a0-4cec-b0a6-23b4d9e712ce" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_9bd93e19-e56a-4d75-9542-ab34b31040e2" xlink:to="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments_73ef1583-8083-4ff5-869e-19ee0700f888" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments_73ef1583-8083-4ff5-869e-19ee0700f888" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet_53c7971b-69a4-485d-9aa3-9be14c57d692" xlink:href="nly-20221231.xsd#nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet_53c7971b-69a4-485d-9aa3-9be14c57d692" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments_0a2071a8-68ae-4f9d-9342-9db16df0d619" xlink:href="nly-20221231.xsd#nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments_0a2071a8-68ae-4f9d-9342-9db16df0d619" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_GainLossOnInvestmentsDebtAndDerivatives_a344579e-7508-468e-a18b-dc88a192ee1c" xlink:href="nly-20221231.xsd#nly_GainLossOnInvestmentsDebtAndDerivatives"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_nly_GainLossOnInvestmentsDebtAndDerivatives_a344579e-7508-468e-a18b-dc88a192ee1c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness_97aab23a-25fc-49be-abfd-1d659329aa7b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_us-gaap_GainLossOnSaleOfBusiness_97aab23a-25fc-49be-abfd-1d659329aa7b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeLossFromEquityMethodInvestments_6fccd98c-eb96-47a9-a1d3-39ac2862371f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeLossFromEquityMethodInvestments"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_us-gaap_IncomeLossFromEquityMethodInvestments_6fccd98c-eb96-47a9-a1d3-39ac2862371f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProvisionForLoanLossesExpensed_0aad26f6-ea80-402c-8a6f-d6ecda0af257" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProvisionForLoanLossesExpensed"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_us-gaap_ProvisionForLoanLossesExpensed_0aad26f6-ea80-402c-8a6f-d6ecda0af257" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsForPurchaseOfLoansOperatingActivities_54a35873-2f50-4085-bff7-95a41db0ec8e" xlink:href="nly-20221231.xsd#nly_PaymentsForPurchaseOfLoansOperatingActivities"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_nly_PaymentsForPurchaseOfLoansOperatingActivities_54a35873-2f50-4085-bff7-95a41db0ec8e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfLoansHeldForSale_8961410a-0ef3-48d7-9b19-ada8c8023585" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfLoansHeldForSale"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_us-gaap_ProceedsFromSaleOfLoansHeldForSale_8961410a-0ef3-48d7-9b19-ada8c8023585" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities_09d6d6e6-6ec0-45c9-8851-ce3e3c6a8bcd" xlink:href="nly-20221231.xsd#nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities_09d6d6e6-6ec0-45c9-8851-ce3e3c6a8bcd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_e802d3d5-c239-4dc7-b432-098f8b77260c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInOperatingCapitalAbstract"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_882a772d-14c2-490e-9b27-6b54823eacc6" xlink:to="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_e802d3d5-c239-4dc7-b432-098f8b77260c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets_4a888c53-a568-4a4b-9734-973b6a472205" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_e802d3d5-c239-4dc7-b432-098f8b77260c" xlink:to="loc_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets_4a888c53-a568-4a4b-9734-973b6a472205" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable_d5cf0fb5-32f7-4976-af2d-8e029363d529" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_e802d3d5-c239-4dc7-b432-098f8b77260c" xlink:to="loc_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable_d5cf0fb5-32f7-4976-af2d-8e029363d529" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInInterestPayableNet_6ebb202b-ff05-4bdf-b0dd-ecbddf830324" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInInterestPayableNet"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_e802d3d5-c239-4dc7-b432-098f8b77260c" xlink:to="loc_us-gaap_IncreaseDecreaseInInterestPayableNet_6ebb202b-ff05-4bdf-b0dd-ecbddf830324" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities_076ddbe1-076f-445f-9ff9-204fa8e335df" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_e802d3d5-c239-4dc7-b432-098f8b77260c" xlink:to="loc_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities_076ddbe1-076f-445f-9ff9-204fa8e335df" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_8b6314ff-515d-48f0-b581-465139ffb88c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivities"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_e802d3d5-c239-4dc7-b432-098f8b77260c" xlink:to="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_8b6314ff-515d-48f0-b581-465139ffb88c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfCashFlowsAbstract_05188a55-d417-4c2c-aaad-ef9a378557bb" xlink:to="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt_44436023-4fc1-45f2-936f-ed41826c792b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt_44436023-4fc1-45f2-936f-ed41826c792b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt_7be8403e-22d8-4b0d-b66c-f74bde2ca70b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt_7be8403e-22d8-4b0d-b66c-f74bde2ca70b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities_fffaa25f-37b6-4414-905f-2d5118048f89" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities_fffaa25f-37b6-4414-905f-2d5118048f89" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireFinanceReceivables_1b9c52ae-e1e1-45e1-9f56-3a38145230fd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireFinanceReceivables"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_PaymentsToAcquireFinanceReceivables_1b9c52ae-e1e1-45e1-9f56-3a38145230fd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities_0128ca8e-ee64-4b37-890b-01926a7095f6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities_0128ca8e-ee64-4b37-890b-01926a7095f6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities_7a200cc2-9bc5-4a59-b1ca-a1c646213141" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities_7a200cc2-9bc5-4a59-b1ca-a1c646213141" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR_2e2674db-6e1f-4882-a1d4-c3a2d639cf56" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireMortgageServicingRightsMSR"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR_2e2674db-6e1f-4882-a1d4-c3a2d639cf56" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR_060b503f-5e84-43d6-b285-ab8dbd8a849b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR_060b503f-5e84-43d6-b285-ab8dbd8a849b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsToAcquireInterestInMortgageServicingRights_e6d7f097-ab86-4f16-b771-e2c29d29e3e0" xlink:href="nly-20221231.xsd#nly_PaymentsToAcquireInterestInMortgageServicingRights"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_nly_PaymentsToAcquireInterestInMortgageServicingRights_e6d7f097-ab86-4f16-b771-e2c29d29e3e0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsToAcquireCommercialRealEstate_8e482866-c6fe-4565-bacd-0cf3034bb7f0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsToAcquireCommercialRealEstate"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_PaymentsToAcquireCommercialRealEstate_8e482866-c6fe-4565-bacd-0cf3034bb7f0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment_b3a72806-dc24-41ad-8cd6-0dc8b80660bc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment_b3a72806-dc24-41ad-8cd6-0dc8b80660bc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell_c21f2930-4b17-43e7-9316-3596bccd6ccb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell_c21f2930-4b17-43e7-9316-3596bccd6ccb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell_0101cedb-0377-4427-8957-7d9ebc66b7c4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell_0101cedb-0377-4427-8957-7d9ebc66b7c4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings_67f45747-9818-48fe-af3c-a532de423538" xlink:href="nly-20221231.xsd#nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings"/>
    <link:presentationArc order="14" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings_67f45747-9818-48fe-af3c-a532de423538" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi_f5e7517a-368a-4c37-9e01-ff19003178fe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi"/>
    <link:presentationArc order="15" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi_f5e7517a-368a-4c37-9e01-ff19003178fe" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAcquiredFromAcquisition_25fa8f98-da31-44b1-a5be-11fc3481d997" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAcquiredFromAcquisition"/>
    <link:presentationArc order="16" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_CashAcquiredFromAcquisition_25fa8f98-da31-44b1-a5be-11fc3481d997" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested_35da666a-7e5e-4485-a24d-83797310c2db" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested"/>
    <link:presentationArc order="17" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested_35da666a-7e5e-4485-a24d-83797310c2db" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_197006d8-27ce-4d1b-8f78-27eaee0cc1d0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivities"/>
    <link:presentationArc order="18" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_3f0b679f-2f3c-4337-804c-a8d654a6b3eb" xlink:to="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_197006d8-27ce-4d1b-8f78-27eaee0cc1d0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfCashFlowsAbstract_05188a55-d417-4c2c-aaad-ef9a378557bb" xlink:to="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsFromRepurchaseAgreements_c41b16e9-35e4-45b4-b9af-00d195155696" xlink:href="nly-20221231.xsd#nly_ProceedsFromRepurchaseAgreements"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_nly_ProceedsFromRepurchaseAgreements_c41b16e9-35e4-45b4-b9af-00d195155696" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrincipalPaymentsOnRepurchaseAgreements_7826865f-2c40-4e64-99a9-699d0d53e906" xlink:href="nly-20221231.xsd#nly_PrincipalPaymentsOnRepurchaseAgreements"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_nly_PrincipalPaymentsOnRepurchaseAgreements_7826865f-2c40-4e64-99a9-699d0d53e906" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromIssuanceOfSecuredDebt_6a3a9518-e390-4ff4-b334-7646223fb28a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromIssuanceOfSecuredDebt"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_ProceedsFromIssuanceOfSecuredDebt_6a3a9518-e390-4ff4-b334-7646223fb28a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepaymentsOfSecuredDebt_01a4c0b3-55fa-4e54-9ea7-f17ba9d2f930" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RepaymentsOfSecuredDebt"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_RepaymentsOfSecuredDebt_01a4c0b3-55fa-4e54-9ea7-f17ba9d2f930" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsFromReliefOfSecuritizedDebt_18d6c229-d946-4c94-9c4a-78ac8d37dbc6" xlink:href="nly-20221231.xsd#nly_PaymentsFromReliefOfSecuritizedDebt"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_nly_PaymentsFromReliefOfSecuritizedDebt_18d6c229-d946-4c94-9c4a-78ac8d37dbc6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfFinancingCosts_aaa46bb0-ec5f-422a-b3e9-6d783a557fff" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsOfFinancingCosts"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_PaymentsOfFinancingCosts_aaa46bb0-ec5f-422a-b3e9-6d783a557fff" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromIssuanceOfCommonStock_f7bfd18f-ad6b-471d-91bf-35ebdfb2b8dd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromIssuanceOfCommonStock"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_ProceedsFromIssuanceOfCommonStock_f7bfd18f-ad6b-471d-91bf-35ebdfb2b8dd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock_57f531ff-8dbc-4790-baf3-a0ea718891a2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock_57f531ff-8dbc-4790-baf3-a0ea718891a2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsFromParticipatingMortgageLoans_f027c3ff-d12c-4d59-bc5a-fb158dbe2c2a" xlink:href="nly-20221231.xsd#nly_ProceedsFromParticipatingMortgageLoans"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_nly_ProceedsFromParticipatingMortgageLoans_f027c3ff-d12c-4d59-bc5a-fb158dbe2c2a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans_648cfb8e-748f-45a4-98af-9d0887a189e6" xlink:href="nly-20221231.xsd#nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans_648cfb8e-748f-45a4-98af-9d0887a189e6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued_240a6bbc-8642-41c2-9e21-d7a1cb152ecd" xlink:href="nly-20221231.xsd#nly_PrincipalPaymentsOnParticipationMortgageLoansIssued"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued_240a6bbc-8642-41c2-9e21-d7a1cb152ecd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt_a896d26f-303c-428c-a122-97a3e1303261" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt_a896d26f-303c-428c-a122-97a3e1303261" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromPaymentsToMinorityShareholders_0d17648b-93d9-4501-889f-dc72d7de0e36" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromPaymentsToMinorityShareholders"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_ProceedsFromPaymentsToMinorityShareholders_0d17648b-93d9-4501-889f-dc72d7de0e36" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsForRepurchaseOfCommonStock_8b7eb56c-ed3f-4772-a650-10af998fb38d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsForRepurchaseOfCommonStock"/>
    <link:presentationArc order="14" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_PaymentsForRepurchaseOfCommonStock_8b7eb56c-ed3f-4772-a650-10af998fb38d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation_4e6494c5-ab6b-45e5-ac35-5a48cb3848e6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation"/>
    <link:presentationArc order="15" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation_4e6494c5-ab6b-45e5-ac35-5a48cb3848e6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfDividends_d5746bc2-c64a-4e52-9cee-a01bbb180411" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsOfDividends"/>
    <link:presentationArc order="16" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_PaymentsOfDividends_d5746bc2-c64a-4e52-9cee-a01bbb180411" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_7584a711-dbe9-4344-afbd-b54eeeb9f0ae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivities"/>
    <link:presentationArc order="17" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0def7c38-6b7a-449b-819c-9f9b9ae060a6" xlink:to="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_7584a711-dbe9-4344-afbd-b54eeeb9f0ae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_4228de77-9fff-4dee-99b2-90a33b3ecc35" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfCashFlowsAbstract_05188a55-d417-4c2c-aaad-ef9a378557bb" xlink:to="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect_4228de77-9fff-4dee-99b2-90a33b3ecc35" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents_5989c9dd-747f-4599-b3e2-9cccebe5d8ce" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfCashFlowsAbstract_05188a55-d417-4c2c-aaad-ef9a378557bb" xlink:to="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents_5989c9dd-747f-4599-b3e2-9cccebe5d8ce" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodStartLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents_ac593f42-b27a-422e-86dd-504277ccf6f5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfCashFlowsAbstract_05188a55-d417-4c2c-aaad-ef9a378557bb" xlink:to="loc_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents_ac593f42-b27a-422e-86dd-504277ccf6f5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodEndLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SupplementalCashFlowInformationAbstract_d3b71752-2815-4fef-a6a1-fea922526766" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SupplementalCashFlowInformationAbstract"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfCashFlowsAbstract_05188a55-d417-4c2c-aaad-ef9a378557bb" xlink:to="loc_us-gaap_SupplementalCashFlowInformationAbstract_d3b71752-2815-4fef-a6a1-fea922526766" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromInterestReceived_5f561ae8-eab3-4844-ada7-2e626b0f6fa3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromInterestReceived"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SupplementalCashFlowInformationAbstract_d3b71752-2815-4fef-a6a1-fea922526766" xlink:to="loc_us-gaap_ProceedsFromInterestReceived_5f561ae8-eab3-4844-ada7-2e626b0f6fa3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromDividendsReceived_4168f106-0552-4b64-85c8-9b0c7a0874c8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromDividendsReceived"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SupplementalCashFlowInformationAbstract_d3b71752-2815-4fef-a6a1-fea922526766" xlink:to="loc_us-gaap_ProceedsFromDividendsReceived_4168f106-0552-4b64-85c8-9b0c7a0874c8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps_d11c60cc-52e6-4d75-bb43-57ada721820c" xlink:href="nly-20221231.xsd#nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SupplementalCashFlowInformationAbstract_d3b71752-2815-4fef-a6a1-fea922526766" xlink:to="loc_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps_d11c60cc-52e6-4d75-bb43-57ada721820c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestPaidNetInterestRateDerivative_13a02272-5bf6-49f8-9db3-3672429bb96a" xlink:href="nly-20221231.xsd#nly_InterestPaidNetInterestRateDerivative"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SupplementalCashFlowInformationAbstract_d3b71752-2815-4fef-a6a1-fea922526766" xlink:to="loc_nly_InterestPaidNetInterestRateDerivative_13a02272-5bf6-49f8-9db3-3672429bb96a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxesPaidNet_d2e78973-0702-4554-b828-20669add3694" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxesPaidNet"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SupplementalCashFlowInformationAbstract_d3b71752-2815-4fef-a6a1-fea922526766" xlink:to="loc_us-gaap_IncomeTaxesPaidNet_d2e78973-0702-4554-b828-20669add3694" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract_b9f32120-dc19-4c4d-89fe-7a825ae72cd0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NoncashInvestingAndFinancingItemsAbstract"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementOfCashFlowsAbstract_05188a55-d417-4c2c-aaad-ef9a378557bb" xlink:to="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract_b9f32120-dc19-4c4d-89fe-7a825ae72cd0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ReceivableForInvestmentSecuritiesSold_294c0a59-b695-4d4b-b6ea-75d7275b9194" xlink:href="nly-20221231.xsd#nly_ReceivableForInvestmentSecuritiesSold"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract_b9f32120-dc19-4c4d-89fe-7a825ae72cd0" xlink:to="loc_nly_ReceivableForInvestmentSecuritiesSold_294c0a59-b695-4d4b-b6ea-75d7275b9194" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PayableForInvestmentSecuritiesPurchased_6422c129-ca24-438d-811a-bef8ff0c3854" xlink:href="nly-20221231.xsd#nly_PayableForInvestmentSecuritiesPurchased"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract_b9f32120-dc19-4c4d-89fe-7a825ae72cd0" xlink:to="loc_nly_PayableForInvestmentSecuritiesPurchased_6422c129-ca24-438d-811a-bef8ff0c3854" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment_83897c33-f0f0-4d64-b019-941bc1099cae" xlink:href="nly-20221231.xsd#nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract_b9f32120-dc19-4c4d-89fe-7a825ae72cd0" xlink:to="loc_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment_83897c33-f0f0-4d64-b019-941bc1099cae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableCurrentAndNoncurrent_d92e8b25-b5b4-425c-b484-13d90ce701e1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableCurrentAndNoncurrent"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract_b9f32120-dc19-4c4d-89fe-7a825ae72cd0" xlink:to="loc_us-gaap_DividendsPayableCurrentAndNoncurrent_d92e8b25-b5b4-425c-b484-13d90ce701e1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets_a28bda10-9c80-4a7f-a73b-a9214c929b50" xlink:href="nly-20221231.xsd#nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract_b9f32120-dc19-4c4d-89fe-7a825ae72cd0" xlink:to="loc_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets_a28bda10-9c80-4a7f-a73b-a9214c929b50" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt_071dee9c-5aed-4543-8299-d56098da9f0f" xlink:href="nly-20221231.xsd#nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract_b9f32120-dc19-4c4d-89fe-7a825ae72cd0" xlink:to="loc_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt_071dee9c-5aed-4543-8299-d56098da9f0f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable_9310f71f-8f57-4b55-af6f-f3ed7b09b312" xlink:href="nly-20221231.xsd#nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_NoncashInvestingAndFinancingItemsAbstract_b9f32120-dc19-4c4d-89fe-7a825ae72cd0" xlink:to="loc_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable_9310f71f-8f57-4b55-af6f-f3ed7b09b312" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DESCRIPTIONOFBUSINESS" xlink:type="simple" xlink:href="nly-20221231.xsd#DESCRIPTIONOFBUSINESS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DESCRIPTIONOFBUSINESS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountingPoliciesAbstract_22271584-4dd4-4676-82c3-aa8749df5d2f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountingPoliciesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock_18501613-d7f8-4565-8652-f819cf96379c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_22271584-4dd4-4676-82c3-aa8749df5d2f" xlink:to="loc_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock_18501613-d7f8-4565-8652-f819cf96379c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/BASISOFPRESENTATION" xlink:type="simple" xlink:href="nly-20221231.xsd#BASISOFPRESENTATION"/>
  <link:presentationLink xlink:role="http://annaly.com/role/BASISOFPRESENTATION" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_6a3b654c-17ed-47b3-9d5f-81257b0b6df1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BasisOfAccounting_e4b54c39-73af-4b37-b055-648cc7465558" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BasisOfAccounting"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_6a3b654c-17ed-47b3-9d5f-81257b0b6df1" xlink:to="loc_us-gaap_BasisOfAccounting_e4b54c39-73af-4b37-b055-648cc7465558" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIES" xlink:type="simple" xlink:href="nly-20221231.xsd#SIGNIFICANTACCOUNTINGPOLICIES"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIES" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountingPoliciesAbstract_2e3b92cf-952b-4f9a-8763-3eda4ab60686" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountingPoliciesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SignificantAccountingPoliciesTextBlock_1772e099-f252-4935-91dc-25c4c738ab5e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SignificantAccountingPoliciesTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_2e3b92cf-952b-4f9a-8763-3eda4ab60686" xlink:to="loc_us-gaap_SignificantAccountingPoliciesTextBlock_1772e099-f252-4935-91dc-25c4c738ab5e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/FINANCIALINSTRUMENTS" xlink:type="simple" xlink:href="nly-20221231.xsd#FINANCIALINSTRUMENTS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/FINANCIALINSTRUMENTS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsAllOtherInvestmentsAbstract_970074ad-5b04-4fc2-b313-2424ca994d91" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsAllOtherInvestmentsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsDisclosureTextBlock_7e9a3e31-8c1a-433d-a2b7-e17fb96369f7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsAllOtherInvestmentsAbstract_970074ad-5b04-4fc2-b313-2424ca994d91" xlink:to="loc_us-gaap_FinancialInstrumentsDisclosureTextBlock_7e9a3e31-8c1a-433d-a2b7-e17fb96369f7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIES" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIES"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECURITIES" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_c64e9537-0449-4e30-8dfc-0750f61556ca" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock_bb112072-d434-49eb-a900-2e3a85f670ea" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_c64e9537-0449-4e30-8dfc-0750f61556ca" xlink:to="loc_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock_bb112072-d434-49eb-a900-2e3a85f670ea" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANS" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LOANS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateAbstract_ef669b03-ffa9-4192-839f-1d25f4c2cc6c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock_b7b5a64e-2133-4430-a955-8cc3120dfeae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_ef669b03-ffa9-4192-839f-1d25f4c2cc6c" xlink:to="loc_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock_b7b5a64e-2133-4430-a955-8cc3120dfeae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/MORTGAGESERVICINGRIGHTS" xlink:type="simple" xlink:href="nly-20221231.xsd#MORTGAGESERVICINGRIGHTS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/MORTGAGESERVICINGRIGHTS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingAbstract_91181740-4aec-4225-a345-099b9dd293d8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock_a614f62d-5168-4b0e-bec0-6856ea67893d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingAbstract_91181740-4aec-4225-a345-099b9dd293d8" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock_a614f62d-5168-4b0e-bec0-6856ea67893d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIES" xlink:type="simple" xlink:href="nly-20221231.xsd#VARIABLEINTERESTENTITIES"/>
  <link:presentationLink xlink:role="http://annaly.com/role/VARIABLEINTERESTENTITIES" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_facb94ba-6ca5-43ca-964e-1f8834fe125b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityDisclosureTextBlock_2d347a50-6ff0-4d5a-90ad-78fe8b61c25c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_facb94ba-6ca5-43ca-964e-1f8834fe125b" xlink:to="loc_us-gaap_VariableInterestEntityDisclosureTextBlock_2d347a50-6ff0-4d5a-90ad-78fe8b61c25c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESS" xlink:type="simple" xlink:href="nly-20221231.xsd#SALEOFCOMMERCIALREALESTATEBUSINESS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract_6735895a-ac7f-434d-b820-ffe19470bdbc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock_49697866-efe5-4a3e-ba47-4938b444ec97" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract_6735895a-ac7f-434d-b820-ffe19470bdbc" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock_49697866-efe5-4a3e-ba47-4938b444ec97" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIO" xlink:type="simple" xlink:href="nly-20221231.xsd#SALEOFMIDDLEMARKETLENDINGPORTFOLIO"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIO" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract_0ef73d57-d425-4063-86ce-1bab6ce8f811" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock_cad3db06-2210-497b-9ad2-df36a7410e8d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract_0ef73d57-d425-4063-86ce-1bab6ce8f811" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock_cad3db06-2210-497b-9ad2-df36a7410e8d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTS" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_cda15f6e-b3e6-4713-bcee-135d938438e9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock_cb777d72-5858-42fa-b992-1e85696ed4c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_cda15f6e-b3e6-4713-bcee-135d938438e9" xlink:to="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock_cb777d72-5858-42fa-b992-1e85696ed4c0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTS" xlink:type="simple" xlink:href="nly-20221231.xsd#FAIRVALUEMEASUREMENTS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/FAIRVALUEMEASUREMENTS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosuresAbstract_46aa20c2-0206-417c-8477-33a4a108351f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosuresAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosuresTextBlock_4a010640-eeb4-4b83-a73a-24b5f2c29760" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosuresTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueDisclosuresAbstract_46aa20c2-0206-417c-8477-33a4a108351f" xlink:to="loc_us-gaap_FairValueDisclosuresTextBlock_4a010640-eeb4-4b83-a73a-24b5f2c29760" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETS" xlink:type="simple" xlink:href="nly-20221231.xsd#GOODWILLANDINTANGIBLEASSETS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_f4cb7dd2-9e65-4c00-9b07-d68508f78d04" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillDisclosureTextBlock_9efcd58e-efde-4d80-acfb-065c6a5bedf4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_f4cb7dd2-9e65-4c00-9b07-d68508f78d04" xlink:to="loc_us-gaap_GoodwillDisclosureTextBlock_9efcd58e-efde-4d80-acfb-065c6a5bedf4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECUREDFINANCING" xlink:type="simple" xlink:href="nly-20221231.xsd#SECUREDFINANCING"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECUREDFINANCING" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtDisclosureAbstract_343bbca1-2765-48bf-98e3-b02ffc3044a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtDisclosureTextBlock_986d961c-4aa3-452f-8c04-d2331cb731b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtDisclosureAbstract_343bbca1-2765-48bf-98e3-b02ffc3044a3" xlink:to="loc_us-gaap_DebtDisclosureTextBlock_986d961c-4aa3-452f-8c04-d2331cb731b8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CAPITALSTOCK" xlink:type="simple" xlink:href="nly-20221231.xsd#CAPITALSTOCK"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CAPITALSTOCK" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityAbstract_f4c63d10-aec5-4dc2-831a-a8de271ace5a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityNoteDisclosureTextBlock_8e9b7574-1861-40b2-8726-fe82e5e2ad38" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityNoteDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_f4c63d10-aec5-4dc2-831a-a8de271ace5a" xlink:to="loc_us-gaap_StockholdersEquityNoteDisclosureTextBlock_8e9b7574-1861-40b2-8726-fe82e5e2ad38" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLAN" xlink:type="simple" xlink:href="nly-20221231.xsd#LONGTERMSTOCKINCENTIVEPLAN"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLAN" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract_6fe827f2-e871-4e0f-b735-0613de4bd0aa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock_0fc6ad54-1e95-4bb7-8e39-a8f3e4e8833d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract_6fe827f2-e871-4e0f-b735-0613de4bd0aa" xlink:to="loc_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock_0fc6ad54-1e95-4bb7-8e39-a8f3e4e8833d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSE" xlink:type="simple" xlink:href="nly-20221231.xsd#INTERESTINCOMEANDINTERESTEXPENSE"/>
  <link:presentationLink xlink:role="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSE" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BankingAndThriftInterestAbstract_8e5d73b5-487d-4a35-831e-5358f16f4c7f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BankingAndThriftInterestAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock_acd39e84-a00d-40df-ae9a-5995ba1c818b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_BankingAndThriftInterestAbstract_8e5d73b5-487d-4a35-831e-5358f16f4c7f" xlink:to="loc_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock_acd39e84-a00d-40df-ae9a-5995ba1c818b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARE" xlink:type="simple" xlink:href="nly-20221231.xsd#NETINCOMELOSSPERCOMMONSHARE"/>
  <link:presentationLink xlink:role="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARE" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareAbstract_772e527a-4402-4db7-85ec-faffd7d0bc8e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareTextBlock_01872809-1fcc-4fd7-9894-8b2b20cd5c4b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_772e527a-4402-4db7-85ec-faffd7d0bc8e" xlink:to="loc_us-gaap_EarningsPerShareTextBlock_01872809-1fcc-4fd7-9894-8b2b20cd5c4b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/INCOMETAXES" xlink:type="simple" xlink:href="nly-20221231.xsd#INCOMETAXES"/>
  <link:presentationLink xlink:role="http://annaly.com/role/INCOMETAXES" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxDisclosureAbstract_5a892e0c-45c7-43bb-8118-6243be6db5d5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxDisclosureTextBlock_a5b45484-2617-4bef-9a3c-5c9d919e7150" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeTaxDisclosureAbstract_5a892e0c-45c7-43bb-8118-6243be6db5d5" xlink:to="loc_us-gaap_IncomeTaxDisclosureTextBlock_a5b45484-2617-4bef-9a3c-5c9d919e7150" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/RISKMANAGEMENT" xlink:type="simple" xlink:href="nly-20221231.xsd#RISKMANAGEMENT"/>
  <link:presentationLink xlink:role="http://annaly.com/role/RISKMANAGEMENT" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_nly_RiskManagementAbstract_3733bfa7-fabc-4a11-89f6-971cd7273169" xlink:href="nly-20221231.xsd#nly_RiskManagementAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock_1dbf3f75-a40b-4fd1-93f7-690e278caa0c" xlink:href="nly-20221231.xsd#nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_RiskManagementAbstract_3733bfa7-fabc-4a11-89f6-971cd7273169" xlink:to="loc_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock_1dbf3f75-a40b-4fd1-93f7-690e278caa0c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/RELATEDPARTYTRANSACTIONS" xlink:type="simple" xlink:href="nly-20221231.xsd#RELATEDPARTYTRANSACTIONS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/RELATEDPARTYTRANSACTIONS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionsAbstract_31387c42-f865-4d9c-9946-58d5f104a5ca" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionsDisclosureTextBlock_bc1bc50b-ea98-4697-a4b0-d8267471de2a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionsDisclosureTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionsAbstract_31387c42-f865-4d9c-9946-58d5f104a5ca" xlink:to="loc_us-gaap_RelatedPartyTransactionsDisclosureTextBlock_bc1bc50b-ea98-4697-a4b0-d8267471de2a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIES" xlink:type="simple" xlink:href="nly-20221231.xsd#LEASECOMMITMENTSANDCONTINGENCIES"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIES" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeasesAbstract_2af69d95-42fc-4976-9fcc-4d8b7ff6eac3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LeasesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeasesTextBlock_d7beaf72-29e7-4431-b0ed-308c73906b44" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeasesTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_2af69d95-42fc-4976-9fcc-4d8b7ff6eac3" xlink:to="loc_us-gaap_LesseeOperatingLeasesTextBlock_d7beaf72-29e7-4431-b0ed-308c73906b44" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SUBSEQUENTEVENTS" xlink:type="simple" xlink:href="nly-20221231.xsd#SUBSEQUENTEVENTS"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SUBSEQUENTEVENTS" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventsAbstract_09a2efd5-5def-4aaf-bd44-f877c90ef139" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventsTextBlock_8ebe41ea-5932-46f9-812c-b872d312c569" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventsTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventsAbstract_09a2efd5-5def-4aaf-bd44-f877c90ef139" xlink:to="loc_us-gaap_SubsequentEventsTextBlock_8ebe41ea-5932-46f9-812c-b872d312c569" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies" xlink:type="simple" xlink:href="nly-20221231.xsd#SIGNIFICANTACCOUNTINGPOLICIESPolicies"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountingPoliciesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BasisOfAccountingPolicyPolicyTextBlock_76c23fce-a00f-4c3d-a25a-95e63fb42ddd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BasisOfAccountingPolicyPolicyTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_BasisOfAccountingPolicyPolicyTextBlock_76c23fce-a00f-4c3d-a25a-95e63fb42ddd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConsolidationPolicyTextBlock_06035aa8-c0c3-4d11-9cf2-14e1eb6bc2af" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConsolidationPolicyTextBlock"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_ConsolidationPolicyTextBlock_06035aa8-c0c3-4d11-9cf2-14e1eb6bc2af" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock_efb21198-916f-4f56-8687-11551245e71e" xlink:href="nly-20221231.xsd#nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock_efb21198-916f-4f56-8687-11551245e71e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConsolidationVariableInterestEntityPolicy_7c3a8c38-0d67-49a2-947c-889ab9a53118" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConsolidationVariableInterestEntityPolicy"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_ConsolidationVariableInterestEntityPolicy_7c3a8c38-0d67-49a2-947c-889ab9a53118" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityMethodInvestmentsPolicy_788e39b6-72f2-468c-bf34-f89a2ce34f70" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityMethodInvestmentsPolicy"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_EquityMethodInvestmentsPolicy_788e39b6-72f2-468c-bf34-f89a2ce34f70" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsPolicyTextBlock_aaa6fdd6-7135-419a-8cac-4d6340ca23bf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsPolicyTextBlock"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_CashAndCashEquivalentsPolicyTextBlock_aaa6fdd6-7135-419a-8cac-4d6340ca23bf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementPolicyPolicyTextBlock_285a1e32-fa9c-42f9-bd84-d008839526b6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementPolicyPolicyTextBlock"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_FairValueMeasurementPolicyPolicyTextBlock_285a1e32-fa9c-42f9-bd84-d008839526b6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativesOffsettingFairValueAmountsPolicy_8fd3c876-eaa3-4b11-9935-6cd3c52cf52a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativesOffsettingFairValueAmountsPolicy"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_DerivativesOffsettingFairValueAmountsPolicy_8fd3c876-eaa3-4b11-9935-6cd3c52cf52a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativesPolicyTextBlock_d2bee0de-9dd8-4b48-ad4a-b499a3f9f641" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativesPolicyTextBlock"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_DerivativesPolicyTextBlock_d2bee0de-9dd8-4b48-ad4a-b499a3f9f641" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CompensationRelatedCostsPolicyTextBlock_349a1c25-c111-4fd5-937a-5348280f2d2c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CompensationRelatedCostsPolicyTextBlock"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_CompensationRelatedCostsPolicyTextBlock_349a1c25-c111-4fd5-937a-5348280f2d2c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RevenueRecognitionInterest_d4135fed-d70e-494f-9542-808db640fe6e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RevenueRecognitionInterest"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_RevenueRecognitionInterest_d4135fed-d70e-494f-9542-808db640fe6e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxPolicyTextBlock_64b83324-7ebb-408e-b0df-6b0fd838c99a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxPolicyTextBlock"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_IncomeTaxPolicyTextBlock_64b83324-7ebb-408e-b0df-6b0fd838c99a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock_6d1d6d81-490c-4a01-a060-eb990a579fad" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock_6d1d6d81-490c-4a01-a060-eb990a579fad" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock_fbfcfd6c-1f96-4a95-9326-260ecf0f4c11" xlink:href="nly-20221231.xsd#nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock"/>
    <link:presentationArc order="14" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock_fbfcfd6c-1f96-4a95-9326-260ecf0f4c11" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy_5916b0ab-0b10-4c24-8bf8-ed4e47378059" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy"/>
    <link:presentationArc order="15" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy_5916b0ab-0b10-4c24-8bf8-ed4e47378059" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueOfFinancialInstrumentsPolicy_cabcbab3-3c57-443b-be2d-c72aa41fbafc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueOfFinancialInstrumentsPolicy"/>
    <link:presentationArc order="16" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_FairValueOfFinancialInstrumentsPolicy_cabcbab3-3c57-443b-be2d-c72aa41fbafc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock_69328a89-6bf1-4642-b560-9abb0832f734" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock"/>
    <link:presentationArc order="17" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock_69328a89-6bf1-4642-b560-9abb0832f734" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RepurchaseAgreementsPolicyTextBlock_c78936e5-eb4c-4824-a154-291a70e7c55e" xlink:href="nly-20221231.xsd#nly_RepurchaseAgreementsPolicyTextBlock"/>
    <link:presentationArc order="18" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_nly_RepurchaseAgreementsPolicyTextBlock_c78936e5-eb4c-4824-a154-291a70e7c55e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommitmentsAndContingenciesPolicyTextBlock_800c6a0e-2648-49b7-ba70-d8803aca141d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommitmentsAndContingenciesPolicyTextBlock"/>
    <link:presentationArc order="19" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_911ec91c-c904-44fd-a608-0444f7cd2cd8" xlink:to="loc_us-gaap_CommitmentsAndContingenciesPolicyTextBlock_800c6a0e-2648-49b7-ba70-d8803aca141d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DESCRIPTIONOFBUSINESSTables" xlink:type="simple" xlink:href="nly-20221231.xsd#DESCRIPTIONOFBUSINESSTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DESCRIPTIONOFBUSINESSTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountingPoliciesAbstract_93f56f74-40b1-4645-b601-dc959932d37a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountingPoliciesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfInvestmentGroupsTableTextBlock_34bbcd68-5388-4c1a-8f72-0e3c8db6791a" xlink:href="nly-20221231.xsd#nly_ScheduleOfInvestmentGroupsTableTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_93f56f74-40b1-4645-b601-dc959932d37a" xlink:to="loc_nly_ScheduleOfInvestmentGroupsTableTextBlock_34bbcd68-5388-4c1a-8f72-0e3c8db6791a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/FINANCIALINSTRUMENTSTables" xlink:type="simple" xlink:href="nly-20221231.xsd#FINANCIALINSTRUMENTSTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/FINANCIALINSTRUMENTSTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsAllOtherInvestmentsAbstract_3df44ad8-0b9e-42b2-a885-700c4bfc6d47" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsAllOtherInvestmentsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock_7b57aa25-5e9d-4128-9a36-ac65beb27105" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsAllOtherInvestmentsAbstract_3df44ad8-0b9e-42b2-a885-700c4bfc6d47" xlink:to="loc_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock_7b57aa25-5e9d-4128-9a36-ac65beb27105" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESTables" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECURITIESTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_1a9bd9f3-2652-401f-a637-e44d9c10d726" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock_4e305530-f2a2-4714-a95e-613a3a6a9dfe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_1a9bd9f3-2652-401f-a637-e44d9c10d726" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock_4e305530-f2a2-4714-a95e-613a3a6a9dfe" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock_5cdce2de-b330-4c3d-bda2-aa7fb85e333d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_1a9bd9f3-2652-401f-a637-e44d9c10d726" xlink:to="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock_5cdce2de-b330-4c3d-bda2-aa7fb85e333d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock_b57c9e3f-5e2a-4a5a-a218-1e5b96dc906b" xlink:href="nly-20221231.xsd#nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_1a9bd9f3-2652-401f-a637-e44d9c10d726" xlink:to="loc_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock_b57c9e3f-5e2a-4a5a-a218-1e5b96dc906b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock_1546097b-e99f-43b0-9cca-fdf4d2f81f77" xlink:href="nly-20221231.xsd#nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_1a9bd9f3-2652-401f-a637-e44d9c10d726" xlink:to="loc_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock_1546097b-e99f-43b0-9cca-fdf4d2f81f77" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock_3b87ac0d-1089-47a2-b501-1b3ef8098c0e" xlink:href="nly-20221231.xsd#nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_1a9bd9f3-2652-401f-a637-e44d9c10d726" xlink:to="loc_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock_3b87ac0d-1089-47a2-b501-1b3ef8098c0e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfRealizedGainLossTableTextBlock_4ee73b95-3a62-421e-b7c5-f5fb8b5c1b9c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfRealizedGainLossTableTextBlock"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_1a9bd9f3-2652-401f-a637-e44d9c10d726" xlink:to="loc_us-gaap_ScheduleOfRealizedGainLossTableTextBlock_4ee73b95-3a62-421e-b7c5-f5fb8b5c1b9c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSTables" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LOANSTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateAbstract_e58c89ec-0e8c-4334-ba49-6adc1501fe2d" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SummaryOfLoansInvestmentActivityTableTextBlock_31d88c69-30c6-449e-adfb-c16a9d2c24ae" xlink:href="nly-20221231.xsd#nly_SummaryOfLoansInvestmentActivityTableTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_e58c89ec-0e8c-4334-ba49-6adc1501fe2d" xlink:to="loc_nly_SummaryOfLoansInvestmentActivityTableTextBlock_31d88c69-30c6-449e-adfb-c16a9d2c24ae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock_d386b0b1-567d-4cd9-8c51-1e4bc4582625" xlink:href="nly-20221231.xsd#nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_e58c89ec-0e8c-4334-ba49-6adc1501fe2d" xlink:to="loc_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock_d386b0b1-567d-4cd9-8c51-1e4bc4582625" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock_7311dc7a-c707-42be-8b54-e10ae1f6d101" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_e58c89ec-0e8c-4334-ba49-6adc1501fe2d" xlink:to="loc_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock_7311dc7a-c707-42be-8b54-e10ae1f6d101" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock_0d689156-5ed4-438c-a22d-e1df39223445" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_e58c89ec-0e8c-4334-ba49-6adc1501fe2d" xlink:to="loc_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock_0d689156-5ed4-438c-a22d-e1df39223445" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansHeldForPortfolioTableTextBlock_612ae378-821b-488d-b93a-2aa75a2a9245" xlink:href="nly-20221231.xsd#nly_MortgageLoansHeldForPortfolioTableTextBlock"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_e58c89ec-0e8c-4334-ba49-6adc1501fe2d" xlink:to="loc_nly_MortgageLoansHeldForPortfolioTableTextBlock_612ae378-821b-488d-b93a-2aa75a2a9245" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/MORTGAGESERVICINGRIGHTSTables" xlink:type="simple" xlink:href="nly-20221231.xsd#MORTGAGESERVICINGRIGHTSTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/MORTGAGESERVICINGRIGHTSTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingAbstract_b485f29a-219f-4454-999f-5279dab77cbd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock_fa871513-683f-4171-a43e-65b403fbee9a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingAbstract_b485f29a-219f-4454-999f-5279dab77cbd" xlink:to="loc_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock_fa871513-683f-4171-a43e-65b403fbee9a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESTables" xlink:type="simple" xlink:href="nly-20221231.xsd#VARIABLEINTERESTENTITIESTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/VARIABLEINTERESTENTITIESTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_432cf7cd-0569-477a-8056-0b4af8d5adc0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock_522e513d-3496-4851-99f0-debb9df10ede" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_432cf7cd-0569-477a-8056-0b4af8d5adc0" xlink:to="loc_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock_522e513d-3496-4851-99f0-debb9df10ede" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock_ddd6c8bf-2cc8-4090-8748-23f69a332d10" xlink:href="nly-20221231.xsd#nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_432cf7cd-0569-477a-8056-0b4af8d5adc0" xlink:to="loc_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock_ddd6c8bf-2cc8-4090-8748-23f69a332d10" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSTables" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_b13c4b1c-80c4-48d6-ba19-6f9d0100fea1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock_d8a0016e-60a2-4923-b00a-5555c086ff02" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfDerivativeInstrumentsTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_b13c4b1c-80c4-48d6-ba19-6f9d0100fea1" xlink:to="loc_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock_d8a0016e-60a2-4923-b00a-5555c086ff02" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock_38d28728-b670-4ea0-b50f-95906557cbff" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_b13c4b1c-80c4-48d6-ba19-6f9d0100fea1" xlink:to="loc_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock_38d28728-b670-4ea0-b50f-95906557cbff" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock_a3a7cf97-079f-4135-8bcd-f1e07d7a9eff" xlink:href="nly-20221231.xsd#nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_b13c4b1c-80c4-48d6-ba19-6f9d0100fea1" xlink:to="loc_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock_a3a7cf97-079f-4135-8bcd-f1e07d7a9eff" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock_da33f399-0a38-4706-bcd8-25898b8f604c" xlink:href="nly-20221231.xsd#nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_b13c4b1c-80c4-48d6-ba19-6f9d0100fea1" xlink:to="loc_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock_da33f399-0a38-4706-bcd8-25898b8f604c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSTables" xlink:type="simple" xlink:href="nly-20221231.xsd#FAIRVALUEMEASUREMENTSTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/FAIRVALUEMEASUREMENTSTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosuresAbstract_7d7fefa7-d48d-421d-aa35-16ddc54d9970" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosuresAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock_26c44718-4294-4556-8c4b-a9744c5784da" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueDisclosuresAbstract_7d7fefa7-d48d-421d-aa35-16ddc54d9970" xlink:to="loc_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock_26c44718-4294-4556-8c4b-a9744c5784da" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock_3ca2c9a2-148d-4b0f-ab0f-224542d6ecf9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueDisclosuresAbstract_7d7fefa7-d48d-421d-aa35-16ddc54d9970" xlink:to="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock_3ca2c9a2-148d-4b0f-ab0f-224542d6ecf9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByBalanceSheetGroupingTextBlock_9ba5bba7-13fc-4990-b9be-f0f271fbea41" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByBalanceSheetGroupingTextBlock"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueDisclosuresAbstract_7d7fefa7-d48d-421d-aa35-16ddc54d9970" xlink:to="loc_us-gaap_FairValueByBalanceSheetGroupingTextBlock_9ba5bba7-13fc-4990-b9be-f0f271fbea41" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSTables" xlink:type="simple" xlink:href="nly-20221231.xsd#GOODWILLANDINTANGIBLEASSETSTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_51656e4d-0d7f-4799-86da-303191fb1528" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock_8fc55644-4bbb-4cd3-b8e0-fc3900cc7af5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_51656e4d-0d7f-4799-86da-303191fb1528" xlink:to="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock_8fc55644-4bbb-4cd3-b8e0-fc3900cc7af5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECUREDFINANCINGTables" xlink:type="simple" xlink:href="nly-20221231.xsd#SECUREDFINANCINGTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECUREDFINANCINGTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtDisclosureAbstract_7f7a6ff2-5b1a-4b0d-bad4-d45666b2504f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock_63df8f84-d92c-4fbc-83fa-57ce95fa9411" xlink:href="nly-20221231.xsd#nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtDisclosureAbstract_7f7a6ff2-5b1a-4b0d-bad4-d45666b2504f" xlink:to="loc_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock_63df8f84-d92c-4fbc-83fa-57ce95fa9411" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfRepurchaseAgreements_b641960b-af30-4af3-8e52-9a7fbfc730d0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfRepurchaseAgreements"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtDisclosureAbstract_7f7a6ff2-5b1a-4b0d-bad4-d45666b2504f" xlink:to="loc_us-gaap_ScheduleOfRepurchaseAgreements_b641960b-af30-4af3-8e52-9a7fbfc730d0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CAPITALSTOCKTables" xlink:type="simple" xlink:href="nly-20221231.xsd#CAPITALSTOCKTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CAPITALSTOCKTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityAbstract_a514f0b3-43f0-4e47-a562-6f7c60b54e43" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfStockByClassTextBlock_2dd8d273-b03a-4add-b15c-9202ff036744" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfStockByClassTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_a514f0b3-43f0-4e47-a562-6f7c60b54e43" xlink:to="loc_us-gaap_ScheduleOfStockByClassTextBlock_2dd8d273-b03a-4add-b15c-9202ff036744" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsDeclaredTableTextBlock_f3a80b75-1d3e-469b-b9f8-22cef7eb7398" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsDeclaredTableTextBlock"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_a514f0b3-43f0-4e47-a562-6f7c60b54e43" xlink:to="loc_us-gaap_DividendsDeclaredTableTextBlock_f3a80b75-1d3e-469b-b9f8-22cef7eb7398" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSETables" xlink:type="simple" xlink:href="nly-20221231.xsd#INTERESTINCOMEANDINTERESTEXPENSETables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSETables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BankingAndThriftInterestAbstract_797908e8-41be-46b3-9a5c-c832e250cdb6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BankingAndThriftInterestAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock_680b0e84-241f-4e48-82a5-9e232c73084f" xlink:href="nly-20221231.xsd#nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_BankingAndThriftInterestAbstract_797908e8-41be-46b3-9a5c-c832e250cdb6" xlink:to="loc_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock_680b0e84-241f-4e48-82a5-9e232c73084f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock_b1ecbce5-afea-440b-a8f9-0c5ab4d5d7b2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_BankingAndThriftInterestAbstract_797908e8-41be-46b3-9a5c-c832e250cdb6" xlink:to="loc_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock_b1ecbce5-afea-440b-a8f9-0c5ab4d5d7b2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARETables" xlink:type="simple" xlink:href="nly-20221231.xsd#NETINCOMELOSSPERCOMMONSHARETables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARETables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareAbstract_a65da15b-f43e-4a27-873a-5edecedad131" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock_d3515d60-3432-49a6-9316-9609c901e9a9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a65da15b-f43e-4a27-873a-5edecedad131" xlink:to="loc_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock_d3515d60-3432-49a6-9316-9609c901e9a9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESTables" xlink:type="simple" xlink:href="nly-20221231.xsd#LEASECOMMITMENTSANDCONTINGENCIESTables"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESTables" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeasesAbstract_67e8ca91-658b-4532-b877-c6392aedc905" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LeasesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock_d2ea3fca-0f9b-4685-a54a-3b51438fb52f" xlink:href="nly-20221231.xsd#nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_67e8ca91-658b-4532-b877-c6392aedc905" xlink:to="loc_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock_d2ea3fca-0f9b-4685-a54a-3b51438fb52f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock_166a7bca-803a-4c21-aeb1-7f2049b47d1d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_67e8ca91-658b-4532-b877-c6392aedc905" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock_166a7bca-803a-4c21-aeb1-7f2049b47d1d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DESCRIPTIONOFBUSINESSDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DESCRIPTIONOFBUSINESSDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DESCRIPTIONOFBUSINESSDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountingPoliciesAbstract_1230bf55-c5fb-47c1-98d9-859e5eea11c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountingPoliciesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NumberOfInvestmentGroups_a6f4508d-0c07-4b6b-a68c-2a32a24a8b61" xlink:href="nly-20221231.xsd#nly_NumberOfInvestmentGroups"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_1230bf55-c5fb-47c1-98d9-859e5eea11c0" xlink:to="loc_nly_NumberOfInvestmentGroups_a6f4508d-0c07-4b6b-a68c-2a32a24a8b61" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/BASISOFPRESENTATIONDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#BASISOFPRESENTATIONDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/BASISOFPRESENTATIONDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_59d0fdc1-d87c-4cd8-afba-f43c1ad6975a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockParOrStatedValuePerShare_5117c980-d3c8-4ff6-a33b-d54e6a3360b6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockParOrStatedValuePerShare"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_59d0fdc1-d87c-4cd8-afba-f43c1ad6975a" xlink:to="loc_us-gaap_CommonStockParOrStatedValuePerShare_5117c980-d3c8-4ff6-a33b-d54e6a3360b6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1_e284e166-b13f-4fc3-9971-0c13cb05e422" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockholdersEquityNoteStockSplitConversionRatio1"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_59d0fdc1-d87c-4cd8-afba-f43c1ad6975a" xlink:to="loc_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1_e284e166-b13f-4fc3-9971-0c13cb05e422" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountingPoliciesAbstract_a24e2f02-f0f9-4b15-a673-d0700abb70d9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountingPoliciesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable_485744f6-bbe6-4b12-98a3-aa3fba7c0727" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AccountingPoliciesAbstract_a24e2f02-f0f9-4b15-a673-d0700abb70d9" xlink:to="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable_485744f6-bbe6-4b12-98a3-aa3fba7c0727" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_a14b067c-a801-455f-9194-2791e597fa66" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable_485744f6-bbe6-4b12-98a3-aa3fba7c0727" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_a14b067c-a801-455f-9194-2791e597fa66" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_dce89acf-2317-4471-9de8-a3e55348f98f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_a14b067c-a801-455f-9194-2791e597fa66" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_dce89acf-2317-4471-9de8-a3e55348f98f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember_de9efb0e-570b-4780-a213-150f021bbb06" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwapMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_dce89acf-2317-4471-9de8-a3e55348f98f" xlink:to="loc_us-gaap_InterestRateSwapMember_de9efb0e-570b-4780-a213-150f021bbb06" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems_c15b3981-b22a-41b0-8523-534577ee5f91" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable_485744f6-bbe6-4b12-98a3-aa3fba7c0727" xlink:to="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems_c15b3981-b22a-41b0-8523-534577ee5f91" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MarginDepositAssets_c4382bc5-4d7f-4e15-877b-f3f541ea20aa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MarginDepositAssets"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems_c15b3981-b22a-41b0-8523-534577ee5f91" xlink:to="loc_us-gaap_MarginDepositAssets_c4382bc5-4d7f-4e15-877b-f3f541ea20aa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsAllOtherInvestmentsAbstract_cfb304c0-9ff1-43c7-a47c-5a392e6fa18d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsAllOtherInvestmentsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable_0c04835a-318c-4809-801a-de5e2a576688" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsAllOtherInvestmentsAbstract_cfb304c0-9ff1-43c7-a47c-5a392e6fa18d" xlink:to="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable_0c04835a-318c-4809-801a-de5e2a576688" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_d099e96b-9be0-4037-bd5f-707ddf196043" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable_0c04835a-318c-4809-801a-de5e2a576688" xlink:to="loc_us-gaap_FinancialInstrumentAxis_d099e96b-9be0-4037-bd5f-707ddf196043" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_d099e96b-9be0-4037-bd5f-707ddf196043" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableforsaleSecuritiesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember_51bcf82a-f65a-425c-a604-38a97fecd66a" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember_51bcf82a-f65a-425c-a604-38a97fecd66a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember_87e4a25d-1bea-42a3-99e3-021deafc2d82" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember_87e4a25d-1bea-42a3-99e3-021deafc2d82" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferSecuritiesMember_c2fd6242-6213-4386-b0de-3ee43aeac4ae" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferSecuritiesMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_CreditRiskTransferSecuritiesMember_c2fd6242-6213-4386-b0de-3ee43aeac4ae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NonAgencyMortgageBackedSecuritiesMember_af7a2fed-56a5-445d-81e8-7bfb0584160c" xlink:href="nly-20221231.xsd#nly_NonAgencyMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_NonAgencyMortgageBackedSecuritiesMember_af7a2fed-56a5-445d-81e8-7bfb0584160c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember_d845e32f-8f95-4174-b9b4-200af47ecc48" xlink:href="nly-20221231.xsd#nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember_d845e32f-8f95-4174-b9b4-200af47ecc48" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember_42cd4ca9-5d8d-4adc-af3e-1b7f226c1ee3" xlink:href="nly-20221231.xsd#nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AvailableforsaleSecuritiesMember_8c8ed6e7-b467-4d8f-986a-429588a97c1e" xlink:to="loc_nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember_42cd4ca9-5d8d-4adc-af3e-1b7f226c1ee3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinanceReceivablesMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansMember_9e1af0d5-cf4b-4cd7-8502-4b1f7f2d78ee" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:to="loc_nly_ResidentialMortgageLoansMember_9e1af0d5-cf4b-4cd7-8502-4b1f7f2d78ee" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember_7169d0ec-a458-4ab7-8817-81321f0e6c5f" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoanWarehouseFacilityMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:to="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember_7169d0ec-a458-4ab7-8817-81321f0e6c5f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CorporateDebtHeldForInvestmentMember_36529e91-39bf-47e7-b649-231d4a53aaba" xlink:href="nly-20221231.xsd#nly_CorporateDebtHeldForInvestmentMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinanceReceivablesMember_751feaf6-133f-41e4-9d21-b1814d5c03ab" xlink:to="loc_nly_CorporateDebtHeldForInvestmentMember_36529e91-39bf-47e7-b649-231d4a53aaba" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:href="nly-20221231.xsd#nly_AssetsTransferredOrPledgedToSecuritizationMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember_9e7d4bf9-83d0-480e-a0fe-381fd65e2d3f" xlink:href="nly-20221231.xsd#nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:to="loc_nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember_9e7d4bf9-83d0-480e-a0fe-381fd65e2d3f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember_336cd33b-0ea0-468f-891f-a784e6f6fe95" xlink:href="nly-20221231.xsd#nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:to="loc_nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember_336cd33b-0ea0-468f-891f-a784e6f6fe95" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember_8ce2cf23-4445-44c2-bb51-fd8a92627400" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_AssetsTransferredOrPledgedToSecuritizationMember_f287320f-518a-4700-9a1e-052bca47b7dc" xlink:to="loc_nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember_8ce2cf23-4445-44c2-bb51-fd8a92627400" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepurchaseAgreementsMember_c51e15da-b2c6-49ea-9854-c53377c8f7e5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RepurchaseAgreementsMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_RepurchaseAgreementsMember_c51e15da-b2c6-49ea-9854-c53377c8f7e5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherDebtSecuritiesMember_d92daf84-0f1e-45a9-8ac7-57258ab6cfae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherDebtSecuritiesMember"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_OtherDebtSecuritiesMember_d92daf84-0f1e-45a9-8ac7-57258ab6cfae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVIEsMember_13f8c084-ac8a-440d-8423-b87e5caf759d" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVIEsMember"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVIEsMember_13f8c084-ac8a-440d-8423-b87e5caf759d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgagesMember_8ab8d0f2-c80b-4d85-a9a1-ca730f3c3d2b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgagesMember"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_us-gaap_ParticipatingMortgagesMember_8ab8d0f2-c80b-4d85-a9a1-ca730f3c3d2b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecurities1Member_725c3f52-db5a-497d-ac6a-c3658d369706" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecurities1Member"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_82439d69-84a6-4e39-bbe9-33c37f30e1a9" xlink:to="loc_nly_AvailableForSaleSecurities1Member_725c3f52-db5a-497d-ac6a-c3658d369706" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_dd324d78-7735-4852-b9aa-cb387672a46c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable_0c04835a-318c-4809-801a-de5e2a576688" xlink:to="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_dd324d78-7735-4852-b9aa-cb387672a46c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_cb6c623c-928b-4d0d-b1fd-9a44a72fc2c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_dd324d78-7735-4852-b9aa-cb387672a46c" xlink:to="loc_us-gaap_Assets_cb6c623c-928b-4d0d-b1fd-9a44a72fc2c0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_b442a8f4-753c-48ce-8613-c9f88a10bd25" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Liabilities"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems_dd324d78-7735-4852-b9aa-cb387672a46c" xlink:to="loc_us-gaap_Liabilities_b442a8f4-753c-48ce-8613-c9f88a10bd25" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECURITIESNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_7537b344-b54d-4062-86e5-16cf38ad244c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_ed520b1e-14e7-41f7-8d2f-d75ccecfeda1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_7537b344-b54d-4062-86e5-16cf38ad244c" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_ed520b1e-14e7-41f7-8d2f-d75ccecfeda1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_c5b7d4da-a23c-4b3e-ad9c-6a0b420dd28c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_ed520b1e-14e7-41f7-8d2f-d75ccecfeda1" xlink:to="loc_us-gaap_FinancialInstrumentAxis_c5b7d4da-a23c-4b3e-ad9c-6a0b420dd28c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_5766be0c-8a75-4a5b-955d-af418adb1d65" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_c5b7d4da-a23c-4b3e-ad9c-6a0b420dd28c" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_5766be0c-8a75-4a5b-955d-af418adb1d65" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_cf405d33-b2ff-4c7c-90f6-9f39b091ae1f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_5766be0c-8a75-4a5b-955d-af418adb1d65" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_cf405d33-b2ff-4c7c-90f6-9f39b091ae1f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_8a4938ac-4af0-43e4-a392-35b4673c269b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_ed520b1e-14e7-41f7-8d2f-d75ccecfeda1" xlink:to="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_8a4938ac-4af0-43e4-a392-35b4673c269b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1_5eeb27f2-2c68-4acd-97ff-68dd7502c603" xlink:href="nly-20221231.xsd#nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_8a4938ac-4af0-43e4-a392-35b4673c269b" xlink:to="loc_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1_5eeb27f2-2c68-4acd-97ff-68dd7502c603" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesSoldCarryingValue_46df6c86-06d1-40e7-8b22-6a6f5391c1a6" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesSoldCarryingValue"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems_8a4938ac-4af0-43e4-a392-35b4673c269b" xlink:to="loc_nly_MortgageBackedSecuritiesSoldCarryingValue_46df6c86-06d1-40e7-8b22-6a6f5391c1a6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_370ad5b2-7095-4652-87b3-cc8859985cbd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_6bc6a85a-8e1c-4893-b0c9-36be6e6c2e4f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_370ad5b2-7095-4652-87b3-cc8859985cbd" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_6bc6a85a-8e1c-4893-b0c9-36be6e6c2e4f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_acfa467d-5245-4728-a26e-3cb1a6328a8c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_6bc6a85a-8e1c-4893-b0c9-36be6e6c2e4f" xlink:to="loc_us-gaap_FinancialInstrumentAxis_acfa467d-5245-4728-a26e-3cb1a6328a8c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_acfa467d-5245-4728-a26e-3cb1a6328a8c" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AgencySecuritiesMember_87e4c650-6168-4ad7-ad33-b7ef2a65a99f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AgencySecuritiesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:to="loc_us-gaap_AgencySecuritiesMember_87e4c650-6168-4ad7-ad33-b7ef2a65a99f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageBackedSecuritiesMember_7ced3262-6965-4767-8d27-68218345e583" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:to="loc_us-gaap_ResidentialMortgageBackedSecuritiesMember_7ced3262-6965-4767-8d27-68218345e583" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_bb4e9627-0675-403b-b14d-cad4e6db3da6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_3d60c164-e7fc-46ca-817d-c64f166c0bed" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_bb4e9627-0675-403b-b14d-cad4e6db3da6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableForSaleLineItems_35b342d4-32be-4f4e-ae51-36d4943495cf" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableForSaleLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtSecuritiesAvailableForSaleTable_6bc6a85a-8e1c-4893-b0c9-36be6e6c2e4f" xlink:to="loc_nly_DebtSecuritiesAvailableForSaleLineItems_35b342d4-32be-4f4e-ae51-36d4943495cf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableForSaleRollForward"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleLineItems_35b342d4-32be-4f4e-ae51-36d4943495cf" xlink:to="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_2b75ee52-4293-45f9-b26c-4dec644450c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_2b75ee52-4293-45f9-b26c-4dec644450c0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodStartLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_634549a0-7fbf-46a7-ae6f-fad967aa31eb" xlink:href="nly-20221231.xsd#nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_634549a0-7fbf-46a7-ae6f-fad967aa31eb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_b8dfd254-ec5b-4fff-ad93-984b549b3899" xlink:href="nly-20221231.xsd#nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity_b8dfd254-ec5b-4fff-ad93-984b549b3899" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities_b1e15f15-af15-4d78-9287-155fb8b47179" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities_b1e15f15-af15-4d78-9287-155fb8b47179" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale_bc35442b-c42a-4c27-b19a-abef5d09e2cd" xlink:href="nly-20221231.xsd#nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale_bc35442b-c42a-4c27-b19a-abef5d09e2cd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax_ac3f294a-27d4-4055-a6c9-8def8b891ea5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax_ac3f294a-27d4-4055-a6c9-8def8b891ea5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_b206ffac-d502-47ae-8415-91a8267f8433" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_DebtSecuritiesAvailableForSaleRollForward_3a8b6ed5-cb8c-4bf8-8843-c687a618834f" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_b206ffac-d502-47ae-8415-91a8267f8433" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodEndLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESPortfolioDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESPortfolioDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECURITIESPortfolioDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_57451486-62a4-491a-8813-94c8a4c33fdf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioTable_e6bcfe6c-3123-4ca2-9c94-577b5e72590a" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_57451486-62a4-491a-8813-94c8a4c33fdf" xlink:to="loc_nly_MortgageBackedSecuritiesPortfolioTable_e6bcfe6c-3123-4ca2-9c94-577b5e72590a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_c82961c4-0656-43c9-9bd2-ab42cf2abd0b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_e6bcfe6c-3123-4ca2-9c94-577b5e72590a" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_c82961c4-0656-43c9-9bd2-ab42cf2abd0b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_12fafc15-bdae-4bea-a2cd-fcdb12045428" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_c82961c4-0656-43c9-9bd2-ab42cf2abd0b" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_12fafc15-bdae-4bea-a2cd-fcdb12045428" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialInvestmentsMember_ef088609-b14f-42b0-9a84-67ed7dfa490e" xlink:href="nly-20221231.xsd#nly_ResidentialInvestmentsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_12fafc15-bdae-4bea-a2cd-fcdb12045428" xlink:to="loc_nly_ResidentialInvestmentsMember_ef088609-b14f-42b0-9a84-67ed7dfa490e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AgencySecuritiesMember_d600b9f9-4d55-4a5e-b621-ab4c7cbf15d5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AgencySecuritiesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_ResidentialInvestmentsMember_ef088609-b14f-42b0-9a84-67ed7dfa490e" xlink:to="loc_us-gaap_AgencySecuritiesMember_d600b9f9-4d55-4a5e-b621-ab4c7cbf15d5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember_50020f84-d768-4c5d-b295-4f7af2d3adf2" xlink:href="nly-20221231.xsd#nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_ResidentialInvestmentsMember_ef088609-b14f-42b0-9a84-67ed7dfa490e" xlink:to="loc_nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember_50020f84-d768-4c5d-b295-4f7af2d3adf2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_02ef373f-5e59-49d6-b593-c363520a68f9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_12fafc15-bdae-4bea-a2cd-fcdb12045428" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_02ef373f-5e59-49d6-b593-c363520a68f9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentSecondaryCategorizationAxis_5a669c89-3c4a-4644-a753-290b28d9a40c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentSecondaryCategorizationAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_e6bcfe6c-3123-4ca2-9c94-577b5e72590a" xlink:to="loc_us-gaap_InvestmentSecondaryCategorizationAxis_5a669c89-3c4a-4644-a753-290b28d9a40c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsBySecondaryCategorizationDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentSecondaryCategorizationAxis_5a669c89-3c4a-4644-a753-290b28d9a40c" xlink:to="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_9ccecc3d-8828-456c-85b8-9b1c0c144e64" xlink:href="nly-20221231.xsd#nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_9ccecc3d-8828-456c-85b8-9b1c0c144e64" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_77cc1b34-b5dd-4ffb-884d-e316ddb043f0" xlink:href="nly-20221231.xsd#nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember_77cc1b34-b5dd-4ffb-884d-e316ddb043f0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CollateralizedMortgageObligationsMember_7bdd461b-6f8b-4e11-82f1-082ca0884451" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CollateralizedMortgageObligationsMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_us-gaap_CollateralizedMortgageObligationsMember_7bdd461b-6f8b-4e11-82f1-082ca0884451" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_af71d458-e67c-4355-b658-7628bcffe8b6" xlink:href="nly-20221231.xsd#nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_af71d458-e67c-4355-b658-7628bcffe8b6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember_04575b72-651c-47fd-87dc-c6d7a2db6f24" xlink:href="nly-20221231.xsd#nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember_04575b72-651c-47fd-87dc-c6d7a2db6f24" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember_aedcb73c-a41b-4480-ac18-b815f2c9840b" xlink:href="nly-20221231.xsd#nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember_aedcb73c-a41b-4480-ac18-b815f2c9840b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember_c69a71dc-ff9d-4991-aea2-e041533d597c" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember_c69a71dc-ff9d-4991-aea2-e041533d597c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember_0147483e-e380-4dd7-b271-fccff4418767" xlink:href="nly-20221231.xsd#nly_AltaMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_AltaMortgageBackedSecuritiesAvailableForSaleMember_0147483e-e380-4dd7-b271-fccff4418767" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember_bc37c321-8178-442e-897e-0c6b4dfca06f" xlink:href="nly-20221231.xsd#nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember_bc37c321-8178-442e-897e-0c6b4dfca06f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember_6eff97ce-1916-4d3f-ba0f-de03a9c140aa" xlink:href="nly-20221231.xsd#nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember_6eff97ce-1916-4d3f-ba0f-de03a9c140aa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember_767cf37d-7cb8-43da-bb6d-64cbb58ef41a" xlink:href="nly-20221231.xsd#nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember_767cf37d-7cb8-43da-bb6d-64cbb58ef41a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember_0ebb29bb-f528-4218-81a4-ce9cfd6ca479" xlink:href="nly-20221231.xsd#nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember_0ebb29bb-f528-4218-81a4-ce9cfd6ca479" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MultifamilyInterestOnlySecurityMember_99271418-0bed-411d-aecf-7a9c7f53baae" xlink:href="nly-20221231.xsd#nly_MultifamilyInterestOnlySecurityMember"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_MultifamilyInterestOnlySecurityMember_99271418-0bed-411d-aecf-7a9c7f53baae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember_005f1665-73a5-4e4a-b3f3-fea74524a2dc" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember"/>
    <link:presentationArc order="14" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember_005f1665-73a5-4e4a-b3f3-fea74524a2dc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember_792fc430-dd05-4460-9716-c68423113a1a" xlink:href="nly-20221231.xsd#nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="15" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember_792fc430-dd05-4460-9716-c68423113a1a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_070c3fde-de25-4ecc-b86c-1f2cd6f125f4" xlink:href="nly-20221231.xsd#nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember"/>
    <link:presentationArc order="16" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_fb2d5aa0-f3b8-48f3-b3e7-0b2f6ee75847" xlink:to="loc_nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember_070c3fde-de25-4ecc-b86c-1f2cd6f125f4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_e6bcfe6c-3123-4ca2-9c94-577b5e72590a" xlink:to="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentOwnedBalancePrincipalAmount_96e83d76-c7e7-4426-884d-0b6304611e9a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentOwnedBalancePrincipalAmount"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_InvestmentOwnedBalancePrincipalAmount_96e83d76-c7e7-4426-884d-0b6304611e9a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableforsaleRemainingPremium_88f5d695-1bb6-4718-9037-4b4adb7a3298" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableforsaleRemainingPremium"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_nly_DebtSecuritiesAvailableforsaleRemainingPremium_88f5d695-1bb6-4718-9037-4b4adb7a3298" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtSecuritiesAvailableforsaleRemainingDiscount_b01d3c94-5dd8-43c9-ac5a-3c6172699eeb" xlink:href="nly-20221231.xsd#nly_DebtSecuritiesAvailableforsaleRemainingDiscount"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_nly_DebtSecuritiesAvailableforsaleRemainingDiscount_b01d3c94-5dd8-43c9-ac5a-3c6172699eeb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_6957ab97-6a77-4050-b344-b607271704ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_6957ab97-6a77-4050-b344-b607271704ab" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax_d09a0d8b-46af-4a05-a27c-c3cdba560c6b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax_d09a0d8b-46af-4a05-a27c-c3cdba560c6b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_959db4f7-7a13-4f8f-82ef-62a4b074559f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_959db4f7-7a13-4f8f-82ef-62a4b074559f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_0eb1ceca-7f28-4f3c-a537-157f961a8da4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_7aab9808-be13-4123-9ac7-7ab48bb182ef" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_0eb1ceca-7f28-4f3c-a537-157f961a8da4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_44e97c57-a4ac-4ecb-a3c3-a06007d93c84" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioTable_dddce093-1bed-4485-9874-ad06f6b7d9d2" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_44e97c57-a4ac-4ecb-a3c3-a06007d93c84" xlink:to="loc_nly_MortgageBackedSecuritiesPortfolioTable_dddce093-1bed-4485-9874-ad06f6b7d9d2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_7a862b2e-21e8-4bbc-8363-5082f1712262" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_dddce093-1bed-4485-9874-ad06f6b7d9d2" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_7a862b2e-21e8-4bbc-8363-5082f1712262" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_ca5b4b3c-fc74-41ba-894e-dc0b9a050d68" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_7a862b2e-21e8-4bbc-8363-5082f1712262" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_ca5b4b3c-fc74-41ba-894e-dc0b9a050d68" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesMember_00fdfb61-a1b0-4fd8-bd91-f615cded51ea" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_ca5b4b3c-fc74-41ba-894e-dc0b9a050d68" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesMember_00fdfb61-a1b0-4fd8-bd91-f615cded51ea" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeAxis_3de97eae-a172-464e-b70b-1148e4cb7719" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentTypeAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_dddce093-1bed-4485-9874-ad06f6b7d9d2" xlink:to="loc_us-gaap_InvestmentTypeAxis_3de97eae-a172-464e-b70b-1148e4cb7719" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentTypeCategorizationMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentTypeAxis_3de97eae-a172-464e-b70b-1148e4cb7719" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember_8e5bf5da-80ef-4db6-9354-ee78d56a0a58" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:to="loc_us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember_8e5bf5da-80ef-4db6-9354-ee78d56a0a58" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember_9ad6b5de-3593-461c-bf0b-0a0766b03496" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:to="loc_us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember_9ad6b5de-3593-461c-bf0b-0a0766b03496" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember_0ffd615d-2e0f-4795-a79b-4b0c6975f615" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_a6a5c7fc-82dc-4b1f-bcb4-ddf961d452ec" xlink:to="loc_us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember_0ffd615d-2e0f-4795-a79b-4b0c6975f615" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_f2c6231c-59b2-420c-b934-a88105c35711" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_dddce093-1bed-4485-9874-ad06f6b7d9d2" xlink:to="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_f2c6231c-59b2-420c-b934-a88105c35711" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_1325c59b-bcc6-4225-b927-f19d51b8a0dd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_f2c6231c-59b2-420c-b934-a88105c35711" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_1325c59b-bcc6-4225-b927-f19d51b8a0dd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESWeightedAverageLifeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESWeightedAverageLifeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECURITIESWeightedAverageLifeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_53ff0616-35ec-40d1-8b5d-ecdeaf04695b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioTable_203fbf6c-8125-43cd-a8b3-071aadf0609e" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_53ff0616-35ec-40d1-8b5d-ecdeaf04695b" xlink:to="loc_nly_MortgageBackedSecuritiesPortfolioTable_203fbf6c-8125-43cd-a8b3-071aadf0609e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_9f60eb20-872e-4c76-b307-1a1a0dcc7f81" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_203fbf6c-8125-43cd-a8b3-071aadf0609e" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_9f60eb20-872e-4c76-b307-1a1a0dcc7f81" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_4b690bb2-b8f8-443b-8f7e-87d57566deec" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_9f60eb20-872e-4c76-b307-1a1a0dcc7f81" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_4b690bb2-b8f8-443b-8f7e-87d57566deec" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialInvestmentsMember_f6d5b87e-04dc-4cd9-9188-4e039c3d4da6" xlink:href="nly-20221231.xsd#nly_ResidentialInvestmentsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_4b690bb2-b8f8-443b-8f7e-87d57566deec" xlink:to="loc_nly_ResidentialInvestmentsMember_f6d5b87e-04dc-4cd9-9188-4e039c3d4da6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_e700e4c4-d4fb-429f-80eb-3f08270745f6" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesPortfolioLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioTable_203fbf6c-8125-43cd-a8b3-071aadf0609e" xlink:to="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_e700e4c4-d4fb-429f-80eb-3f08270745f6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_e700e4c4-d4fb-429f-80eb-3f08270745f6" xlink:to="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue_b7f37ecc-62a5-4242-ac79-e4afb025b859" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue_b7f37ecc-62a5-4242-ac79-e4afb025b859" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue_52cce387-f3f9-4e30-8d35-9e5b0d7480e6" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue_52cce387-f3f9-4e30-8d35-9e5b0d7480e6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue_ed2fb3a1-bc0b-44da-8d6e-9f68680e6c80" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue_ed2fb3a1-bc0b-44da-8d6e-9f68680e6c80" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue_62c363bb-b4e3-44cf-b2ab-ab71f619e6cb" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue_62c363bb-b4e3-44cf-b2ab-ab71f619e6cb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_29c89a50-d8aa-4eeb-8891-63c883f695e0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract_2af5811e-8534-4bf4-be20-0defd5d547d3" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_29c89a50-d8aa-4eeb-8891-63c883f695e0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:href="nly-20221231.xsd#nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesPortfolioLineItems_e700e4c4-d4fb-429f-80eb-3f08270745f6" xlink:to="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost_49f4a12b-f68c-4dec-8531-16af86a74809" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost_49f4a12b-f68c-4dec-8531-16af86a74809" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost_d5b23e33-213b-4535-b2ae-1424157f4edd" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost_d5b23e33-213b-4535-b2ae-1424157f4edd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost_26866cf7-44e4-440f-a2d9-b5b06cc3738e" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost_26866cf7-44e4-440f-a2d9-b5b06cc3738e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost_f3cf4216-190e-47fc-9ae5-67a9380d35b3" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost_f3cf4216-190e-47fc-9ae5-67a9380d35b3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_fb578e22-cf0e-4743-a000-2d547920345d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract_bf2575bc-6cda-4204-960e-68ac9183d3a8" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss_fb578e22-cf0e-4743-a000-2d547920345d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESUnrealizedLossPositionDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_8c187537-93d6-46a1-a1d9-91d0044cdc00" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_f446fd39-8cf4-4639-8e84-d061eb2f34b1" xlink:href="nly-20221231.xsd#nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_8c187537-93d6-46a1-a1d9-91d0044cdc00" xlink:to="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_f446fd39-8cf4-4639-8e84-d061eb2f34b1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_7acec9bc-dd18-4635-8a8a-098f9ce9e739" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_f446fd39-8cf4-4639-8e84-d061eb2f34b1" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_7acec9bc-dd18-4635-8a8a-098f9ce9e739" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_aae8d3c2-6f6c-4902-8467-74bbf69a9c63" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_7acec9bc-dd18-4635-8a8a-098f9ce9e739" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_aae8d3c2-6f6c-4902-8467-74bbf69a9c63" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesMember_55863b72-82b2-4811-a881-6bebc2517a8c" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_aae8d3c2-6f6c-4902-8467-74bbf69a9c63" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesMember_55863b72-82b2-4811-a881-6bebc2517a8c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_c10ab3a7-5bb8-417b-8fe9-576225d3b098" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_f446fd39-8cf4-4639-8e84-d061eb2f34b1" xlink:to="loc_us-gaap_FinancialInstrumentAxis_c10ab3a7-5bb8-417b-8fe9-576225d3b098" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_47c1a02b-c409-4292-815d-cabb428a634d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_c10ab3a7-5bb8-417b-8fe9-576225d3b098" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_47c1a02b-c409-4292-815d-cabb428a634d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember_8b635bbd-6ada-4c28-b5e4-1486c50642af" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_47c1a02b-c409-4292-815d-cabb428a634d" xlink:to="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember_8b635bbd-6ada-4c28-b5e4-1486c50642af" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember_dd3d415b-c53c-429b-a022-295ca27e3d68" xlink:href="nly-20221231.xsd#nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_47c1a02b-c409-4292-815d-cabb428a634d" xlink:to="loc_nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember_dd3d415b-c53c-429b-a022-295ca27e3d68" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:href="nly-20221231.xsd#nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable_f446fd39-8cf4-4639-8e84-d061eb2f34b1" xlink:to="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_bcb526eb-ecc9-4ffb-945b-f9a1496c687e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest_bcb526eb-ecc9-4ffb-945b-f9a1496c687e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_bffc6590-855f-4898-a9e9-bbcb974c187b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:to="loc_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax_bffc6590-855f-4898-a9e9-bbcb974c187b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions_215cc3be-0b91-4d34-84b2-e4cbf285f162" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems_42fc7ee7-bc90-4562-981e-6e09e189d151" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions_215cc3be-0b91-4d34-84b2-e4cbf285f162" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECURITIESRealizedGainLossDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECURITIESRealizedGainLossDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECURITIESRealizedGainLossDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_97222393-2da1-48cf-a171-2be363b8ee1b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain_c3b765df-3336-4a84-b888-fa0f1db2da0d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleRealizedGain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_97222393-2da1-48cf-a171-2be363b8ee1b" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain_c3b765df-3336-4a84-b888-fa0f1db2da0d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss_0a9c039f-c233-4502-a8a7-632752d14c51" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_97222393-2da1-48cf-a171-2be363b8ee1b" xlink:to="loc_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss_0a9c039f-c233-4502-a8a7-632752d14c51" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS_fd4e6b95-c054-41c9-8c09-575a53ee9660" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract_97222393-2da1-48cf-a171-2be363b8ee1b" xlink:to="loc_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS_fd4e6b95-c054-41c9-8c09-575a53ee9660" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LOANSNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateAbstract_7594058f-5734-489c-9864-fa00e4460b73" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_bcd7ca6a-0ca6-4bf1-898f-631f1f57004c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_7594058f-5734-489c-9864-fa00e4460b73" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_bcd7ca6a-0ca6-4bf1-898f-631f1f57004c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_2f91aabc-4288-4171-be21-547919542a56" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_bcd7ca6a-0ca6-4bf1-898f-631f1f57004c" xlink:to="loc_us-gaap_FinancialInstrumentAxis_2f91aabc-4288-4171-be21-547919542a56" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_4a0faf46-eb7c-45c1-a09f-abd64f387284" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2f91aabc-4288-4171-be21-547919542a56" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_4a0faf46-eb7c-45c1-a09f-abd64f387284" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_2df7abf2-1729-4a00-81ae-f1e99b2650c0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_4a0faf46-eb7c-45c1-a09f-abd64f387284" xlink:to="loc_us-gaap_ResidentialMortgageMember_2df7abf2-1729-4a00-81ae-f1e99b2650c0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember_690e5558-cc90-420b-ac0c-c31331041848" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoanWarehouseFacilityMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_4a0faf46-eb7c-45c1-a09f-abd64f387284" xlink:to="loc_nly_ResidentialMortgageLoanWarehouseFacilityMember_690e5558-cc90-420b-ac0c-c31331041848" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_bcd7ca6a-0ca6-4bf1-898f-631f1f57004c" xlink:to="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_c62fac45-ffa1-4a88-8393-7ad776286be6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_us-gaap_Assets_c62fac45-ffa1-4a88-8393-7ad776286be6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansReceivableHeldForSaleAmount_ecf1c89c-a872-4d30-ada5-ac0a12940e48" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansReceivableHeldForSaleAmount"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_us-gaap_LoansReceivableHeldForSaleAmount_ecf1c89c-a872-4d30-ada5-ac0a12940e48" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProvisionForLoanLossesExpensed_2c631202-7288-4544-a4b4-7e60f98279a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProvisionForLoanLossesExpensed"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_us-gaap_ProvisionForLoanLossesExpensed_2c631202-7288-4544-a4b4-7e60f98279a3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest_56b263a8-1185-4d4d-b735-a18f8e11fb6c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest_56b263a8-1185-4d4d-b735-a18f8e11fb6c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PercentageOfAdjustableRateLoans_7200ce2d-5ba4-4b85-9d37-3f5d28327fd3" xlink:href="nly-20221231.xsd#nly_PercentageOfAdjustableRateLoans"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_a96a8f8d-6a14-44fa-8f31-dd3a6ac4da5f" xlink:to="loc_nly_PercentageOfAdjustableRateLoans_7200ce2d-5ba4-4b85-9d37-3f5d28327fd3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSInvestmentLoanActivityDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSInvestmentLoanActivityDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LOANSInvestmentLoanActivityDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateAbstract_deaf71fb-efa2-4c49-84be-44e7332babe1" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_90b96925-3474-4fca-9f7c-8e5bfc1e9c1f" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_deaf71fb-efa2-4c49-84be-44e7332babe1" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_90b96925-3474-4fca-9f7c-8e5bfc1e9c1f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivablePortfolioSegmentAxis_dae3f627-3d75-4a40-83ea-b7130fee621e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivablePortfolioSegmentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_90b96925-3474-4fca-9f7c-8e5bfc1e9c1f" xlink:to="loc_us-gaap_FinancingReceivablePortfolioSegmentAxis_dae3f627-3d75-4a40-83ea-b7130fee621e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain_ddcd27b6-65f3-40b4-bdf7-1d384c124cd6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivablePortfolioSegmentDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancingReceivablePortfolioSegmentAxis_dae3f627-3d75-4a40-83ea-b7130fee621e" xlink:to="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain_ddcd27b6-65f3-40b4-bdf7-1d384c124cd6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_7b3cdd3d-26ab-4af5-8386-7495246e81a0" xlink:href="nly-20221231.xsd#nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancingReceivablePortfolioSegmentDomain_ddcd27b6-65f3-40b4-bdf7-1d384c124cd6" xlink:to="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_7b3cdd3d-26ab-4af5-8386-7495246e81a0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialPortfolioSegmentMember_6293ad16-c36a-4a73-a3ed-b283cfcb6e82" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialPortfolioSegmentMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_7b3cdd3d-26ab-4af5-8386-7495246e81a0" xlink:to="loc_us-gaap_ResidentialPortfolioSegmentMember_6293ad16-c36a-4a73-a3ed-b283cfcb6e82" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CorporatePortfolioSegmentMember_4a54817c-7a28-47c3-9c38-684a75fd3ae9" xlink:href="nly-20221231.xsd#nly_CorporatePortfolioSegmentMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember_7b3cdd3d-26ab-4af5-8386-7495246e81a0" xlink:to="loc_nly_CorporatePortfolioSegmentMember_4a54817c-7a28-47c3-9c38-684a75fd3ae9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_31aa85fa-fc89-44e4-bc47-d3d6d2b7c085" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_90b96925-3474-4fca-9f7c-8e5bfc1e9c1f" xlink:to="loc_srt_MortgageLoansOnRealEstateLineItems_31aa85fa-fc89-44e4-bc47-d3d6d2b7c085" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MovementInMortgageLoansOnRealEstateRollForward"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_31aa85fa-fc89-44e4-bc47-d3d6d2b7c085" xlink:to="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_c3daa389-42ec-4899-bde8-ada8350f065a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_c3daa389-42ec-4899-bde8-ada8350f065a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodStartLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans_013a2399-3a78-4866-9963-41582f71a734" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstateNewMortgageLoans"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans_013a2399-3a78-4866-9963-41582f71a734" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold_8683d686-d2f1-4f58-b740-3fbc3a0afe24" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold_8683d686-d2f1-4f58-b740-3fbc3a0afe24" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal_11b14d5f-4e11-4dc2-bc13-a1bed11f4b56" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateCollectionsOfPrincipal"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal_11b14d5f-4e11-4dc2-bc13-a1bed11f4b56" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansonRealEstateGainsLosses_840f71d1-7b3a-4619-8035-17f2d08beb03" xlink:href="nly-20221231.xsd#nly_MortgageLoansonRealEstateGainsLosses"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_nly_MortgageLoansonRealEstateGainsLosses_840f71d1-7b3a-4619-8035-17f2d08beb03" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium_16ab81c3-4198-4bd4-a3b6-45f914d7541f" xlink:href="nly-20221231.xsd#nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium_16ab81c3-4198-4bd4-a3b6-45f914d7541f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_105b02fd-33cd-4d26-aed0-158f91b11ea5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_105b02fd-33cd-4d26-aed0-158f91b11ea5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodEndLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral_20f975a2-ecee-4a0a-8441-8675cf122a40" xlink:href="nly-20221231.xsd#nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MovementInMortgageLoansOnRealEstateRollForward_940aac56-94c2-4b1f-8ae3-0ccffbef1358" xlink:to="loc_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral_20f975a2-ecee-4a0a-8441-8675cf122a40" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateAbstract_99e9ff16-4606-4fb3-a74e-c9ba4eb33ff1" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_5c50ee48-daec-4903-a15f-f9f17b8f2494" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_99e9ff16-4606-4fb3-a74e-c9ba4eb33ff1" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_5c50ee48-daec-4903-a15f-f9f17b8f2494" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_041f88d0-da8a-4a5e-bbb6-722fb2168cad" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_5c50ee48-daec-4903-a15f-f9f17b8f2494" xlink:to="loc_us-gaap_FinancialInstrumentAxis_041f88d0-da8a-4a5e-bbb6-722fb2168cad" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b12c2137-69b5-4491-91dc-80fdaf8523ad" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_041f88d0-da8a-4a5e-bbb6-722fb2168cad" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b12c2137-69b5-4491-91dc-80fdaf8523ad" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_cc6c2963-294e-4528-ad28-fb2f9bc0bb4c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b12c2137-69b5-4491-91dc-80fdaf8523ad" xlink:to="loc_us-gaap_ResidentialMortgageMember_cc6c2963-294e-4528-ad28-fb2f9bc0bb4c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_b9f37da8-3fa8-4f2a-9882-f50a3e259792" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_5c50ee48-daec-4903-a15f-f9f17b8f2494" xlink:to="loc_srt_MortgageLoansOnRealEstateLineItems_b9f37da8-3fa8-4f2a-9882-f50a3e259792" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansFairValueDisclosure_9139a4b9-823d-436b-9dac-1f90c52ddb3c" xlink:href="nly-20221231.xsd#nly_MortgageLoansFairValueDisclosure"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_b9f37da8-3fa8-4f2a-9882-f50a3e259792" xlink:to="loc_nly_MortgageLoansFairValueDisclosure_9139a4b9-823d-436b-9dac-1f90c52ddb3c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_3e75a5b6-1890-4335-8fdb-55ae3afaba0a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_b9f37da8-3fa8-4f2a-9882-f50a3e259792" xlink:to="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_3e75a5b6-1890-4335-8fdb-55ae3afaba0a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSSummaryofComprehensiveIncomeLossDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateAbstract_ec281bdf-d25a-4da4-95e9-f8ed6fa42242" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_d3286574-3a17-4ce1-aab6-baeee218e745" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_ec281bdf-d25a-4da4-95e9-f8ed6fa42242" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_d3286574-3a17-4ce1-aab6-baeee218e745" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_ec033922-c246-4f1e-bcbd-3013b4449d01" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_d3286574-3a17-4ce1-aab6-baeee218e745" xlink:to="loc_us-gaap_FinancialInstrumentAxis_ec033922-c246-4f1e-bcbd-3013b4449d01" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d49585a7-3151-4a8c-95e5-48f3509684c3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_ec033922-c246-4f1e-bcbd-3013b4449d01" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d49585a7-3151-4a8c-95e5-48f3509684c3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_ea2e6d36-e022-4993-9ace-962f119f0eb6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d49585a7-3151-4a8c-95e5-48f3509684c3" xlink:to="loc_us-gaap_ResidentialMortgageMember_ea2e6d36-e022-4993-9ace-962f119f0eb6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_d3286574-3a17-4ce1-aab6-baeee218e745" xlink:to="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeExpenseNet_a81ef2c1-9895-470d-a0c5-e207a0440996" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeExpenseNet"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:to="loc_us-gaap_InterestIncomeExpenseNet_a81ef2c1-9895-470d-a0c5-e207a0440996" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfInvestments_a6ed62f1-8c3b-4932-9927-0788582d9cdd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfInvestments"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:to="loc_us-gaap_GainLossOnSaleOfInvestments_a6ed62f1-8c3b-4932-9927-0788582d9cdd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnrealizedGainLossOnInvestments_9e1bf3fc-c034-4ba2-a1ff-5e17283a0e92" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnrealizedGainLossOnInvestments"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:to="loc_us-gaap_UnrealizedGainLossOnInvestments_9e1bf3fc-c034-4ba2-a1ff-5e17283a0e92" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss_7db72134-0ba3-4baa-ae8f-f7be4c09e38f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLoss"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_4639bf63-fbd4-4270-ac49-551bf77047dd" xlink:to="loc_us-gaap_NetIncomeLoss_7db72134-0ba3-4baa-ae8f-f7be4c09e38f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateAbstract_02ae145d-6b5e-4c10-bab9-01f76a7767c1" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_02ae145d-6b5e-4c10-bab9-01f76a7767c1" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskByBenchmarkAxis_e459328f-d2b1-41fe-a472-45a11aeda5a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskByBenchmarkAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:to="loc_us-gaap_ConcentrationRiskByBenchmarkAxis_e459328f-d2b1-41fe-a472-45a11aeda5a3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskBenchmarkDomain_c3a5127a-efe5-460e-91f9-e53a6dcb821e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskBenchmarkDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ConcentrationRiskByBenchmarkAxis_e459328f-d2b1-41fe-a472-45a11aeda5a3" xlink:to="loc_us-gaap_ConcentrationRiskBenchmarkDomain_c3a5127a-efe5-460e-91f9-e53a6dcb821e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansMember_53418e8a-241f-4387-8153-566fe0236810" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ConcentrationRiskBenchmarkDomain_c3a5127a-efe5-460e-91f9-e53a6dcb821e" xlink:to="loc_nly_ResidentialMortgageLoansMember_53418e8a-241f-4387-8153-566fe0236810" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskByTypeAxis_fd276c9b-0591-48c0-b05d-234a0c35ed23" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskByTypeAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:to="loc_us-gaap_ConcentrationRiskByTypeAxis_fd276c9b-0591-48c0-b05d-234a0c35ed23" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskTypeDomain_97ce7145-af1d-45e2-a40d-dc7b2c20a78c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ConcentrationRiskByTypeAxis_fd276c9b-0591-48c0-b05d-234a0c35ed23" xlink:to="loc_us-gaap_ConcentrationRiskTypeDomain_97ce7145-af1d-45e2-a40d-dc7b2c20a78c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeographicConcentrationRiskMember_e1f1c342-3897-46d8-a466-31cca181b251" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeographicConcentrationRiskMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ConcentrationRiskTypeDomain_97ce7145-af1d-45e2-a40d-dc7b2c20a78c" xlink:to="loc_us-gaap_GeographicConcentrationRiskMember_e1f1c342-3897-46d8-a466-31cca181b251" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_StatementGeographicalAxis_b1c3c84f-9a93-49c9-8b35-3fbacc918886" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_StatementGeographicalAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:to="loc_srt_StatementGeographicalAxis_b1c3c84f-9a93-49c9-8b35-3fbacc918886" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_SegmentGeographicalDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_StatementGeographicalAxis_b1c3c84f-9a93-49c9-8b35-3fbacc918886" xlink:to="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_CA_80cebf03-e23f-4a2a-a048-616ac973bb76" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_CA"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_stpr_CA_80cebf03-e23f-4a2a-a048-616ac973bb76" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_NY_571d5eae-b0bf-4a74-97af-6550eeed1990" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_NY"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_stpr_NY_571d5eae-b0bf-4a74-97af-6550eeed1990" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_FL_3f9178ad-d1fa-4616-8e8d-0417f7680c75" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_FL"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_stpr_FL_3f9178ad-d1fa-4616-8e8d-0417f7680c75" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_stpr_TX_71ecf303-ec17-46c8-89b2-7951728760f8" xlink:href="https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd#stpr_TX"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_stpr_TX_71ecf303-ec17-46c8-89b2-7951728760f8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherLocationMember_04e59a26-e217-4298-bca2-7d376d6596c1" xlink:href="nly-20221231.xsd#nly_OtherLocationMember"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_SegmentGeographicalDomain_2036fa8b-d55b-4f52-afde-59239adcbedf" xlink:to="loc_nly_OtherLocationMember_04e59a26-e217-4298-bca2-7d376d6596c1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_9e214748-0d4b-4f24-a747-cd9e1ea8d03c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_9ee8633a-5e2b-4411-aa0e-86ff88b6a638" xlink:to="loc_srt_MortgageLoansOnRealEstateLineItems_9e214748-0d4b-4f24-a747-cd9e1ea8d03c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ConcentrationRiskPercentage1_5bc51ccc-a35e-4c64-9e4e-aedc5df5dca4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ConcentrationRiskPercentage1"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_9e214748-0d4b-4f24-a747-cd9e1ea8d03c" xlink:to="loc_us-gaap_ConcentrationRiskPercentage1_5bc51ccc-a35e-4c64-9e4e-aedc5df5dca4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LOANSAdditionalInformationaboutResidentialMortgageLoansDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateAbstract_017e82e3-3491-4b86-bc76-9f163dd6dfe3" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateScheduleTable_d271e73a-df98-4326-8541-aa6863ccf411" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateScheduleTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateAbstract_017e82e3-3491-4b86-bc76-9f163dd6dfe3" xlink:to="loc_srt_MortgageLoansOnRealEstateScheduleTable_d271e73a-df98-4326-8541-aa6863ccf411" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_c42adf84-c6f2-43e0-880f-80e62e0f2e5d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_d271e73a-df98-4326-8541-aa6863ccf411" xlink:to="loc_us-gaap_FinancialInstrumentAxis_c42adf84-c6f2-43e0-880f-80e62e0f2e5d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8f90b204-fb42-4021-9b85-4a737569ed5f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_c42adf84-c6f2-43e0-880f-80e62e0f2e5d" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8f90b204-fb42-4021-9b85-4a737569ed5f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_11f1b31f-f1a3-473d-a3c8-edffa6cc0118" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8f90b204-fb42-4021-9b85-4a737569ed5f" xlink:to="loc_us-gaap_ResidentialMortgageMember_11f1b31f-f1a3-473d-a3c8-edffa6cc0118" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_fa8252da-2b4e-47c3-81b6-0d545077606e" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_d271e73a-df98-4326-8541-aa6863ccf411" xlink:to="loc_srt_RangeAxis_fa8252da-2b4e-47c3-81b6-0d545077606e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeAxis_fa8252da-2b4e-47c3-81b6-0d545077606e" xlink:to="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_552d5534-963b-4044-97d8-7e19986780ba" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:to="loc_srt_MinimumMember_552d5534-963b-4044-97d8-7e19986780ba" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_71cf01a9-2d45-49b4-8914-ab02f0907c2c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:to="loc_srt_MaximumMember_71cf01a9-2d45-49b4-8914-ab02f0907c2c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_WeightedAverageMember_d3b78937-8a3d-467a-9b74-d8739095eb25" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_WeightedAverageMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_67474ba7-06e7-4ec6-a2f3-90788ce35a27" xlink:to="loc_srt_WeightedAverageMember_d3b78937-8a3d-467a-9b74-d8739095eb25" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateScheduleTable_d271e73a-df98-4326-8541-aa6863ccf411" xlink:to="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_c6a681ae-6239-4116-b4a5-10eaddd87e94" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:to="loc_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio_c6a681ae-6239-4116-b4a5-10eaddd87e94" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InvestmentInterestRatePercentage_c8bedcee-2a7f-413e-a4cb-a998d5b827b3" xlink:href="nly-20221231.xsd#nly_InvestmentInterestRatePercentage"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:to="loc_nly_InvestmentInterestRatePercentage_c8bedcee-2a7f-413e-a4cb-a998d5b827b3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FicoScore_55966bbb-1cba-405f-8143-0bc3e504e725" xlink:href="nly-20221231.xsd#nly_FicoScore"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:to="loc_nly_FicoScore_55966bbb-1cba-405f-8143-0bc3e504e725" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_LoanToValuePercentage_1898ccc7-2069-43d2-bef5-719afa0e5cd0" xlink:href="nly-20221231.xsd#nly_LoanToValuePercentage"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateLineItems_3b0c3b9d-7290-481a-98d2-6d937e6594f9" xlink:to="loc_nly_LoanToValuePercentage_1898ccc7-2069-43d2-bef5-719afa0e5cd0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingAbstract_699a2491-70ca-41d0-b688-42529f411181" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_ae61c626-71ee-4d96-b0ee-af55390c9aae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmountRollForward"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingAbstract_699a2491-70ca-41d0-b688-42529f411181" xlink:to="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_ae61c626-71ee-4d96-b0ee-af55390c9aae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmount_7048c113-b0d8-4790-98e3-08fd6c168a6a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmount"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_ae61c626-71ee-4d96-b0ee-af55390c9aae" xlink:to="loc_us-gaap_ServicingAssetAtFairValueAmount_7048c113-b0d8-4790-98e3-08fd6c168a6a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodStartLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAdditions_1588da08-2c7a-404c-b95c-49693d008f02" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAdditions"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_ae61c626-71ee-4d96-b0ee-af55390c9aae" xlink:to="loc_us-gaap_ServicingAssetAtFairValueAdditions_1588da08-2c7a-404c-b95c-49693d008f02" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ServicingAssetsAtFairValueTransfers_88957435-71ae-4422-9b48-35f76bb33527" xlink:href="nly-20221231.xsd#nly_ServicingAssetsAtFairValueTransfers"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_ae61c626-71ee-4d96-b0ee-af55390c9aae" xlink:to="loc_nly_ServicingAssetsAtFairValueTransfers_88957435-71ae-4422-9b48-35f76bb33527" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueDisposals_ea22f7e1-bb65-47cc-a5d2-6ee693e2d26c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueDisposals"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_ae61c626-71ee-4d96-b0ee-af55390c9aae" xlink:to="loc_us-gaap_ServicingAssetAtFairValueDisposals_ea22f7e1-bb65-47cc-a5d2-6ee693e2d26c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions_63c670f3-6fb6-4f41-9125-e8a20823d752" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_ae61c626-71ee-4d96-b0ee-af55390c9aae" xlink:to="loc_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions_63c670f3-6fb6-4f41-9125-e8a20823d752" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance_8237e41c-ec47-4a0c-a81b-283b10606ad1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_ae61c626-71ee-4d96-b0ee-af55390c9aae" xlink:to="loc_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance_8237e41c-ec47-4a0c-a81b-283b10606ad1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmount_77bc061e-42cc-4bdf-b88c-898ad87b1096" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmount"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_ae61c626-71ee-4d96-b0ee-af55390c9aae" xlink:to="loc_us-gaap_ServicingAssetAtFairValueAmount_77bc061e-42cc-4bdf-b88c-898ad87b1096" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodEndLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingAbstract_de8d32ce-2a9d-4040-a2f7-57af1d674209" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetsAtFairValueTable_c1aa5b92-5503-4791-911e-1ed60c071b10" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetsAtFairValueTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingAbstract_de8d32ce-2a9d-4040-a2f7-57af1d674209" xlink:to="loc_us-gaap_ServicingAssetsAtFairValueTable_c1aa5b92-5503-4791-911e-1ed60c071b10" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByAssetClassAxis_c40a6f8a-2759-4b22-94da-e9aa4af93742" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByAssetClassAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueTable_c1aa5b92-5503-4791-911e-1ed60c071b10" xlink:to="loc_us-gaap_FairValueByAssetClassAxis_c40a6f8a-2759-4b22-94da-e9aa4af93742" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_c0b0e450-2284-472d-8d89-2055353e20d8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_c40a6f8a-2759-4b22-94da-e9aa4af93742" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_c0b0e450-2284-472d-8d89-2055353e20d8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestsInMortgageServicingRightsMember_bab535b8-462b-468e-82aa-99942f57d853" xlink:href="nly-20221231.xsd#nly_InterestsInMortgageServicingRightsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_c0b0e450-2284-472d-8d89-2055353e20d8" xlink:to="loc_nly_InterestsInMortgageServicingRightsMember_bab535b8-462b-468e-82aa-99942f57d853" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_3f7da91f-0f74-4b63-ad33-4c6974c5cf0b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueTable_c1aa5b92-5503-4791-911e-1ed60c071b10" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_3f7da91f-0f74-4b63-ad33-4c6974c5cf0b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_72c49881-ca72-4a71-9beb-27b697ba3fd5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_3f7da91f-0f74-4b63-ad33-4c6974c5cf0b" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_72c49881-ca72-4a71-9beb-27b697ba3fd5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_efbd05a3-6a43-4731-aba8-c2d074c52aef" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_72c49881-ca72-4a71-9beb-27b697ba3fd5" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_efbd05a3-6a43-4731-aba8-c2d074c52aef" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetsAtFairValueLineItems_213b5891-afe1-4f76-94e5-09ef2229fecc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetsAtFairValueLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueTable_c1aa5b92-5503-4791-911e-1ed60c071b10" xlink:to="loc_us-gaap_ServicingAssetsAtFairValueLineItems_213b5891-afe1-4f76-94e5-09ef2229fecc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmountRollForward"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetsAtFairValueLineItems_213b5891-afe1-4f76-94e5-09ef2229fecc" xlink:to="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_257f29dd-81a1-43ba-add0-f20b397a451a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_257f29dd-81a1-43ba-add0-f20b397a451a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodStartLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases_66efcab3-2ee8-4e59-ac7f-0235637ce757" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases_66efcab3-2ee8-4e59-ac7f-0235637ce757" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet_9a8a812f-5490-4c97-856d-c8d994930f85" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet_9a8a812f-5490-4c97-856d-c8d994930f85" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1_f706dae6-e0fe-4f04-895a-0a6dd35b9060" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1_f706dae6-e0fe-4f04-895a-0a6dd35b9060" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_68bc944b-a40c-418f-aba2-46c1479e1b7b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ServicingAssetAtFairValueAmountRollForward_1e4108bd-79a1-4c1b-b8c9-6e321ffe16b7" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_68bc944b-a40c-418f-aba2-46c1479e1b7b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodEndLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#VARIABLEINTERESTENTITIESNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_88a031a0-7177-44da-a192-8c284d9c3c32" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_88a031a0-7177-44da-a192-8c284d9c3c32" xlink:to="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_e1638085-dd18-4347-88a6-ed1bbc93fc4a" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_srt_ConsolidatedEntitiesAxis_e1638085-dd18-4347-88a6-ed1bbc93fc4a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_4ca8840f-e3c8-497f-b658-a316414d31d9" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesAxis_e1638085-dd18-4347-88a6-ed1bbc93fc4a" xlink:to="loc_srt_ConsolidatedEntitiesDomain_4ca8840f-e3c8-497f-b658-a316414d31d9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_2d1fa48c-639c-4c6a-af9b-b18e9c197f0f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesDomain_4ca8840f-e3c8-497f-b658-a316414d31d9" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_2d1fa48c-639c-4c6a-af9b-b18e9c197f0f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember_2185c6ab-6d11-4c69-8c45-0e4873c33bb3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesDomain_4ca8840f-e3c8-497f-b658-a316414d31d9" xlink:to="loc_us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember_2185c6ab-6d11-4c69-8c45-0e4873c33bb3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LegalEntityAxis_4600db02-4955-4a11-b5cf-cdc90b1fa583" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LegalEntityAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_dei_LegalEntityAxis_4600db02-4955-4a11-b5cf-cdc90b1fa583" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_59221b05-79de-4773-b070-70aaae377003" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_LegalEntityAxis_4600db02-4955-4a11-b5cf-cdc90b1fa583" xlink:to="loc_dei_EntityDomain_59221b05-79de-4773-b070-70aaae377003" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBXTrustMember_9a191d34-57f1-49ec-9344-466f5d506966" xlink:href="nly-20221231.xsd#nly_OBXTrustMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_EntityDomain_59221b05-79de-4773-b070-70aaae377003" xlink:to="loc_nly_OBXTrustMember_9a191d34-57f1-49ec-9344-466f5d506966" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MSRSiloMember_76c261ac-b4d2-4c89-b045-11b0c3517ef3" xlink:href="nly-20221231.xsd#nly_MSRSiloMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_EntityDomain_59221b05-79de-4773-b070-70aaae377003" xlink:to="loc_nly_MSRSiloMember_76c261ac-b4d2-4c89-b045-11b0c3517ef3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_dcb7a09f-56fb-4e2d-9b18-5351b4a17327" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_us-gaap_FinancialInstrumentAxis_dcb7a09f-56fb-4e2d-9b18-5351b4a17327" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_507fbc42-d8e5-45ab-816d-bab0a2b2f17f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_dcb7a09f-56fb-4e2d-9b18-5351b4a17327" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_507fbc42-d8e5-45ab-816d-bab0a2b2f17f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansMember_7bdc621f-0cf6-4b38-8454-9aef601d1042" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_507fbc42-d8e5-45ab-816d-bab0a2b2f17f" xlink:to="loc_nly_ResidentialMortgageLoansMember_7bdc621f-0cf6-4b38-8454-9aef601d1042" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsAxis_4c2b72fb-03c2-4f3c-9b34-5e0124cc4530" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsAxis"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_srt_ConsolidationItemsAxis_4c2b72fb-03c2-4f3c-9b34-5e0124cc4530" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationItemsDomain_13dcced3-c993-4fbe-8058-60e06577dd3b" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationItemsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidationItemsAxis_4c2b72fb-03c2-4f3c-9b34-5e0124cc4530" xlink:to="loc_srt_ConsolidationItemsDomain_13dcced3-c993-4fbe-8058-60e06577dd3b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidationEliminationsMember_98861e4e-6bf8-4237-a412-ca7e83dd077e" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidationEliminationsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidationItemsDomain_13dcced3-c993-4fbe-8058-60e06577dd3b" xlink:to="loc_srt_ConsolidationEliminationsMember_98861e4e-6bf8-4237-a412-ca7e83dd077e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis_ea230d64-17e9-4ad7-8455-03eeec5d75b8" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis_ea230d64-17e9-4ad7-8455-03eeec5d75b8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_ec3a3bdf-e670-49f7-8225-a31a67848dad" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MortgageLoansOnRealEstateNamePropertyTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis_ea230d64-17e9-4ad7-8455-03eeec5d75b8" xlink:to="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_ec3a3bdf-e670-49f7-8225-a31a67848dad" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MultifamilyMember_11c73c04-4c36-49e7-b426-7b52f57b2c65" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MultifamilyMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_MortgageLoansOnRealEstateNamePropertyTypeDomain_ec3a3bdf-e670-49f7-8225-a31a67848dad" xlink:to="loc_srt_MultifamilyMember_11c73c04-4c36-49e7-b426-7b52f57b2c65" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByAssetClassAxis_958e4485-61b3-44d2-9e79-f661cb3c7798" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByAssetClassAxis"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_us-gaap_FairValueByAssetClassAxis_958e4485-61b3-44d2-9e79-f661cb3c7798" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_e35ae1d7-9f68-4e30-823f-383bd60152f2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_958e4485-61b3-44d2-9e79-f661cb3c7798" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_e35ae1d7-9f68-4e30-823f-383bd60152f2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RetainedInterestMember_3a7c791d-40b6-45cc-8b76-169f5c4dfb21" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RetainedInterestMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_e35ae1d7-9f68-4e30-823f-383bd60152f2" xlink:to="loc_us-gaap_RetainedInterestMember_3a7c791d-40b6-45cc-8b76-169f5c4dfb21" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityLineItems"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_cc757d13-c7ec-487d-b003-b9506933a5fc" xlink:to="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount_06c5a8bb-cc92-40e2-b86c-45c17cb0f986" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount_06c5a8bb-cc92-40e2-b86c-45c17cb0f986" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityPrincipalCuffOffBalance_ee1b84de-7b22-4070-9bfc-a70851cedcdc" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityPrincipalCuffOffBalance"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_VariableInterestEntityPrincipalCuffOffBalance_ee1b84de-7b22-4070-9bfc-a70851cedcdc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityRetainedInterestNotionalBalance_e733c7af-be63-4f28-b913-739202e16ea0" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityRetainedInterestNotionalBalance"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_VariableInterestEntityRetainedInterestNotionalBalance_e733c7af-be63-4f28-b913-739202e16ea0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityDerecognizedAssetsSecurities_d9432e4e-e57f-41d5-a7f0-2879e2eed93d" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityDerecognizedAssetsSecurities"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_VariableInterestEntityDerecognizedAssetsSecurities_d9432e4e-e57f-41d5-a7f0-2879e2eed93d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles_b3240225-8d9f-49f2-9995-c075258e36d4" xlink:href="nly-20221231.xsd#nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles_b3240225-8d9f-49f2-9995-c075258e36d4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainsLossesOnSalesOfAssets_0c2f158b-8cb2-4c34-956a-0b040330334b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainsLossesOnSalesOfAssets"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_GainsLossesOnSalesOfAssets_0c2f158b-8cb2-4c34-956a-0b040330334b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVie_57ae4489-040d-4dbf-9f3c-bbd46c42958a" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVie"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVie_57ae4489-040d-4dbf-9f3c-bbd46c42958a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_d1df196b-3dc9-43ca-a40e-4cdfb4ed2ea7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_d1df196b-3dc9-43ca-a40e-4cdfb4ed2ea7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GeneralAndAdministrativeExpense_b2757f8f-213a-43a7-b5e9-5fe990c7b995" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GeneralAndAdministrativeExpense"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_GeneralAndAdministrativeExpense_b2757f8f-213a-43a7-b5e9-5fe990c7b995" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount_3884ac81-a9e1-4269-9950-be8926cfe7d4" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount_3884ac81-a9e1-4269-9950-be8926cfe7d4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss_bee75c7f-ced0-485d-b58e-cc1891967cf6" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss_bee75c7f-ced0-485d-b58e-cc1891967cf6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityOwnershipPercentage_1d28661c-32d9-4589-89e8-4fe28da00c40" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityOwnershipPercentage"/>
    <link:presentationArc order="12" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_VariableInterestEntityOwnershipPercentage_1d28661c-32d9-4589-89e8-4fe28da00c40" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_cabd1524-e176-4d2b-ae86-f97fa239e062" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount"/>
    <link:presentationArc order="13" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_0f52558a-3370-4d96-a8d4-b18588c7def0" xlink:to="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_cabd1524-e176-4d2b-ae86-f97fa239e062" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_43b31884-1521-4dd9-86ed-c568348b6de9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_43b31884-1521-4dd9-86ed-c568348b6de9" xlink:to="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LegalEntityAxis_42cce7c8-7322-442e-823e-f83b0fca984f" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LegalEntityAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:to="loc_dei_LegalEntityAxis_42cce7c8-7322-442e-823e-f83b0fca984f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_3d05e43d-2158-405c-8b33-e23a6759cf16" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_LegalEntityAxis_42cce7c8-7322-442e-823e-f83b0fca984f" xlink:to="loc_dei_EntityDomain_3d05e43d-2158-405c-8b33-e23a6759cf16" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBXTrustMember_9bd18abc-4511-40bc-86fe-3b851e23ebbb" xlink:href="nly-20221231.xsd#nly_OBXTrustMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_EntityDomain_3d05e43d-2158-405c-8b33-e23a6759cf16" xlink:to="loc_nly_OBXTrustMember_9bd18abc-4511-40bc-86fe-3b851e23ebbb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_da2cebb5-43fc-4476-ab7d-18d8a9689d26" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:to="loc_srt_ConsolidatedEntitiesAxis_da2cebb5-43fc-4476-ab7d-18d8a9689d26" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_f9c596fb-5ca4-465a-b97e-6b735221dc2c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesAxis_da2cebb5-43fc-4476-ab7d-18d8a9689d26" xlink:to="loc_srt_ConsolidatedEntitiesDomain_f9c596fb-5ca4-465a-b97e-6b735221dc2c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_19021fe3-4eb6-45d6-850b-0a6c13e539f1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesDomain_f9c596fb-5ca4-465a-b97e-6b735221dc2c" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_19021fe3-4eb6-45d6-850b-0a6c13e539f1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentSecondaryCategorizationAxis_d5527451-83c4-4f05-91b2-fcf1fe224b2c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentSecondaryCategorizationAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:to="loc_us-gaap_InvestmentSecondaryCategorizationAxis_d5527451-83c4-4f05-91b2-fcf1fe224b2c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InvestmentsBySecondaryCategorizationDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentSecondaryCategorizationAxis_d5527451-83c4-4f05-91b2-fcf1fe224b2c" xlink:to="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV1Member_0c9ce0c4-274e-4d1c-b3ea-235f1e0a1422" xlink:href="nly-20221231.xsd#nly_OBX2022INV1Member"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022INV1Member_0c9ce0c4-274e-4d1c-b3ea-235f1e0a1422" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV2Member_cc9be65d-c9c5-4680-b1f1-9c8b001f5ebf" xlink:href="nly-20221231.xsd#nly_OBX2022INV2Member"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022INV2Member_cc9be65d-c9c5-4680-b1f1-9c8b001f5ebf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV3Member_2a2c9dba-b328-49d0-9f58-37cb88bec6ce" xlink:href="nly-20221231.xsd#nly_OBX2022INV3Member"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022INV3Member_2a2c9dba-b328-49d0-9f58-37cb88bec6ce" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM4Member_9b741ce1-278b-4912-be6c-cfe21cf269db" xlink:href="nly-20221231.xsd#nly_OBX2022NQM4Member"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM4Member_9b741ce1-278b-4912-be6c-cfe21cf269db" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM5Member_7aa1700b-83a5-4fb2-87a5-563a468b5433" xlink:href="nly-20221231.xsd#nly_OBX2022NQM5Member"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM5Member_7aa1700b-83a5-4fb2-87a5-563a468b5433" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM6Member_cb67edb2-819c-40cd-8ede-8d01de348cea" xlink:href="nly-20221231.xsd#nly_OBX2022NQM6Member"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM6Member_cb67edb2-819c-40cd-8ede-8d01de348cea" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022J2Member_060bf1c7-ee4a-424a-8c78-752661ddf82f" xlink:href="nly-20221231.xsd#nly_OBX2022J2Member"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022J2Member_060bf1c7-ee4a-424a-8c78-752661ddf82f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM7Member_51ff41c9-65ac-4819-9298-4a13c1507820" xlink:href="nly-20221231.xsd#nly_OBX2022NQM7Member"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM7Member_51ff41c9-65ac-4819-9298-4a13c1507820" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM8Member_9442366d-ce07-4dd4-a8cc-f5674ad590b6" xlink:href="nly-20221231.xsd#nly_OBX2022NQM8Member"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM8Member_9442366d-ce07-4dd4-a8cc-f5674ad590b6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV5Member_8551bde1-11f8-4f93-ae8f-026b4ef49234" xlink:href="nly-20221231.xsd#nly_OBX2022INV5Member"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022INV5Member_8551bde1-11f8-4f93-ae8f-026b4ef49234" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM9Member_680d4a98-617c-4f2e-b948-9a09bf12e335" xlink:href="nly-20221231.xsd#nly_OBX2022NQM9Member"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InvestmentsBySecondaryCategorizationDomain_c5d564ed-d1c9-4fab-a8c4-6a010cdb01be" xlink:to="loc_nly_OBX2022NQM9Member_680d4a98-617c-4f2e-b948-9a09bf12e335" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityLineItems_2dd82bd5-efdc-489d-9671-5531356942ca" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityLineItems"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_f774bd8f-ac2c-4476-afda-9e192f4d74ab" xlink:to="loc_us-gaap_VariableInterestEntityLineItems_2dd82bd5-efdc-489d-9671-5531356942ca" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstate_7f90793a-d100-477b-80ea-715e64cf67fc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstate"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_2dd82bd5-efdc-489d-9671-5531356942ca" xlink:to="loc_us-gaap_MortgageLoansOnRealEstate_7f90793a-d100-477b-80ea-715e64cf67fc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_e38a4236-0f79-4f49-99c4-4ac41061a7d8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_9f431d9a-08e5-4730-9dc9-29753fd08d9e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract_e38a4236-0f79-4f49-99c4-4ac41061a7d8" xlink:to="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_9f431d9a-08e5-4730-9dc9-29753fd08d9e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_1efe03f1-351d-434d-9dd4-ea61b1a180a3" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_9f431d9a-08e5-4730-9dc9-29753fd08d9e" xlink:to="loc_srt_ConsolidatedEntitiesAxis_1efe03f1-351d-434d-9dd4-ea61b1a180a3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_d1f38c50-478b-46d9-8790-5b191cccfc21" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesAxis_1efe03f1-351d-434d-9dd4-ea61b1a180a3" xlink:to="loc_srt_ConsolidatedEntitiesDomain_d1f38c50-478b-46d9-8790-5b191cccfc21" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_63768e3e-6a8f-4d23-a8bc-c5066d6f8eb8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesDomain_d1f38c50-478b-46d9-8790-5b191cccfc21" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_63768e3e-6a8f-4d23-a8bc-c5066d6f8eb8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis_050ddd1b-b245-460e-b9fb-3a9060b74049" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_9f431d9a-08e5-4730-9dc9-29753fd08d9e" xlink:to="loc_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis_050ddd1b-b245-460e-b9fb-3a9060b74049" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_1e6d8726-b001-4c64-8882-74dbeed959b2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis_050ddd1b-b245-460e-b9fb-3a9060b74049" xlink:to="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_1e6d8726-b001-4c64-8882-74dbeed959b2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsSilosMember_ae30a8a6-fed5-45f1-8d18-1f09747c5a76" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsSilosMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain_1e6d8726-b001-4c64-8882-74dbeed959b2" xlink:to="loc_nly_MortgageServicingRightsSilosMember_ae30a8a6-fed5-45f1-8d18-1f09747c5a76" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityLineItems_fb0e16a5-25e5-4299-9bd7-b508261b342b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_9f431d9a-08e5-4730-9dc9-29753fd08d9e" xlink:to="loc_us-gaap_VariableInterestEntityLineItems_fb0e16a5-25e5-4299-9bd7-b508261b342b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_fb0e16a5-25e5-4299-9bd7-b508261b342b" xlink:to="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_fdc8ed73-932d-4d3e-bc80-8fce01b69a48" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_fdc8ed73-932d-4d3e-bc80-8fce01b69a48" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageLoansOnRealEstate_4c7438ed-e3df-4def-9d29-5a07a45d968c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageLoansOnRealEstate"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_MortgageLoansOnRealEstate_4c7438ed-e3df-4def-9d29-5a07a45d968c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAsset_364c1f22-1bf5-4a9d-b566-df61d5d2dc8a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAsset"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_ServicingAsset_364c1f22-1bf5-4a9d-b566-df61d5d2dc8a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRights_56e4ab81-f8f0-4fa4-a1a1-a7ff041cd268" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRights"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_nly_InterestInMortgageServicingRights_56e4ab81-f8f0-4fa4-a1a1-a7ff041cd268" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherAssets_a458e16c-f11c-4576-8c37-37eeb605076b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherAssets"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_OtherAssets_a458e16c-f11c-4576-8c37-37eeb605076b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Assets_c9d13296-174c-49d9-956c-ba92c5ba99c4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Assets"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsAbstract_1a4f3ff6-c749-4601-818b-6b62252191be" xlink:to="loc_us-gaap_Assets_c9d13296-174c-49d9-956c-ba92c5ba99c4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_fb0e16a5-25e5-4299-9bd7-b508261b342b" xlink:to="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableTradeCurrentAndNoncurrent_f80f27ab-e179-4616-8fdb-c8a7542b27a6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableTradeCurrentAndNoncurrent"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:to="loc_us-gaap_AccountsPayableTradeCurrentAndNoncurrent_f80f27ab-e179-4616-8fdb-c8a7542b27a6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_565949b4-cc42-467f-87f8-de59873f8ec4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AccountsPayableAndOtherAccruedLiabilities"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:to="loc_us-gaap_AccountsPayableAndOtherAccruedLiabilities_565949b4-cc42-467f-87f8-de59873f8ec4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_Liabilities_967c1b39-7e68-426d-856f-12941982148f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_Liabilities"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesAbstract_61277e14-fbbf-4b12-bde1-ee16ff3209d3" xlink:to="loc_us-gaap_Liabilities_967c1b39-7e68-426d-856f-12941982148f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract_59d43c91-494f-4421-a9a9-c9210c687a4e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a3a9886d-a418-4f5f-b590-fe8df2f4cf53" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract_59d43c91-494f-4421-a9a9-c9210c687a4e" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a3a9886d-a418-4f5f-b590-fe8df2f4cf53" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_e03ed9f6-e8fb-45a4-bda0-0d2ddfe70755" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a3a9886d-a418-4f5f-b590-fe8df2f4cf53" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_e03ed9f6-e8fb-45a4-bda0-0d2ddfe70755" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_ade446f8-c39d-4444-8a55-82191c3a3962" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_e03ed9f6-e8fb-45a4-bda0-0d2ddfe70755" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_ade446f8-c39d-4444-8a55-82191c3a3962" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommercialRealEstateBusinessMember_bb2cc9a5-beac-4c34-b6d0-735916c80ff6" xlink:href="nly-20221231.xsd#nly_CommercialRealEstateBusinessMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_ade446f8-c39d-4444-8a55-82191c3a3962" xlink:to="loc_nly_CommercialRealEstateBusinessMember_bb2cc9a5-beac-4c34-b6d0-735916c80ff6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationAxis_b395633b-91ad-44e3-bac7-8218f2ea51c6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a3a9886d-a418-4f5f-b590-fe8df2f4cf53" xlink:to="loc_us-gaap_DisposalGroupClassificationAxis_b395633b-91ad-44e3-bac7-8218f2ea51c6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_2e2713ba-3151-4f6a-973e-54fe9280f536" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_b395633b-91ad-44e3-bac7-8218f2ea51c6" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_2e2713ba-3151-4f6a-973e-54fe9280f536" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_995a116f-2164-4b5a-b75b-e890385551cc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsDisposedOfBySaleMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain_2e2713ba-3151-4f6a-973e-54fe9280f536" xlink:to="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_995a116f-2164-4b5a-b75b-e890385551cc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_a3a9886d-a418-4f5f-b590-fe8df2f4cf53" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_6012f531-5b99-4668-be30-4e5a8c8869e5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:to="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_6012f531-5b99-4668-be30-4e5a8c8869e5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillImpairmentLoss_4b91b499-b182-4141-b528-c5640fb71fc2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillImpairmentLoss"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:to="loc_us-gaap_GoodwillImpairmentLoss_4b91b499-b182-4141-b528-c5640fb71fc2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness_396e24b1-333b-434e-b1ef-d8fa830cf682" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8f3a32f9-ca92-4ca3-b997-5fc55dc272c8" xlink:to="loc_us-gaap_GainLossOnSaleOfBusiness_396e24b1-333b-434e-b1ef-d8fa830cf682" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract_743b7a8c-cd00-4d92-a4d3-0aa761db434a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_8d2bc319-3e1d-4df1-9957-6dd2f5395d51" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract_743b7a8c-cd00-4d92-a4d3-0aa761db434a" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_8d2bc319-3e1d-4df1-9957-6dd2f5395d51" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationAxis_5134904d-1d9c-43e8-9ce5-5166afebbe8f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_8d2bc319-3e1d-4df1-9957-6dd2f5395d51" xlink:to="loc_us-gaap_DisposalGroupClassificationAxis_5134904d-1d9c-43e8-9ce5-5166afebbe8f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_d67b5ef5-99f6-4a25-96f5-225a92f5f32a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupClassificationDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_5134904d-1d9c-43e8-9ce5-5166afebbe8f" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_d67b5ef5-99f6-4a25-96f5-225a92f5f32a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_4f4e85a4-e353-49b0-be89-712f498806e3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DiscontinuedOperationsDisposedOfBySaleMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain_d67b5ef5-99f6-4a25-96f5-225a92f5f32a" xlink:to="loc_us-gaap_DiscontinuedOperationsDisposedOfBySaleMember_4f4e85a4-e353-49b0-be89-712f498806e3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_672afd8c-c256-4cbe-b2c3-1c1d0d7db529" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_8d2bc319-3e1d-4df1-9957-6dd2f5395d51" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_672afd8c-c256-4cbe-b2c3-1c1d0d7db529" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_7e7d4451-9c97-46fa-a902-068b1c64bc4e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_672afd8c-c256-4cbe-b2c3-1c1d0d7db529" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_7e7d4451-9c97-46fa-a902-068b1c64bc4e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MiddleMarketLendingPortfolioMember_0cc59b8e-f7d3-4a0e-be00-e2926b388a45" xlink:href="nly-20221231.xsd#nly_MiddleMarketLendingPortfolioMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_7e7d4451-9c97-46fa-a902-068b1c64bc4e" xlink:to="loc_nly_MiddleMarketLendingPortfolioMember_0cc59b8e-f7d3-4a0e-be00-e2926b388a45" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_8d2bc319-3e1d-4df1-9957-6dd2f5395d51" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_f77625a1-02ba-4839-8f48-99632f6a879e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:to="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration_f77625a1-02ba-4839-8f48-99632f6a879e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DisposalGroupIncludingDiscontinuedOperationLoans_aecee5ca-fc5f-4181-aeb6-39592db74097" xlink:href="nly-20221231.xsd#nly_DisposalGroupIncludingDiscontinuedOperationLoans"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:to="loc_nly_DisposalGroupIncludingDiscontinuedOperationLoans_aecee5ca-fc5f-4181-aeb6-39592db74097" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_ffc2ef86-028e-4784-9f37-d97bd83c4fda" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProceedsFromDivestitureOfBusinesses"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:to="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_ffc2ef86-028e-4784-9f37-d97bd83c4fda" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GainLossOnSaleOfBusiness_9c8db604-5104-454d-b0ca-3d5cf7dc76c5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GainLossOnSaleOfBusiness"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_1f65964f-247e-4b1b-b77a-04e4444bb381" xlink:to="loc_us-gaap_GainLossOnSaleOfBusiness_9c8db604-5104-454d-b0ca-3d5cf7dc76c5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_b1ed4043-fff5-4ae0-9241-3c26bfb34889" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_60432a85-c262-4315-bd29-c581a601b2c7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_b1ed4043-fff5-4ae0-9241-3c26bfb34889" xlink:to="loc_us-gaap_DerivativeTable_60432a85-c262-4315-bd29-c581a601b2c7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_5c9c03c3-0c8b-4227-912d-4b1ddd777f56" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_60432a85-c262-4315-bd29-c581a601b2c7" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_5c9c03c3-0c8b-4227-912d-4b1ddd777f56" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_0e977a8f-5be8-4e42-853f-a71fc2e6fb61" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_5c9c03c3-0c8b-4227-912d-4b1ddd777f56" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_0e977a8f-5be8-4e42-853f-a71fc2e6fb61" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember_cfded41f-6627-458c-8a08-cf9108089919" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwapMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_0e977a8f-5be8-4e42-853f-a71fc2e6fb61" xlink:to="loc_us-gaap_InterestRateSwapMember_cfded41f-6627-458c-8a08-cf9108089919" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_7187c66c-a188-489c-836e-945b1a713394" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_60432a85-c262-4315-bd29-c581a601b2c7" xlink:to="loc_us-gaap_DerivativeLineItems_7187c66c-a188-489c-836e-945b1a713394" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeInstrumentsVariationMarginonCollateral_c1282da9-4382-4cc6-ad10-a6d80382ac04" xlink:href="nly-20221231.xsd#nly_DerivativeInstrumentsVariationMarginonCollateral"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_7187c66c-a188-489c-836e-945b1a713394" xlink:to="loc_nly_DerivativeInstrumentsVariationMarginonCollateral_c1282da9-4382-4cc6-ad10-a6d80382ac04" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_0d73ed6e-2f0f-4bf4-81b1-e7c47cde9ac7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_0d73ed6e-2f0f-4bf4-81b1-e7c47cde9ac7" xlink:to="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_533a4a88-fad3-4c76-b5a0-9b8531f2a7a9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_533a4a88-fad3-4c76-b5a0-9b8531f2a7a9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_533a4a88-fad3-4c76-b5a0-9b8531f2a7a9" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwaptionMember_538c1be6-35d6-4f04-8783-8881890d7136" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwaptionMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:to="loc_us-gaap_InterestRateSwaptionMember_538c1be6-35d6-4f04-8783-8881890d7136" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedContractsMember_2a82668d-3bb3-4934-8c8b-5def4bdb7534" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedContractsMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:to="loc_nly_ToBeAnnouncedContractsMember_2a82668d-3bb3-4934-8c8b-5def4bdb7534" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CreditRiskContractMember_f7ff1655-cd6f-4bf3-8f3c-60aa4a370306" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CreditRiskContractMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_314b53fd-348c-49d9-a62f-d45bdc48a22d" xlink:to="loc_us-gaap_CreditRiskContractMember_f7ff1655-cd6f-4bf3-8f3c-60aa4a370306" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_0f719206-4f7d-453d-aecb-dd33c99df3e4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:to="loc_us-gaap_FinancialInstrumentAxis_0f719206-4f7d-453d-aecb-dd33c99df3e4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_73b50dd4-0d7b-4487-8ed1-78869654449d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_0f719206-4f7d-453d-aecb-dd33c99df3e4" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_73b50dd4-0d7b-4487-8ed1-78869654449d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FutureMember_b2115ae0-254c-404b-aee7-a8cc036fb0f9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FutureMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_73b50dd4-0d7b-4487-8ed1-78869654449d" xlink:to="loc_us-gaap_FutureMember_b2115ae0-254c-404b-aee7-a8cc036fb0f9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoanPurchaseCommitmentsMember_7950c538-5074-48cb-9415-ae29facd8e03" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoanPurchaseCommitmentsMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_73b50dd4-0d7b-4487-8ed1-78869654449d" xlink:to="loc_us-gaap_LoanPurchaseCommitmentsMember_7950c538-5074-48cb-9415-ae29facd8e03" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_304f652c-2da8-4050-8e1c-dddc3241f639" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:to="loc_srt_RangeAxis_304f652c-2da8-4050-8e1c-dddc3241f639" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_ee56794e-e515-4439-b00b-cb235d05927c" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeAxis_304f652c-2da8-4050-8e1c-dddc3241f639" xlink:to="loc_srt_RangeMember_ee56794e-e515-4439-b00b-cb235d05927c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_a8c35877-26a0-4ff9-b771-1cb887b816c2" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_ee56794e-e515-4439-b00b-cb235d05927c" xlink:to="loc_srt_MaximumMember_a8c35877-26a0-4ff9-b771-1cb887b816c2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativesFairValueLineItems"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_3c556155-8e34-45ce-b2ec-b38c09ad40c6" xlink:to="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue_e0e74f52-3967-4995-9f2e-2853fc93f899" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeAssetsAtFairValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue_e0e74f52-3967-4995-9f2e-2853fc93f899" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_e16b1e46-125d-4155-83af-d015636f1c11" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeAsset"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_e16b1e46-125d-4155-83af-d015636f1c11" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssets_5af0b5fc-cb4a-4c86-a60d-dc91c06f247f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssets"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeAssets_5af0b5fc-cb4a-4c86-a60d-dc91c06f247f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_cabea871-0dfd-47a9-bb47-c043792cdbe0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeLiabilitiesAtFairValue"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_cabea871-0dfd-47a9-bb47-c043792cdbe0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_4fdc6b8d-43f0-420e-a285-bf2a07e52e21" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeLiability"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_4fdc6b8d-43f0-420e-a285-bf2a07e52e21" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilities_5fee47bd-3eb1-4c9a-8520-3c7a8bff3fd2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilities"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeLiabilities_5fee47bd-3eb1-4c9a-8520-3c7a8bff3fd2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeNotionalAmount_1b761a4f-76f1-4e9d-9a58-d98dbd0826b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeNotionalAmount"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_33d3f8cd-33e4-44cd-93d6-dc575d2ad31a" xlink:to="loc_us-gaap_DerivativeNotionalAmount_1b761a4f-76f1-4e9d-9a58-d98dbd0826b8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_07e890bf-5b2a-44ad-a752-942f5be5417e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_07e890bf-5b2a-44ad-a752-942f5be5417e" xlink:to="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_66ac8af5-7273-4386-bff7-1caf0706f267" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_66ac8af5-7273-4386-bff7-1caf0706f267" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_d4cee33e-9d7d-4b4d-83c6-f2c4324f0257" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_66ac8af5-7273-4386-bff7-1caf0706f267" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_d4cee33e-9d7d-4b4d-83c6-f2c4324f0257" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember_373c95a7-1c76-40ed-a8dd-e856b2185ba7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwapMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_d4cee33e-9d7d-4b4d-83c6-f2c4324f0257" xlink:to="loc_us-gaap_InterestRateSwapMember_373c95a7-1c76-40ed-a8dd-e856b2185ba7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ForwardStartingPayFixedSwapsMember_7249af60-3097-4946-b3f2-76b4fa223d79" xlink:href="nly-20221231.xsd#nly_ForwardStartingPayFixedSwapsMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_d4cee33e-9d7d-4b4d-83c6-f2c4324f0257" xlink:to="loc_nly_ForwardStartingPayFixedSwapsMember_7249af60-3097-4946-b3f2-76b4fa223d79" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_b5232791-b607-436d-a858-0ac1c7c77d75" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_b5232791-b607-436d-a858-0ac1c7c77d75" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_b5232791-b607-436d-a858-0ac1c7c77d75" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodOneMember_3ea05b57-baf5-44d9-ab81-67d83d220441" xlink:href="nly-20221231.xsd#nly_MaturityPeriodOneMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:to="loc_nly_MaturityPeriodOneMember_3ea05b57-baf5-44d9-ab81-67d83d220441" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodTwoMember_fbf84a33-8273-42ee-beca-e635f6b6ed44" xlink:href="nly-20221231.xsd#nly_MaturityPeriodTwoMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:to="loc_nly_MaturityPeriodTwoMember_fbf84a33-8273-42ee-beca-e635f6b6ed44" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodThreeMember_cf6a0218-5e65-43ca-8f6a-813c5d4f4d3e" xlink:href="nly-20221231.xsd#nly_MaturityPeriodThreeMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:to="loc_nly_MaturityPeriodThreeMember_cf6a0218-5e65-43ca-8f6a-813c5d4f4d3e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodFourMember_a988a189-516d-406c-be62-3a8353cee5be" xlink:href="nly-20221231.xsd#nly_MaturityPeriodFourMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_9d5e8091-89dd-4ab1-9ef1-0479c230a938" xlink:to="loc_nly_MaturityPeriodFourMember_a988a189-516d-406c-be62-3a8353cee5be" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateAxis_e4f6d109-0a53-4657-9b61-009561a8326c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableRateAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:to="loc_us-gaap_VariableRateAxis_e4f6d109-0a53-4657-9b61-009561a8326c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableRateDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableRateAxis_e4f6d109-0a53-4657-9b61-009561a8326c" xlink:to="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LondonInterbankOfferedRateLIBORMember_7bc0cd03-ea1a-4e7c-ab97-01d2a3705ff3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LondonInterbankOfferedRateLIBORMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:to="loc_us-gaap_LondonInterbankOfferedRateLIBORMember_7bc0cd03-ea1a-4e7c-ab97-01d2a3705ff3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FederalFundsEffectiveSwapRateMember_3cacbdfb-4a85-46f3-a5a2-6f986f2ffe96" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FederalFundsEffectiveSwapRateMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:to="loc_us-gaap_FederalFundsEffectiveSwapRateMember_3cacbdfb-4a85-46f3-a5a2-6f986f2ffe96" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember_5b6aa056-4b12-4a08-8005-7b7203fdbafa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_VariableRateDomain_7c02c6b6-9459-4478-a3c4-3d9a51e4aaaa" xlink:to="loc_us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember_5b6aa056-4b12-4a08-8005-7b7203fdbafa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_06f108d2-e5c4-41af-8a5c-ffc4c9f1556b" xlink:to="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeInstrumentsMinimumMaturityPeriod_acdd8b14-d90f-4ca6-8e0f-fc1507f85bd5" xlink:href="nly-20221231.xsd#nly_DerivativeInstrumentsMinimumMaturityPeriod"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_DerivativeInstrumentsMinimumMaturityPeriod_acdd8b14-d90f-4ca6-8e0f-fc1507f85bd5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeInstrumentsMaximumMaturityPeriod_c86e5727-44a5-425e-90b5-91be7a7ab8e2" xlink:href="nly-20221231.xsd#nly_DerivativeInstrumentsMaximumMaturityPeriod"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_DerivativeInstrumentsMaximumMaturityPeriod_c86e5727-44a5-425e-90b5-91be7a7ab8e2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeNotionalAmount_48366c64-c8ea-4350-a4f1-1e63dc766308" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeNotionalAmount"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_us-gaap_DerivativeNotionalAmount_48366c64-c8ea-4350-a4f1-1e63dc766308" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwapsWeightedAveragePayRate_6170cbdc-db4c-4469-aa78-10482814dddd" xlink:href="nly-20221231.xsd#nly_InterestRateSwapsWeightedAveragePayRate"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_InterestRateSwapsWeightedAveragePayRate_6170cbdc-db4c-4469-aa78-10482814dddd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwapsWeightedAverageReceiveRate_70c6d7f9-92c0-4b18-bf3f-e2337dfc00cb" xlink:href="nly-20221231.xsd#nly_InterestRateSwapsWeightedAverageReceiveRate"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_InterestRateSwapsWeightedAverageReceiveRate_70c6d7f9-92c0-4b18-bf3f-e2337dfc00cb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAverageRemainingMaturity1_232d75fa-4c32-491c-a0ba-d18feebe28bc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAverageRemainingMaturity1"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_us-gaap_DerivativeAverageRemainingMaturity1_232d75fa-4c32-491c-a0ba-d18feebe28bc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativeNonmonetaryNotionalAmountPercentage_4ccf0c84-59bc-446f-8a73-26d847dd5db3" xlink:href="nly-20221231.xsd#nly_DerivativeNonmonetaryNotionalAmountPercentage"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_cde021cd-0640-47ef-9c20-8ec1f60e9e56" xlink:to="loc_nly_DerivativeNonmonetaryNotionalAmountPercentage_4ccf0c84-59bc-446f-8a73-26d847dd5db3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_e71301c1-b234-41de-8ae5-75a32a565c2d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_7a6f8820-4367-40d3-82c1-d90bb0b49eda" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_e71301c1-b234-41de-8ae5-75a32a565c2d" xlink:to="loc_us-gaap_DerivativeTable_7a6f8820-4367-40d3-82c1-d90bb0b49eda" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_fa3b1af5-9fc1-4708-96bb-6ed30af56368" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_7a6f8820-4367-40d3-82c1-d90bb0b49eda" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_fa3b1af5-9fc1-4708-96bb-6ed30af56368" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_c4716ca0-beb6-4eb9-a79c-e5708c20e873" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_fa3b1af5-9fc1-4708-96bb-6ed30af56368" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_c4716ca0-beb6-4eb9-a79c-e5708c20e873" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwaptionPayMember_d1b45595-b451-4440-be63-9654c97783e3" xlink:href="nly-20221231.xsd#nly_InterestRateSwaptionPayMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_c4716ca0-beb6-4eb9-a79c-e5708c20e873" xlink:to="loc_nly_InterestRateSwaptionPayMember_d1b45595-b451-4440-be63-9654c97783e3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwaptionReceiveMember_a4effcaa-4690-45f2-9737-2fe55938a628" xlink:href="nly-20221231.xsd#nly_InterestRateSwaptionReceiveMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_c4716ca0-beb6-4eb9-a79c-e5708c20e873" xlink:to="loc_nly_InterestRateSwaptionReceiveMember_a4effcaa-4690-45f2-9737-2fe55938a628" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionAxis_3842b94d-c91a-4d3f-afca-284be52b6f90" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_7a6f8820-4367-40d3-82c1-d90bb0b49eda" xlink:to="loc_us-gaap_PositionAxis_3842b94d-c91a-4d3f-afca-284be52b6f90" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain_16b06f22-4e69-465e-85bb-cdb750212929" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PositionAxis_3842b94d-c91a-4d3f-afca-284be52b6f90" xlink:to="loc_us-gaap_PositionDomain_16b06f22-4e69-465e-85bb-cdb750212929" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongMember_34e3ac3a-aeb6-445e-82f2-7278f23ae3a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PositionDomain_16b06f22-4e69-465e-85bb-cdb750212929" xlink:to="loc_us-gaap_LongMember_34e3ac3a-aeb6-445e-82f2-7278f23ae3a3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_7a6f8820-4367-40d3-82c1-d90bb0b49eda" xlink:to="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeNotionalAmount_d9b46467-111b-4b34-bc66-41f20303b0e3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeNotionalAmount"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:to="loc_us-gaap_DerivativeNotionalAmount_d9b46467-111b-4b34-bc66-41f20303b0e3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate_875c2b0b-5f55-440f-834d-2f10745aacfd" xlink:href="nly-20221231.xsd#nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:to="loc_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate_875c2b0b-5f55-440f-834d-2f10745aacfd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAverageRemainingMaturity1_9d041c8f-0ea1-4c19-adf8-5cf478cad49e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAverageRemainingMaturity1"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:to="loc_us-gaap_DerivativeAverageRemainingMaturity1_9d041c8f-0ea1-4c19-adf8-5cf478cad49e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DerivativePortfolioExpirationPeriod_3a74b9fb-d785-47b6-b648-52d01385ee1a" xlink:href="nly-20221231.xsd#nly_DerivativePortfolioExpirationPeriod"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_b7278bd6-ef69-436c-b565-1f48f06bc225" xlink:to="loc_nly_DerivativePortfolioExpirationPeriod_3a74b9fb-d785-47b6-b648-52d01385ee1a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_3ab315a1-5718-49d8-8933-7c1b818c8408" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_3995103a-3d2c-484f-98b5-1f9e42c95a84" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_3ab315a1-5718-49d8-8933-7c1b818c8408" xlink:to="loc_us-gaap_DerivativeTable_3995103a-3d2c-484f-98b5-1f9e42c95a84" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_30d61977-80c0-43b0-abca-926424d8fc74" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_3995103a-3d2c-484f-98b5-1f9e42c95a84" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_30d61977-80c0-43b0-abca-926424d8fc74" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_73a581ba-aace-4b8a-9223-9df04a0ef02f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_30d61977-80c0-43b0-abca-926424d8fc74" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_73a581ba-aace-4b8a-9223-9df04a0ef02f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedContractsMember_ef375499-8e96-4f5f-9980-1126e137cb75" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedContractsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_73a581ba-aace-4b8a-9223-9df04a0ef02f" xlink:to="loc_nly_ToBeAnnouncedContractsMember_ef375499-8e96-4f5f-9980-1126e137cb75" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionAxis_87840e91-d432-4a7d-80b8-6cd326f939af" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_3995103a-3d2c-484f-98b5-1f9e42c95a84" xlink:to="loc_us-gaap_PositionAxis_87840e91-d432-4a7d-80b8-6cd326f939af" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain_4cad42b8-7ab1-40f7-9e25-96b38d585c39" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PositionAxis_87840e91-d432-4a7d-80b8-6cd326f939af" xlink:to="loc_us-gaap_PositionDomain_4cad42b8-7ab1-40f7-9e25-96b38d585c39" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongMember_87e21f43-00c3-44b6-a714-a3399010f5e0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PositionDomain_4cad42b8-7ab1-40f7-9e25-96b38d585c39" xlink:to="loc_us-gaap_LongMember_87e21f43-00c3-44b6-a714-a3399010f5e0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShortMember_151f23bc-2663-4b13-afba-e6e9c5fe1ce7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShortMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PositionDomain_4cad42b8-7ab1-40f7-9e25-96b38d585c39" xlink:to="loc_us-gaap_ShortMember_151f23bc-2663-4b13-afba-e6e9c5fe1ce7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_3995103a-3d2c-484f-98b5-1f9e42c95a84" xlink:to="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssetNotionalAmount_76221693-9b51-40af-a905-6391f205a242" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssetNotionalAmount"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_us-gaap_DerivativeAssetNotionalAmount_76221693-9b51-40af-a905-6391f205a242" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilityNotionalAmount_e1742af4-5deb-483b-86c8-94a4688fbbe8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilityNotionalAmount"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_us-gaap_DerivativeLiabilityNotionalAmount_e1742af4-5deb-483b-86c8-94a4688fbbe8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedSecuritiesCost_bdfd0d35-1a4d-4d50-bfc3-271c157ffe85" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedSecuritiesCost"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_nly_ToBeAnnouncedSecuritiesCost_bdfd0d35-1a4d-4d50-bfc3-271c157ffe85" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedSecuritiesFairMarketValue_5c0472b7-155e-4492-ad9e-0fd32476f41a" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedSecuritiesFairMarketValue"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_nly_ToBeAnnouncedSecuritiesFairMarketValue_5c0472b7-155e-4492-ad9e-0fd32476f41a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeNet_6080f04e-44b9-4786-82ba-4f589d82a77c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeNet"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_bbffe40c-438a-4313-aa76-b4a13a601f73" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeNet_6080f04e-44b9-4786-82ba-4f589d82a77c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_9f6c979d-30b0-47b0-8918-f84df83acf73" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_9f6c979d-30b0-47b0-8918-f84df83acf73" xlink:to="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_699059b4-61f7-4ce3-a2d3-8795ea26bdd0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:to="loc_us-gaap_FinancialInstrumentAxis_699059b4-61f7-4ce3-a2d3-8795ea26bdd0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_699059b4-61f7-4ce3-a2d3-8795ea26bdd0" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesTwoYearMember_0b6fa2e4-4135-4c0b-b6e5-50938ca24f93" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesTwoYearMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_nly_UsTreasuryFuturesTwoYearMember_0b6fa2e4-4135-4c0b-b6e5-50938ca24f93" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesFiveYearMember_6b4bc58b-1d3c-4727-b282-0188030c9109" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesFiveYearMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_nly_UsTreasuryFuturesFiveYearMember_6b4bc58b-1d3c-4727-b282-0188030c9109" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_USTreasuryFuturesTenYearMember_61eba6a5-4d12-4b3a-9b78-30d9b3f821e9" xlink:href="nly-20221231.xsd#nly_USTreasuryFuturesTenYearMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_nly_USTreasuryFuturesTenYearMember_61eba6a5-4d12-4b3a-9b78-30d9b3f821e9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FutureMember_cf5d8bbe-7eae-4e45-a820-31022f4b957b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FutureMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_us-gaap_FutureMember_cf5d8bbe-7eae-4e45-a820-31022f4b957b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesMember_b15d034b-c481-40d3-9e7c-a3c90e138951" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesMember"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_03589b9b-b090-402e-ad85-d924b2325e44" xlink:to="loc_nly_UsTreasuryFuturesMember_b15d034b-c481-40d3-9e7c-a3c90e138951" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionAxis_f43cb337-9313-4e42-9975-bceae5624a67" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:to="loc_us-gaap_PositionAxis_f43cb337-9313-4e42-9975-bceae5624a67" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PositionDomain_cf803016-29a4-463b-92ba-9364bc7c58b9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PositionDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PositionAxis_f43cb337-9313-4e42-9975-bceae5624a67" xlink:to="loc_us-gaap_PositionDomain_cf803016-29a4-463b-92ba-9364bc7c58b9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongMember_42666a90-49d2-47e4-a9bc-8602b3347748" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PositionDomain_cf803016-29a4-463b-92ba-9364bc7c58b9" xlink:to="loc_us-gaap_LongMember_42666a90-49d2-47e4-a9bc-8602b3347748" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShortMember_76dfa802-ed9c-46c9-9c70-f589925db581" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShortMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PositionDomain_cf803016-29a4-463b-92ba-9364bc7c58b9" xlink:to="loc_us-gaap_ShortMember_76dfa802-ed9c-46c9-9c70-f589925db581" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_a178b5e8-2b08-4426-b517-f697b77310e0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_a178b5e8-2b08-4426-b517-f697b77310e0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_627037b6-2c70-43bd-aff0-07656c5f8fe0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentRedemptionPeriodDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodAxis_a178b5e8-2b08-4426-b517-f697b77310e0" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_627037b6-2c70-43bd-aff0-07656c5f8fe0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityPeriodFiveMember_b875a461-1060-4db2-b0c2-3f3344f8a564" xlink:href="nly-20221231.xsd#nly_MaturityPeriodFiveMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentRedemptionPeriodDomain_627037b6-2c70-43bd-aff0-07656c5f8fe0" xlink:to="loc_nly_MaturityPeriodFiveMember_b875a461-1060-4db2-b0c2-3f3344f8a564" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_ef216f1d-1362-4e7e-80b4-5df51084b59b" xlink:to="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTermOfContract_6632457d-24f5-4654-a4a5-bd9b08d5a050" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTermOfContract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:to="loc_us-gaap_DerivativeTermOfContract_6632457d-24f5-4654-a4a5-bd9b08d5a050" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeNotionalAmount_f5a439ff-9844-4ced-9209-ab741c2aaa4f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeNotionalAmount"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:to="loc_us-gaap_DerivativeNotionalAmount_f5a439ff-9844-4ced-9209-ab741c2aaa4f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAverageRemainingMaturity1_f9b06862-ab6b-4981-862a-b3bc13f0d1c7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAverageRemainingMaturity1"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_960a2b69-7c9d-425b-a92f-01bf7e7da008" xlink:to="loc_us-gaap_DerivativeAverageRemainingMaturity1_f9b06862-ab6b-4981-862a-b3bc13f0d1c7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_f417f776-a5c7-4857-b726-ce1d0868f3da" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OffsettingAssetsTable_e5362573-1374-46fc-830a-f73be4a9a997" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OffsettingAssetsTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_f417f776-a5c7-4857-b726-ce1d0868f3da" xlink:to="loc_us-gaap_OffsettingAssetsTable_e5362573-1374-46fc-830a-f73be4a9a997" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_1b3c77f0-5f8e-44d0-ab65-86edf849189b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OffsettingAssetsTable_e5362573-1374-46fc-830a-f73be4a9a997" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_1b3c77f0-5f8e-44d0-ab65-86edf849189b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_1b3c77f0-5f8e-44d0-ab65-86edf849189b" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwapMember_d7ce1239-59fa-4171-8d8a-87bc3db91821" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwapMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:to="loc_us-gaap_InterestRateSwapMember_d7ce1239-59fa-4171-8d8a-87bc3db91821" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwaptionMember_baa8a551-6e68-4c49-8627-98798ea5f427" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwaptionMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:to="loc_us-gaap_InterestRateSwaptionMember_baa8a551-6e68-4c49-8627-98798ea5f427" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedContractsMember_013c8d56-39df-4f18-b3ec-9180a6e59660" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedContractsMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:to="loc_nly_ToBeAnnouncedContractsMember_013c8d56-39df-4f18-b3ec-9180a6e59660" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CreditRiskContractMember_a300eff1-943d-41fd-aa77-2bce8947f321" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CreditRiskContractMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_5ae4019e-162c-42e6-8529-494572ee5369" xlink:to="loc_us-gaap_CreditRiskContractMember_a300eff1-943d-41fd-aa77-2bce8947f321" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_38dc3982-b021-457d-aaa6-1f91f65a3cb6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OffsettingAssetsTable_e5362573-1374-46fc-830a-f73be4a9a997" xlink:to="loc_us-gaap_FinancialInstrumentAxis_38dc3982-b021-457d-aaa6-1f91f65a3cb6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d55281cf-104a-4f94-8e87-9b863fa4308e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_38dc3982-b021-457d-aaa6-1f91f65a3cb6" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d55281cf-104a-4f94-8e87-9b863fa4308e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FutureMember_2094b17c-2414-4434-ae16-727a038cf54f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FutureMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d55281cf-104a-4f94-8e87-9b863fa4308e" xlink:to="loc_us-gaap_FutureMember_2094b17c-2414-4434-ae16-727a038cf54f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoanPurchaseCommitmentsMember_f31c3b8d-d587-4270-a51e-d286fc472f4a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoanPurchaseCommitmentsMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_d55281cf-104a-4f94-8e87-9b863fa4308e" xlink:to="loc_us-gaap_LoanPurchaseCommitmentsMember_f31c3b8d-d587-4270-a51e-d286fc472f4a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OffsettingAssetsLineItems_d0feffcd-1bac-4fe6-ba81-7deaaadaa76e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OffsettingAssetsLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OffsettingAssetsTable_e5362573-1374-46fc-830a-f73be4a9a997" xlink:to="loc_us-gaap_OffsettingAssetsLineItems_d0feffcd-1bac-4fe6-ba81-7deaaadaa76e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssetsAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_d0feffcd-1bac-4fe6-ba81-7deaaadaa76e" xlink:to="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssets_d68de952-d5c2-41d5-96b3-d30a9ad71df3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssets"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:to="loc_us-gaap_DerivativeAssets_d68de952-d5c2-41d5-96b3-d30a9ad71df3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralObligationToReturnSecurities_72dc1887-48ad-4460-a3ad-41d85453ff2e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralObligationToReturnSecurities"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:to="loc_us-gaap_DerivativeCollateralObligationToReturnSecurities_72dc1887-48ad-4460-a3ad-41d85453ff2e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralObligationToReturnCash_9e32bef8-0114-4bb3-8aa2-cf148df0f8c3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralObligationToReturnCash"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:to="loc_us-gaap_DerivativeCollateralObligationToReturnCash_9e32bef8-0114-4bb3-8aa2-cf148df0f8c3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_d14004ee-a879-436e-931d-7cf7c034cb29" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_1780b996-3663-41a2-b66d-97535aaf49b4" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral_d14004ee-a879-436e-931d-7cf7c034cb29" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilitiesAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_d0feffcd-1bac-4fe6-ba81-7deaaadaa76e" xlink:to="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilities_cb0cda31-fb9a-4615-b29f-ceaa86d22d0b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilities"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:to="loc_us-gaap_DerivativeLiabilities_cb0cda31-fb9a-4615-b29f-ceaa86d22d0b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralRightToReclaimSecurities_cffd7141-b37f-487e-a61f-2f0dc2670b7a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralRightToReclaimSecurities"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:to="loc_us-gaap_DerivativeCollateralRightToReclaimSecurities_cffd7141-b37f-487e-a61f-2f0dc2670b7a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeCollateralRightToReclaimCash_73b86689-1b1d-444b-9245-931759eeed81" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeCollateralRightToReclaimCash"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:to="loc_us-gaap_DerivativeCollateralRightToReclaimCash_73b86689-1b1d-444b-9245-931759eeed81" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_0a5f5935-274f-46e8-b0c4-30c8aedcde72" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_5231b5a0-560c-4ea9-a060-7198df16bd02" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral_0a5f5935-274f-46e8-b0c4-30c8aedcde72" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_0cec681c-26e5-40a1-8f26-e72cca0b6ef6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_GainLossOnRealizedInterestRateSwaps_f3454c55-374b-4c94-8872-0d3187e438a0" xlink:href="nly-20221231.xsd#nly_GainLossOnRealizedInterestRateSwaps"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_0cec681c-26e5-40a1-8f26-e72cca0b6ef6" xlink:to="loc_nly_GainLossOnRealizedInterestRateSwaps_f3454c55-374b-4c94-8872-0d3187e438a0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_GainLossOnTerminationOfInterestRateSwaps_f087d660-1fe5-4f2b-bcd2-8d49acdbb31a" xlink:href="nly-20221231.xsd#nly_GainLossOnTerminationOfInterestRateSwaps"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_0cec681c-26e5-40a1-8f26-e72cca0b6ef6" xlink:to="loc_nly_GainLossOnTerminationOfInterestRateSwaps_f087d660-1fe5-4f2b-bcd2-8d49acdbb31a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnrealizedGainLossOnDerivatives_de7de09b-da49-4111-b3b9-8de3964f2c47" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnrealizedGainLossOnDerivatives"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_0cec681c-26e5-40a1-8f26-e72cca0b6ef6" xlink:to="loc_us-gaap_UnrealizedGainLossOnDerivatives_de7de09b-da49-4111-b3b9-8de3964f2c47" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_f8094823-b7e8-4576-b523-b8aaa370f72d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeTable_a2c14f0e-0590-4749-8e23-f277005e01c2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract_f8094823-b7e8-4576-b523-b8aaa370f72d" xlink:to="loc_us-gaap_DerivativeTable_a2c14f0e-0590-4749-8e23-f277005e01c2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_fc652d5a-7f4d-42de-bb0e-019b083e1dd8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeInstrumentRiskAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_a2c14f0e-0590-4749-8e23-f277005e01c2" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_fc652d5a-7f4d-42de-bb0e-019b083e1dd8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeContractTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_fc652d5a-7f4d-42de-bb0e-019b083e1dd8" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ToBeAnnouncedContractsMember_e6c21e69-d8c4-4700-9bc7-2a7feb1945da" xlink:href="nly-20221231.xsd#nly_ToBeAnnouncedContractsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:to="loc_nly_ToBeAnnouncedContractsMember_e6c21e69-d8c4-4700-9bc7-2a7feb1945da" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateSwaptionMember_b988e31e-cb51-4311-9c4d-08e69ec0863d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateSwaptionMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:to="loc_us-gaap_InterestRateSwaptionMember_b988e31e-cb51-4311-9c4d-08e69ec0863d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditDerivativesMember_25ee4e85-691c-4f03-bf49-db2bcaff6aa6" xlink:href="nly-20221231.xsd#nly_CreditDerivativesMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_4a0b6eef-1044-49e9-a7d8-b569b031f0e4" xlink:to="loc_nly_CreditDerivativesMember_25ee4e85-691c-4f03-bf49-db2bcaff6aa6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_ff1dac50-c39e-4b52-9394-2adaa439d808" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_a2c14f0e-0590-4749-8e23-f277005e01c2" xlink:to="loc_us-gaap_FinancialInstrumentAxis_ff1dac50-c39e-4b52-9394-2adaa439d808" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b9fcc163-41d3-4b38-93b4-10e0131ff2dc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_ff1dac50-c39e-4b52-9394-2adaa439d808" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b9fcc163-41d3-4b38-93b4-10e0131ff2dc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_UsTreasuryFuturesMember_6d11cdec-1181-471a-8ce7-ccbf1f4da78d" xlink:href="nly-20221231.xsd#nly_UsTreasuryFuturesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b9fcc163-41d3-4b38-93b4-10e0131ff2dc" xlink:to="loc_nly_UsTreasuryFuturesMember_6d11cdec-1181-471a-8ce7-ccbf1f4da78d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoanPurchaseCommitmentsMember_d35426c8-a35a-4c72-81da-8fb5317e2359" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoanPurchaseCommitmentsMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_b9fcc163-41d3-4b38-93b4-10e0131ff2dc" xlink:to="loc_us-gaap_LoanPurchaseCommitmentsMember_d35426c8-a35a-4c72-81da-8fb5317e2359" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeTable_a2c14f0e-0590-4749-8e23-f277005e01c2" xlink:to="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RealizedGainLossOnDerivatives_1dd9766d-5acc-4247-aa62-f9b6517f8c5b" xlink:href="nly-20221231.xsd#nly_RealizedGainLossOnDerivatives"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:to="loc_nly_RealizedGainLossOnDerivatives_1dd9766d-5acc-4247-aa62-f9b6517f8c5b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnrealizedGainLossOnDerivatives_801c4df2-bfcc-4a19-bc13-53e141ee529b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnrealizedGainLossOnDerivatives"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:to="loc_us-gaap_UnrealizedGainLossOnDerivatives_801c4df2-bfcc-4a19-bc13-53e141ee529b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeGainLossOnDerivativeNet_fa7c25ff-ad88-464d-951f-700b999dd41c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeGainLossOnDerivativeNet"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:to="loc_us-gaap_DerivativeGainLossOnDerivativeNet_fa7c25ff-ad88-464d-951f-700b999dd41c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_ebc81d94-e5b7-481f-bc56-3782301f2baa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLineItems_a7749c63-1eec-46ac-9eed-2c28d381a23a" xlink:to="loc_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_ebc81d94-e5b7-481f-bc56-3782301f2baa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosuresAbstract_6f0c6764-827d-4bf8-970a-89bd38a9ba2f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosuresAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueDisclosuresAbstract_6f0c6764-827d-4bf8-970a-89bd38a9ba2f" xlink:to="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByMeasurementFrequencyAxis_00dafcce-a6da-4a4a-8606-f4bbf23493cf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByMeasurementFrequencyAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:to="loc_us-gaap_FairValueByMeasurementFrequencyAxis_00dafcce-a6da-4a4a-8606-f4bbf23493cf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_2e8506fe-fcf9-4215-8cac-fc89628d75ce" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementFrequencyDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_00dafcce-a6da-4a4a-8606-f4bbf23493cf" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_2e8506fe-fcf9-4215-8cac-fc89628d75ce" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsRecurringMember_b0761df1-ae3d-4fd3-88e0-22d26c4c170e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsRecurringMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueMeasurementFrequencyDomain_2e8506fe-fcf9-4215-8cac-fc89628d75ce" xlink:to="loc_us-gaap_FairValueMeasurementsRecurringMember_b0761df1-ae3d-4fd3-88e0-22d26c4c170e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_4e8a842d-0a58-4605-a89b-b9e9ec544637" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_4e8a842d-0a58-4605-a89b-b9e9ec544637" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_4e8a842d-0a58-4605-a89b-b9e9ec544637" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel1Member_4e247a87-5eac-45f3-924c-c154b9fe910e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel1Member"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:to="loc_us-gaap_FairValueInputsLevel1Member_4e247a87-5eac-45f3-924c-c154b9fe910e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_0544d79c-e44e-4fa5-9483-ef20649641bd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel2Member"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_0544d79c-e44e-4fa5-9483-ef20649641bd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_f129d8d7-e3e2-4491-9241-951227fa1eeb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_7f2b13c6-3c55-41ab-82e3-bd30b63d50f2" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_f129d8d7-e3e2-4491-9241-951227fa1eeb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_50ff2461-b15e-4cbb-9bb0-c000a7d4c3b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:to="loc_us-gaap_FinancialInstrumentAxis_50ff2461-b15e-4cbb-9bb0-c000a7d4c3b8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_50ff2461-b15e-4cbb-9bb0-c000a7d4c3b8" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_c264f240-f61a-4ef0-b8dc-2c136bfd1dd1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:to="loc_us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember_c264f240-f61a-4ef0-b8dc-2c136bfd1dd1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_f35a8b77-4809-4aff-bf16-d37d05b4d5e5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_f35a8b77-4809-4aff-bf16-d37d05b4d5e5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_3f7a6aff-2a25-4589-b5bf-0f64c98653f5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_65ca84a0-cf56-4e55-ab6f-ff3b07d883b6" xlink:to="loc_us-gaap_ResidentialMortgageMember_3f7a6aff-2a25-4589-b5bf-0f64c98653f5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusAxis_d9719fe1-8a99-493d-acf7-087071480517" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusAxis"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:to="loc_us-gaap_PledgedStatusAxis_d9719fe1-8a99-493d-acf7-087071480517" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PledgedStatusDomain_a925c578-377a-440a-b4b5-385cb17aada4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PledgedStatusDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PledgedStatusAxis_d9719fe1-8a99-493d-acf7-087071480517" xlink:to="loc_us-gaap_PledgedStatusDomain_a925c578-377a-440a-b4b5-385cb17aada4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AssetTransferredOrPledgedMember_f3e7037a-55a9-4019-8826-0e577a64218b" xlink:href="nly-20221231.xsd#nly_AssetTransferredOrPledgedMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PledgedStatusDomain_a925c578-377a-440a-b4b5-385cb17aada4" xlink:to="loc_nly_AssetTransferredOrPledgedMember_f3e7037a-55a9-4019-8826-0e577a64218b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_45665be4-e11e-4f19-a885-aa3af11fc7f6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_62bd317a-d312-4757-ae6e-756d3dc88386" xlink:to="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_45665be4-e11e-4f19-a885-aa3af11fc7f6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsFairValueDisclosureAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_45665be4-e11e-4f19-a885-aa3af11fc7f6" xlink:to="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure_53bca2c5-06d2-4b2a-92c6-7cc35b10fa7d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure_53bca2c5-06d2-4b2a-92c6-7cc35b10fa7d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue_529aba82-acd3-4ab0-9522-208d993fc473" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedOtherAtFairValue"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue_529aba82-acd3-4ab0-9522-208d993fc473" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_95dfd08f-ddca-4b1e-a30b-bb9d59144037" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue_95dfd08f-ddca-4b1e-a30b-bb9d59144037" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/netLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LoansPayableAbstract_0e1bfe55-4058-49ff-8e08-5fb4196d6f8a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LoansPayableAbstract"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_LoansPayableAbstract_0e1bfe55-4058-49ff-8e08-5fb4196d6f8a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansFairValueDisclosure_80ffc590-a029-47e9-a64e-6e49ee57aef8" xlink:href="nly-20221231.xsd#nly_MortgageLoansFairValueDisclosure"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LoansPayableAbstract_0e1bfe55-4058-49ff-8e08-5fb4196d6f8a" xlink:to="loc_nly_MortgageLoansFairValueDisclosure_80ffc590-a029-47e9-a64e-6e49ee57aef8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageLoansWarehouseFacilityFairValueDisclosure_792801a5-de7a-4d92-ab9b-3d9bd3be6a07" xlink:href="nly-20221231.xsd#nly_MortgageLoansWarehouseFacilityFairValueDisclosure"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LoansPayableAbstract_0e1bfe55-4058-49ff-8e08-5fb4196d6f8a" xlink:to="loc_nly_MortgageLoansWarehouseFacilityFairValueDisclosure_792801a5-de7a-4d92-ab9b-3d9bd3be6a07" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetAtFairValueAmount_6c867b30-4afb-471d-843c-c9212813c53e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetAtFairValueAmount"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_ServicingAssetAtFairValueAmount_6c867b30-4afb-471d-843c-c9212813c53e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestInMortgageServicingRightsAtFairValueAmount_c0e3cd25-d6ef-4efd-a2df-31a7425be1ae" xlink:href="nly-20221231.xsd#nly_InterestInMortgageServicingRightsAtFairValueAmount"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_nly_InterestInMortgageServicingRightsAtFairValueAmount_c0e3cd25-d6ef-4efd-a2df-31a7425be1ae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAtFairValue_def92d44-7c76-465a-9622-e3b2ad331208" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedAtFairValue"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedAtFairValue_def92d44-7c76-465a-9622-e3b2ad331208" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeAssetsAbstract_76bd62ae-bc0b-4e21-b540-8ff016d36bf8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeAssetsAbstract"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_us-gaap_DerivativeAssetsAbstract_76bd62ae-bc0b-4e21-b540-8ff016d36bf8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue_aa2e31b3-b215-41d6-b565-fe7869efc385" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeAssetsAtFairValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_76bd62ae-bc0b-4e21-b540-8ff016d36bf8" xlink:to="loc_us-gaap_InterestRateDerivativeAssetsAtFairValue_aa2e31b3-b215-41d6-b565-fe7869efc385" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure_4800b1c6-3478-48ff-b293-4b79431079b0" xlink:href="nly-20221231.xsd#nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeAssetsAbstract_76bd62ae-bc0b-4e21-b540-8ff016d36bf8" xlink:to="loc_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure_4800b1c6-3478-48ff-b293-4b79431079b0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FinancialAssetsFairValueDisclosure_23a1fd41-3401-4197-aa99-8b1a967400c5" xlink:href="nly-20221231.xsd#nly_FinancialAssetsFairValueDisclosure"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_741ecd57-6282-4c38-9d0d-adca489f8f25" xlink:to="loc_nly_FinancialAssetsFairValueDisclosure_23a1fd41-3401-4197-aa99-8b1a967400c5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LiabilitiesFairValueDisclosureAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_45665be4-e11e-4f19-a885-aa3af11fc7f6" xlink:to="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure_4d2ce9a1-6f3e-46b6-8184-8bc143cdeeeb" xlink:href="nly-20221231.xsd#nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:to="loc_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure_4d2ce9a1-6f3e-46b6-8184-8bc143cdeeeb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_fdc9c2f8-0009-4611-bdde-7b896f8bbb06" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:to="loc_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount_fdc9c2f8-0009-4611-bdde-7b896f8bbb06" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DerivativeLiabilitiesAbstract_83ddb938-4951-4f95-bcb2-5df6ab7b5337" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DerivativeLiabilitiesAbstract"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:to="loc_us-gaap_DerivativeLiabilitiesAbstract_83ddb938-4951-4f95-bcb2-5df6ab7b5337" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_2f8bc0e2-e685-418b-bbb5-5ff3fa5fbddf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestRateDerivativeLiabilitiesAtFairValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_83ddb938-4951-4f95-bcb2-5df6ab7b5337" xlink:to="loc_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue_2f8bc0e2-e685-418b-bbb5-5ff3fa5fbddf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure_2c0a79a1-7b78-4c9c-bb32-1dfb4b779403" xlink:href="nly-20221231.xsd#nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DerivativeLiabilitiesAbstract_83ddb938-4951-4f95-bcb2-5df6ab7b5337" xlink:to="loc_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure_2c0a79a1-7b78-4c9c-bb32-1dfb4b779403" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure_0613fc60-3719-4335-9ae8-082c869775d1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialLiabilitiesFairValueDisclosure"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_e03eb5ec-f854-44e7-bcea-3120dae1b5ad" xlink:to="loc_us-gaap_FinancialLiabilitiesFairValueDisclosure_0613fc60-3719-4335-9ae8-082c869775d1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail" xlink:type="simple" xlink:href="nly-20221231.xsd#FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"/>
  <link:presentationLink xlink:role="http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosuresAbstract_60bef4b0-ffea-4867-bddb-0c1cdd98e6c8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosuresAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueDisclosuresAbstract_60bef4b0-ffea-4867-bddb-0c1cdd98e6c8" xlink:to="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByMeasurementFrequencyAxis_20922c7b-0618-44eb-8669-03665e27b9f6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByMeasurementFrequencyAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_us-gaap_FairValueByMeasurementFrequencyAxis_20922c7b-0618-44eb-8669-03665e27b9f6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_88ea8c02-0dd6-4075-bbfc-a63e72f67b10" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementFrequencyDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_20922c7b-0618-44eb-8669-03665e27b9f6" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_88ea8c02-0dd6-4075-bbfc-a63e72f67b10" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsRecurringMember_e99ae2e9-0c37-4c5a-8177-0bce9a68aa40" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsRecurringMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueMeasurementFrequencyDomain_88ea8c02-0dd6-4075-bbfc-a63e72f67b10" xlink:to="loc_us-gaap_FairValueMeasurementsRecurringMember_e99ae2e9-0c37-4c5a-8177-0bce9a68aa40" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_98c81b39-0fa7-469f-a371-8a292af92eda" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_98c81b39-0fa7-469f-a371-8a292af92eda" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_dda43c21-c2f5-4794-b78e-68d8e2f9176d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_98c81b39-0fa7-469f-a371-8a292af92eda" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_dda43c21-c2f5-4794-b78e-68d8e2f9176d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_8afb4586-109d-4e92-8fc6-94271f17217c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_dda43c21-c2f5-4794-b78e-68d8e2f9176d" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_8afb4586-109d-4e92-8fc6-94271f17217c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputTypeAxis_ad4e33c9-170e-405a-bbae-a00c76b26b73" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputTypeAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_us-gaap_MeasurementInputTypeAxis_ad4e33c9-170e-405a-bbae-a00c76b26b73" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MeasurementInputTypeAxis_ad4e33c9-170e-405a-bbae-a00c76b26b73" xlink:to="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputDiscountRateMember_294a3d86-5395-483f-b661-0a4d0bfea67e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputDiscountRateMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:to="loc_us-gaap_MeasurementInputDiscountRateMember_294a3d86-5395-483f-b661-0a4d0bfea67e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MeasurementInputPrepaymentRateMember_cacdb5e7-a739-42bd-831f-837eb4b258ba" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MeasurementInputPrepaymentRateMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:to="loc_us-gaap_MeasurementInputPrepaymentRateMember_cacdb5e7-a739-42bd-831f-837eb4b258ba" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MeasurementInputDelinquencyRateMember_0aec28e6-f8eb-4205-a28f-24b30cbaa77e" xlink:href="nly-20221231.xsd#nly_MeasurementInputDelinquencyRateMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_MeasurementInputTypeDomain_36a0b93b-c717-4868-a622-445bffc0ff09" xlink:to="loc_nly_MeasurementInputDelinquencyRateMember_0aec28e6-f8eb-4205-a28f-24b30cbaa77e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByAssetClassAxis_afdaa3b2-b2ce-4c88-b3cf-4e2d5fa1d622" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByAssetClassAxis"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_us-gaap_FairValueByAssetClassAxis_afdaa3b2-b2ce-4c88-b3cf-4e2d5fa1d622" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_6c156e45-0628-4f4a-9fe1-b2697d066b09" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByAssetClassAxis_afdaa3b2-b2ce-4c88-b3cf-4e2d5fa1d622" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_6c156e45-0628-4f4a-9fe1-b2697d066b09" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsMember_5c60fdbc-9040-4fe9-ac56-4fe458ec5a73" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_6c156e45-0628-4f4a-9fe1-b2697d066b09" xlink:to="loc_nly_MortgageServicingRightsMember_5c60fdbc-9040-4fe9-ac56-4fe458ec5a73" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestsInMortgageServicingRightsMember_ff02044e-8877-49a7-949c-4c23659f604d" xlink:href="nly-20221231.xsd#nly_InterestsInMortgageServicingRightsMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain_6c156e45-0628-4f4a-9fe1-b2697d066b09" xlink:to="loc_nly_InterestsInMortgageServicingRightsMember_ff02044e-8877-49a7-949c-4c23659f604d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_132027b9-1e30-462a-be99-fae0c9bce7d7" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_srt_RangeAxis_132027b9-1e30-462a-be99-fae0c9bce7d7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeAxis_132027b9-1e30-462a-be99-fae0c9bce7d7" xlink:to="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_94a439c4-2bd7-416c-b249-bc52e88effed" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:to="loc_srt_MinimumMember_94a439c4-2bd7-416c-b249-bc52e88effed" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_a91928fa-4956-4d72-ad26-a364e4327a2e" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:to="loc_srt_MaximumMember_a91928fa-4956-4d72-ad26-a364e4327a2e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_WeightedAverageMember_94e541f0-c8d1-4f15-9934-8bd3332c4425" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_WeightedAverageMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_770172dd-cc6f-439a-87cf-8f20e8bded41" xlink:to="loc_srt_WeightedAverageMember_94e541f0-c8d1-4f15-9934-8bd3332c4425" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_78b7ac4c-3b31-41f4-9b45-a29ef59d716a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueOptionQuantitativeDisclosuresLineItems"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable_301c053a-97bd-46b3-988c-5c97b62e2d09" xlink:to="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_78b7ac4c-3b31-41f4-9b45-a29ef59d716a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ServicingAssetMeasurementInput_3d866e92-6d53-45ad-9293-8c18dc565263" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ServicingAssetMeasurementInput"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_78b7ac4c-3b31-41f4-9b45-a29ef59d716a" xlink:to="loc_us-gaap_ServicingAssetMeasurementInput_3d866e92-6d53-45ad-9293-8c18dc565263" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_FairValueInputsCostToService_cc77d9f4-4c87-47fb-8a44-7d523de9d5da" xlink:href="nly-20221231.xsd#nly_FairValueInputsCostToService"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems_78b7ac4c-3b31-41f4-9b45-a29ef59d716a" xlink:to="loc_nly_FairValueInputsCostToService_cc77d9f4-4c87-47fb-8a44-7d523de9d5da" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail" xlink:type="simple" xlink:href="nly-20221231.xsd#FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"/>
  <link:presentationLink xlink:role="http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosuresAbstract_97b68c80-6965-4e4c-b562-382a7a73d1d6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosuresAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByBalanceSheetGroupingTable_28f00143-4963-469e-99c0-00936a7c9270" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByBalanceSheetGroupingTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueDisclosuresAbstract_97b68c80-6965-4e4c-b562-382a7a73d1d6" xlink:to="loc_us-gaap_FairValueByBalanceSheetGroupingTable_28f00143-4963-469e-99c0-00936a7c9270" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByMeasurementBasisAxis_987fbecb-df23-4257-b4cb-1cbda9f267b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByMeasurementBasisAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_28f00143-4963-469e-99c0-00936a7c9270" xlink:to="loc_us-gaap_FairValueByMeasurementBasisAxis_987fbecb-df23-4257-b4cb-1cbda9f267b8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueDisclosureItemAmountsDomain_5fff62e3-40e0-4e3a-952b-35e3d881b527" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueDisclosureItemAmountsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByMeasurementBasisAxis_987fbecb-df23-4257-b4cb-1cbda9f267b8" xlink:to="loc_us-gaap_FairValueDisclosureItemAmountsDomain_5fff62e3-40e0-4e3a-952b-35e3d881b527" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_d4f09a0f-d46d-4f16-bca1-3b9cf1deb19a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PortionAtFairValueFairValueDisclosureMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueDisclosureItemAmountsDomain_5fff62e3-40e0-4e3a-952b-35e3d881b527" xlink:to="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_d4f09a0f-d46d-4f16-bca1-3b9cf1deb19a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CarryingReportedAmountFairValueDisclosureMember_dcc1724e-64ac-469f-adb3-971ef54e85b6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CarryingReportedAmountFairValueDisclosureMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_d4f09a0f-d46d-4f16-bca1-3b9cf1deb19a" xlink:to="loc_us-gaap_CarryingReportedAmountFairValueDisclosureMember_dcc1724e-64ac-469f-adb3-971ef54e85b6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember_1f0d4aff-5c5f-4300-80f9-fb7c88eb35ce" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EstimateOfFairValueFairValueDisclosureMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_d4f09a0f-d46d-4f16-bca1-3b9cf1deb19a" xlink:to="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember_1f0d4aff-5c5f-4300-80f9-fb7c88eb35ce" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_556d73f3-b460-4423-8c35-f1ac829cdec5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_28f00143-4963-469e-99c0-00936a7c9270" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_556d73f3-b460-4423-8c35-f1ac829cdec5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_8a8c44da-56a3-4752-b16e-3842223ec28b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_556d73f3-b460-4423-8c35-f1ac829cdec5" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_8a8c44da-56a3-4752-b16e-3842223ec28b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_f8347e12-56bd-4a5d-b404-9c02994b1673" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel3Member"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_8a8c44da-56a3-4752-b16e-3842223ec28b" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_f8347e12-56bd-4a5d-b404-9c02994b1673" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_534575c8-b813-4979-8ffc-a0a9e7affeeb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueInputsLevel2Member"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_8a8c44da-56a3-4752-b16e-3842223ec28b" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_534575c8-b813-4979-8ffc-a0a9e7affeeb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_511f61d1-4219-4803-897b-b766697e25ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_28f00143-4963-469e-99c0-00936a7c9270" xlink:to="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_511f61d1-4219-4803-897b-b766697e25ab" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract_a92cdd33-92d8-407c-9786-2740e45aa895" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_511f61d1-4219-4803-897b-b766697e25ab" xlink:to="loc_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract_a92cdd33-92d8-407c-9786-2740e45aa895" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue_25013c72-ce75-45b2-8a6e-46fcaec72774" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract_a92cdd33-92d8-407c-9786-2740e45aa895" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue_25013c72-ce75-45b2-8a6e-46fcaec72774" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_5b9dd186-11ac-43d5-ba67-77099a8aa751" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_511f61d1-4219-4803-897b-b766697e25ab" xlink:to="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_5b9dd186-11ac-43d5-ba67-77099a8aa751" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure_6e8f6c39-3da1-402f-aed0-cf382104fb2c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_5b9dd186-11ac-43d5-ba67-77099a8aa751" xlink:to="loc_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure_6e8f6c39-3da1-402f-aed0-cf382104fb2c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherSecuredFinancings_a443dd5b-53dd-4770-9734-10ed1fb808ae" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherSecuredFinancings"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract_5b9dd186-11ac-43d5-ba67-77099a8aa751" xlink:to="loc_us-gaap_OtherSecuredFinancings_a443dd5b-53dd-4770-9734-10ed1fb808ae" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#GOODWILLANDINTANGIBLEASSETSNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_7e2c0ee4-a04c-483b-b907-290d79562d61" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_aaa2014a-e373-4673-8834-5ee66eb9b5ab" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_7e2c0ee4-a04c-483b-b907-290d79562d61" xlink:to="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_aaa2014a-e373-4673-8834-5ee66eb9b5ab" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_8881336b-4d6e-43d7-a767-65be32a2d3b0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_aaa2014a-e373-4673-8834-5ee66eb9b5ab" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_8881336b-4d6e-43d7-a767-65be32a2d3b0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_4fd5feae-5a5d-4276-bb6a-25b7b1bfb006" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_8881336b-4d6e-43d7-a767-65be32a2d3b0" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_4fd5feae-5a5d-4276-bb6a-25b7b1bfb006" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EmploymentContractsMember_511dd226-35ba-49ec-807f-4d346668fcb8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EmploymentContractsMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_4fd5feae-5a5d-4276-bb6a-25b7b1bfb006" xlink:to="loc_us-gaap_EmploymentContractsMember_511dd226-35ba-49ec-807f-4d346668fcb8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_d37f4e7d-03bb-4403-85fc-cb76da4df5b3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_aaa2014a-e373-4673-8834-5ee66eb9b5ab" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_d37f4e7d-03bb-4403-85fc-cb76da4df5b3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinitelivedIntangibleAssetsAcquired1_bd7db1a2-feaf-4833-9904-96511a3baa8a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinitelivedIntangibleAssetsAcquired1"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsLineItems_d37f4e7d-03bb-4403-85fc-cb76da4df5b3" xlink:to="loc_us-gaap_FinitelivedIntangibleAssetsAcquired1_bd7db1a2-feaf-4833-9904-96511a3baa8a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_21d056dc-f823-4679-a842-708f4dd181e8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsRollForward_8e4f1ce7-d512-4a88-8c46-9fae0da85e13" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FiniteLivedIntangibleAssetsRollForward"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract_21d056dc-f823-4679-a842-708f4dd181e8" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsRollForward_8e4f1ce7-d512-4a88-8c46-9fae0da85e13" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill_21452831-f732-4112-895c-9aff64621fb8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IntangibleAssetsNetExcludingGoodwill"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsRollForward_8e4f1ce7-d512-4a88-8c46-9fae0da85e13" xlink:to="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill_21452831-f732-4112-895c-9aff64621fb8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodStartLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ImpairmentOfIntangibleAssetsFinitelived_3d409c31-d56b-47af-8550-6f4c21227d85" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ImpairmentOfIntangibleAssetsFinitelived"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsRollForward_8e4f1ce7-d512-4a88-8c46-9fae0da85e13" xlink:to="loc_us-gaap_ImpairmentOfIntangibleAssetsFinitelived_3d409c31-d56b-47af-8550-6f4c21227d85" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AmortizationOfIntangibleAssets_89b350d1-5d7f-4892-8210-5273e3bafc1a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AmortizationOfIntangibleAssets"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsRollForward_8e4f1ce7-d512-4a88-8c46-9fae0da85e13" xlink:to="loc_us-gaap_AmortizationOfIntangibleAssets_89b350d1-5d7f-4892-8210-5273e3bafc1a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedTerseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill_4909a760-136b-40c2-9dac-2065a530bdd4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IntangibleAssetsNetExcludingGoodwill"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsRollForward_8e4f1ce7-d512-4a88-8c46-9fae0da85e13" xlink:to="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill_4909a760-136b-40c2-9dac-2065a530bdd4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/periodEndLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_6161291e-3baa-42de-9814-00483393d66e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsRollForward_8e4f1ce7-d512-4a88-8c46-9fae0da85e13" xlink:to="loc_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration_6161291e-3baa-42de-9814-00483393d66e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECUREDFINANCINGNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECUREDFINANCINGNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECUREDFINANCINGNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtDisclosureAbstract_a6ca9e65-5eee-4b1d-b633-66ce148100fe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtDisclosureAbstract_a6ca9e65-5eee-4b1d-b633-66ce148100fe" xlink:to="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentAxis_f78c1f2c-ef0c-40c2-b463-8cb2dcea7c6b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:to="loc_us-gaap_DebtInstrumentAxis_f78c1f2c-ef0c-40c2-b463-8cb2dcea7c6b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_fc5b67dc-0b95-4864-8754-d510784b1bf0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentAxis_f78c1f2c-ef0c-40c2-b463-8cb2dcea7c6b" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_fc5b67dc-0b95-4864-8754-d510784b1bf0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember_201b2660-ef57-4d56-9aae-e758ee9b3fa0" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsCommittedCreditFacilityMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_fc5b67dc-0b95-4864-8754-d510784b1bf0" xlink:to="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember_201b2660-ef57-4d56-9aae-e758ee9b3fa0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeAxis_5a17f101-3dba-42a6-8212-088354df11cc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:to="loc_us-gaap_LongtermDebtTypeAxis_5a17f101-3dba-42a6-8212-088354df11cc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_9d069cc8-b961-4220-a3c3-4f5d7ba7360a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_5a17f101-3dba-42a6-8212-088354df11cc" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_9d069cc8-b961-4220-a3c3-4f5d7ba7360a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditMember_62ef8d07-2144-47b8-8a22-8bcf58253900" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LongtermDebtTypeDomain_9d069cc8-b961-4220-a3c3-4f5d7ba7360a" xlink:to="loc_us-gaap_LineOfCreditMember_62ef8d07-2144-47b8-8a22-8bcf58253900" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_ee286ed6-bca4-4eb6-852c-50d74c233973" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:to="loc_srt_RangeAxis_ee286ed6-bca4-4eb6-852c-50d74c233973" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_5f8c06d1-39ca-4f85-9705-ff5f737f1f68" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeAxis_ee286ed6-bca4-4eb6-852c-50d74c233973" xlink:to="loc_srt_RangeMember_5f8c06d1-39ca-4f85-9705-ff5f737f1f68" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_eae641aa-55f6-42aa-b7dd-3493e5640394" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_5f8c06d1-39ca-4f85-9705-ff5f737f1f68" xlink:to="loc_srt_MinimumMember_eae641aa-55f6-42aa-b7dd-3493e5640394" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_74d41bac-ca3b-433f-be26-9a1cdbeb186a" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_5f8c06d1-39ca-4f85-9705-ff5f737f1f68" xlink:to="loc_srt_MaximumMember_74d41bac-ca3b-433f-be26-9a1cdbeb186a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_e76eeef0-d119-4045-a0b5-b6c76896cbb8" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_d7e3f835-4141-4ca6-965e-ce3020de14bb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_d7e3f835-4141-4ca6-965e-ce3020de14bb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1_03773f10-9c05-44ac-8e1d-72b4f36290c5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1_03773f10-9c05-44ac-8e1d-72b4f36290c5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements_ba178dc6-3da2-4a74-8ba6-51f842dafc09" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements_ba178dc6-3da2-4a74-8ba6-51f842dafc09" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable_81db2ae1-5f8c-48f8-810b-532c206aa7d8" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable_81db2ae1-5f8c-48f8-810b-532c206aa7d8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_b39a615e-bfd7-4e4a-b410-b20d014a94a4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_b39a615e-bfd7-4e4a-b410-b20d014a94a4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OtherSecuredFinancings_228fe507-4d92-4bdf-a403-e1ae8a992815" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OtherSecuredFinancings"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_OtherSecuredFinancings_228fe507-4d92-4bdf-a403-e1ae8a992815" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_DebtInstrumentMaturity_1f2ca64b-b95b-428a-87ab-d8fd4e15330d" xlink:href="nly-20221231.xsd#nly_DebtInstrumentMaturity"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_DebtInstrumentMaturity_1f2ca64b-b95b-428a-87ab-d8fd4e15330d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtWeightedAverageInterestRate_a83cb3ca-e973-4741-a37a-f821314057ca" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtWeightedAverageInterestRate"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_us-gaap_DebtWeightedAverageInterestRate_a83cb3ca-e973-4741-a37a-f821314057ca" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue_ad1dfbc2-64ed-4bc7-ab14-cabd9ca2ab0b" xlink:href="nly-20221231.xsd#nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue_ad1dfbc2-64ed-4bc7-ab14-cabd9ca2ab0b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RepurchaseAgreementsAccruedInterest_cb701112-8fe5-4eeb-9043-911806d20af4" xlink:href="nly-20221231.xsd#nly_RepurchaseAgreementsAccruedInterest"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_fb1efca7-45d1-4668-b107-7e2ea5c15a8d" xlink:to="loc_nly_RepurchaseAgreementsAccruedInterest_cb701112-8fe5-4eeb-9043-911806d20af4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtDisclosureAbstract_86fe2213-f0a6-41b3-8df8-4fe5c755edf7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtDisclosureAbstract_86fe2213-f0a6-41b3-8df8-4fe5c755edf7" xlink:to="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_238f9255-0804-4881-8a5b-d2a3efbf6de1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_238f9255-0804-4881-8a5b-d2a3efbf6de1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_238f9255-0804-4881-8a5b-d2a3efbf6de1" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_MaturityOvernightMember_082f8ff5-5519-4c0d-9ef0-7fe9401ac3da" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_MaturityOvernightMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_us-gaap_MaturityOvernightMember_082f8ff5-5519-4c0d-9ef0-7fe9401ac3da" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity2To29DaysMember_8366971b-07dd-4196-bdfa-73176b178147" xlink:href="nly-20221231.xsd#nly_Maturity2To29DaysMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_Maturity2To29DaysMember_8366971b-07dd-4196-bdfa-73176b178147" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity30To59DaysMember_68d81d78-1c41-440f-aa03-377501150122" xlink:href="nly-20221231.xsd#nly_Maturity30To59DaysMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_Maturity30To59DaysMember_68d81d78-1c41-440f-aa03-377501150122" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity60To89DaysMember_2f698ab7-2fec-44f1-a28a-f887602d9511" xlink:href="nly-20221231.xsd#nly_Maturity60To89DaysMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_Maturity60To89DaysMember_2f698ab7-2fec-44f1-a28a-f887602d9511" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_Maturity90To119DaysMember_d94d71b8-4fe4-4929-b6af-1ab46ae2621b" xlink:href="nly-20221231.xsd#nly_Maturity90To119DaysMember"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_Maturity90To119DaysMember_d94d71b8-4fe4-4929-b6af-1ab46ae2621b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MaturityOver119DaysMember_00ff64f3-74e8-4653-8a91-2c5c5f3c1f6a" xlink:href="nly-20221231.xsd#nly_MaturityOver119DaysMember"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_5f7a8745-dbfd-46ec-b999-0f8888a2b022" xlink:to="loc_nly_MaturityOver119DaysMember_00ff64f3-74e8-4653-8a91-2c5c5f3c1f6a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassAxis_2235aaba-be36-4e79-bbeb-573c7a10e507" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:to="loc_us-gaap_UnderlyingAssetClassAxis_2235aaba-be36-4e79-bbeb-573c7a10e507" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_UnderlyingAssetClassDomain_065ce91f-f3e9-4ccc-b0b2-1add441003ea" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_UnderlyingAssetClassDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassAxis_2235aaba-be36-4e79-bbeb-573c7a10e507" xlink:to="loc_us-gaap_UnderlyingAssetClassDomain_065ce91f-f3e9-4ccc-b0b2-1add441003ea" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AgencyMortgageBackedSecuritiesMember_a33c31c7-07d7-41f0-bf18-65bd83331f37" xlink:href="nly-20221231.xsd#nly_AgencyMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_065ce91f-f3e9-4ccc-b0b2-1add441003ea" xlink:to="loc_nly_AgencyMortgageBackedSecuritiesMember_a33c31c7-07d7-41f0-bf18-65bd83331f37" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_2803f4e3-d4c5-42fc-b3c3-cd7e824bb760" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommercialMortgageBackedSecuritiesMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_UnderlyingAssetClassDomain_065ce91f-f3e9-4ccc-b0b2-1add441003ea" xlink:to="loc_us-gaap_CommercialMortgageBackedSecuritiesMember_2803f4e3-d4c5-42fc-b3c3-cd7e824bb760" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_2559fe3d-d585-40ef-8600-6c61588416df" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:to="loc_us-gaap_FinancialInstrumentAxis_2559fe3d-d585-40ef-8600-6c61588416df" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2559fe3d-d585-40ef-8600-6c61588416df" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CreditRiskTransferSecuritiesMember_1fc638bc-f32c-46f6-8a64-51e786e4a358" xlink:href="nly-20221231.xsd#nly_CreditRiskTransferSecuritiesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:to="loc_nly_CreditRiskTransferSecuritiesMember_1fc638bc-f32c-46f6-8a64-51e786e4a358" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_NonAgencyMbsMember_67f6961b-6b97-4cdc-9ed8-367990588d81" xlink:href="nly-20221231.xsd#nly_NonAgencyMbsMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:to="loc_nly_NonAgencyMbsMember_67f6961b-6b97-4cdc-9ed8-367990588d81" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ResidentialMortgageLoansMember_d1bcd309-7006-47fe-a59e-e72e9e0d0a3d" xlink:href="nly-20221231.xsd#nly_ResidentialMortgageLoansMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_ddfdfb17-3b98-470f-a022-115c394998b8" xlink:to="loc_nly_ResidentialMortgageLoansMember_d1bcd309-7006-47fe-a59e-e72e9e0d0a3d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_81f67692-cbc8-44fc-a818-f93e36df6a64" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable_60bf2b1f-a36a-4ce0-8aef-59ebbcb77bdb" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_81f67692-cbc8-44fc-a818-f93e36df6a64" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_87301472-d5ae-4ecf-b0e6-72e319771ca1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_81f67692-cbc8-44fc-a818-f93e36df6a64" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_87301472-d5ae-4ecf-b0e6-72e319771ca1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_RepurchaseAgreementsWeightedAverageRates_a5a27f99-ba79-4902-b2e6-cecdd06785ef" xlink:href="nly-20221231.xsd#nly_RepurchaseAgreementsWeightedAverageRates"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems_81f67692-cbc8-44fc-a818-f93e36df6a64" xlink:to="loc_nly_RepurchaseAgreementsWeightedAverageRates_a5a27f99-ba79-4902-b2e6-cecdd06785ef" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtDisclosureAbstract_42b7e6e4-e6bd-44a4-8aad-f07b85ae1e4c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract_3c0baa1a-82fb-4cab-a13a-61ead203d1fa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtDisclosureAbstract_42b7e6e4-e6bd-44a4-8aad-f07b85ae1e4c" xlink:to="loc_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract_3c0baa1a-82fb-4cab-a13a-61ead203d1fa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts_6269bbf0-d927-4836-af2b-1cf48f81c8a3" xlink:href="nly-20221231.xsd#nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract_3c0baa1a-82fb-4cab-a13a-61ead203d1fa" xlink:to="loc_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts_6269bbf0-d927-4836-af2b-1cf48f81c8a3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset_626b20cf-52ed-410c-83a0-cdbb2d5a5a5b" xlink:href="nly-20221231.xsd#nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract_3c0baa1a-82fb-4cab-a13a-61ead203d1fa" xlink:to="loc_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset_626b20cf-52ed-410c-83a0-cdbb2d5a5a5b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesForReverseRepurchaseAgreements_8fdf3fd3-4033-4dc2-a019-271aca293253" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesForReverseRepurchaseAgreements"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract_3c0baa1a-82fb-4cab-a13a-61ead203d1fa" xlink:to="loc_us-gaap_SecuritiesForReverseRepurchaseAgreements_8fdf3fd3-4033-4dc2-a019-271aca293253" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisclosureOfRepurchaseAgreementsAbstract_0ca804f4-247d-432c-a498-6148ef157c2e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisclosureOfRepurchaseAgreementsAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtDisclosureAbstract_42b7e6e4-e6bd-44a4-8aad-f07b85ae1e4c" xlink:to="loc_us-gaap_DisclosureOfRepurchaseAgreementsAbstract_0ca804f4-247d-432c-a498-6148ef157c2e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts_fe361c9f-277a-4429-8d31-f4457ec7cc13" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisclosureOfRepurchaseAgreementsAbstract_0ca804f4-247d-432c-a498-6148ef157c2e" xlink:to="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts_fe361c9f-277a-4429-8d31-f4457ec7cc13" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset_8b07c91c-e125-4f9c-991d-5cfff71e0cad" xlink:href="nly-20221231.xsd#nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisclosureOfRepurchaseAgreementsAbstract_0ca804f4-247d-432c-a498-6148ef157c2e" xlink:to="loc_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset_8b07c91c-e125-4f9c-991d-5cfff71e0cad" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/negatedLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_1f04e011-85b3-4110-a03c-f1528f83a282" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisclosureOfRepurchaseAgreementsAbstract_0ca804f4-247d-432c-a498-6148ef157c2e" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_1f04e011-85b3-4110-a03c-f1528f83a282" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CAPITALSTOCKScheduleofCommonStockDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#CAPITALSTOCKScheduleofCommonStockDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CAPITALSTOCKScheduleofCommonStockDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityAbstract_9023ae8c-281c-4b47-8532-383eb92c6b09" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesAuthorized_a592c3fc-053a-412b-ab30-c1c17bb7d6ee" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesAuthorized"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_9023ae8c-281c-4b47-8532-383eb92c6b09" xlink:to="loc_us-gaap_CommonStockSharesAuthorized_a592c3fc-053a-412b-ab30-c1c17bb7d6ee" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesIssued_c69ba609-ff69-4955-b7a9-da193b6723cc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesIssued"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_9023ae8c-281c-4b47-8532-383eb92c6b09" xlink:to="loc_us-gaap_CommonStockSharesIssued_c69ba609-ff69-4955-b7a9-da193b6723cc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockSharesOutstanding_01c77442-66b5-42d6-9fc4-26e3716fef1e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockSharesOutstanding"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_9023ae8c-281c-4b47-8532-383eb92c6b09" xlink:to="loc_us-gaap_CommonStockSharesOutstanding_01c77442-66b5-42d6-9fc4-26e3716fef1e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockParOrStatedValuePerShare_953e5667-4415-4a22-a936-2c65963dc68a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockParOrStatedValuePerShare"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_9023ae8c-281c-4b47-8532-383eb92c6b09" xlink:to="loc_us-gaap_CommonStockParOrStatedValuePerShare_953e5667-4415-4a22-a936-2c65963dc68a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CAPITALSTOCKNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#CAPITALSTOCKNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CAPITALSTOCKNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityAbstract_3949c02d-6866-41a0-a658-9e35d459afbe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfStockByClassTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_3949c02d-6866-41a0-a658-9e35d459afbe" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareRepurchaseProgramAxis_a27c4541-08bc-40ce-a917-0f731957182e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareRepurchaseProgramAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:to="loc_us-gaap_ShareRepurchaseProgramAxis_a27c4541-08bc-40ce-a917-0f731957182e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareRepurchaseProgramDomain_575c72fd-f6e1-469b-ab3c-e73612e114e1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareRepurchaseProgramDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareRepurchaseProgramAxis_a27c4541-08bc-40ce-a917-0f731957182e" xlink:to="loc_us-gaap_ShareRepurchaseProgramDomain_575c72fd-f6e1-469b-ab3c-e73612e114e1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A20192020ShareRepurchaseProgramMember_52d47690-23b2-4db8-b2df-ad2a0fe2c48c" xlink:href="nly-20221231.xsd#nly_A20192020ShareRepurchaseProgramMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareRepurchaseProgramDomain_575c72fd-f6e1-469b-ab3c-e73612e114e1" xlink:to="loc_nly_A20192020ShareRepurchaseProgramMember_52d47690-23b2-4db8-b2df-ad2a0fe2c48c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_A2021ShareRepurchaseProgramMember_9369d08d-27a1-4f80-a7b3-d62385e9e0c1" xlink:href="nly-20221231.xsd#nly_A2021ShareRepurchaseProgramMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareRepurchaseProgramDomain_575c72fd-f6e1-469b-ab3c-e73612e114e1" xlink:to="loc_nly_A2021ShareRepurchaseProgramMember_9369d08d-27a1-4f80-a7b3-d62385e9e0c1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsidiarySaleOfStockAxis_f5ab57d8-d1e9-4e48-aae8-edeb11fa40de" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsidiarySaleOfStockAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:to="loc_us-gaap_SubsidiarySaleOfStockAxis_f5ab57d8-d1e9-4e48-aae8-edeb11fa40de" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockNameOfTransactionDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsidiarySaleOfStockAxis_f5ab57d8-d1e9-4e48-aae8-edeb11fa40de" xlink:to="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PublicOfferingMember_fcee7a6c-7c55-4c3e-86c6-ab924bae91ba" xlink:href="nly-20221231.xsd#nly_PublicOfferingMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:to="loc_nly_PublicOfferingMember_fcee7a6c-7c55-4c3e-86c6-ab924bae91ba" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PublicOfferingAdditionalSharePurchaseOptionMember_c1f9e68c-07b2-4efe-b0f1-36b64d15f79b" xlink:href="nly-20221231.xsd#nly_PublicOfferingAdditionalSharePurchaseOptionMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:to="loc_nly_PublicOfferingAdditionalSharePurchaseOptionMember_c1f9e68c-07b2-4efe-b0f1-36b64d15f79b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_AtthemarketSaleProgramMember_41d93f91-3616-470f-985c-43a8276db234" xlink:href="nly-20221231.xsd#nly_AtthemarketSaleProgramMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SaleOfStockNameOfTransactionDomain_4064765d-91a1-4c94-b1b7-9efa315a4ae3" xlink:to="loc_nly_AtthemarketSaleProgramMember_41d93f91-3616-470f-985c-43a8276db234" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_8d12123d-765d-402c-b244-a18c25d61eda" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:to="loc_us-gaap_StatementClassOfStockAxis_8d12123d-765d-402c-b244-a18c25d61eda" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementClassOfStockAxis_8d12123d-765d-402c-b244-a18c25d61eda" xlink:to="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockMember_d7967e84-371b-4c0b-b867-a959a02022aa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:to="loc_us-gaap_PreferredStockMember_d7967e84-371b-4c0b-b867-a959a02022aa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesFPreferredStockMember_55dbaff6-0824-461f-a797-ebcb219b67fa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesFPreferredStockMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:to="loc_us-gaap_SeriesFPreferredStockMember_55dbaff6-0824-461f-a797-ebcb219b67fa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesGPreferredStockMember_846fcfcb-6b89-4ddd-b79b-fe3f502b02e3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesGPreferredStockMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:to="loc_us-gaap_SeriesGPreferredStockMember_846fcfcb-6b89-4ddd-b79b-fe3f502b02e3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SeriesIPreferredStockMember_9921bee8-284e-4559-b423-ea4b36abbd8d" xlink:href="nly-20221231.xsd#nly_SeriesIPreferredStockMember"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_8bf2b19c-29d7-490d-a733-2770721671dc" xlink:to="loc_nly_SeriesIPreferredStockMember_9921bee8-284e-4559-b423-ea4b36abbd8d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockLineItems"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_10ea5775-3927-49dd-af1c-9610a21f99dd" xlink:to="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1_9f0e096b-828a-40d2-abec-ae4f27dfbfe9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRepurchaseProgramAuthorizedAmount1"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1_9f0e096b-828a-40d2-abec-ae4f27dfbfe9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TreasuryStockSharesAcquired_874c2384-5cdc-43a0-b9c8-687eee5d9490" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TreasuryStockSharesAcquired"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_TreasuryStockSharesAcquired_874c2384-5cdc-43a0-b9c8-687eee5d9490" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction_85e0584e-1a2c-4f50-977c-8934152c3070" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction_85e0584e-1a2c-4f50-977c-8934152c3070" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SaleOfStockConsiderationReceivedOnTransaction_0d5c53b8-072d-463c-a03a-ea53932944a3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SaleOfStockConsiderationReceivedOnTransaction"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_SaleOfStockConsiderationReceivedOnTransaction_0d5c53b8-072d-463c-a03a-ea53932944a3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod_58e95046-afa8-4dc0-9553-f6478c39c6d7" xlink:href="nly-20221231.xsd#nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod_58e95046-afa8-4dc0-9553-f6478c39c6d7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SaleofStockOfferingPrice_4b43962a-6004-4357-b49c-fae53346d8ba" xlink:href="nly-20221231.xsd#nly_SaleofStockOfferingPrice"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_nly_SaleofStockOfferingPrice_4b43962a-6004-4357-b49c-fae53346d8ba" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockParOrStatedValuePerShare_74be2433-4bdc-48a9-bdba-23942a1cdf0c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockParOrStatedValuePerShare"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_PreferredStockParOrStatedValuePerShare_74be2433-4bdc-48a9-bdba-23942a1cdf0c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockRedemptionPricePerShare_ab943748-6e28-42e6-ba65-fd82f20e64c3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockRedemptionPricePerShare"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_PreferredStockRedemptionPricePerShare_ab943748-6e28-42e6-ba65-fd82f20e64c3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased_7f6ce7d5-f21e-44fa-8166-b4dba213d8ca" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased_7f6ce7d5-f21e-44fa-8166-b4dba213d8ca" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendRatePercentage_54c8315b-9388-4a44-af02-eae2f4dbc9d3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendRatePercentage"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_41293854-3cb5-4125-bed6-ff3567d2740e" xlink:to="loc_us-gaap_PreferredStockDividendRatePercentage_54c8315b-9388-4a44-af02-eae2f4dbc9d3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#CAPITALSTOCKScheduleofPreferredStockDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityAbstract_0a7d55a0-3342-435f-bf2f-385cffcdb849" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_8287b60a-8c1a-4bae-bf6b-52d9750ebd6c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfStockByClassTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_0a7d55a0-3342-435f-bf2f-385cffcdb849" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_8287b60a-8c1a-4bae-bf6b-52d9750ebd6c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_ddde1351-ed15-4de8-b20c-955fbe303649" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_8287b60a-8c1a-4bae-bf6b-52d9750ebd6c" xlink:to="loc_us-gaap_StatementClassOfStockAxis_ddde1351-ed15-4de8-b20c-955fbe303649" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementClassOfStockAxis_ddde1351-ed15-4de8-b20c-955fbe303649" xlink:to="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesFPreferredStockMember_8f8c8e12-0ce5-4bb7-a964-ec669ceb5529" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesFPreferredStockMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:to="loc_us-gaap_SeriesFPreferredStockMember_8f8c8e12-0ce5-4bb7-a964-ec669ceb5529" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesGPreferredStockMember_61292c78-49cc-4f92-a3fb-4bbb6c961abe" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesGPreferredStockMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:to="loc_us-gaap_SeriesGPreferredStockMember_61292c78-49cc-4f92-a3fb-4bbb6c961abe" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SeriesIPreferredStockMember_021d6c9a-d196-4d47-b14c-8334256a151d" xlink:href="nly-20221231.xsd#nly_SeriesIPreferredStockMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_45c073af-865d-4e82-8c3d-94c70e0df7a2" xlink:to="loc_nly_SeriesIPreferredStockMember_021d6c9a-d196-4d47-b14c-8334256a151d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_8287b60a-8c1a-4bae-bf6b-52d9750ebd6c" xlink:to="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesAuthorized_9b8e1066-8e01-4b70-903f-138136ba8a30" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesAuthorized"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockSharesAuthorized_9b8e1066-8e01-4b70-903f-138136ba8a30" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesIssued_c9ffd57c-da1c-4b7f-b1dc-790577895bb7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesIssued"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockSharesIssued_c9ffd57c-da1c-4b7f-b1dc-790577895bb7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockSharesOutstanding_7c475ee9-e837-4d55-8944-79fe767c79bf" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockSharesOutstanding"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockSharesOutstanding_7c475ee9-e837-4d55-8944-79fe767c79bf" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockValue_f9bb70d2-41c3-4067-8e6f-670210ee0267" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockValue"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockValue_f9bb70d2-41c3-4067-8e6f-670210ee0267" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendRatePercentage_3ea91071-d25d-401d-af76-3bc1713e138a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendRatePercentage"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_us-gaap_PreferredStockDividendRatePercentage_3ea91071-d25d-401d-af76-3bc1713e138a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PreferredStockDividendRatePercentageBasisSpread_458d568d-ce58-42cd-9fe6-6468ec0ed84f" xlink:href="nly-20221231.xsd#nly_PreferredStockDividendRatePercentageBasisSpread"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockLineItems_97fe3714-9e5f-43c1-86b4-0d836281597d" xlink:to="loc_nly_PreferredStockDividendRatePercentageBasisSpread_458d568d-ce58-42cd-9fe6-6468ec0ed84f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#CAPITALSTOCKSummaryofDividendDistributionActivityDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EquityAbstract_88e48e82-438b-4c90-b928-09f39b97e1d9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EquityAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableTable_e92d032d-8d6b-4dfd-9e7d-8b8ee66e0a6c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EquityAbstract_88e48e82-438b-4c90-b928-09f39b97e1d9" xlink:to="loc_us-gaap_DividendsPayableTable_e92d032d-8d6b-4dfd-9e7d-8b8ee66e0a6c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_StatementClassOfStockAxis_74fc88e3-8838-4f3c-a1ad-8c1e52dce3fc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_StatementClassOfStockAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableTable_e92d032d-8d6b-4dfd-9e7d-8b8ee66e0a6c" xlink:to="loc_us-gaap_StatementClassOfStockAxis_74fc88e3-8838-4f3c-a1ad-8c1e52dce3fc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ClassOfStockDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_StatementClassOfStockAxis_74fc88e3-8838-4f3c-a1ad-8c1e52dce3fc" xlink:to="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesFPreferredStockMember_4c4fccb1-2346-46a1-b537-21c6cc62da39" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesFPreferredStockMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:to="loc_us-gaap_SeriesFPreferredStockMember_4c4fccb1-2346-46a1-b537-21c6cc62da39" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SeriesGPreferredStockMember_85602d12-ecf5-4542-82b0-a44229850013" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SeriesGPreferredStockMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:to="loc_us-gaap_SeriesGPreferredStockMember_85602d12-ecf5-4542-82b0-a44229850013" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_SeriesIPreferredStockMember_056a8174-17cc-4f8c-8088-022dd554cbd4" xlink:href="nly-20221231.xsd#nly_SeriesIPreferredStockMember"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ClassOfStockDomain_c21990b0-11c4-4cc9-a1e3-431dd6ecb5df" xlink:to="loc_nly_SeriesIPreferredStockMember_056a8174-17cc-4f8c-8088-022dd554cbd4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPayableLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableTable_e92d032d-8d6b-4dfd-9e7d-8b8ee66e0a6c" xlink:to="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsCommonStockCash_12452318-e1a3-452d-ad38-c5e6ce3847c8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsCommonStockCash"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_DividendsCommonStockCash_12452318-e1a3-452d-ad38-c5e6ce3847c8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockDividendsPerShareDeclared_b2b76fca-f108-4ada-85fb-437842e59547" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockDividendsPerShareDeclared"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_CommonStockDividendsPerShareDeclared_b2b76fca-f108-4ada-85fb-437842e59547" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentsOfDividendsCommonStock_7daf56da-824f-45bd-96ae-34039186eb5a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentsOfDividendsCommonStock"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_PaymentsOfDividendsCommonStock_7daf56da-824f-45bd-96ae-34039186eb5a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_CommonStockDividendsPerShareCashPaid_5ea7be3d-8509-442a-ac3c-42311a8397fd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_CommonStockDividendsPerShareCashPaid"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_CommonStockDividendsPerShareCashPaid_5ea7be3d-8509-442a-ac3c-42311a8397fd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DividendsPreferredStockCash_9d02733c-f636-4f78-8a89-5dfcb97163f1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DividendsPreferredStockCash"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_DividendsPreferredStockCash_9d02733c-f636-4f78-8a89-5dfcb97163f1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendsPerShareDeclared_7efe4c51-ac8e-4b36-93a3-c65080b56c3a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendsPerShareDeclared"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_us-gaap_PreferredStockDividendsPerShareDeclared_7efe4c51-ac8e-4b36-93a3-c65080b56c3a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommonStockDividendsTaxableOrdinaryIncomePercent_ba69de79-de9a-4340-906a-4590c0ae1904" xlink:href="nly-20221231.xsd#nly_CommonStockDividendsTaxableOrdinaryIncomePercent"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_CommonStockDividendsTaxableOrdinaryIncomePercent_ba69de79-de9a-4340-906a-4590c0ae1904" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommonStockDividendsTaxableReturnOfCapitalPercent_2e4e9baf-895c-429b-a072-b2c3e3d5f380" xlink:href="nly-20221231.xsd#nly_CommonStockDividendsTaxableReturnOfCapitalPercent"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_CommonStockDividendsTaxableReturnOfCapitalPercent_2e4e9baf-895c-429b-a072-b2c3e3d5f380" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_CommonStockDividendsPerShareTaxable_846cc2e7-6d8a-47dd-9d70-03910468899a" xlink:href="nly-20221231.xsd#nly_CommonStockDividendsPerShareTaxable"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_CommonStockDividendsPerShareTaxable_846cc2e7-6d8a-47dd-9d70-03910468899a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent_e7f84c4c-61c6-4b30-8f22-6b1be64c1f08" xlink:href="nly-20221231.xsd#nly_PreferredStockDividendsTaxableOrdinaryIncomePercent"/>
    <link:presentationArc order="10" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent_e7f84c4c-61c6-4b30-8f22-6b1be64c1f08" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent_6f75b8dc-f36a-4920-94d5-1375083a3574" xlink:href="nly-20221231.xsd#nly_PreferredStockDividendsTaxableReturnOfCapitalPercent"/>
    <link:presentationArc order="11" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DividendsPayableLineItems_bac0e2c9-c337-4324-826b-965e3b1d5900" xlink:to="loc_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent_6f75b8dc-f36a-4920-94d5-1375083a3574" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract_55cb37ce-86ca-4cfd-9aa2-bc0367664007" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract_55cb37ce-86ca-4cfd-9aa2-bc0367664007" xlink:to="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PlanNameAxis_c9e6b499-2e3e-4ae9-991a-bf04be108cb6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PlanNameAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:to="loc_us-gaap_PlanNameAxis_c9e6b499-2e3e-4ae9-991a-bf04be108cb6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PlanNameDomain_1b31ae44-0e85-41a4-8f99-aee073de55f1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PlanNameDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PlanNameAxis_c9e6b499-2e3e-4ae9-991a-bf04be108cb6" xlink:to="loc_us-gaap_PlanNameDomain_1b31ae44-0e85-41a4-8f99-aee073de55f1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_EquityIncentivePlan2020Member_a55bf4cd-43f3-4c28-80e4-de8c009f4958" xlink:href="nly-20221231.xsd#nly_EquityIncentivePlan2020Member"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_PlanNameDomain_1b31ae44-0e85-41a4-8f99-aee073de55f1" xlink:to="loc_nly_EquityIncentivePlan2020Member_a55bf4cd-43f3-4c28-80e4-de8c009f4958" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AwardTypeAxis_a434e560-f647-4970-a1f6-7c1c5a1dc28a" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AwardTypeAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:to="loc_us-gaap_AwardTypeAxis_a434e560-f647-4970-a1f6-7c1c5a1dc28a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_0e218ebf-ae0f-4111-98b2-0f7cadbd9d12" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_AwardTypeAxis_a434e560-f647-4970-a1f6-7c1c5a1dc28a" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_0e218ebf-ae0f-4111-98b2-0f7cadbd9d12" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PerformanceSharesMember_d28e05f9-a03c-4eb8-b541-e78f07f9014b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PerformanceSharesMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_0e218ebf-ae0f-4111-98b2-0f7cadbd9d12" xlink:to="loc_us-gaap_PerformanceSharesMember_d28e05f9-a03c-4eb8-b541-e78f07f9014b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_2e080984-5b06-481c-8f71-9adb42cc6c6d" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:to="loc_srt_RangeAxis_2e080984-5b06-481c-8f71-9adb42cc6c6d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_b8540931-186a-4cab-bfe7-d37c6d5d1481" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeAxis_2e080984-5b06-481c-8f71-9adb42cc6c6d" xlink:to="loc_srt_RangeMember_b8540931-186a-4cab-bfe7-d37c6d5d1481" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_d47cc3d3-29e1-4ce3-8b91-8eef9b73d762" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_b8540931-186a-4cab-bfe7-d37c6d5d1481" xlink:to="loc_srt_MinimumMember_d47cc3d3-29e1-4ce3-8b91-8eef9b73d762" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_4baf289c-d26e-42cb-a1e6-105999724fb8" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_b8540931-186a-4cab-bfe7-d37c6d5d1481" xlink:to="loc_srt_MaximumMember_4baf289c-d26e-42cb-a1e6-105999724fb8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_0252e3fa-3532-43ee-9561-1e1b9fc5f6f8" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized_6ced7be6-8517-46fd-8606-442a1807499d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized_6ced7be6-8517-46fd-8606-442a1807499d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage_6d779702-b91e-45ba-a778-19b647824917" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage_6d779702-b91e-45ba-a778-19b647824917" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1_ac3e1165-b3a6-494f-843b-b13db5c0a577" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1_ac3e1165-b3a6-494f-843b-b13db5c0a577" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EmployeeBenefitsAndShareBasedCompensation_769d4dd3-53b3-4cdc-b3ad-530387423707" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EmployeeBenefitsAndShareBasedCompensation"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_EmployeeBenefitsAndShareBasedCompensation_769d4dd3-53b3-4cdc-b3ad-530387423707" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized_bcb4cc19-4f62-448b-ad07-c2a58a73486e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized_bcb4cc19-4f62-448b-ad07-c2a58a73486e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1_1697edc6-bd91-4230-83fd-ab10651944e7" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_c6029032-5a11-4f82-80a7-c3d51e9b3212" xlink:to="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1_1697edc6-bd91-4230-83fd-ab10651944e7" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_BankingAndThriftInterestAbstract_7794df06-edfc-4830-8686-6e61690052c2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_BankingAndThriftInterestAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeAbstract_14aa4703-87b4-4307-99e9-24b4b2d0ef09" xlink:href="nly-20221231.xsd#nly_InterestIncomeAbstract"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_BankingAndThriftInterestAbstract_7794df06-edfc-4830-8686-6e61690052c2" xlink:to="loc_nly_InterestIncomeAbstract_14aa4703-87b4-4307-99e9-24b4b2d0ef09" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeAgencySecurityLoans_8e01c064-cac0-451b-8dcf-36c2b2a87897" xlink:href="nly-20221231.xsd#nly_InterestIncomeAgencySecurityLoans"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_InterestIncomeAbstract_14aa4703-87b4-4307-99e9-24b4b2d0ef09" xlink:to="loc_nly_InterestIncomeAgencySecurityLoans_8e01c064-cac0-451b-8dcf-36c2b2a87897" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures_1efb9a7d-711a-49da-ba87-bdb2bb7e4f13" xlink:href="nly-20221231.xsd#nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_InterestIncomeAbstract_14aa4703-87b4-4307-99e9-24b4b2d0ef09" xlink:to="loc_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures_1efb9a7d-711a-49da-ba87-bdb2bb7e4f13" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeResidentialMortgageLoans_11cc9981-daf3-4f74-9311-adfac2c1d0cd" xlink:href="nly-20221231.xsd#nly_InterestIncomeResidentialMortgageLoans"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_InterestIncomeAbstract_14aa4703-87b4-4307-99e9-24b4b2d0ef09" xlink:to="loc_nly_InterestIncomeResidentialMortgageLoans_11cc9981-daf3-4f74-9311-adfac2c1d0cd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity_e830d5e4-f92f-4d23-8135-5f57b099ede9" xlink:href="nly-20221231.xsd#nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_InterestIncomeAbstract_14aa4703-87b4-4307-99e9-24b4b2d0ef09" xlink:to="loc_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity_e830d5e4-f92f-4d23-8135-5f57b099ede9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell_f29922e6-7586-4465-aab7-edf5dde83fef" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_InterestIncomeAbstract_14aa4703-87b4-4307-99e9-24b4b2d0ef09" xlink:to="loc_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell_f29922e6-7586-4465-aab7-edf5dde83fef" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeOperating_7d427b69-8198-479c-9781-7dac796ecbaa" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeOperating"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_InterestIncomeAbstract_14aa4703-87b4-4307-99e9-24b4b2d0ef09" xlink:to="loc_us-gaap_InterestIncomeOperating_7d427b69-8198-479c-9781-7dac796ecbaa" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpenseAbstract_b81b3d81-7010-45b4-b767-998a80c8845d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpenseAbstract"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_BankingAndThriftInterestAbstract_7794df06-edfc-4830-8686-6e61690052c2" xlink:to="loc_us-gaap_InterestExpenseAbstract_b81b3d81-7010-45b4-b767-998a80c8845d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestPaidOnRepurchaseAgreements_0c1d4013-ee0e-404e-8956-147c2f952b02" xlink:href="nly-20221231.xsd#nly_InterestPaidOnRepurchaseAgreements"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InterestExpenseAbstract_b81b3d81-7010-45b4-b767-998a80c8845d" xlink:to="loc_nly_InterestPaidOnRepurchaseAgreements_0c1d4013-ee0e-404e-8956-147c2f952b02" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie_5f175aee-47a5-4917-8015-863e34bf65fc" xlink:href="nly-20221231.xsd#nly_InterestExpenseSecuritizedDebtOfConsolidatedVie"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InterestExpenseAbstract_b81b3d81-7010-45b4-b767-998a80c8845d" xlink:to="loc_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie_5f175aee-47a5-4917-8015-863e34bf65fc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_InterestExpenseParticipationSold_aa52ae9e-db1f-4644-8ad0-804a53d3bdec" xlink:href="nly-20221231.xsd#nly_InterestExpenseParticipationSold"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InterestExpenseAbstract_b81b3d81-7010-45b4-b767-998a80c8845d" xlink:to="loc_nly_InterestExpenseParticipationSold_aa52ae9e-db1f-4644-8ad0-804a53d3bdec" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpenseOther_be9bd277-2ee0-402f-a6ae-cba381ad4363" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpenseOther"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InterestExpenseAbstract_b81b3d81-7010-45b4-b767-998a80c8845d" xlink:to="loc_us-gaap_InterestExpenseOther_be9bd277-2ee0-402f-a6ae-cba381ad4363" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestExpense_870ec129-dc03-48d3-b4c9-1511ab602283" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestExpense"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_InterestExpenseAbstract_b81b3d81-7010-45b4-b767-998a80c8845d" xlink:to="loc_us-gaap_InterestExpense_870ec129-dc03-48d3-b4c9-1511ab602283" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_InterestIncomeExpenseNet_d2a1e726-8655-46b4-b6d1-cb55471bb560" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_InterestIncomeExpenseNet"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_BankingAndThriftInterestAbstract_7794df06-edfc-4830-8686-6e61690052c2" xlink:to="loc_us-gaap_InterestIncomeExpenseNet_d2a1e726-8655-46b4-b6d1-cb55471bb560" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ProfitLoss_0b49d9a8-99bc-406d-a696-3d4338569d85" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ProfitLoss"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:to="loc_us-gaap_ProfitLoss_0b49d9a8-99bc-406d-a696-3d4338569d85" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_d996826e-5740-4454-a715-0d8b781029ac" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAttributableToNoncontrollingInterest"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:to="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_d996826e-5740-4454-a715-0d8b781029ac" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLoss_4e9d4fd1-81eb-4f00-8ae7-c755809caa14" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLoss"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:to="loc_us-gaap_NetIncomeLoss_4e9d4fd1-81eb-4f00-8ae7-c755809caa14" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments_bfa81867-b075-42b8-a8cc-df8f7e482b32" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PreferredStockDividendsAndOtherAdjustments"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:to="loc_us-gaap_PreferredStockDividendsAndOtherAdjustments_bfa81867-b075-42b8-a8cc-df8f7e482b32" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_267d115d-a057-44fb-8101-db08a48a80eb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:to="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_267d115d-a057-44fb-8101-db08a48a80eb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_fa9d1365-d79c-4442-ad0e-2628dc7c6954" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingBasic"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_fa9d1365-d79c-4442-ad0e-2628dc7c6954" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/verboseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_7c632771-5ecf-488c-8921-75d799cbe40c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:to="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_7c632771-5ecf-488c-8921-75d799cbe40c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_ab5fa6c6-90b7-4507-a2b5-f8f32742f610" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:to="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_ab5fa6c6-90b7-4507-a2b5-f8f32742f610" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_EPSBasicAndDilutedAbstract_53df24ff-daba-462c-880c-d1759ce1866e" xlink:href="nly-20221231.xsd#nly_EPSBasicAndDilutedAbstract"/>
    <link:presentationArc order="9" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_a46d1da6-929e-4b95-87d7-3192c09b8664" xlink:to="loc_nly_EPSBasicAndDilutedAbstract_53df24ff-daba-462c-880c-d1759ce1866e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareBasic_bd0565a5-fc1a-4f12-9e29-af5dacfdee9d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareBasic"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_EPSBasicAndDilutedAbstract_53df24ff-daba-462c-880c-d1759ce1866e" xlink:to="loc_us-gaap_EarningsPerShareBasic_bd0565a5-fc1a-4f12-9e29-af5dacfdee9d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareDiluted_b52e9317-91da-486f-8598-8601f65de90e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareDiluted"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_EPSBasicAndDilutedAbstract_53df24ff-daba-462c-880c-d1759ce1866e" xlink:to="loc_us-gaap_EarningsPerShareDiluted_b52e9317-91da-486f-8598-8601f65de90e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARENarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#NETINCOMELOSSPERCOMMONSHARENarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARENarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_EarningsPerShareAbstract_168a87a9-9d6d-487e-9243-3403454a1bf4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_EarningsPerShareAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_f3649536-eb54-4f22-acb4-3aeb4169c644" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_EarningsPerShareAbstract_168a87a9-9d6d-487e-9243-3403454a1bf4" xlink:to="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_f3649536-eb54-4f22-acb4-3aeb4169c644" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/INCOMETAXESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#INCOMETAXESNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/INCOMETAXESNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxDisclosureAbstract_b069c3e2-1e52-47aa-8005-f19df1179a2f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxDisclosureAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_IncomeTaxesTable_8e6c066d-9a88-4548-a7c0-02d7cd312306" xlink:href="nly-20221231.xsd#nly_IncomeTaxesTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_IncomeTaxDisclosureAbstract_b069c3e2-1e52-47aa-8005-f19df1179a2f" xlink:to="loc_nly_IncomeTaxesTable_8e6c066d-9a88-4548-a7c0-02d7cd312306" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LegalEntityAxis_9061c078-1c8c-49b1-b658-968f688e9a6c" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LegalEntityAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_IncomeTaxesTable_8e6c066d-9a88-4548-a7c0-02d7cd312306" xlink:to="loc_dei_LegalEntityAxis_9061c078-1c8c-49b1-b658-968f688e9a6c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_9ef3f5ff-4401-4272-bfd4-87016acb60df" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_LegalEntityAxis_9061c078-1c8c-49b1-b658-968f688e9a6c" xlink:to="loc_dei_EntityDomain_9ef3f5ff-4401-4272-bfd4-87016acb60df" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_TaxableREITSubsidiaryMember_d01eb943-a443-41f3-85d7-c15cff82560a" xlink:href="nly-20221231.xsd#nly_TaxableREITSubsidiaryMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_EntityDomain_9ef3f5ff-4401-4272-bfd4-87016acb60df" xlink:to="loc_nly_TaxableREITSubsidiaryMember_d01eb943-a443-41f3-85d7-c15cff82560a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_IncomeTaxesLineItems_f84a6d89-4cd4-42be-bef0-66f113d2ef41" xlink:href="nly-20221231.xsd#nly_IncomeTaxesLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_IncomeTaxesTable_8e6c066d-9a88-4548-a7c0-02d7cd312306" xlink:to="loc_nly_IncomeTaxesLineItems_f84a6d89-4cd4-42be-bef0-66f113d2ef41" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit_7254b554-8902-4ae7-94e0-5beb59f052e8" xlink:href="nly-20221231.xsd#nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_IncomeTaxesLineItems_f84a6d89-4cd4-42be-bef0-66f113d2ef41" xlink:to="loc_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit_7254b554-8902-4ae7-94e0-5beb59f052e8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_IncomeTaxExpenseBenefit_1eafcd3f-43e6-4b59-8982-700e70d475a6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_IncomeTaxExpenseBenefit"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_nly_IncomeTaxesLineItems_f84a6d89-4cd4-42be-bef0-66f113d2ef41" xlink:to="loc_us-gaap_IncomeTaxExpenseBenefit_1eafcd3f-43e6-4b59-8982-700e70d475a6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#RELATEDPARTYTRANSACTIONSNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionsAbstract_a1170947-df18-412a-9175-ae7ae63ed0b5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_7b71178e-4d80-409c-a0ee-946fb967cf30" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionsAbstract_a1170947-df18-412a-9175-ae7ae63ed0b5" xlink:to="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_7b71178e-4d80-409c-a0ee-946fb967cf30" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionAxis_25972c06-dd0c-4fe5-be94-25577e46c11e" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_7b71178e-4d80-409c-a0ee-946fb967cf30" xlink:to="loc_us-gaap_RelatedPartyTransactionAxis_25972c06-dd0c-4fe5-be94-25577e46c11e" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionDomain_e005fbba-b6fb-4926-906a-13a0f3c4753b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionAxis_25972c06-dd0c-4fe5-be94-25577e46c11e" xlink:to="loc_us-gaap_RelatedPartyTransactionDomain_e005fbba-b6fb-4926-906a-13a0f3c4753b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_ManagementAgreementMember_b37b067f-ef53-4e40-a412-66836518010a" xlink:href="nly-20221231.xsd#nly_ManagementAgreementMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionDomain_e005fbba-b6fb-4926-906a-13a0f3c4753b" xlink:to="loc_nly_ManagementAgreementMember_b37b067f-ef53-4e40-a412-66836518010a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_RelatedPartyTransactionLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_7b71178e-4d80-409c-a0ee-946fb967cf30" xlink:to="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TemporaryEquityRedemptionPricePerShare_8024bad0-f44f-40fc-8abb-5ac0987500b8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TemporaryEquityRedemptionPricePerShare"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_us-gaap_TemporaryEquityRedemptionPricePerShare_8024bad0-f44f-40fc-8abb-5ac0987500b8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee_c498975c-5b27-4134-9940-a059bb2cdd42" xlink:href="nly-20221231.xsd#nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee_c498975c-5b27-4134-9940-a059bb2cdd42" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee_ca84fbc1-cac7-4f26-85f5-41f0b814984a" xlink:href="nly-20221231.xsd#nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee_ca84fbc1-cac7-4f26-85f5-41f0b814984a" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LaborAndRelatedExpense_c6a36711-8b11-4259-bde8-cb36f3386ecb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LaborAndRelatedExpense"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_us-gaap_LaborAndRelatedExpense_c6a36711-8b11-4259-bde8-cb36f3386ecb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_PaymentForManagementFee_db773fbd-0f0d-40cf-b6fa-a6247da78452" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_PaymentForManagementFee"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_us-gaap_PaymentForManagementFee_db773fbd-0f0d-40cf-b6fa-a6247da78452" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee_79dab746-3e40-4e51-a376-f743bbbd5db3" xlink:href="nly-20221231.xsd#nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_6c1aff78-c81d-448c-b0ac-a104ac2290bd" xlink:to="loc_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee_79dab746-3e40-4e51-a376-f743bbbd5db3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeasesAbstract_4eb50570-0eff-431d-b886-3786b1978ef2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LeasesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeLeaseDescriptionTable_6db1ed21-ac6d-4c1c-9537-f297561958f0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeLeaseDescriptionTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_4eb50570-0eff-431d-b886-3786b1978ef2" xlink:to="loc_us-gaap_LesseeLeaseDescriptionTable_6db1ed21-ac6d-4c1c-9537-f297561958f0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeAxis_df2d3cc6-6dd0-4628-bf37-3c2d45f35717" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LesseeLeaseDescriptionTable_6db1ed21-ac6d-4c1c-9537-f297561958f0" xlink:to="loc_srt_RangeAxis_df2d3cc6-6dd0-4628-bf37-3c2d45f35717" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_RangeMember_71681960-a1f5-495c-9f9c-90c424efd62d" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_RangeMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeAxis_df2d3cc6-6dd0-4628-bf37-3c2d45f35717" xlink:to="loc_srt_RangeMember_71681960-a1f5-495c-9f9c-90c424efd62d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MinimumMember_4f485055-5456-4a5d-9bbf-76363f5c52e8" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MinimumMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_71681960-a1f5-495c-9f9c-90c424efd62d" xlink:to="loc_srt_MinimumMember_4f485055-5456-4a5d-9bbf-76363f5c52e8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_MaximumMember_ffc97c2d-6a82-4012-9008-66626f5dbab5" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_MaximumMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_RangeMember_71681960-a1f5-495c-9f9c-90c424efd62d" xlink:to="loc_srt_MaximumMember_ffc97c2d-6a82-4012-9008-66626f5dbab5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeLeaseDescriptionLineItems"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LesseeLeaseDescriptionTable_6db1ed21-ac6d-4c1c-9537-f297561958f0" xlink:to="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseCost_e8ddfc5c-bb79-4993-b514-92d0a495094f" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseCost"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:to="loc_us-gaap_OperatingLeaseCost_e8ddfc5c-bb79-4993-b514-92d0a495094f" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OperatingLeaseRemainingLeaseTerm_fffaa532-f6a6-4847-91cc-ba994163d9d0" xlink:href="nly-20221231.xsd#nly_OperatingLeaseRemainingLeaseTerm"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:to="loc_nly_OperatingLeaseRemainingLeaseTerm_fffaa532-f6a6-4847-91cc-ba994163d9d0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseRenewalTerm_b13afbc6-3027-4bc9-b6f4-3458ecf934b3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseRenewalTerm"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:to="loc_us-gaap_LesseeOperatingLeaseRenewalTerm_b13afbc6-3027-4bc9-b6f4-3458ecf934b3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LossContingencyAccrualAtCarryingValue_c5563bbc-e8f1-4063-8a68-00e5c414acc4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LossContingencyAccrualAtCarryingValue"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LesseeLeaseDescriptionLineItems_3aeec261-a072-4cd5-8b08-0293ca16f97d" xlink:to="loc_us-gaap_LossContingencyAccrualAtCarryingValue_c5563bbc-e8f1-4063-8a68-00e5c414acc4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeasesAbstract_7c3ccdf6-2030-4881-9c20-9c8f8b80b40b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LeasesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList_23e1f7c1-2b5d-4b58-b464-4d61b01089d1" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_7c3ccdf6-2030-4881-9c20-9c8f8b80b40b" xlink:to="loc_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList_23e1f7c1-2b5d-4b58-b464-4d61b01089d1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseRightOfUseAsset_ab1c588a-41cf-4c4b-9ccf-fd9c6afaa74c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseRightOfUseAsset"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_7c3ccdf6-2030-4881-9c20-9c8f8b80b40b" xlink:to="loc_us-gaap_OperatingLeaseRightOfUseAsset_ab1c588a-41cf-4c4b-9ccf-fd9c6afaa74c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList_fd6ee80e-e532-42f0-83bf-274614a7acc3" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_7c3ccdf6-2030-4881-9c20-9c8f8b80b40b" xlink:to="loc_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList_fd6ee80e-e532-42f0-83bf-274614a7acc3" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseLiability_c1fc5bbe-e345-41df-b4e9-3026387466b5" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseLiability"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_7c3ccdf6-2030-4881-9c20-9c8f8b80b40b" xlink:to="loc_us-gaap_OperatingLeaseLiability_c1fc5bbe-e345-41df-b4e9-3026387466b5" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1_18455d4b-c679-46fa-90a1-202636b881b4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_7c3ccdf6-2030-4881-9c20-9c8f8b80b40b" xlink:to="loc_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1_18455d4b-c679-46fa-90a1-202636b881b4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent_fa465703-a54c-4828-949f-4fd6df9e9ce2" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_7c3ccdf6-2030-4881-9c20-9c8f8b80b40b" xlink:to="loc_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent_fa465703-a54c-4828-949f-4fd6df9e9ce2" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeasePayments_06e3fbbc-d32b-41b4-9c3b-e12da3f55cdb" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeasePayments"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_7c3ccdf6-2030-4881-9c20-9c8f8b80b40b" xlink:to="loc_us-gaap_OperatingLeasePayments_06e3fbbc-d32b-41b4-9c3b-e12da3f55cdb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LeasesAbstract_f5a99958-c212-41b7-8f93-eb95fb0b3051" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LeasesAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths_92f5fea2-55fa-4579-b8eb-a0015c354658" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_f5a99958-c212-41b7-8f93-eb95fb0b3051" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths_92f5fea2-55fa-4579-b8eb-a0015c354658" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo_4ff91718-715e-4ad2-8bd0-f484199bf7bc" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_f5a99958-c212-41b7-8f93-eb95fb0b3051" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo_4ff91718-715e-4ad2-8bd0-f484199bf7bc" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree_1097d9b1-7efd-496e-ad45-aa789e5a7b7c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_f5a99958-c212-41b7-8f93-eb95fb0b3051" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree_1097d9b1-7efd-496e-ad45-aa789e5a7b7c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour_07f2bed9-25e5-4c62-85cd-43d812eb773b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_f5a99958-c212-41b7-8f93-eb95fb0b3051" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour_07f2bed9-25e5-4c62-85cd-43d812eb773b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive_80e341e5-ab6f-4cf6-a369-c5748423044d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_f5a99958-c212-41b7-8f93-eb95fb0b3051" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive_80e341e5-ab6f-4cf6-a369-c5748423044d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_61d92896-4796-4c60-81a2-9c6e2e430db9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_f5a99958-c212-41b7-8f93-eb95fb0b3051" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue_61d92896-4796-4c60-81a2-9c6e2e430db9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/totalLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount_2e805f56-44a4-4786-80ec-4f63ab974a4d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_f5a99958-c212-41b7-8f93-eb95fb0b3051" xlink:to="loc_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount_2e805f56-44a4-4786-80ec-4f63ab974a4d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_OperatingLeaseLiability_03d57d19-86d5-479f-b11d-c7b1cbac7147" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_OperatingLeaseLiability"/>
    <link:presentationArc order="8" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LeasesAbstract_f5a99958-c212-41b7-8f93-eb95fb0b3051" xlink:to="loc_us-gaap_OperatingLeaseLiability_03d57d19-86d5-479f-b11d-c7b1cbac7147" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
  <link:roleRef roleURI="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1" xlink:type="simple" xlink:href="nly-20221231.xsd#LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1"/>
  <link:presentationLink xlink:role="http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1" xlink:type="extended"/>
  <link:roleRef roleURI="http://annaly.com/role/SUBSEQUENTEVENTSDetails" xlink:type="simple" xlink:href="nly-20221231.xsd#SUBSEQUENTEVENTSDetails"/>
  <link:presentationLink xlink:role="http://annaly.com/role/SUBSEQUENTEVENTSDetails" xlink:type="extended">
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventsAbstract_cc783bfc-2af2-4cb7-b49f-49890cb01be9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventsAbstract"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTable"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventsAbstract_cc783bfc-2af2-4cb7-b49f-49890cb01be9" xlink:to="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancialInstrumentAxis_2b298d03-d3ba-493b-8f69-5ab82f7f1227" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancialInstrumentAxis"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_us-gaap_FinancialInstrumentAxis_2b298d03-d3ba-493b-8f69-5ab82f7f1227" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_33b5c227-4469-49e2-bb4a-3cf47b89900d" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2b298d03-d3ba-493b-8f69-5ab82f7f1227" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_33b5c227-4469-49e2-bb4a-3cf47b89900d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_ResidentialMortgageMember_69a5b6da-e21e-4cf0-aeab-f35d0c00657c" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_ResidentialMortgageMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_33b5c227-4469-49e2-bb4a-3cf47b89900d" xlink:to="loc_us-gaap_ResidentialMortgageMember_69a5b6da-e21e-4cf0-aeab-f35d0c00657c" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesAxis_b0f92bee-ef87-43bb-b709-99279c96d735" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesAxis"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_srt_ConsolidatedEntitiesAxis_b0f92bee-ef87-43bb-b709-99279c96d735" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_srt_ConsolidatedEntitiesDomain_8e1819d0-fbd2-4426-af98-235131c00f14" xlink:href="https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd#srt_ConsolidatedEntitiesDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesAxis_b0f92bee-ef87-43bb-b709-99279c96d735" xlink:to="loc_srt_ConsolidatedEntitiesDomain_8e1819d0-fbd2-4426-af98-235131c00f14" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_60cfc88c-4867-49df-8f63-fb5a9bbaa318" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_VariableInterestEntityPrimaryBeneficiaryMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_srt_ConsolidatedEntitiesDomain_8e1819d0-fbd2-4426-af98-235131c00f14" xlink:to="loc_us-gaap_VariableInterestEntityPrimaryBeneficiaryMember_60cfc88c-4867-49df-8f63-fb5a9bbaa318" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_LegalEntityAxis_ed7f7c15-a2b9-4772-a1d0-7e42c391fa54" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_LegalEntityAxis"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_dei_LegalEntityAxis_ed7f7c15-a2b9-4772-a1d0-7e42c391fa54" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_dei_EntityDomain_cd67ac2f-376f-49a3-ae8a-44bf8e0346e6" xlink:href="https://xbrl.sec.gov/dei/2022/dei-2022.xsd#dei_EntityDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_LegalEntityAxis_ed7f7c15-a2b9-4772-a1d0-7e42c391fa54" xlink:to="loc_dei_EntityDomain_cd67ac2f-376f-49a3-ae8a-44bf8e0346e6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022NQM1Member_1e8fb899-37d1-429a-9a2b-bc054689c982" xlink:href="nly-20221231.xsd#nly_OBX2022NQM1Member"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_EntityDomain_cd67ac2f-376f-49a3-ae8a-44bf8e0346e6" xlink:to="loc_nly_OBX2022NQM1Member_1e8fb899-37d1-429a-9a2b-bc054689c982" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_OBX2022INV2Member_3cdbec39-9f8f-476a-bf2e-47fd78a24deb" xlink:href="nly-20221231.xsd#nly_OBX2022INV2Member"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_dei_EntityDomain_cd67ac2f-376f-49a3-ae8a-44bf8e0346e6" xlink:to="loc_nly_OBX2022INV2Member_3cdbec39-9f8f-476a-bf2e-47fd78a24deb" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeAxis_30a68dcf-36c3-48c4-8483-3e9f68659e69" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTypeAxis"/>
    <link:presentationArc order="4" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_us-gaap_SubsequentEventTypeAxis_30a68dcf-36c3-48c4-8483-3e9f68659e69" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventTypeDomain_64194314-c248-47c6-9e95-cb23f515a229" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventTypeAxis_30a68dcf-36c3-48c4-8483-3e9f68659e69" xlink:to="loc_us-gaap_SubsequentEventTypeDomain_64194314-c248-47c6-9e95-cb23f515a229" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventMember_67203c5c-5b25-4557-9a12-063ef1ecfcb9" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventTypeDomain_64194314-c248-47c6-9e95-cb23f515a229" xlink:to="loc_us-gaap_SubsequentEventMember_67203c5c-5b25-4557-9a12-063ef1ecfcb9" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentAxis_758c1bb7-6c94-445c-9a79-f70ef15ace0b" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentAxis"/>
    <link:presentationArc order="5" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_us-gaap_DebtInstrumentAxis_758c1bb7-6c94-445c-9a79-f70ef15ace0b" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_d4e3420b-3267-4039-a9bf-ea9b7688b8e6" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_DebtInstrumentNameDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentAxis_758c1bb7-6c94-445c-9a79-f70ef15ace0b" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_d4e3420b-3267-4039-a9bf-ea9b7688b8e6" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember_88da7185-db99-42c1-834a-c2e3df1c15e1" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsCommittedCreditFacilityMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d4e3420b-3267-4039-a9bf-ea9b7688b8e6" xlink:to="loc_nly_MortgageServicingRightsCommittedCreditFacilityMember_88da7185-db99-42c1-834a-c2e3df1c15e1" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_MortgageServicingRightsIncrementalFacilityMember_404b8cde-ba58-4ef2-bed1-98603b62b7ce" xlink:href="nly-20221231.xsd#nly_MortgageServicingRightsIncrementalFacilityMember"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_d4e3420b-3267-4039-a9bf-ea9b7688b8e6" xlink:to="loc_nly_MortgageServicingRightsIncrementalFacilityMember_404b8cde-ba58-4ef2-bed1-98603b62b7ce" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeAxis_67a7ce0a-101f-4a93-ba2e-1b88505b9ac4" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeAxis"/>
    <link:presentationArc order="6" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_us-gaap_LongtermDebtTypeAxis_67a7ce0a-101f-4a93-ba2e-1b88505b9ac4" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_2165dbd5-6bc6-42ed-984f-1b3a94e70687" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LongtermDebtTypeDomain"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_67a7ce0a-101f-4a93-ba2e-1b88505b9ac4" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_2165dbd5-6bc6-42ed-984f-1b3a94e70687" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditMember_8905ab7d-78ce-4eb9-8a82-7265382121de" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditMember"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_LongtermDebtTypeDomain_2165dbd5-6bc6-42ed-984f-1b3a94e70687" xlink:to="loc_us-gaap_LineOfCreditMember_8905ab7d-78ce-4eb9-8a82-7265382121de" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_SubsequentEventLineItems"/>
    <link:presentationArc order="7" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventTable_8f8c10f1-1389-4c94-aa0c-a3698db69cc8" xlink:to="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_e306a993-fc48-4c4f-b50b-291a959e17a0" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss"/>
    <link:presentationArc order="1" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:to="loc_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss_e306a993-fc48-4c4f-b50b-291a959e17a0" xlink:type="arc" preferredLabel="http://www.xbrl.org/2009/role/netLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease_a9ece49e-3778-44e4-b231-6b75fa36ec5d" xlink:href="nly-20221231.xsd#nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease"/>
    <link:presentationArc order="2" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:to="loc_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease_a9ece49e-3778-44e4-b231-6b75fa36ec5d" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
    <link:loc xlink:type="locator" xlink:label="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_651e72b5-f658-4960-a2b3-49915bd3d387" xlink:href="https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd#us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity"/>
    <link:presentationArc order="3" xlink:arcrole="http://www.xbrl.org/2003/arcrole/parent-child" xlink:from="loc_us-gaap_SubsequentEventLineItems_a9e34022-263d-42db-854a-dc3fea485c62" xlink:to="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_651e72b5-f658-4960-a2b3-49915bd3d387" xlink:type="arc" preferredLabel="http://www.xbrl.org/2003/role/terseLabel"/>
  </link:presentationLink>
</link:linkbase>
</XBRL>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>16
<FILENAME>nly-20221231_g1.jpg
<TEXT>
begin 644 nly-20221231_g1.jpg
M_]C_X  02D9)1@ ! 0$!+ $L  #_[0 L4&AO=&]S:&]P(#,N,  X0DE- ^T
M     ! !+     $  0$L     0 !_^("0$E#0U]04D]&24Q%  $!   ",$%$
M0D4"$   ;6YT<E)'0B!865H@!]  "  + !, ,P [86-S<$%04$P     ;F]N
M90                       /;6  $     TRU!1$)%
M                                               *8W!R=    /P
M   R9&5S8P   3    !K=W1P=    9P    48FMP=    ;     4<E120P
M <0    .9U120P   =0    .8E120P   >0    .<EA96@   ?0    49UA9
M6@   @@    48EA96@   AP    4=&5X=     !#;W!Y<FEG:'0@,C P,"!!
M9&]B92!3>7-T96US($EN8V]R<&]R871E9    &1E<V,         $4%D;V)E
M(%)'0B H,3DY."D
M
M %A96B        #S40 !     1;,6%E:(                     !C=7)V
M          $",P  8W5R=@         ! C,  &-U<G8          0(S  !8
M65H@        G!@  $^E   $_%A96B         TC0  H"P   ^56%E:(
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M"@H*"@H*"@H*"@H*"@H*"@H*"O_  !$( 4$'9 ,!$0 "$0$#$0'_Q  >  $
M @(# 0$!            "0H'" 0%!@," ?_$ &T0  $# @0# P4'"PP+# D$
M P$  @,$!08'"!$)$B$*$S$4(D%1814C,CEQ=K06&C,X0E=8=X&6M1<8&3=#
M4F*1E*'3U"0V4W)T=8*%E='5)C0U1V-SAJ*QLK/%)41DDI.7IL'2)U2#HX2D
MPO_$ !L! 0 " P$!               %!@,$!P(!_\0 1!$!  $" @,,!P<#
M P4! 0$   $" P0%$2$Q!A(305%A<8&1H;'1%"(T4G+!\!46,C,U0N$C4V)#
M@K*2HL+2\20EXO_:  P# 0 "$0,1 #\ G\0$! 0$! 0$! 0$! 0$! 0$!!%1
MVB+B:YG:>9,.Z2]->9%=AR_W2C]U\7WRQ5SH:VCI"XLIJ6.:-W/ Z1S9)'EO
M*_E9%L>61P-LW-Y5:Q.^Q%^G3$:HB=G///H1V/Q%5J(HHG7+#G 9XM&>EPU+
M4VE75%G'>,66?&O.S#5WQ9=Y:RJH+H&\[(143N<]\<S6E@C<X@2=WR;<S@[<
MW09/8C#>D6*8IFG;$1HB8Z.6&+!8JN:^#KG3IV)NE1TL(" @(" @(" @(" @
M(" @(" @(" @(" @((2NT6<03/?#.JFTZ8\E,W<0X6M6$[)2W"]?4[=Y:*6I
MN503*SO)(7-<YL<'<.8TG8.D<[;?8B\;FLNP]6$F_=IBJ:IF(TQIU1T\^E$X
M^_737%%,Z'LN#MQZ[UBG$-JTL:Z\4^455?,RDPKF+5EK2^0]&4UP=T!+CLUM
M1X[N'>;[F08,ZW/Q13.(PL;-M/SCR[.1[PF-FJ=Y<V\J8-4Y)B @(" @(" @
M(" @(" @(" @(" @("#@7:[6RPVRHO-YKX*6CI8'SU5553".*&)@+GO>]QV:
MUH!))Z +[$35.B-IL:\XEXOW#/PG>IK'=M9&#G5$#BUYM]3)5Q;@D':6!CXW
M=1Z'*2IR;-*Z=,6I\/%@G$X>-4U0^%MXR/#&NU6*.EUD848\@GFJG3P,_P#>
MDC:/YU]G)<UB/RI[CTG#S^Z.UVO[+/PU_P -+ 7^FF_ZEX^Q\S_LU=C[Z3A_
M>CM/V6?AK_AI8"_TTW_4GV/F?]FKL/2</[T=I^RS\-?\-+ 7^FF_ZD^Q\S_L
MU=AZ3A_>CM/V6?AK_AI8"_TTW_4GV/F?]FKL/2</[T=I^RS\-?\ #2P%_IIO
M^I/L?,_[-78>DX?WH[3]EGX:_P"&E@+_ $TW_4GV/F?]FKL/2</[T=I^RS\-
M?\-+ 7^FF_ZD^Q\S_LU=AZ3A_>CM<*Z\7WAGV:G%56:S,%O:7!O]B5SIW;_W
ML;'';IX[+U&3YI5.JU+YZ18]Z.UP1QHN%XXAHUB8;W)V&]-5C^<PK[]B9K_:
MGN\STG#^]#.V4V<F5.?6"X,Q<FLQ+-BBQU,CHXKI8KA'4PF1OPHRYA.SAN-V
MGJ-]B%H7;%[#W-Y=IF)Y)9J:J:XTTSIAZQ8GT0$! 0:4\=W5]CS2%H2K;UE/
MB>6S8HQ?B"FP_:[K12\E31,DCEFGFA(ZL>(H'QB0=6&5K@0[E4UD&"MXW'Q%
MR---,:9CP^OY:N,NS9L:8VRB>X>''#U3Z/,>06[-G&U]S%R_K)]KM8K]='U5
M72!Q),]%/,2Z-X)+C$3W<G4$-<1(VWYED.$QMO3;B*:^*8C5UQ'CM1EC&W+4
MZ*ITPL!Y&9VY:ZCLJ[+G5D_BB*\8<Q!2BHMU9&""6]0YCFGJR1C@6.80"'-(
M/@N=W[%W#79M7(T50FZ:HKIBJG9+VBQ/0@(" @(" @(" @(" @(" @(" @("
M @PQGCK]T7::KU+A?/#4MA'#]VIPQU19JF[,DK80X-<TOIHN:5F[7AP)8-P=
M_!;F'R[&XFG?6K<S'+HU=NQCJO6J)T551#PE/QG>&#-*R!FL7#7,]P +X:IH
MWWVZDP@ >TE;'V)FO]J>YX])P_O0[O\ 99^&O^&E@+_33?\ 4O'V/F?]FKL?
M?2</[T=K^4?%:X;]=614=+K2R]$DTH8TSXBCC8"3L.9[]FM'K)( 2<HS.(_)
MJ[#TBQI_'':]+^R)</\ _#GR<_\ F=:OZPL7V;F7]FK_ *9\CTBQ[\=L'[(E
MP_\ \.?)S_YG6K^L)]FYE_9J_P"F?(](L>_';!^R)</_ /#GR<_^9UJ_K"?9
MN9?V:O\ IGR/2+'OQVPXESXD7#YM%#+7U.N#*5\<0W<RES#MLTA^1D<SG.^0
M!>J<LS&9T<#5_P!,GI%CWH[8=-^RS\-?\-+ 7^FF_P"I>_L?,_[-78>DX?WH
M[3]EGX:_X:6 O]--_P!2?8^9_P!FKL/2</[T=KI*CC.\,&&5\#]8N&N9CB"6
M0U3AOOMT(A((]H*]_8F:_P!J>Y\])P_O0RKI\U=:9]5=JJ;QIYSLL&*XZ)X;
M6PVRL!GIAOL#)"[:2,'KLYS0#Z-UJ8G!XK"SHO433]<NQDHN45_AG2R:M9[$
M! 0$! 0$! 0$! 0$! 0$!!&!VASB99@Z8\.6/2II^QA4V/%F*:)URQ'?;9.8
MZJW6SG=''%#(WSHY)I&2;O:0YK(>GV3<6C<WE=O%5U8B[&FFG5$3LF?X^;0Q
M^(FU3%-,ZY:Z<!+BO9KX?U T6D;4?FC=<08:QK-Y/A:OO]?+53VR[./O4#9)
M"Y_=3D=V&$[-E<PCEYG\TGNARBS5AIQ%FF(JIVZ-6F/X:^!Q5>_X.N=.G8G*
M5$2X@(" @(" @(" @(" @(" @(" @(,/Y]:Z]'NF&Z>X>?6HW"F&[D8V/]R*
MVYM=7!CO@O--'S2AIWW#BP#;Y%N8? 8W%4Z;5N9CET:NW8QUW;=N?6F(8]_9
MI>%S^&+AO^2UG]"MC[$S;^U/<\>DX?WH/V:7A<_ABX;_ )+6?T*?8F;?VI[C
MTG#^]#O\-\5/APXLEBBMNM7+F)TT/>,]TL2PT8 V\"ZH+ T^P['V+'5E.9T1
MKLU=43/@^^D6-/XH[7J*/7=H>N$+:N@UDY531.)Y98\P[:YI\0>HGZ[$$+%.
M QT:N"J_Z9\GJ+MJ=<51VNY;JPTLO >W4K@ @C<$8RH=B/\ XJ\>B8K^W5V2
M];ZGE?K]==I;_"6P#^>-#_2IZ)BO[=79)OJ>4_77:6_PEL _GC0_TJ>B8K^W
M5V2;ZGE=4[7!HL83'+J]RO:YI(<QV8%N!!'0C8SKWZ#C>*U5_P!,OG"4:=L=
MK@U7$'T$TD[J:MUNY0Q2L.SXY<RK6UP.V_@9^G1>HR[,)C59J_Z9\GF;]F-M
M4=L/-UW%;X<%OK9:"JUIY>F2%Y:YU/B.*:,D?O7QES7CV@[+)&49G,:8LU=C
MYZ18]Z.UTE1QG>&##*^!^L7#7,QQ!+(:IPWWVZ$0D$>T%>_L3-?[4]SYZ3A_
M>AR<-<8'AHXKQ!1X9LVL/"GE5=.V&G%5)-31E[CL.:6:-C&#?INYP7RK)LTH
MIFJ;4ZGV,18F=$50V58]DS!)&\.:X;M<.H<%&:XEF?1 0$! 0$!!YW,C,S+[
M*'!M;F+FKC>V8=L-MC#Z^[WFM93T\()V',]Y !+B !XDD =2LEJU<O5Q1;C3
M,\4/DU13&F6O]1QG>&##*^!^L7#7,QQ!+(:IPWWVZ$0D$>T%2'V)FO\ :GN8
M?2</[T.5:.,)PR[V)!0:R\',[O;F\LJ):????;;O6-YO#KMOMZ5\G)LTIVV9
M/2+'O1VO66[B+Z +I3P55)K>REY:EC3%'+F+;&2#FVV!8Z8.:[KX$;K#.6YC
M$Z)LU?\ 3/D]1?L3^Z.V'<#7%HJ)Y6ZO\KCUV &8%MW)_P#CKQZ#CO[57_3/
MD]<);Y8=I^NNTM_A+8!_/&A_I5Y]$Q7]NKLE]WU/*?KKM+?X2V ?SQH?Z5/1
M,5_;J[)-]3RN!<=9NCVT3-@NVJW+:ED<.9C*G'5O82/6.:;J-POL8+&3LMU=
MD^1OZ(XW4W3B$:#+*7BZ:ULIX"R/G=$[,6V=X1ZPT3[GPZ;!>XR[,*MEFK_I
MGR>)O68VU1VP\5=N,/PR;-(R&MUE80>7C<&CFFJ!^4QQN _*L\9+FLZXM2\^
MDV/>AQZ7C-\,.KJ(Z6GUB88#Y'!H,K*J-@)];G0@-'M)7W[$S6(T\%)Z3AY_
M=#8C!N-\&9D87H\:9=XNME^L]PC+Z"[V6X1U5+4L!(+HY8RYCQS!S=VDJ-KH
MKM5S37&B8XI\F:)B8TP[I>7T0$! 0$! 0$! 0$! 0$'#KZ^WV:WS76ZUL--2
MTT+I:BHGD#&1,:-W.<X[   ;DE?8B9G1 UOO?&+X95@NU19:_6-A-TU/(62.
MHI)JB,G^#)%&Z-X]K7%25.2YI53IBU+!Z38C]T/Y;>,EPQ+I5-HJ761A5LCP
M=G5'?PL\/2^2)K1^4K[.2YI$:[4]QZ3AY_=#WUMU]:%KU!WULUH93U#1MS&+
M,.VG;<;@$=_T/L*UYR_'TZIM5?\ 3/D]Q=M5;*H[7?\ ZZ[2W^$M@'\\:'^E
M6/T3%?VZNR7K?4\I^NNTM_A+8!_/&A_I4]$Q7]NKLDWU/*X=PUCZ1+.&&[:J
M,N*7G)##4XXH(P[;QVYI>NVZ^Q@L9.RW5V2371'&ZFNU_P"@ZW3"GN6M?*2G
MD+0X,GS'M;"1Z#UG\/'JO<9=F$[+-7_3/D\3>LQ.NJ.UY2X\6KAKVR*::IUH
M8$<*<$O%->!,3MX\H8#S^SEWW]"RQD^9U?Z578^>DV/?CM=5^S2\+G\,7#?\
MEK/Z%>_L3-O[4]SYZ3A_>AD_3YK*TLZK6U?ZWK/;#V*YJ",2UU%:Z\&IIXR>
M42/A?RR-:3T!+0/#9:N)P6+PFCAJ)IT\K)1<MW/P3I936J]B @(" @(" @("
M @(" @(" @(" @(" @(" @ZZ_P!]L^%;)5XDQ!<(:2@M]+)4UU7.[9D$,;2]
M\CCZ &@DE?::9JJWL;38JGZU-2%ZU<ZJ<<:B+U)+_NEOLLUOAF=NZGHF;14L
M/^1 R)GMY=_2NM8'"Q@\)19CBCOX^]6K]SAKLUL=X7Q)?<&XDMV,,+W2:BN=
MJKH:RW5L#^5\$\3P^.1I'@6N:"#[%M5TTUTS15&J6.FJ:9TQQ+6>C747:-6F
MES ^HJRLCC;BJPQ5573PM(935;28JJ%O-N2&5#)HP=_!@7),=AIP>+KLS^V>
M[B[M$K+;KBY;BJ.-E):K((" @(" @(" @(" @(" @(" @(" @(" @K0<<[$?
MU4<5;-RX"!T0AN-NHVL<_F^P6NCA+O8'%A=M_"73\AHWN4VHZ?&5>QWM575X
M-2E,M1-#P(N,O]5\-GT/:K<5-;=8(Q38 Q?<ZO\ X0&X#+;4/>?LP!VBD)\\
M#NSY_)WE'S_)-Y,XK#QJ_=$<7/'-R]O*FL%B]_HMU[>)+FJ>DA 0$! 0$! 0
M$! 0$! 0$! 0$! 0$&'-=VFNZZP-(^.-.%@QS+ANLQ3:F0TMWC:XB.2.:.9L
M<@'4Q2&/NI -SW;W; GHMS 8J,%C*+\TZ8B=G=W>+%=M\+;FC3HTH-[QV=/B
MA6Q\[:+++#=Q$3R(W4>,:1HF .V[>]<P@>GSN57RG=+E56VJ8ZI1$Y=B(Y'A
M\9<#KBG8&A=57/27<ZN,%^SK-?+=7N=R_P "GJ7O^0%H)]2ST9]E-R=5WMB8
M\88YP6*C]O?#"V:NC_5=D71FY9R:;L<X9HP7#R^]86JJ>G/+X[2O8&';T[.6
M]9QN#OZK=R)GFF&&JQ>HUU4RQNMMA$! 0$!!EO)?0?K-U$VR*^Y*Z9,:8@ML
MSPV&[T=AF%$]WJ%2\-B]()\[IZ5I7\PP.&JT7+D1/)IU]FUL48>]<_#3+8+"
M?9Y>*9B0Q^ZF2MGL;7[;NNV,K>[DWW\13RRG^;T^O?:.KW2951LKF>B)^>AG
MC 8B=L1"6?@T\,[,KAM958IPYFIFG;K_ ';%=U@JY:"Q&4T%O[J-S-XWS,8^
M1[PX<SBQG2-@V.VZI^=YI:S.]3-NG1%,<>V4GA</.'HT3.G2W04*VA 0$!!$
MUVJ^KJ6Y,Y14#9W""3%%R?)&'>:Y[:>(-<1ZP'NV_OBK=N2_/NSS1XHW,Y_I
M4]*%!7I"MQ.$EQ6<<<.G-%UFQ-Y;>LL<0U#1B;#\4G,^C>=AY?2-<=A,UHV<
MSH)6CE.Q;&]D)G&46\RM::=5<;)^4\W@WL)BIL3HG\*QEEWF)@C-K!%KS(RW
MQ/27JPWJD;56NZ4$G/#4PNZM<UP^38CQ!Z'JN;7+==FN:*XT3&V$Y$Q5&F'?
M+&]" @(" @(" @(" @(" @(" @(" @(()M:W9\M?^,M3F,<Q,KKO:,<V;$M]
MJ;I27JZXBCIZ[:>0R=U4LF#??&<W+NS=K@ 1R[\C;[@=T>7486FBN)IF(T:(
MC5JY$1?P-ZN[-43ITL%8DX!O%7PY325ITQBNBC!+S;L76F5^V^W2/RH/=OZF
MM/M6_1NARBO_ %-'5/DP3@,3'%WL58^X:G$!RRIYZO&>CG,2&FIM_**NEPM4
M54,8'0N,D#7L#>GCOMX>L+<MYIEUV?5NT]NCQ8JL-B*=M,^+"M90UEMJY*"X
M4DD$\+RR6&>,L>QPZ$.:>H/L*WHF)C3#!,3$Z)?!>GD0$! 0>KRKR-SHSTO+
ML.Y*Y2XDQ97, ,E)ANR3UKXQZW"%CN4>/4[!8+V(L8>--VJ*8YYT>+)1;KN3
MZL:6Q6!>!GQ3,?P>66[2E<+?#Z9+[>[?0.'_ /'/4-D_ZJC*\^RFW.NYIZ(F
M?DV*<#B9_:WCX17 XUBZ4]6-@U-YY8VL>':"P0U;)+!8[JZJK+D9J>2$0REK
M!"V'=XD/GO),8\UI(<('.,^P6+PE5BU$S,Z-<QJC7VZ6[A<%=LW-_5/8E\5/
M28@(" @(" @(" @(" @(" @X=?7V^S6^:ZW6MAIJ6FA=+45$\@8R)C1NYSG'
M8  #<DK[$3,Z(%5G7WJ:KM8.L''NH*>:4T=\OL@LD<WPH;=#M#2,('0$01Q[
M[?=<Q]*ZSEV%C!8*BSQQ&OIG;WJWB+G"WIJ8ILMZNV&[S28BL%PEI*ZWU3*F
MBJZ=_+)!,QP<Q[2/!S7 $'UK;FFFNF:9V2PQ,Q.F%J?0IJ9MVL'25@3410NC
M%1B"QQNO$$  ;#<8R8:J,#<[-;/'*!OUY>4KDV/PLX/&5V9XIU='%W+-:N1=
MM15'&S"M-D$! 0$! 0$! 0$! 0$! 0$! 0$$*G$DX FM3.;5ECG/_(W$6'<3
MV?%]ZDND-+<[TZEKJ1\I:7T[A*WNRR,DAA$G6-H&P.P5VRO=#@;&#HLW8F)I
MC1LTQT^:*Q.!NW+LU4S&MJ5CW@:\4O+R$U=QTIW"XP!VS9+!>[?7N=X=1'!.
MZ3T^E@4S;S[*;NRYHZ8F/&-#4JP.)I_:P1FEI<U+9(-[S.33[C3"L9;S";$&
M&*JDC(]8=+&UI'M!6_9Q>%O_ )=R*NB8E@JLW:-=5,O!+:8A 0$! 0$'?Y>Y
M69GYN7]F%,J<N;[B>Z2?8[=AZT35D[ODCA:YWK]"Q7;UJS3OKE41'/.ADIHK
MK_#&EL#@3@Q<3_,9H=8-'>):<$;[WV:EM>PZ>BLFB_?#I\OJ*CKF=Y5;VW8Z
MM,^$2SQ@\3.RGP9.PKV<WB=WZXT='>\O<-6*"HJ6QSU=QQ;32-I6%VQD>*=T
MKG- Z[,#C[%J5[I<JIB=%4SU3\V6,NOS.O0G5T?Y"U^E[3)@O3_<L=5F)JK"
MECBH9[W7/=SU+FDNV:'$ED3>;DC83YL;6#T;J@XW$QBL57=BG1OITZ/KOYTS
M;HWE$4Z=C**UGL0$! 0$!!J=Q@-">8G$-TFQ9+958PM]GOEKQ337RC%W=(RE
MKC%#4PFGE?&'.CW%07AW([SX@"!OS"6R;,+>6XSA+D:8F-&K;&S7W-;%69OV
MM[$Z$,6:? 7XH&5E!-=GZ>QB&D@/G2X6OE+62.&Y +8!()W[[;](R>OK5VM;
MH,JO3HW^B>>)COV(JK 8BGBTM4<<8!QUEEB6IP9F1@N[8?O%&\LJ[5>K=+2U
M,#@2"'1RAKFG<'H0I>W<MW:8JHF)CFUM2JBJB=%4:'3K*\" @(" @(,TZ0.'
M[JNUT8AFLNG7*VIN=+1R!ESOU9(*:VT)/4"6H?LWGVZB-O-(1U#2M#&YCA,!
M3IO5:)Y..>KZAL6</=O_ (83\\([AX8MX<FG:X958WS49B6ZWO$#[M71V^-[
M*"WO,,<7=P"39[BX1@ND(;S; <HY=W<\SC,J,SQ,5TTZ(B-'//2G,-8FQ;WL
MSI;9*); @(" @(" @(" @(" @(/ ZF,G':A]/6-LB(\2SV8XPPM76CW5@:7N
MIO*('Q<_+N.=HYNK=QS-)&XWW6?#7O1L31=T:=[,3HZ'BNG?T33RPKSZKN![
MQ M)MEN6-KYEG38JPQ;"Y]3B#!U<*ML<0!/>OIR&U#&@#=SC%RM]+ET;!Y]E
MV,JBF*M[5/%.KOV(.[@;]N-.C3',U!4VTA 0$! 0>BRURDS3SEQ$S".466U^
MQ1=)/@V[#UIFK)B/7R1-<=NAZ^"PW;UJQ3OKE44QSSH9***[DZ*8TMI, <!3
MBE8_MT=XCTXBST\S.:,W_$EOI9/RPF<RL/L>P*)N;H<JMSHX33T1,_)M4X#$
MU;8T) .#3P1<]]%FH0ZF=1^,K/#64=EJ:.QX=PS=I9G&6<!DCZMQC;&Y@CYB
MV,%XYBUY(,8WKN=Y[A\=A^ LQ.N=<SS<C=PF#JL5[^J4IRJJ1$! 0$! 0$!
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M8$O=NYQZDDKF]V]=OUS7<JTS/'/U_$)VFFFB-$1J>I6-]$! 0$! 0$! 0$!
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MS=')V<FF=PF*B_3O:OQ1]?\ U((J\W1 0$! 0$! 0$! 0$! 0$! 0$! 0$!
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M>WG=Z0R:!H:#X>4NVVW.]KW*8F:<378G95&GKC^)[D=F5O3:BOD^:#U7U""
M@G^[,UE]287X>E=C'R)C:G$^8%PJ7U'*.:2*&*"G8TD'?8.CDV!V^$>G7<\[
MW47)KS**>2F/G*>R^G1AXGE2+*MMX0$! 0$! 0$! 0$! 0$! 0$! 00+=IGU
M2?JI:N+)IML=PY[9EK9@^X1M.P-TKFQRR;D#SN6G;2@=>CGR#IUWO^Y;"<%@
MYO51KKGNC^=*&S&[%5R*(XD:BM*,$&9N'WJ>K='>L7 >H.&>5E%9;VQE\CB
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MY&^_2JKJFJ!\?3WP*Y;GE>_S6[//H[(B%DPM,4X>GH;5*); @(" @(" @("
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M6W483A<)%^-M$]T_SH2>77=[<FB>/Z^NA/4J F1 0$! 0$! 0$! 0$! 0$!
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MG"V4A9/4N!WZ;R^31D;=6RO5DW,83A\?-V=E$=\ZH^<]C1Q]W>6-[RH UT1
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MX856O\<NM61Y$%L+0Y]I3D_^*W#_ .C:=<AQ_MUWXJO%:;?Y<=#*2U7L0$!
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MJ).A!!G/]CMW!!;Y1L=V!63<WEWI6*X:N/5H[YXNS;V-''7^"M[V-LH!ET1
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MEI8UC]XW7&7EGK'CU.!,4#AZZ8KHFYK">CY?PDQKKG3U<7GUH/,;F_O;WD:
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MCC6F-+>G#+_27D)A?3YEI1B*UX:MK*83N;M)63GSIJE_4^^2RETC@#L"\@=
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M! 0$! 0>1SLS7POD-E!B?.K&DQ9:L*V&KNM?RN <^.")TA8TD[<SN4-:/22
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M:BS8L% P=Y(]K&XHIHV^=51-Z 3L:W>:(>@F5@Y.=L7.\\R:<!<X6U'].?\
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MM,R:&9A9-#(T.:]I&Q!!Z$$)$S$\X@<XX?!TJ]+&(:W59IIPQ++EK=:LOO\
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MUQ1IXUAP=C@;6O;.UO$H-MB @(" @(" @(" @(" @(" @(" @(" @(" @("
M@(" @(,&<1K4]!H]T88^SXBKF0W.W6.2GP]N6[ON<^T%+LUWPN65['D#[ACS
MZ%O9;A9QF.HM<4SKZ(V_70Q7[D6K4U*L<\\]5.^JJIGR22/+I)'NW<YQZDDG
MQ/IW76(C0K4SIUR^2]/*0WLV.G)N;NO&?.&\6XS6S+3#TU?'(^#GC]T:G>FI
MFNWZ \CJF5I\0ZG!'K%:W3XG@<OX.-M<Z.J-<_*.M(Y=;WUV:N3YK ZYXFQ
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M2/U!5C=/A.&P47J=M$]T[?DDLNN[VY-$\?R3]KGR:$! 0$! 0$! 0$! 0$!
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M31\_,Z#O6!SHG'8;OC=S,/M:5R/$V*\-?JLU;:9T+-35%=$51LE[A87H0$!
M0$! 0$! 0$! 0$! 0$%5_B<?&)9X?C2O?TV5=8RK],L_#'@K>+]IJZ6"U(-<
M07"+5<Z"^VRGO-KJ1-35=.V:GE9X/C>-VD?*"N,33-,S$[5L<Q? 0$! 0$!
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M^5?AE4I7854$&XO &^-KRG_S[^@;@H7=#^CW?]O_ "AMX'VJGK\)63US%81
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M7*\XQ<XS,:ZXV1JCHCSV]:RX:UP5F*6SRBV<0$! 0$! 0$! 0$! 0$! 0$!
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MJ.Q-Z+]S?:-#7U2;6$! 06>N$=JM_7A:#,$9F7*Y>4WZVT7N'BJ1\A?(;C2
M1OD>3XOEC[FH/^$+E6<83T+,*Z(V3KCHGZT=2RX:[PUF*N-LTHQG$! 0$! 0
M$! 0$! 0$! 0$%5_B<?&)9X?C2O?TV5=8RK],L_#'@K>+]IJZ6"U(-<06O\
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M=YGUTGP_OO09Q?F_:O\ :2?=/,??I[:O_4^TK')/=YGUTGP_OO09Q?F_:O\
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M_P#HVG7(<?[==^*KQ6FW^7'0RDM5[$! 0$! 0$! 0$! 0$! 0$! 0$! 0$!
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M[CRB>6"C:TGT>]SS'U^;\NU9W47N#RZ*(_=5'SGY0DLNITWIGDA8"7/4T("
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MT^]F"]RKN\S[,N>]!]:QZU_O\96_RVX_U-/O9@O<J[O,^S+GO0^%9V6O7(R
M.M^>&5$LG-U;-=+FP;?**!QW]FR^QNKP/'15W>;Y.6W>*J&B.I_3!G'H^SCN
M61>>F&A;;];0R0B&82PU,+QO'/#(.DD;AX'Q!!! <T@3^$Q=C&V(NVITQ+2N
MVJ[->]J8\6TPB @]MIRSMQ1INSXPCGS@UY]T<)W^FN,,>^PG;&\%\+OX,C.=
MCAZGE:V)L48K#U6JME4:/KH9;5S@KD5<BV!EWCS#>:F7UCS/P;6.J;/B.STU
MSM-06\IEIJB)LT;MCX$L>"N1W;=5JY-%6V)F)ZM2S1,51$P[Y>'T0$! 0$!
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MM=)1W6UUT19+33QDM<QP/I!'^KQ!72+=RB];BNB=,3L0%5%5%4TU;73K*\"
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MTM<WIL>H*^TU33,3'$^2I\+LZJ" @()FNR??VJ9X?XPP_P#^'<%2=UWX[/\
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M$^H?3Q8:JKRHNTX-91L)EDPM5/>0()#U)I7D@12DGE)[MY)Y'R]"R/.HQM/
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M_P"[Y)G+/P5)>E34F(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @("
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MP9&C?DD/25K=QYP>UO1\GSBWF5O>U:KD;8Y>>/K4A,7A:K$[ZG\+2]3K0$!
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M[_T5_P#.%2]U_P#H?[O_ !2V5_OZOFF*5+2P@(" @(" @(" @(" @(" @("
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M_</%TL0^Q=7M][YFQW;(L]W^C#8B=>RF>7DB>?DGCZ=L5C,'_J41TPB25R1
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M@&XHW$^WNCT.S.7:_9%G<8J(P]^?7XIY?Y\4/C,)O/ZEO9Q\R,Q6I%B @("
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MY]'3UJF[KJ--NS5SU=^CR2V6;:XZ/FFC5)2P@(" @(" @(" @(" @(" @("
M@("#%NK327DQK5R8N.1F>>'16VRM'>4E7#LRIMU2T$,JJ=Y![N1FYZ[$.#BU
MP<USFG9P>,OX*_%VU.B8[^:6.[:HNT;VI6ZXA'#WSIX>&=,N6F9=(ZNLU<Z2
M7"F*Z> MIKO3 CSAXB.9H+1)$22PD=7-<USNF9;F5C,K&_HU3&V..)\N24!B
M,/7AZ]$[& E)M80$! 0;T=G.^-&PQ\V[S]#>J_NE_2JNF/%OY=[1U+%BYNG1
M 0$! 0$! 00*]J.N#I]>>#K8',+*?*2B?L/%KGW.Y;@_D:U7_<K'_P#/KG_*
M?"$+F4_UHCF^<HU5:4:(-ON _B6#"_%7RJJ:N9S(JN>ZT;^1@<2Z:TUD<8Z^
M'OCH^O\ ]E"[H*-_E%R.B>^&Y@9T8JGZXEE9<Q6 0$! 0$! 0$! 0$! 0$!
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M[O@T#<MFE/A&J+NIP&\N1BZ(U3JGIXI[/"$UE][?4<'/%LZ$MBJ*2$! 0$!
M0$! 0$!!4+S4OKL4YG8CQ.Z=\AN5^K*HR2NYG.,DSW[D^DG?J5V*S3O+5-/)
M$*O<G3=JGG>?69C$$G'99[QW.M''M@[W_?.5\M3R<FY/=7&B;N#Z/LQZ>G?V
M*J[JZ?\ \5$_Y?*?)*9;.BY5',G<5!3 @(" @(" @(" @(" @(" @(" @("
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M]3'./Y/1XK0S*W-W 7:(VS3/@V,-5O;],\ZU@N3+((" @(" @(" @(" @("
M@(" @(" @(.#<[9;KW;I[/>*&&JI*J%T-52U,8?'-&X<KF.:[<.!!V(/BOL3
M,3I@F$$?&IX*UPTLW"XZI-+>'IJK+:JF,M_L%.TR288D<?AM\2ZC)/0_N7@?
M-V(OV1YY&+B+%^?7XI][^?%#8S![S^I;V>"-56E&" @(""XHN+K8(" @(" @
M(""+_M-6K1N6VFJP:4,.77DNV8-Q%;>XHI=G,M5(\.#7#Q EJ>ZV.^Q%-(.N
MY5HW+X/A<55B)C53LZ9\H\4?F%V:+6]XY\$%:Z @Q!VN"<*77'N,K3@>P0F2
MOO-S@H**,#<NEFD;&P;?*X+'77%NW-<[(C2]TTS55%/*MPY;X&L>5F7=@RRP
MPUS;;ARRTELM[7$;M@IXFQ1@[?P6 +CUVY5=N55U;9F9[5HB(B-#OEX?1 0$
M! 0$! 0$! 0$! 0$! 00!=I.TJG)K6A19^V"V]U9LT+2*F=S(^5C+I2AD-0W
MIT\Z,TTN_B72/]2Z#N8QG#X&;-4ZZ)[IV?-"YC;WMV*XXT="LZ-$! 02[=F6
MUULM-\O.@K,"[M;!<GS7O 4D\VVU0&@U=$SI]TQOE#1N!O'/Z7JF;J,!OHC%
MT1LU5?*?EV)?+K\3'!3U)GE2DJ(" @(" @(" @(( >TYXGIK]Q#K/::<O#K+
MEA;:2H#G CO'5E=/N-CT\R9GCUZ?(NA;EJ=[ELSRU3X1"$S&?Z\='FCI5F1P
M@(""0OLUN?-MRJU^3Y:7RK,=-F'A.IME)S2!K170.951%V_KCBJ& >ET@"K6
MZ?#U7LOW\?LG3U3J\DCEU>]O33/&L$KGB;$! 0$! 0$! 0$!!A37OK P9H;T
MOXEU!XNFADGH*7R?#MLD.WNE=)&N%-3CJ"07;N>6G<1,D</@K=R_!5X_%4V:
M>/;S1Q_7*Q7KL6;<U2JTXOQ7B#'F*[ICC%MTEKKM>KC/77.MG=N^HJ)I#))(
MX^DN>XD_*NKT44VZ(IIC1$:NQ6JJIJJTRG.[+O@""QZ)<89A/A<VKQ#F-/#S
M[C9U/34=*(_1OOWDM1Z2/DZJA;J[DU8ZFCDI\9G^$UEU.BQIY929JL) 0$!
M0$! 0$! 0$&">)KB"FPUP\,[Z^IA?(),K;Y2@,(WYIZ*6!IZ^@&0$^Q;V5TS
M5F5F/\H[ITL.(_(KZ)585UI61 0$$G/99[V8-:./L.<P_LK+"6IVY.I[JXT3
M=P?1]F\/3^157=73_P#BHJ_R^4I/+)_J51S)VU04R(" @(" @(" @(" @("
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M/7AZ]$[& E)M80$&]'9SOC1L,?-N\_0WJO[I?TJKICQ;^7>T=2Q8N;IT0$!
M0$! 0$%:'CFXVH\><4[-BXVYY,%#<*"V-W'@^EMU+!+\OOK)%T_(;<V\IMQ/
M'IGMF5?QU4SB9:DJ9:8@^U%65-NK(;A13.CF@D;)#(T]6.:001[=P"O,Q$QH
MEZB9IG3"VAIGSDM6HC3W@G/6S&'N<688HKHZ*G=NV&6:!KY(NI.Q8\N81ON"
MW9<@Q5F<+B*[4_MF8[%HHJBY1%4<;WRP/0@(" @(" @(" @(" @(" @(" @(
M" @X-SMENO=NGL]XH8:JDJH70U5+4QA\<T;ARN8YKMPX$'8@^*^Q,Q.F"801
M\:G@K7#2S<+CJDTMX>FJLMJJ8RW^P4[3))AB1Q^&WQ+J,D]#^Y>!\W8B_9'G
MD8N(L7Y]?BGWOY\4-C,'O/ZEO9X(U5:48(" @N*+BZV" @(" @("#IL9XQPK
MEYA&YX^QO>X+99K+02UUVN%6_ECIJ>)A?)(\^IK 3Z]EZHHKN5Q13&F9U0^3
M,1&F57KB/ZR[YKNU;XFS[K6SPVF>84.%;?,XDT=K@W; S;<\KG;NE>!T[R9^
MW0KJN68&G+\'3:X]L],[?+H5W$WN'NS5Q<3!*D6L(-F.#MEE-FOQ-,G<.0Q\
MPHL71WF0\NX:VWQR5VY]76G !]9"B<ZN\#E5V>6-';J^;;P=.^Q-*SXN6K"(
M" @(" @(" @(" @(" @(" @TIX\NE8ZG>'OB:YV6W"?$&7L@Q1:2V-O>&.G:
MX5<?-XAII72OY!\)\,7J"F]S^+]%S&F)V5>K/7L[_%JXRUPMB>6-:N"NFJZ(
M" @]!E7F;C3);,FQ9MY=7AUOON&[K!<;36-;OW4\3P]I(/1S=QL6GH02#T*P
MWK5%^U-NN-,3&B62BNJW7%4;86AM!>LG+S7;IJL.?N!*F.&>KB%-B*SME'/:
M[DQK>_IW#<G8$\S"=N:-['D==ARK,,%=P&*JLU]4\L<4_7&L=J[3>MQ5#-RT
MF40$! 0$! 0$!!67XVF;--G!Q/,UKU0$BFM%YBL,+2_FY74%/%2R]?;-%*[;
MT;[>U=0R*S-G*K<<L:>W7X*_C:]]B)YFJ:F&F(" @[W+;,/&&4>8-ES2R_O,
MENOF'KI!<;371>,-1#('L=L>A',!N#T/4'H5BNVJ+UNJW7&F)U2R45S15%4<
M2S#PX>)#DMQ#LH:3%.#KS2V_&-#2,^J_!SISY1;9P0'/8UW62F<=BR4;@<P:
M[9^[1R[,\LOY;>WM4::>*>7^>7R6&QB*,13IC;QPV64:SB @(" @(" @(,=:
MCM361NDW+2JS;U 9AT.';+3 M9)5/WFJI?$14\3=WS2$>#& G;J=@"5L8;"W
M\9=X.U3IGZVO%==%JG?53HA78XJ'$ZQ]Q(,XXKR**IL>!+ 7QX1PO+,USHN8
M 254Y:-G3R;#UAC0&-)\YSND93E5O++.C;7.V?E'-XH+%8FK$5<T-5U,--94
MX%.7T>7O"WRPIS1F&HO%-7W:L<=]Y345U0^-VQ\/>>Z'3T#\JYAGUSA<UN<V
MB.R(^:QX2G>X>EN H9LB @(" @(" @(" @U XZ.8E#ESPO<SYZJN[BIO-'1V
MB@8';.GDJ*V%CV#U^\]ZX_P6GY%,9!;F[FMN(XM,]D3]=;7Q=448:J5:I=05
ML0$!!NCP <RZ++CBAX$I[G6BGIL24ERLTDCAN"^6DD?"S_*FBB:/:X>A06Z*
MU-S*J]'%HGO\F]@*HIQ$<ZR&N:)X0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$!
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M_N7@?-V(OV1YY&+B+%^?7XI][^?%#8S![S^I;V>"-56E&" @N*+BZV" @("
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MDMQ@$! 0$&3=+FL'49HTQ\,QM.F9]=A^N> VMIXG"2EKHQ^YU$#]XYF]3MS
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M 0$! 0$! 0$! 0$!!C_4/J1R:TIY57#.C/C&U/8+!;N5LE1."]\TCCYD,4;
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M'1VZV9A6V>>=Y\&LCCG+G'V +4JP&.MTS55:JB/AGR9*;UJJ=$51VLL+49!
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MS@<3[O?#Y?L W%K_  3_ /ZZL/\ 7EZ^\.3_ -W_ +:O)Y]!Q7N]\>;ZT'
MXL57.(JC3!#2MVW[V?'%D+?^I6./\R\SNBRB(U7.ZKR>HP.)Y.^$P'!1T'9Q
MZ -+-QR\SOQ%1U%[Q!B:2\26FV59GIK8UT$,(B#R '2GN=WEN[?@@$[;FF9[
MF%C,<7%=J-41HTSQI7"6:K%K>S.O2W*4,VA 0$! 0$! 0$! 0$! 0$! 0$!
M0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$!
M0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 0$! 08YU=?:O9@_-&N_\
M%ZV,)[51TP\U?A:H]GL^TWOOSXJ?H\"E]T7ML='FPX;\MOHH!L" @(" @("
M@(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @C+TV_'Y8_\ \#N7
M_<:K1B?T"CJ:M/M$I-%5VT(" @(" @(" @(" @(" @(" @(" @(" @(" @("
M @(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @("
J @(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @(" @("#__9

end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>17
<FILENAME>nly-20221231_g2.jpg
<TEXT>
begin 644 nly-20221231_g2.jpg
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M **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@
MHHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "B
MBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH ***
M* "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH
M **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@
MHHHH **** "N7^,7Q<\*_!#P#=_$'Q;!?W,-N\<-KIVD637-[J%S*XCAMK>%
M>999'8*JCUR2%!(ZBJNHZ)I.K7-E>:EI\4\NFW1N;%Y%R8)C$\6]?0[)9%SZ
M.: /F_X<_P#!2[P_JWQST;X ?';]GGQS\+-9\5,R^$+CQ=:1?9=5D!QY*R1L
M0LI)4!>1N8*6!90WK'QF_:(\._"3Q+X;^'%EH5YX@\8>,+B:+PYX9TQXTEG2
M%-\]Q+)(RI#!$N"SL<\A55V(6O*_VPOAU;?M*?M*_!OX0:);B27P%XO@\>>*
M=2C7/]FV=L'6UMV;LUU<<*@.2EM(_1!7%>#=2OO%_P#P7.\6VVMR,\/A3X&P
MP:-&QXC\Z[M)'=1ZDSR*3[^U 'T5\'?VA-!^*GBGQ'\,]3T&[\/>,/",L*^(
M/#>H2QR/'%,F^"YADC)2>"1<[7&""K*ZHPQ7-:Q^V%:7FN^+['X2_"77?&NG
M?#ZY>V\8ZMH]Q;1I#=1QB2:SM5ED4W=S$A!=%V@%E0,7.T>&_&?Q7J7PZ_X+
M/^'-2\-(=^L?L_7RZI OW9Q;W%[/$6'<[X(USZ#%;O\ P0_CEN_V M'\5ZA<
MM<7^O^)M8U#5+F0Y>>X:\>-G8]R1&O- 'T]\,_B5X)^,7@#2/BA\.->BU/0]
M<L4N]-OH<@21L.X/*L#D,I *L"" 016[7QO_ ,$1M6NYOV9?&GA'>W]G>&?B
M_KFF:+'GY8K7;;SA%]!YD\AXX^8U]D4 %%%% !17/W7Q*\-CQ;<^ M)NEOM;
ML;:.YOM,@;][!"_"2,#Q@D8%6/\ A)=7_P"A0O?^^EH V**Q_P#A)=7_ .A0
MO?\ OI:/^$EU?_H4+W_OI: -BBL?_A)=7_Z%"]_[Z6C_ (275_\ H4+W_OI:
M -BBL?\ X275_P#H4+W_ +Z6C_A)=7_Z%"]_[Z6@#8HK'_X275_^A0O?^^EH
M_P"$EU?_ *%"]_[Z6@#8HK'_ .$EU?\ Z%"]_P"^EH_X275_^A0O?^^EH V*
M*Q_^$EU?_H4+W_OI:/\ A)=7_P"A0O?^^EH V**Q_P#A)=7_ .A0O?\ OI:/
M^$EU?_H4+W_OI: -BBL?_A)=7_Z%"]_[Z6C_ (275_\ H4+W_OI: -BBL?\
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M%"]_[Z6@#8HK'_X275_^A0O?^^EH_P"$EU?_ *%"]_[Z6@#8HK'_ .$EU?\
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MH V**Q_^$EU?_H4+W_OI:/\ A)=7_P"A0O?^^EH V**Q_P#A)=7_ .A0O?\
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MHK'_ .$EU?\ Z%"]_P"^EH_X275_^A0O?^^EH V**Q_^$EU?_H4+W_OI:/\
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M !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444
M%%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4
M444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !11
M10 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%%
M !1110 4444 %%%% 'A?@'_E()X__P"Q$TK_ -&-7NE>%^ ?^4@GC_\ [$32
MO_1C5[I0 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 444
M4 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110
M 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !
M1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%
M%% !1110 4444 %%%% !1110 4444 %%%>-_\% OVMO^&%?V1?%O[5'_  K_
M /X2G_A%OL'_ !(?[5^P_:OM-_;6?^O\J79M^T;_ +C9V8XSD;X;#UL9B84*
M*O.;44M%=MV2N]-^^AG6JTZ%*56H[1BFWZ+5GLE%?C;_ ,1;/_6/_P#\RM_]
MZJ/^(MG_ *Q__P#F5O\ [U5];_Q#SC#_ *!O_)Z?_P F>%_K5D'_ #^_\EG_
M /(G[)45^:7_  3]_P"#B+_ANK]KKPE^RO\ \,?_ /"+?\)3]O\ ^)]_PL#[
M=]E^S6%S>?ZC^SXM^[[/L^^N-^><8/Z6U\_FV39ED>)5#&T^2;7,E=/1MJ]X
MMK=/S/5P.883,J3JX:7-%.VS6NCZI=T%%%%>6=@4444 %%%% !1110 4444
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MX_\ ^Q$TK_T8U>Z5X7X!_P"4@GC_ /[$32O_ $8U>Z4 %%%% !1110 4444
M%%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4
M444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !11
M10 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%%
M !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444
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M6*Q4N:<ON2Z)+HET1[6#P>'P&'C1HJT5^/F_-A1117 =04444 >4_MA_L8?
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M %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110
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M:UX0\$^/-*U?4_#CQ)KUGIM\DSZ>\N_8DNPG8Y\M_E/(V\@<5G?%/]H?X#?
MZ>RM?C-\9?#'A6744=["/Q!K<%HUPJ%0Y02L-P!9<D=,BOG#_@GQX9\.^#_V
MX/VK?#WA30[33;"#Q-X>,%E8VZQ11[[.X=MJ* %RS,>!U)KWSQU^R?\ L]?%
M?Q[-\2/C!\)M"\8:DUA%8V8\5:5!?PV-LA9O+@BF1DC+.[NSXWL6 +;555 )
M?AQ^U;^S+\8/$@\'?"G]H#P=XDU8P/,--T/Q%;W4YC7&Y]D;D[1D9..,U<^*
M7[1GP!^!]Y::?\9/C3X7\*W%_$TEC!X@UR"T>=%(#,@E8%@"0"1ZUXA^R5\%
M_@_!^V3\6/B]\)/A1X:\,:+X6MK3P+I">&M"M[&*YNHPM[J4K+"BAV$LMM!N
M/_/LPKQ?]HKXC^+/A%^T#XN^,W[=O_!-?3_&WPWO-6BL]#\<2PZ?K<OA[2(1
MY<0-LRR>2CR-+.^6C)>XVY;:BT ?>?@7Q]X'^*'A6U\<_#CQ=IVNZ-?;_L>J
MZ3>)<6\^UV1MDB$JV&5E.#P5([5KUS?P>O/A9J/PMT#4_@C;:3#X1NM+BG\/
M1Z':)!:"U==Z>5&BJ(UP?NX&#D$ YKI* "BBB@#POP#_ ,I!/'__ &(FE?\
MHQJ]TKPOP#_RD$\?_P#8B:5_Z,:O=* "BBB@ HHHH **** "BBB@ HHHH **
M** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHH
MH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@
M HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "
MBBB@ HHHH **** "BBB@ HHHH **** "BBB@ KX]_P""N/\ P5@^'W_!.#X5
M?V7H36FM?$_Q#:/_ ,(IX;D?<ELG*_;[L Y6!6!"KPTKJ57 #NFY_P %3O\
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M2[+\3T,NR^AEN']E3U>[;WD^K84445Y!WA1110 4444 %%%% !1110 4444
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MB;HRL/Q!'4$$'!!%;-?!2C*$G&2LUNCZ=-25UL%%%%2,**** "BBB@ HHHH
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M (0?2/\ GYO?_ MJ\C\ _P#*03Q__P!B)I7_ *,:O=* ,?\ X0?2/^?F]_\
M MJ/^$'TC_GYO?\ P+:MBB@#'_X0?2/^?F]_\"VH_P"$'TC_ )^;W_P+:MBB
M@#'_ .$'TC_GYO?_  +:C_A!](_Y^;W_ ,"VK8HH Q_^$'TC_GYO?_ MJ/\
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M;W_P+:C_ (0?2/\ GYO?_ MJV** ,?\ X0?2/^?F]_\  MJ/^$'TC_GYO?\
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M!](_Y^;W_P "VH_X0?2/^?F]_P# MJV** ,?_A!](_Y^;W_P+:C_ (0?2/\
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M0?2/^?F]_P# MJV** ,?_A!](_Y^;W_P+:C_ (0?2/\ GYO?_ MJV** ,?\
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MT1%"HBW3 *!T ':M33]/L-)L(-+TNRAMK6VA6*VMK>,)'%&H 5%4<*H   '
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M %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110
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M ,NR"BBBO /4"BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH ****
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M:#NOQ3[-=&%%%%>8=@4444 %%%% !1110 4444 %%%% !1110 4444 %%%%
M!1110 4444 %%%% !1110 4444 %%%% !1110 4444 >%^ ?^4@GC_\ [$32
MO_1C5[I7A?@'_E()X_\ ^Q$TK_T8U>Z4 %%%% !1110 4444 %%%% !1110
M4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1
M110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%
M% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444
M %%%% !1110 4444 %%%% !7#?M'?M&_"+]E#X.ZS\=?CAXKBTCP_HEOOGF;
MYI)Y#PD$*9S)*[854'4GL 2+_P ;/C7\,/V=?A;K/QG^,GBZVT/PYH%F;C4M
M0NFX51PJ*HY>1F(544%F9@H!) K\59IOVH?^#DG]L?[/;_VEX-^ /@6^R2<$
M6D)[GJD^I3J.!\R0(>X!\WZ7A_(5FCGB<5+V>&I:SG_[;'O)].WW)^1FF9O!
MJ-&BN:M/X8_J^R7]=6G?#WP)^T__ ,''_P"V))\4?B:=1\(_ ;P3?&&WM8)/
MDM820WV.W)&V:_F7:TLV"(E*\8$4;?MG\+/A;\/O@G\/-(^$_P *?"=IH?AW
M0;)+32M*L8]L<$2]O5F))9F)+,S%F)))-+X&_ [X6_LW_"K1O@K\&/"-MHGA
MS0;06^GV%L.@ZL[L>9)'8EG=B69F)))-=94\09\\VG"A0C[/#4]*<%T7\S[R
M?5_\%MY7EBP,95*KYZL]92_1=DNG])%%%%?.'K!1110 4444 %%%% !1110
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M "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH
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MTNL'_+-=&N^S\KV(R[-G7JO"XJ/)66ZZ2\XOJOR/?:***^5/;"BBB@ HHHH
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M !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444
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M HHHH **** "BBB@ HHHH ***9<-<+;NUK$CRA"8TD<JK-C@$@$@9[X./0T
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M6Q10!C_\)+J__0H7O_?2T?\ "2ZO_P!"A>_]]+6Q10!C_P#"2ZO_ -"A>_\
M?2T?\)+J_P#T*%[_ -]+6Q10!C_\)+J__0H7O_?2T?\ "2ZO_P!"A>_]]+6Q
M10!C_P#"2ZO_ -"A>_\ ?2T?\)+J_P#T*%[_ -]+6Q10!C_\)+J__0H7O_?2
MT?\ "2ZO_P!"A>_]]+6Q10!C_P#"2ZO_ -"A>_\ ?2T?\)+J_P#T*%[_ -]+
M6Q10!C_\)+J__0H7O_?2T?\ "2ZO_P!"A>_]]+6Q10!C_P#"2ZO_ -"A>_\
M?2T?\)+J_P#T*%[_ -]+6Q10!C_\)+J__0H7O_?2T?\ "2ZO_P!"A>_]]+6Q
M10!C_P#"2ZO_ -"A>_\ ?2T?\)+J_P#T*%[_ -]+6Q10!C_\)+J__0H7O_?2
MT?\ "2ZO_P!"A>_]]+6Q10!C_P#"2ZO_ -"A>_\ ?2T?\)+J_P#T*%[_ -]+
M6Q10!C_\)+J__0H7O_?2T?\ "2ZO_P!"A>_]]+6Q10!C_P#"2ZO_ -"A>_\
M?2T?\)+J_P#T*%[_ -]+6Q10!C_\)+J__0H7O_?2T?\ "2ZO_P!"A>_]]+6Q
M10!C_P#"2ZO_ -"A>_\ ?2T?\)+J_P#T*%[_ -]+6Q10!C_\)+J__0H7O_?2
MT?\ "2ZO_P!"A>_]]+6Q10!C_P#"2ZO_ -"A>_\ ?2T?\)+J_P#T*%[_ -]+
M6Q10!C_\)+J__0H7O_?2T?\ "2ZO_P!"A>_]]+6Q10!C_P#"2ZO_ -"A>_\
M?2T?\)+J_P#T*%[_ -]+6Q10!C_\)+J__0H7O_?2T?\ "2ZO_P!"A>_]]+6Q
M10!C_P#"2ZO_ -"A>_\ ?2T?\)+J_P#T*%[_ -]+6Q10!C_\)+J__0H7O_?2
MT?\ "2ZO_P!"A>_]]+6Q10!C_P#"2ZO_ -"A>_\ ?2T?\)+J_P#T*%[_ -]+
M6Q10!C_\)+J__0H7O_?2T?\ "2ZO_P!"A>_]]+6Q10!C_P#"2ZO_ -"A>_\
M?2U:TK5;W4)'2ZT2>U"KD-*1AO;BKU% !1110 4444 %%%% !1110 4444 %
M%%% !1110 4444 >%^ ?^4@GC_\ [$32O_1C5[I7A?@'_E()X_\ ^Q$TK_T8
MU>Z4 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1
M110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%
M% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444
M %%%% !1110 4444 %%5]5U;2]"TRXUO7-2M[.RM(6FN[N[F6.*&-1EG=V("
MJ "22< "OS3_ &\O^#CKX-_"K4IO@[^POX;3XH^-)YOLD.MK'(VCV\[':JQ"
M/$FH/NX"Q;8SD$2-RM>IE62YGG5?V6#IN3ZO9+S;>B_JQQ8W,,'EU+GKSMV7
M5^BW9^@_QL^/'P;_ &</ -W\4?CK\2-)\+:!9C]]J.KW0C5FP2(T7[TLAP=L
M:!G;H :_*;]IW_@OO^TE^UOX^?\ 9B_X)'?!;6KN_OBT0\7W&E"?4)8\[6EM
M[=LQV<0SDSW!.%;)6(C-87P3_P""-G_!07_@ISX^M/VD?^"J_P 9M=\.Z/(?
M,L/"[L@U3R&(/E0VP'D:5&>."ADR#NB!.^OU:_9B_9#_ &<OV./ *?#?]G+X
M5Z;X;T\A3>2VT9>ZOG P)+B=\R3OR>78X!P,# KZCV?#'#/\1K&8E=%_!B_-
M_;M]W>S/&Y\YSGX+T*3Z_P#+R2\OY?S]3\M_AG_P;)?%WXW>!M<^)O[:W[6E
M_;?%'Q&(I[>:UA.LK82^;&TCWLLLL;7LC1!X]L;HL;,&$DH7:4_XA)O^L@'_
M )BG_P"^M?LE17._$'BQ2;A744^BA"RZ65XNR7:_XFO^JV1M+FI7?=RE=^;L
MUJ?C;_Q"3?\ 60#_ ,Q3_P#?6O9?^"?O_!N[_P ,*_M=>$OVJ/\ AL#_ (2G
M_A%OM_\ Q(?^%?\ V'[5]IL+FS_U_P#:$NS;]HW_ '&SLQQG(_2VBL<3QUQ5
MC,-.A6Q%X33BUR05TU9JZC?;MJ:4>&LDH58U:=*THM->]+=:KJ%%%%?(GNA1
M110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%
M% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444
M %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110
M4444 >%^ ?\ E()X_P#^Q$TK_P!&-7NE>%^ ?^4@GC__ +$32O\ T8U>Z4 %
M%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 44
M44 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !111
M0 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%%
M!117B_[8W_!0+]E3]A'PA_PE/[1/Q/MM.N9X2^E^';/%QJFI8R,06RG<1D8\
MQML:G&YUK?#8;$8RLJ-"#E)[)*[?R1G5K4J%-U*DE&*W;T1[17QS_P % _\
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M %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110
M4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1
M110 4444 %%%% !1110 4444 >%^ ?\ E()X_P#^Q$TK_P!&-7NE>%^ ?^4@
MGC__ +$32O\ T8U>Z4 %%%% !1110 4444 %%%% !1110 4444 %%%% !111
M0 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%%
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MX_\ ^Q$TK_T8U>Z5X7X!_P"4@GC_ /[$32O_ $8U>Z4 %%%% !1110 4444
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MX=/)O7U1YZP&9YM[V/E[.G_S[B]7_BEU]%^!\N?L#_\ !(#]CS_@G_8V^M^
MO"'_  D7C18L77CKQ)&DU[N(PPMUQLM$.2,1@,5.'=\9KZFHHKX[&X[&9CB'
M7Q51SF^K=_\ AEY+1'OX?#8?"4E3HQ48KH@HHHKD-PHHHH **** "BBB@ HH
MHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB
M@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH ****
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M **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@
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M7PUTKXBW_P .O$/A.35(6E_X1_Q59K;ZA: .R@31*S>6S!0P4G(##(!R!TU
M!1110!X7X!_Y2">/_P#L1-*_]&-7NE>%^ ?^4@GC_P#[$32O_1C5[I0 4444
M %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110
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M "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH
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M^$Q\,?\ 0:@_[ZH_X3'PQ_T&H/\ OJKG]G:?_P ^,/\ WZ%']G:?_P ^,/\
MWZ% %/\ X3'PQ_T&H/\ OJC_ (3'PQ_T&H/^^JN?V=I__/C#_P!^A1_9VG_\
M^,/_ 'Z% %/_ (3'PQ_T&H/^^J/^$Q\,?]!J#_OJKG]G:?\ \^,/_?H4?V=I
M_P#SXP_]^A0!3_X3'PQ_T&H/^^J/^$Q\,?\ 0:@_[ZJY_9VG_P#/C#_WZ%']
MG:?_ ,^,/_?H4 4_^$Q\,?\ 0:@_[ZH_X3'PQ_T&H/\ OJKG]G:?_P ^,/\
MWZ%']G:?_P ^,/\ WZ% %/\ X3'PQ_T&H/\ OJC_ (3'PQ_T&H/^^JN?V=I_
M_/C#_P!^A1_9VG_\^,/_ 'Z% %/_ (3'PQ_T&H/^^J/^$Q\,?]!J#_OJKG]G
M:?\ \^,/_?H4?V=I_P#SXP_]^A0!3_X3'PQ_T&H/^^J/^$Q\,?\ 0:@_[ZJY
M_9VG_P#/C#_WZ%']G:?_ ,^,/_?H4 4_^$Q\,?\ 0:@_[ZH_X3'PQ_T&H/\
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M_?57/[.T_P#Y\8?^_0H_L[3_ /GQA_[]"@"G_P )CX8_Z#4'_?5'_"8^&/\
MH-0?]]5<_L[3_P#GQA_[]"C^SM/_ .?&'_OT* *?_"8^&/\ H-0?]]4?\)CX
M8_Z#4'_?57/[.T__ )\8?^_0H_L[3_\ GQA_[]"@"G_PF/AC_H-0?]]4?\)C
MX8_Z#4'_ 'U5S^SM/_Y\8?\ OT*/[.T__GQA_P"_0H I_P#"8^&/^@U!_P!]
M4?\ "8^&/^@U!_WU5S^SM/\ ^?&'_OT*/[.T_P#Y\8?^_0H I_\ "8^&/^@U
M!_WU1_PF/AC_ *#4'_?57/[.T_\ Y\8?^_0H_L[3_P#GQA_[]"@"G_PF/AC_
M *#4'_?5'_"8^&/^@U!_WU5S^SM/_P"?&'_OT*/[.T__ )\8?^_0H I_\)CX
M8_Z#4'_?5'_"8^&/^@U!_P!]5<_L[3_^?&'_ +]"C^SM/_Y\8?\ OT* *?\
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M .?&'_OT*?%;6T!)@MT0GJ40#- #Z*** "BBB@ HHHH **** "BBB@ HHHH
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M@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH ****
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ME?\ !-C]BW0]4MM;T?X.R6UW9W"3VMQ%XGU,/%(C!E=3]IX((!'TKG?VN_\
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M **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@
MHHHH **** "BBB@ HHHH **** /"_ /_ "D$\?\ _8B:5_Z,:O=*\+\ _P#*
M03Q__P!B)I7_ *,:O=* "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HH
MHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB
M@ HHHH **** "BBB@ HJ#5-4TS0],N-:UK48+.SM('FN[NZF6.*&-069W9B
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M*Z]WYM[M^H4445XYZ04444 %%%% !1110 4444 %%%% !1110 4444 %%%%
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M_@JPU@_)_P LO)];V;L?4Y-Q'@\WDZ+3IUX_%3EI)>G=>:^:5SK:***^4/H
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ML7QW_;=\57UOHD3-_8'@W32;=+>%F&(;>%MPMD.!NE</-)L7.<B1??/V.?\
M@E?\6OVAO&T_Q6NH;_Q#JVHWK7&M_$SQM*[J\Y/SO$7W-(_7[FYAP&=17ZG_
M +,'_!/3X$_LU+;Z]'IW_"1>)HP"WB#5H5)A?UMXN5A]CR_/WR.*_9*5/@WP
MSHM5Y?6,;;6,=UY.6JIKOO-[ZK;\XG6XDXUJ?[-'V.&Z2EU\TOM/_P E^9\>
M?LO?\$SOC1\7_"6C:+XQL(_AM\.-,_>:1X<M+0Q2$,!F2.V8D^8X W7-P6E?
MAF,G6OO[X$?LS_!G]F_0/["^%7@^&S>1 MYJ<W[R[NR.\DIY(SSM&%!Z**[V
MBOS'B+C7.N(E[&;5.@MJ<-(^KZR?5N5]=4D?:Y-POEF3/VL4YU7O.6LOE_*O
M)=-[A1117R!]&%%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444
M %%%% !1110 5P'[0/[,OP@_:7\+'PU\4/#23O&I^P:K;8CN[)C_ !128.!W
M*G*G RIQ7?T5TX3&8K 8F.(PTW"<7=-.S7S,<1AL/BZ,J->*E&6Z:NF?G-K/
M@3]L3_@ESXDF\4> M2?Q7\.IKC?=QM&S6V"<?OX@2;67H!*AVD[02?N5]=_L
MN_MJ_!K]JC2%'A+5/[/UZ*+=?^&M0D N8L=63M-'_MKTXW!2<5ZW<VUM>VTE
MG>6Z2PRH4EBE0,KJ1@J0>"".,5\;_M1?\$N;:\U=OB]^R+JA\,^([67[2FAP
M7)@@DE'.ZVD!!MGST7/E] /+ Y_18YUP_P :15+.[8?%[+$17NR?3VT5_P"E
M*WR2L_BI97G'#$G4RJ];#]:,G[T?^O<G_P"DO\6S[+HKX?\ V<?^"F_BCP)X
MC_X4A^VYX?NM(U6RD%O_ ,)%+9&-U/;[5$!P#VFC&T@@E<9>OM?2-8TGQ!I=
MOK>@ZG;WME=Q++:W=I,LD4R$9#*RDA@1W%?(9_PUFW#>(5/%P]V6L9QUA-=X
MRV?INNJ/H\HSS+L[HN>&EJOBB])1?:2Z?EV99HHHKP#V HHI))(XHVEE<*J@
MEF8X  [F@!:P_B9\3/A_\&OA_J_Q4^*GBZQT'P[H-B]YK&L:E.(X+6!!EG9C
M^0 R22  20*Y[XG?M3?LU_!?PYJ'BSXK_'OPAH&GZ7;//?3ZGX@MXC&B Y^4
MON9N,!5!8G  )(%?S6?\%N_^"W?Q _X*8?$"3X5_"NXOM!^#&@WQ;1]'<F.?
M7IT)"W]XH/XQ0G(C!R<N21ZN6957S&M9:16[_P O,X<;CJ6#IWWET1^Y/_!-
MS_@MW^R!_P %,/B!XJ^%?PKN+[0?$6@WTS:/H_B$I'/KVEH<+?VZ@_B\)R\8
M*DY!)'V/7\1?PS^)GQ ^#7Q TCXJ?"OQ=?:#XBT&^2\T?6--G,<]K.ARKJP_
M(@Y!!((()%?T-?L"_P#!TU^QCX^_9ZLI?V\_&LG@3XCZ5LM=4CT_PQ?WMGK>
M!_Q^V_V2"40;OXXI"NUL[-RD8]+-N'ZF'DIX5.47TW:_S7Y'%@,VA67+7:3[
M[)GZM45^=NN?\'27_!(S25)L/B9XOU/ R!8^![M<\=/WPC^E<=KG_!V]_P $
MP=)+"P\"?%_4\' -CX5L%SSC(\Z_C^M>1'*<REM2E]QZ#Q^"7_+Q?>?J'17Y
M$ZY_P>&_L4VZM_PC?[+OQ2NSCY1?'3;?)QWV7,F.?\]JX[7/^#RCX4VY/_"-
M?L(^(;L9^4WWCJ"WR,_[%K)CC_/>MHY'FLMJ3^]?YF;S/ +[?Y_Y'[3T5^&Y
M_P"#P#XN^+3L^&__  30\UFXC_XKZXO>>G2+34SSCC\*/^(EW_@JYXOY^&W_
M  2I\X/S'_Q3NNWW'7_EDJ9XS_.K_L#,U\44O64?\R?[5P3V;?R?^1^Y%%?A
MM_P^P_X.3?&O[KP?_P $HOL<;\)<#X(^)SST_P!9-=;."<].._%+_P -Y?\
M!V+XW.[0?V,O[(#\J/\ A745OM[X_P!,G....?YT?V'B5\4X+UD@_M.B]HR?
M_;I^Y%%?AM_PEG_!Y7XX_=Z7X:.D1OPY^Q>";?:.A/\ I!+CKGY>?2E_X9J_
MX.^/&_S:_P#'[^Q]_+#_ (2O0;?;W_Y<XSCGCCU]*/['2^+$4U_V]?\ 0/[0
M;VHS^[_@G[D45_.=\9OA/_P7B\"7CZ/\1O\ @K3Y>H*VVXTOPU\7=5EN(NS
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M10 4444 %%%% !4=Y!+<VDMM!>26[R1LJ7$(4O$2,!E#AER.HR"..01Q4E%
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MRKG/:@#O?^";/[2OBK]I_P#9?LO%/Q%>)_%?A_5KOP]XJFA0*D][:L 90!@
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MRVM_#K0?I)/]3TFBN8TO6M2UL Z+X\T2\W=/LK+)G_OEC5_[%XW_ .@W9?\
M@,?\:\^4)0=I*S.R,HR5T[FQ16/]B\;_ /0;LO\ P&/^-'V+QO\ ]!NR_P#
M8_XU(S8HK'^Q>-_^@W9?^ Q_QH^Q>-_^@W9?^ Q_QH V**Q_L7C?_H-V7_@,
M?\:/L7C?_H-V7_@,?\: -BBOFC]M;]L[6OV4-4\):(=1L[R[UC4UFU2WCM<O
M#IB-ME<#/WF)PGKL?TKVRX\375GX3'CN]^(&BP:*;-;O^U;C$=N(&4,LA=B
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M6/\ 8O&__0;LO_ 8_P"-'V+QO_T&[+_P&/\ C0!L45C_ &+QO_T&[+_P&/\
MC1]B\;_]!NR_\!C_ (T ;%%8_P!B\;_]!NR_\!C_ (T?8O&__0;LO_ 8_P"-
M &Q16/\ 8O&__0;LO_ 8_P"-'V+QO_T&[+_P&/\ C0!L45C_ &+QO_T&[+_P
M&/\ C2/:>-44N^NV04#))MC@#\Z -FBO$?BC^V]^R_\ !/S4^+O[:7PI\.2P
M\/:ZQXLLH)R?01-*'8^P!-?.7Q0_X.*O^"6WPP\VW;]L2Q\07<>?]$\+^#]1
MO-_^[,(1 ?\ OY732P>+K?PZ<GZ)F,\10I_%-+YH^W_B9\3/A_\ !KX?ZO\
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MSPOG\*\_\2?\',7_  1PT%F2Q_:;U'5V4X(TWP%K YSC@S6L8/U!Q7%>'/\
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M.*_:JP;Q3JEE#J6F>)]-N;:XC62"X@BWI(A&0RL#@@CD$5-]B\;_ /0;LO\
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M^PKXNG^-O['WBG4-7T!?GU#2=GFW$4(.2D\(^6ZB S\Z@.N2<+C?7O/[(?\
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MR;B# 9U%QIWC5C\5.6DXOS75>:T]'H=E16/]B\;_ /0;LO\ P&/^-'V+QO\
M]!NR_P# 8_XU\R>Z;%%8_P!B\;_]!NR_\!C_ (T?8O&__0;LO_ 8_P"- &Q1
M6/\ 8O&__0;LO_ 8_P"-'V+QO_T&[+_P&/\ C0!L45C_ &+QO_T&[+_P&/\
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M (+[7/AVY;_EQ^)7PYFMMA_NM/<R01?\"!85[%X2_P""2'[6GQ4M&OOV8?\
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M,****DH**** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH ****
M"BBB@ HHHH **** "BBB@ HHHH **** "BBB@#POP#_RD$\?_P#8B:5_Z,:O
M=*\+\ _\I!/'_P#V(FE?^C&KW2@ HHHH **** "BBB@ HHHH **** "BBB@
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M0 4444 %%%% 'R-_P41_X(H_L-_\%'K&YUWXF^ ?^$<\</%BU^(/A5$M]0W
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M\1?@S9Q?"3X@W&Z5M3\.V"G2M1E/.;JQ4JH9CG,L)C;+%F$AXKX=\*_MN?\
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MU!1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444
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M "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH
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M?M&?\$G/C?KGCCPB)/.U3PK;1*^HO O/EW>FD&#4U ^420J)AN)6./&ZN_\
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M %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110
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M **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@
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MX:Y^.'_1C/CO_P "8*/^&N?CA_T8SX[_ / F"@#WJBO!?^&N?CA_T8SX[_\
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MZ,9\=_\ @3!1_P -<_'#_HQGQW_X$P4 >]45X+_PUS\</^C&?'?_ ($P4?\
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M\-<_'#_HQGQW_P"!,%'_  US\</^C&?'?_@3!0![U17@O_#7/QP_Z,9\=_\
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M/!% &/\ "[_DF?AW_L!6G_HE*W:;%%%!$L$$:HB*%1$& H'0 =A3J "BBB@
MHHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@#PO\ :P_Y+9\#
M_P#L>Y?_ $F:O=*@N]+TR_G@N;[3H)I+63?;230JS1-C&Y21\IQW%3T %%%%
M !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !7A?@'_ )2"
M>/\ _L1-*_\ 1C5[I4$>EZ9%J$FK1:= MW+&$ENEA42.HZ*6QD@>E $]%%%
M!1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110!X7X!_Y
M2">/_P#L1-*_]&-7NE01Z7ID6H2:M%IT"W<L826Z6%1(ZCHI;&2!Z5/0 444
M4 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %>%_\ !/?_
M )(GJW_8]ZS_ .E)KW2H-/TO3-(@-MI6G06L;2,[1V\*HI8G);  Y)ZF@">B
MBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ KRC]N?\
MY-'\>_\ 8!?_ -#6O5ZBOK"QU2TDT_4[**XMY5VRP3QAT<>A4\$4 8_PN_Y)
MGX=_[ 5I_P"B4K=IL444$2P01JB(H5$08"@= !V%.H **** "BBB@ HHHH *
M*** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HH
MHH ^>_\ @I?^T?\ '3]E']E[6_C=\%] \-W+:2ULE[<Z[-,[P">YCMU:*"-0
MLA#2H<M(H&#\K=*]H\3>+Y?"GPZO?'$FCW6I2V.DO=KIU@FZ:[D6/<(8QT+N
MV%4'C+"OG/\ X+7?\HS_ (C_ ._HW_IXLJ^GM#_Y MG_ ->L?_H(H ^,_P!H
MKXX_\%2OV5_!DG[4WCRQ^&&O>#]-N(I?$_@'0X+I;O3K*214S'=OCSI$W*&?
M;M!)81E0<?7GA[Q_X:\1_#NQ^*5O>?9]'O\ 18M52XNAL\NV>$3!G_NX0Y/I
M@UY+^V+H-S^TCI/_  QEX4G8#Q&UM/X^U.$\:-H:S"1QNZ"XNC$8(D/.TRR=
M(N=C]J.PLW^%&B_L[>&(%M1X\U:T\+06UO\ +Y.F;&EO]N.5"Z?;W2J>S%!W
M% &)X?\ %7[77Q(^!GAK5/AU<Z-IVO>,$NM:GU_Q3IWF0>']-GF,UG9K:P&-
MI[E;>6&/YV"@PRM(Q8JC8'[&?[0G[2^N_'SXC_LH?M26&A:CKG@6WL;^Q\6^
M&+1X+74+.[5FC62)B?+E&. ,9VN,'9O?Z)UBSU@Z#-8>$;ZRT^\$&RQGN[!I
MX(&' +1))&74?W0Z_6OD#]DWQ7^T?\!_V]_&'[,/[2=]H?BJ;Q_H[^+]$\?:
M1I/V2:Z6!DMA:S1@G8D<:[4CW-Y>T89_-R #T'_@HA^TM\>/V8O!GACQ7\*M
M!\-RZ?K'C/3-%U.^U6::6YA6YD8$Q0*JIP$QO:1N7^YQD_1=?)O_  6,_P"3
M<?!__97_  [_ .CGKZ8^(_CO0_A?\/M<^)/B:0IIV@:3<:A>E?O>5#&TC >I
M(4@#N2* /+=?^-/Q=G\5?$2\^%^AQZ]'HMYIOA?PCH4VV*WN-;:/[1>7<\X0
MNMO%'=6X?!.W['.%!<@5XQ\0/VD_^"@/[&'Q-\%Z[^U5<> O&/P\\:^)K?0K
MZ[\'Z9<6ESH-W<$^40)&)DBP&/S;BPC(RC%=WTO^S-X%USX??!+1-*\7QA?$
M%^DNK>)\<YU2]E>[NP#U*B::15]%51P!BO/_ (S>#+;]K?XW^%OA[#$)O!?P
MP\4P^(?%>H 92]UJW1OL>F1GH_EF4SW'4+B&/[SN$ -#]HK]H_Q-X8^-W@/]
ME+X/FP7QEX[^U7ESJFI6[3P:'I-LC--=-$K(99'*F*)2P7?DL<+M:+X;?M!^
M,?"_[55_^QQ\:]4L]1U2X\+IXC\%^);2R^R_VI9>8T,]O/$&95N(I%+ IA7C
M(.U"IW>1:M;W47_!=K2Y];SY4OP%?^QB_3B^D#A??_6D_7WIW[1PO+K_ (+/
M?L]0:0#OM?!6OS:D5[6[6MVB[O;S, >Y% 'H/[9O[2WQX^ OQ;^$'A;P9H/A
ML>&O'OQ+TWP[JNHW<TTU\$FD4NL<6U(XLJ)%WEI#T(53T]9^/OB7XJ^&/A;J
M-U\#?"EMK/C"YV6OAVSU#<+1;B1@OG7+*1M@C7=(_(+!-JY9E!^?_P#@IY_R
M4']F?_LXC0__ &>OK*@#X?\ CC\6O^"RGP#\ -\0/%E[^SI>Q-J=EIUGINDV
M^MR7=Y=7=S';0PQ(^Q68O*O5AA0Q[5]LZ:FH1Z=;QZO/%+=K @NI8(RB/)@;
MBJDDJI.< DX'<UX5\;E/Q>_;/^&'P23]YIO@JTN?'_B.,_=,R;K'2T.._G2W
M,P![VH/:O?* "BBB@ HHHH **** "OGO_@I?^T?\=/V4?V7M;^-WP7T#PW<M
MI+6R7MSKLTSO )[F.W5HH(U"R$-*ARTB@8/RMTKZ$KY7_P""UW_*,_XC_P"_
MHW_IXLJ /HSQ-XOE\*?#J]\<2:/=:E+8Z2]VNG6";IKN18]PAC'0N[850>,L
M*^1?VBOCC_P5*_97\&2?M3>/+'X8:]X/TVXBE\3^ =#@NEN].LI)%3,=V^/.
MD3<H9]NT$EA&5!Q]F:'_ ,@6S_Z]8_\ T$5XK^V+H-S^TCI/_#&7A2=@/$;6
MT_C[4X3QHVAK,)'&[H+BZ,1@B0\[3+)TBY /6O#WC_PUXC^'=C\4K>\^SZ/?
MZ+%JJ7%T-GEVSPB8,_\ =PAR?3!KR+P_XJ_:Z^)'P,\-:I\.KG1M.U[Q@EUK
M4^O^*=.\R#P_IL\QFL[-;6 QM/<K;RPQ_.P4&&5I&+%4;;_:CL+-_A1HO[.W
MAB!;4>/-6M/"T%M;_+Y.F;&EO]N.5"Z?;W2J>S%!W%>GZQ9ZP=!FL/"-]9:?
M>"#98SW=@T\$##@%HDDC+J/[H=?K0!\[?L9_M"?M+Z[\?/B/^RA^U)8:%J.N
M>!;>QO['Q;X8M'@M=0L[M6:-9(F)\N48X QG:XP=F][?_!1#]I;X\?LQ>#/#
M'BOX5:#X;ET_6/&>F:+J=]JLTTMS"MS(P)B@553@)C>TC<O]SC)\^_9-\5_M
M'_ ?]O?QA^S#^TG?:'XJF\?Z._B_1/'VD:3]DFNE@9+86LT8)V)'&NU(]S>7
MM&&?S<C:_P""QG_)N/@__LK_ (=_]'/0!]95XGK_ ,:?B[/XJ^(EY\+]#CUZ
M/1;S3?"_A'0IML5O<:VT?VB\NYYPA=;>*.ZMP^"=OV.<*"Y KU+XC^.]#^%_
MP^USXD^)I"FG:!I-QJ%Z5^]Y4,;2,!ZDA2 .Y(KG?V9O NN?#[X):)I7B^,+
MX@OTEU;Q/CG.J7LKW=V >I4332*OHJJ. ,4 ?-'Q _:3_P""@/[&'Q-\%Z[^
MU5<> O&/P\\:^)K?0KZ[\'Z9<6ESH-W<$^40)&)DBP&/S;BPC(RC%=WL_P"T
M5^T?XF\,?&[P'^RE\'S8+XR\=_:KRYU34K=IX-#TFV1FFNFB5D,LCE3%$I8+
MOR6.%VMG_&;P9;?M;_&_PM\/88A-X+^&'BF'Q#XKU #*7NM6Z-]CTR,]'\LR
MF>XZA<0Q_>=PGENK6]U%_P %VM+GUO/E2_ 5_P"QB_3B^D#A??\ UI/U]Z /
M7?AM^T'XQ\+_ +55_P#L<?&O5+/4=4N/"Z>(_!?B6TLOLO\ :EEYC0SV\\09
ME6XBD4L"F%>,@[4*G=B_MF_M+?'CX"_%OX0>%O!F@^&QX:\>_$O3?#NJZC=S
M337P2:12ZQQ;4CBRHD7>6D/0A5/3S[]HX7EU_P %GOV>H-(!WVO@K7YM2*]K
M=K6[1=WMYF /<BMK_@IY_P E!_9G_P"SB-#_ /9Z /;_ -K'X^6O[+W[.?BW
MX]W6@OJG_"-Z4;B'3T?;]HF9UCB0M@[5,CKN;!PN3@XQ7EWQ>^.'QU_9R^"_
MA[]I'Q)\2-"\9Z??:II$.NZ!IFA"WAG@OYXH0^F2+(TA9#,KJ)3*)$5ON$AA
MZK^U/XK^#7@G]G7QEXE_:%LX[GP7!H4Z^(;22/>;F!QY?DJ 02[LRHF"#O9<
M$=1\ ^'O"GQC_P""=>M_#GQC^TWX?O\ Q9\ QJJW7A_3+_5&NY_AG?W+_P"C
M-<@*JW)A1@H<J4C=I#$$<KYH!^GM%(K*ZAT8$$9!!X(I: "BBB@ HHHH ***
M* /G3XU_M+?'CX<?MT_!W]GV+0?#<'@[XARZSYUZDTT^H2_8;)IMIW*D< +2
M0G \PG:?F'0^H_'WQ?\ %GPWX5M='^!7A;3M4\6:Y?BRTM];DD33M/'EO))=
MW9C&\Q(J$!4^9W>- 1N+#P?]L;_E)?\ LE?]?'C3_P!-<%?65 'QUHW[2O[;
MG[,G[4O@;X)?MAOX/\5^%OB?>26'A[Q5X0T^6TET_4% (AEB<D%"60>N&W!S
ML9*^A_VF/'?B7P'\)+Q_ =ZMOXFUN[M=#\+S-"LGDZA>S);Q3E&!5UA,AG8$
M$;(6SQFN!OO!EO\ M3?M3>&_BDT0D\$?"*:]_L6ZQE-:\0RKY$LD?]Z"T163
M>.&N'<#_ %)STWBS_BXW[6/AKP@OSZ?\/M#F\2:DO4#4;P2V-@#VX@75&(Z@
MF(^AH R/CKI_[=GBN_O=/_9L\5>#?"UEI$"K:WWBW2Y+VYUZY\L,<")E2T@!
M;9N*N[.KD*J!2\O[ 7[2GC']J[]F?2OBS\0_!T.B:[]NO-.U>UM-WV:2XMIF
MA>2'<2=A*G@D[6#+EL9/7_M#^#_C?XZ^&.H^&?@%\5=-\':]=6TD<.M:AH37
MQB)7 \O$R")O^FA63;G(0D5XU_P2N^*?CWQ)\%-<^!/Q5\$Z7HGB3X1>)IO"
MNI+H<.RTNUB162X0?WGW,6/\9_><;\  T]7_ &EOCQI'_!1GPU^RUK>@^&[3
MPCK7@R_UJWN;&::XO9VB=HT$CNJ+%]T-L56^]C><5]"ZCJ%CI.GSZKJ=W'!;
M6T+2W$\K86-%!+,3V  ))KY3^*7_ "F2^%W_ &2#5_\ TH>O7OVNKB?7/AO9
M?!;3IF6\^)&N6_AO]VQ#+92AY=1<$<@K80W9![-MY&: .&LOB7^V/\1OA+X8
MM_@W;Z)!XE\96]WXANO$'B^R867AK1YYV>PM/(@"M/=>1)&@#'@P3/(>54X'
M[,_[4/[4GAK]K:__ &(_VR]*\.WVLW'AIM?\(>,?"=O)#;ZE:+)L>.6)R=C@
MA^@7!B((8,KGZDGGTK0=*>ZNIK>RLK*W+222,L<4$2+DDDX"JJCKP !7B'P2
M^'LOQ;_:0UC]MWQ'ITEO:2^&X_#7PWM;B(I(VD"9IYM1D1N4:YF8&,$!A!&A
M.#*54 K:1\?/B9^T7^T5X[^"_P "O%>G>'="^&0MK/7_ !+<Z0+^;4-8F5W^
MRPQM(B)#"J$2L<NSL%4H 6/1?L??M+W?[0WA?Q'H_C'2;73?&?@/Q3=^'/&>
MG6+,;?[7 Y N(-Y+>1,N'3<21\RY;;N/A_\ P2'M[JT\2_M'6VN9_M=/CUJ_
M]H;_ +Q^;Y2?8MO(IW_!.H7EQ^W?^UQJ-L#_ &:WC7288R/NFXC2]$N/<97/
MU% 'H/PZ_:6^/&M_\%%O$/[*WQ T'PW8>'=+^&@\1:9_8\TUQ/,[WD$"M+-(
MJ#@&4;%C Y&6;C'3_M$?M#^(/!WQ?^'W[,OPN:PC\7_$.XO)4U+5+=IK?2--
MLX3-<7+1*Z&61L".)-RJ7)9CA"K>8^&?^4V/B3_LW>W_ /3O'6K^VM^SM\<]
M2_:%^%O[9?[-^@VOB'Q!\/);NSU?PA=ZE':'5]-ND,<BPS2D1I*JO+C>0I+*
M<Y3:P!LZ;^T/\2_@M^UWX?\ V5_COK=CKNF_$#1[F\\!>++;319S_:[4;KFP
MN8U8QL?+*R)*@3[P0J20U?0E?!WQF\2_$K]I7_@J+\ / 5]\*I_"\OP^TW5/
M%6N6EUJ]O>75I;3+'&GVC[*TD,6Z6W1%"RN6$P)"C&?O&@ HHHH **** "BB
MB@!EPTZP.UK&CRA"8TD<JK-C@$@' SWP<>AKYY_9<_:5^./Q1_:Z^-?P%^+F
MB^';"U^'2Z&-(@T!Y9=RWL,UP7DFE"F1BGE#A$ (.!W/T37R;^R=_P I2OVK
M?^O?P5_Z:6H ]0_:!UO]K7Q/XJ3X9?LK?\(QH9M=/2\UWQEXOM)KB&,R,ZQ6
MEK!'CS)<1L\C.=J(T> Q?Y>%_8H_:I_: \7?&WQS^R!^UMX8T6#QWX'M+?4+
M?7?#*NMCK&GS$!9@KG*,"\?3&=Y!5"AS]&^*?%/AWP1X<OO%_BW6(-/TS3;9
M[B^O;E]J0QJ,EB?Z=3T%>0_LQ?"/69_B=XW_ &NOB%H<NFZ_\0WM;?2='NDV
MS:1H=JFRUAE7JD\I+7$J9^1I%CZQG(!U?C[QUXG_ .%[>"_A5X0U%H(WM-0U
M[Q48X$D+Z=!&+>*WRRG8TMU<Q."N&*VDH! S7S]^UK\:_P#@HY^SU\.+_P#:
MTM)/A[_PBFB30W&J?#2?3YFOHM/>54^>_$FU[D!U+A%$:D';YH7Y_;?V?_\
MBN_B1\0_CK+\\.H:X/#?A^3K_P 2[26DA<C_ 'M0DU$Y'#*(SS@5YK_P4V\
M?M7^(OA!/XX^!?C?PQ-I'A%X]>U;P+K/AHS?V\EF1<&*2<S$.H:(.(1&F\J
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MK&<Z_P"S_P#\5W\2/B'\=9?GAU#7!X;\/R=?^)=I+20N1_O:A)J)R.&41GG
MH \2_:U^-?\ P4<_9Z^'%_\ M:6DGP]_X131)H;C5/AI/I\S7T6GO*J?/?B3
M:]R ZEPBB-2#M\T+\_U?I.O:AXA\%6OB?1]&\NZOM,CNK;3]2E,&QWC#K%*R
MJY3!(#$*Q'/!Z5\Y_P#!3;P!^U?XB^$$_CCX%^-_#$VD>$7CU[5O NL^&C-_
M;R69%P8I)S,0ZAH@XA$:;RH!?I7M'[-/QCC_ &A/V?\ P?\ &U-(.GMXG\/V
MVH2V);<+>21 70$_>4-N /< 'C- 'F7[$/[2?QG^/'Q"^,7A#XR:7H-E-X \
M<#1-.M_#ZRF+REC8ES)+\TC-@')5>OW17H_[3'CSQ)X!^$-_<>!+M(/$NL7-
MMHOA:5XED$>HWLR6T$Q1@0ZQ-)YS C&R)\\ UX7_ ,$Y_P#DX[]J/_LKY_\
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MS)XETNR_X1OPQ).%ENM2NB$CLR^,85]VYP/N1LP!X%5?B+\>/CA^R9JWP_\
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M%<6Y)0@9&"F.YW= OPZ^!VO0?%RZ_:'^+VMZ?J/BV;05T73+?2+5XK+1]/\
M-\Z2*+S&9Y9))0K23-MR(XU5$"G=Z910!X)^WS^S-\6/VK_ >A_#OX?:_P"'
MM'M]*\46.NS:CK#3R/)+;,[+ (HT "DE27WYZC:.M=Y\6/AUXT^+_@31?!NL
MG2[**7Q%I]WXM@ANY)4FLK:<7+00L8U+^;)##&P8*/+DE&20-W?T4 <%^TIX
M8^//C3X3W_A/]G+QYI'ACQ'J!$*Z_J]K),+*$@[WA1/^6W0*6X7)."0*^?\
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MH<]PUWK%O!-'*5CM9(E2R>5HE#/YT^P%MH)*E?>:* &Q11PQK#"@5$4*JJ,
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M -GG_@H9XP_: N/B]\/OC_\ #O2].L8Y+7PGI&J^&+B\_LN!LAY02P7[3*N
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M\2F[5K5F9;>PAACMK2#+*#D1Q>8PQ@2SRX)')[6B@#Y;^+_[//\ P4,\8?M
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M,9-1\07YNM4U"[\$SRS2XR(H0S/\L,2G9'&,*HR<%F=F^PJ* /#?$O[(NO\
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M,/C70-1NX[S[)$8GFCG2:#Y949(Y"-H_@.,@@D ]OKA_'_[27P,^%_C[P_\
M"OQU\2M.L?$GBF^2TT'1,M+<W4KG"_NXU8HI/&]]J>]>-S_\%'1I7PL\&_M'
M^(O@?=VGPU\;Z_!IFFZVFNQR:C9I/*T<%U<V0B"I$Q7)\N>1U!&5SQ6/_P %
M'(T/[1?[+DI0;E^,*@-CD Q#(_0?E0!]:45X=K?[8NL^'/VR-&_8^UWX,W%I
M<^(M/FU'0_$T^MQBSOK6$,TOEJ$+F=0K9A(!& =VTAJ["]^-6N1_M(V_[/\
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M+>-8/#XUN;0Q;R[UL#*(A-YFSR_OD#9NWX(.W'-==7B7AC]J3PYXB_;<UO\
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M)!!/8T %%%% !1110 5\T?M _P#!8+_@G1^RU\7=7^!'QW_:(_L+Q7H7V?\
MM72O^$2U>Z\CSK>.XB_>V]I)&VZ*6-OE8XW8.""!]+U_-)_P<!_\I=/BW_W
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M^RCXLO?CG_P4Z^/_ (Z\0.98?AOI^D^$O"\4G(LX93-+=E!V9Y[;<6ZD%5Y
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MV<OA/^RS\5],^.OQ%\+:58/\8->-SI.MWL.ZYMFM[1-BVS$M,&VLH158L05
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M2OA;^R#\#-!AT:XUCQ#XH\"Z)8^&M LI$26\E32HI979W(6*&*)&DDD/W5
M#.R(UGP;^V7?WG[0^H?LF?%#X4_\(QX]_P"$<;6_#%N->6[T[7K4;U/E7(B1
MXV#HX97A! 1F 8#D ]SHKYD\)?\ !1^SUB\^+'AKQE\&+SPQXB^$UI%-J'AS
M5=;C:ZU4RL1"+01QL)1*?+6-AG>\\*@?O :^@/ASX@\6>*O!EAXB\;>!G\-Z
MC=PB6?1);]+F2TR,A)'0!-X[A20#P&/6@#;HHHH **** "BBB@ HHHH ****
M "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH **** "BBB@ HHHH
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M>6?@OQ7X-\<:G<QR^(',,>K6=S,9DN(I",2,Q9B%'+(T;+G)Q]N/\)_A9)K
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M$C\/?$#P^/ O@C5CS#>&WL5M[B[C8?ZR%;F*/:ZY5BK@$[:U?@I\<-.^'O\
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M] MRS,3DDDIR:U/#O@KP;X/1X_"7A+3-+63_ %BZ=81P!OKL49KYP]L^+_\
M@L7X@T[0K#]GFW\6>(;&&[A^-.D7=[)).L2^7$")I_F(VQJ6&6/ W#-==_P5
M'^*7[&_C#]C?Q?H7C_QGX4U[5[O1IX_!-C8WT%WJ#:NR8M6MEC+2 ^;LW,O&
MS<&X)!^E]<^%GPP\3ZD^L^)?AQH.HWD@ DN[[1X)I7 & "SJ2<  #GH*=H7P
MP^&OA>]&I>&?AYH>G7 Z3V&DPPN/^!(H/<_G0!\!_%G]C;]JKXY?\$D_A>FN
M0:A=?%OX=RIK]AIU\2;R>W62;RK1@_/GK:M;G:WS%X-A^8U]B?LJ?M;?"_\
M:H^&5IXQ\,ZS;VFLP6P7Q1X7NI1'>Z)>*,303POATVN& 8@!@ 17JE<EXV^
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>1110 4444 %%%% !1110 4444 %%%% !1110!__9

end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>18
<FILENAME>nly-20221231_g3.jpg
<TEXT>
begin 644 nly-20221231_g3.jpg
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M 0$! 0$! 0        $" P0%!@<("0H+$  " 0,# @0#!04$!    7T! @,
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M P$  A$#$0 _ /,_&_C?Q#:>(=3@@U/48HHM1O$CC2\N%1$6XD5415D"JJJ
M%4     8KWZ=.#A%N,;\JZ+L>5.<E)I-[OJ^YR__  G_ (E_Z"VI_P#@=<__
M !VM/9P_EC_X"O\ (CGE_,_O8?\ "?\ B7_H+:G_ .!US_\ ':/9P_EC_P"
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M/_@*_P @YY?S/[V'_"?^)?\ H+:G_P"!US_\=H]G#^6/_@*_R#GE_,_O8?\
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M_(.>7\S^]A_PG_B7_H+:G_X'7/\ \=H]G#^6/_@*_P @YY?S/[V'_"?^)?\
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M?\)_XE_Z"VI_^!US_P#':/9P_EC_ . K_(.>7\S^]A_PG_B7_H+:G_X'7/\
M\=H]G#^6/_@*_P @YY?S/[V'_"?^)?\ H+:G_P"!US_\=H]G#^6/_@*_R#GE
M_,_O8?\ "?\ B7_H+:G_ .!US_\ ':/9P_EC_P" K_(.>7\S^]A_PG_B7_H+
M:G_X'7/_ ,=H]G#^6/\ X"O\@YY?S/[V'_"?^)?^@MJ?_@=<_P#QVCV</Y8_
M^ K_ "#GE_,_O8?\)_XE_P"@MJ?_ ('7/_QVCV</Y8_^ K_(.>7\S^]A_P )
M_P")?^@MJ?\ X'7/_P =H]G#^6/_ ("O\@YY?S/[V'_"?^)?^@MJ?_@=<_\
MQVCV</Y8_P#@*_R#GE_,_O8?\)_XE_Z"VI_^!US_ /':/9P_EC_X"O\ (.>7
M\S^]A_PG_B7_ *"VI_\ @=<__':/9P_EC_X"O\@YY?S/[V'_  G_ (E_Z"VI
M_P#@=<__ !VCV</Y8_\ @*_R#GE_,_O8?\)_XE_Z"VI_^!US_P#':/9P_EC_
M . K_(.>7\S^]A_PG_B7_H+:G_X'7/\ \=H]G#^6/_@*_P @YY?S/[V'_"?^
M)?\ H+:G_P"!US_\=H]G#^6/_@*_R#GE_,_O8?\ "?\ B7_H+:G_ .!US_\
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M<_\ QVCV</Y8_P#@*_R#GE_,_O8?\)_XE_Z"VI_^!US_ /':/9P_EC_X"O\
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M .!US_\ ':/9P_EC_P" K_(.>7\S^]A_PG_B7_H+:G_X'7/_ ,=H]G#^6/\
MX"O\@YY?S/[V'_"?^)?^@MJ?_@=<_P#QVCV</Y8_^ K_ "#GE_,_O8?\)_XE
M_P"@MJ?_ ('7/_QVCV</Y8_^ K_(.>7\S^]A_P )_P")?^@MJ?\ X'7/_P =
MH]G#^6/_ ("O\@YY?S/[V'_"?^)?^@MJ?_@=<_\ QVCV</Y8_P#@*_R#GE_,
M_O8?\)_XE_Z"VI_^!US_ /':/9P_EC_X"O\ (.>7\S^]A_PG_B7_ *"VI_\
M@=<__':/9P_EC_X"O\@YY?S/[V'_  G_ (E_Z"VI_P#@=<__ !VCV</Y8_\
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M9=6_["=]_P"E,M?1T_@C_AC^2/'G\4O5_F<E6IF% !0 4 % !0 4 % !0 4
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M !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0!^ME?+GN'Y@>/\ _D9=
M6_["=]_Z4RU]'3^"/^&/Y(\>?Q2]7^9R5:F84 % !0 4 % !0 4 % !0 4 %
M !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
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M,?R1X\_BEZO\SDJU,PH * "@ H * "@ H * "@ H * "@ H * "@ H * "@
MH * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
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M3E';2WDNOR*>H>,=5U6Q72KN59+2.:2>./R+=?+DE=I)#&ZQ"2-69F)C1EC
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M@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
M* "@ H * "@ H * /ULKY<]P_-WQ9X7U?6O$.KSZ;8WEY$NJWR-);VTTR!Q<
M.Q0M&C*&"LI*DY 8'&"*^@A.,804I)/ECNTNAY,HMRDTF_>>R\S"_P"$ \2_
M] G4_P#P!N?_ (U5^TA_-'_P)?YD\DOY7]S#_A /$O\ T"=3_P# &Y_^-4>T
MA_-'_P "7^8<DOY7]S#_ (0#Q+_T"=3_ / &Y_\ C5'M(?S1_P# E_F')+^5
M_<P_X0#Q+_T"=3_\ ;G_ .-4>TA_-'_P)?YAR2_E?W,/^$ \2_\ 0)U/_P
M;G_XU1[2'\T?_ E_F')+^5_<P_X0#Q+_ - G4_\ P!N?_C5'M(?S1_\  E_F
M')+^5_<P_P"$ \2_] G4_P#P!N?_ (U1[2'\T?\ P)?YAR2_E?W,/^$ \2_]
M G4__ &Y_P#C5'M(?S1_\"7^8<DOY7]S#_A /$O_ $"=3_\  &Y_^-4>TA_-
M'_P)?YAR2_E?W,/^$ \2_P#0)U/_ , ;G_XU1[2'\T?_  )?YAR2_E?W,/\
MA /$O_0)U/\ \ ;G_P"-4>TA_-'_ ,"7^8<DOY7]S#_A /$O_0)U/_P!N?\
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M^8<DOY7]S#_A /$O_0)U/_P!N?\ XU1[2'\T?_ E_F')+^5_<P_X0#Q+_P!
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MT?\ P)?YAR2_E?W,/^$ \2_] G4__ &Y_P#C5'M(?S1_\"7^8<DOY7]S#_A
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M$O\ T"=3_P# &Y_^-4>TA_-'_P "7^8<DOY7]S#_ (0#Q+_T"=3_ / &Y_\
MC5'M(?S1_P# E_F')+^5_<P_X0#Q+_T"=3_\ ;G_ .-4>TA_-'_P)?YAR2_E
M?W,/^$ \2_\ 0)U/_P  ;G_XU1[2'\T?_ E_F')+^5_<P_X0#Q+_ - G4_\
MP!N?_C5'M(?S1_\  E_F')+^5_<P_P"$ \2_] G4_P#P!N?_ (U1[2'\T?\
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MW,/^$ \2_P#0)U/_ , ;G_XU1[2'\T?_  )?YAR2_E?W,/\ A /$O_0)U/\
M\ ;G_P"-4>TA_-'_ ,"7^8<DOY7]S#_A /$O_0)U/_P!N?\ XU1[2'\T?_ E
M_F')+^5_<P_X0#Q+_P! G4__  !N?_C5'M(?S1_\"7^8<DOY7]S#_A /$O\
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ME?W,/^$ \2_] G4__ &Y_P#C5'M(?S1_\"7^8<DOY7]S#_A /$O_ $"=3_\
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M<P_X0#Q+_P! G4__  !N?_C5'M(?S1_\"7^8<DOY7]S#_A /$O\ T"=3_P#
M&Y_^-4>TA_-'_P "7^8<DOY7]S#_ (0#Q+_T"=3_ / &Y_\ C5'M(?S1_P#
ME_F')+^5_<P_X0#Q+_T"=3_\ ;G_ .-4>TA_-'_P)?YAR2_E?W,/^$ \2_\
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M@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
M* "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
M H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
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M[:G_ #P_\"7^8?\ "<>'O^@IIW_@9;__ !RCZM7_ .?53_P"7^0>VI_SP_\
M E_F'_"<>'O^@IIW_@9;_P#QRCZM7_Y]5/\ P"7^0>VI_P \/_ E_F'_  G'
MA[_H*:=_X&6__P <H^K5_P#GU4_\ E_D'MJ?\\/_  )?YA_PG'A[_H*:=_X&
M6_\ \<H^K5_^?53_ , E_D'MJ?\ /#_P)?YA_P )QX>_Z"FG?^!EO_\ '*/J
MU?\ Y]5/_ )?Y![:G_/#_P "7^8?\)QX>_Z"FG?^!EO_ /'*/JU?_GU4_P#
M)?Y![:G_ #P_\"7^8?\ "<>'O^@IIW_@9;__ !RCZM7_ .?53_P"7^0>VI_S
MP_\  E_F'_"<>'O^@IIW_@9;_P#QRCZM7_Y]5/\ P"7^0>VI_P \/_ E_F'_
M  G'A[_H*:=_X&6__P <H^K5_P#GU4_\ E_D'MJ?\\/_  )?YA_PG'A[_H*:
M=_X&6_\ \<H^K5_^?53_ , E_D'MJ?\ /#_P)?YA_P )QX>_Z"FG?^!EO_\
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MZM7_ .?53_P"7^0>VI_SP_\  E_F'_"<>'O^@IIW_@9;_P#QRCZM7_Y]5/\
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M E_D'MJ?\\/_  )?YA_PG'A[_H*:=_X&6_\ \<H^K5_^?53_ , E_D'MJ?\
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M_P "7^8?\)QX>_Z"FG?^!EO_ /'*/JU?_GU4_P# )?Y![:G_ #P_\"7^8?\
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M*:=_X&6__P <H^K5_P#GU4_\ E_D'MJ?\\/_  )?YA_PG'A[_H*:=_X&6_\
M\<H^K5_^?53_ , E_D'MJ?\ /#_P)?YA_P )QX>_Z"FG?^!EO_\ '*/JU?\
MY]5/_ )?Y![:G_/#_P "7^8?\)QX>_Z"FG?^!EO_ /'*/JU?_GU4_P# )?Y!
M[:G_ #P_\"7^8?\ "<>'O^@IIW_@9;__ !RCZM7_ .?53_P"7^0>VI_SP_\
M E_F'_"<>'O^@IIW_@9;_P#QRCZM7_Y]5/\ P"7^0>VI_P \/_ E_F'_  G'
MA[_H*:=_X&6__P <H^K5_P#GU4_\ E_D'MJ?\\/_  )?YA_PG'A[_H*:=_X&
M6_\ \<H^K5_^?53_ , E_D'MJ?\ /#_P)?YA_P )QX>_Z"FG?^!EO_\ '*/J
MU?\ Y]5/_ )?Y![:G_/#_P "7^8?\)QX>_Z"FG?^!EO_ /'*/JU?_GU4_P#
M)?Y![:G_ #P_\"7^8?\ "<>'O^@IIW_@9;__ !RCZM7_ .?53_P"7^0>VI_S
MP_\  E_F'_"<>'O^@IIW_@9;_P#QRCZM7_Y]5/\ P"7^0>VI_P \/_ E_F'_
M  G'A[_H*:=_X&6__P <H^K5_P#GU4_\ E_D'MJ?\\/_  )?YA_PG'A[_H*:
M=_X&6_\ \<H^K5_^?53_ , E_D'MJ?\ /#_P)?YA_P )QX>_Z"FG?^!EO_\
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MZM7_ .?53_P"7^0>VI_SP_\  E_F'_"<>'O^@IIW_@9;_P#QRCZM7_Y]5/\
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M ?9/[/'_ "+UQ_V$9?\ TGM:^+S;^/'_ *]K_P!*F?08'^&_\;_*)\O>./\
MD8=4_P"PC>?^E$E?58;^!2_Z]P_])1XM;^)/_'+\V<O748A0 4 % !0 4 %
M!0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0!J1Z+>RV#ZLD3
M&RBE6!YN-JRLNX)USTQD@%5W(&(+J#DZD%-46USM<R76RTO_ %Y]F7R2Y>=+
MW4[7\S+K4@* "@ H ZF/PA>RZ*_B)6A-G%*(6 D!E#EE4 QJ#M^\&PY4E2&
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M@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
M* "@ H * "@ H * "@ H ^Y_CK_R)6H_]NG_ *6VU?FV'_BQ^?Y,^MK? _E^
M:/6ZY3<\D^$W_,P?]C-J?_M"NJM]C_KW']3"G]K_ !O]#SG]I+_F%?\ ;[_[
M:5]!D_\ R^_[<_\ ;SS,?]C_ +>_]M/EZOJ3Q0H * "@ H ^R?V>/^1>N/\
ML(R_^D]K7Q>;?QX_]>U_Z5,^@P/\-_XW^43Y>\<?\C#JG_81O/\ THDKZK#?
MP*7_ %[A_P"DH\6M_$G_ (Y?FSEZZC$* "@ H * "@ H * "@ H * "@ H *
M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
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M'S._&/=H1<8)RY;M+6,>72VB>LKV]?DCS:C3DU&Z5WHW?6^O1;_TST7XH?\
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M^!2_Z]P_])1XM;^)/_'+\V<O748A0 4 % !0 4 % !0 4 % !0 4 % !0 4
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MKJ*;:BK6LF[-^>BZ+H56J^UY>\5:[23?W'!UWG*% !0 4 % !0 4 % !0 4
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M16CJT[_XX_YA[*H]5"7_ ("_\B7_ (0?Q#_T"]1_\ [C_P"-TOK-#_G[3_\
M X_YA[&I_)/_ ,!?^0?\(/XA_P"@7J/_ (!W'_QNCZS0_P"?M/\ \#C_ )A[
M&I_)/_P%_P"0?\(/XA_Z!>H_^ =Q_P#&Z/K-#_G[3_\  X_YA[&I_)/_ ,!?
M^0?\(/XA_P"@7J/_ (!W'_QNCZS0_P"?M/\ \#C_ )A[&I_)/_P%_P"0?\(/
MXA_Z!>H_^ =Q_P#&Z/K-#_G[3_\  X_YA[&I_)/_ ,!?^0?\(/XA_P"@7J/_
M (!W'_QNCZS0_P"?M/\ \#C_ )A[&I_)/_P%_P"0?\(/XA_Z!>H_^ =Q_P#&
MZ/K-#_G[3_\  X_YA[&I_)/_ ,!?^0?\(/XA_P"@7J/_ (!W'_QNCZS0_P"?
MM/\ \#C_ )A[&I_)/_P%_P"0?\(/XA_Z!>H_^ =Q_P#&Z/K-#_G[3_\  X_Y
MA[&I_)/_ ,!?^0?\(/XA_P"@7J/_ (!W'_QNCZS0_P"?M/\ \#C_ )A[&I_)
M/_P%_P"0?\(/XA_Z!>H_^ =Q_P#&Z/K-#_G[3_\  X_YA[&I_)/_ ,!?^0?\
M(/XA_P"@7J/_ (!W'_QNCZS0_P"?M/\ \#C_ )A[&I_)/_P%_P"0?\(/XA_Z
M!>H_^ =Q_P#&Z/K-#_G[3_\  X_YA[&I_)/_ ,!?^0?\(/XA_P"@7J/_ (!W
M'_QNCZS0_P"?M/\ \#C_ )A[&I_)/_P%_P"0?\(/XA_Z!>H_^ =Q_P#&Z/K-
M#_G[3_\  X_YA[&I_)/_ ,!?^0?\(/XA_P"@7J/_ (!W'_QNCZS0_P"?M/\
M\#C_ )A[&I_)/_P%_P"0?\(/XA_Z!>H_^ =Q_P#&Z/K-#_G[3_\  X_YA[&I
M_)/_ ,!?^0?\(/XA_P"@7J/_ (!W'_QNCZS0_P"?M/\ \#C_ )A[&I_)/_P%
M_P"0?\(/XA_Z!>H_^ =Q_P#&Z/K-#_G[3_\  X_YA[&I_)/_ ,!?^0?\(/XA
M_P"@7J/_ (!W'_QNCZS0_P"?M/\ \#C_ )A[&I_)/_P%_P"0?\(/XA_Z!>H_
M^ =Q_P#&Z/K-#_G[3_\  X_YA[&I_)/_ ,!?^0?\(/XA_P"@7J/_ (!W'_QN
MCZS0_P"?M/\ \#C_ )A[&I_)/_P%_P"0?\(/XA_Z!>H_^ =Q_P#&Z/K-#_G[
M3_\  X_YA[&I_)/_ ,!?^0?\(/XA_P"@7J/_ (!W'_QNCZS0_P"?M/\ \#C_
M )A[&I_)/_P%_P"0?\(/XA_Z!>H_^ =Q_P#&Z/K-#_G[3_\  X_YA[&I_)/_
M ,!?^0?\(/XA_P"@7J/_ (!W'_QNCZS0_P"?M/\ \#C_ )A[&I_)/_P%_P"1
M%;^#]<NXDG@TZ^EBE57CD2UG9'1@&5T98RK*RD%6!((((.*;Q%%:.K3O_CC_
M )A[*H]5"7_@+_R)?^$'\0_] O4?_ .X_P#C=+ZS0_Y^T_\ P./^8>QJ?R3_
M / 7_D'_  @_B'_H%ZC_ . =Q_\ &Z/K-#_G[3_\#C_F'L:G\D__  %_Y!_P
M@_B'_H%ZC_X!W'_QNCZS0_Y^T_\ P./^8>QJ?R3_ / 7_D'_  @_B'_H%ZC_
M . =Q_\ &Z/K-#_G[3_\#C_F'L:G\D__  %_Y!_P@_B'_H%ZC_X!W'_QNCZS
M0_Y^T_\ P./^8>QJ?R3_ / 7_D'_  @_B'_H%ZC_ . =Q_\ &Z/K-#_G[3_\
M#C_F'L:G\D__  %_Y!_P@_B'_H%ZC_X!W'_QNCZS0_Y^T_\ P./^8>QJ?R3_
M / 7_D'_  @_B'_H%ZC_ . =Q_\ &Z/K-#_G[3_\#C_F'L:G\D__  %_Y!_P
M@_B'_H%ZC_X!W'_QNCZS0_Y^T_\ P./^8>QJ?R3_ / 7_D'_  @_B'_H%ZC_
M . =Q_\ &Z/K-#_G[3_\#C_F'L:G\D__  %_Y!_P@_B'_H%ZC_X!W'_QNCZS
M0_Y^T_\ P./^8>QJ?R3_ / 7_D'_  @_B'_H%ZC_ . =Q_\ &Z/K-#_G[3_\
M#C_F'L:G\D__  %_Y$4G@_7(&1)-.OD:9BD:M:S@R.$>0H@,8+,(XW<JN3L1
MVQM4D/ZQ1Z5:>G]^/^8>RJ+[$O\ P%_Y$O\ P@_B'_H%ZC_X!W'_ ,;I?6:'
M_/VG_P"!Q_S#V-3^2?\ X"_\@_X0?Q#_ - O4?\ P#N/_C='UFA_S]I_^!Q_
MS#V-3^2?_@+_ ,@_X0?Q#_T"]1_\ [C_ .-T?6:'_/VG_P"!Q_S#V-3^2?\
MX"_\@_X0?Q#_ - O4?\ P#N/_C='UFA_S]I_^!Q_S#V-3^2?_@+_ ,@_X0?Q
M#_T"]1_\ [C_ .-T?6:'_/VG_P"!Q_S#V-3^2?\ X"_\@_X0?Q#_ - O4?\
MP#N/_C='UFA_S]I_^!Q_S#V-3^2?_@+_ ,BW>^%O%6I2F>\L=5N)2 #)+;7<
MCD 8 +.A; ' &>!41KX:"Y85*45V4H)?<F4Z=63O*,V^[4G^A4_X0?Q#_P!
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M/_0+U'_P#N/_ (W1]9H?\_:?_@<?\P]C4_DG_P" O_(/^$'\0_\ 0+U'_P
M[C_XW1]9H?\ /VG_ .!Q_P P]C4_DG_X"_\ (/\ A!_$/_0+U'_P#N/_ (W1
M]9H?\_:?_@<?\P]C4_DG_P" O_(/^$'\0_\ 0+U'_P  [C_XW1]9H?\ /VG_
M .!Q_P P]C4_DG_X"_\ (/\ A!_$/_0+U'_P#N/_ (W1]9H?\_:?_@<?\P]C
M4_DG_P" O_(/^$'\0_\ 0+U'_P  [C_XW1]9H?\ /VG_ .!Q_P P]C4_DG_X
M"_\ (/\ A!_$/_0+U'_P#N/_ (W1]9H?\_:?_@<?\P]C4_DG_P" O_(/^$'\
M0_\ 0+U'_P  [C_XW1]9H?\ /VG_ .!Q_P P]C4_DG_X"_\ (/\ A!_$/_0+
MU'_P#N/_ (W1]9H?\_:?_@<?\P]C4_DG_P" O_(/^$'\0_\ 0+U'_P  [C_X
MW1]9H?\ /VG_ .!Q_P P]C4_DG_X"_\ (/\ A!_$/_0+U'_P#N/_ (W1]9H?
M\_:?_@<?\P]C4_DG_P" O_(/^$'\0_\ 0+U'_P  [C_XW1]9H?\ /VG_ .!Q
M_P P]C4_DG_X"_\ (/\ A!_$/_0+U'_P#N/_ (W1]9H?\_:?_@<?\P]C4_DG
M_P" O_(/^$'\0_\ 0+U'_P  [C_XW1]9H?\ /VG_ .!Q_P P]C4_DG_X"_\
M(/\ A!_$/_0+U'_P#N/_ (W1]9H?\_:?_@<?\P]C4_DG_P" O_(/^$'\0_\
M0+U'_P  [C_XW1]9H?\ /VG_ .!Q_P P]C4_DG_X"_\ (/\ A!_$/_0+U'_P
M#N/_ (W1]9H?\_:?_@<?\P]C4_DG_P" O_(/^$'\0_\ 0+U'_P  [C_XW1]9
MH?\ /VG_ .!Q_P P]C4_DG_X"_\ (/\ A!_$/_0+U'_P#N/_ (W1]9H?\_:?
M_@<?\P]C4_DG_P" O_(/^$'\0_\ 0+U'_P  [C_XW1]9H?\ /VG_ .!Q_P P
M]C4_DG_X"_\ (/\ A!_$/_0+U'_P#N/_ (W1]9H?\_:?_@<?\P]C4_DG_P"
MO_(/^$'\0_\ 0+U'_P  [C_XW1]9H?\ /VG_ .!Q_P P]C4_DG_X"_\ (/\
MA!_$/_0+U'_P#N/_ (W1]9H?\_:?_@<?\P]C4_DG_P" O_(B@\'ZY<J7ATZ^
MD4,Z$I:SL \;M'(A(C(#1R*R.O575E8!@13^L45O5IK_ +?CU^8>RJ=(2_\
M 7_D2_\ "#^(?^@7J/\ X!W'_P ;I?6:'_/VG_X''_,/8U/Y)_\ @+_R#_A!
M_$/_ $"]1_\  .X_^-T?6:'_ #]I_P#@<?\ ,/8U/Y)_^ O_ "#_ (0?Q#_T
M"]1_\ [C_P"-T?6:'_/VG_X''_,/8U/Y)_\ @+_R#_A!_$/_ $"]1_\  .X_
M^-T?6:'_ #]I_P#@<?\ ,/8U/Y)_^ O_ "#_ (0?Q#_T"]1_\ [C_P"-T?6:
M'_/VG_X''_,/8U/Y)_\ @+_R#_A!_$/_ $"]1_\  .X_^-T?6:'_ #]I_P#@
M<?\ ,/8U/Y)_^ O_ "#_ (0?Q#_T"]1_\ [C_P"-T?6:'_/VG_X''_,/8U/Y
M)_\ @+_R#_A!_$/_ $"]1_\  .X_^-T?6:'_ #]I_P#@<?\ ,/8U/Y)_^ O_
M "#_ (0?Q#_T"]1_\ [C_P"-T?6:'_/VG_X''_,/8U/Y)_\ @+_R#_A!_$/_
M $"]1_\  .X_^-T?6:'_ #]I_P#@<?\ ,/8U/Y)_^ O_ "#_ (0?Q#_T"]1_
M\ [C_P"-T?6:'_/VG_X''_,/8U/Y)_\ @+_R#_A!_$/_ $"]1_\  .X_^-T?
M6:'_ #]I_P#@<?\ ,/8U/Y)_^ O_ "#_ (0?Q#_T"]1_\ [C_P"-T?6:'_/V
MG_X''_,/8U/Y)_\ @+_R#_A!_$/_ $"]1_\  .X_^-T?6:'_ #]I_P#@<?\
M,/8U/Y)_^ O_ "#_ (0?Q#_T"]1_\ [C_P"-T?6:'_/VG_X''_,/8U/Y)_\
M@+_R#_A!_$/_ $"]1_\  .X_^-T?6:'_ #]I_P#@<?\ ,/8U/Y)_^ O_ "#_
M (0?Q#_T"]1_\ [C_P"-T?6:'_/VG_X''_,/8U/Y)_\ @+_R#_A!_$/_ $"]
M1_\  .X_^-T?6:'_ #]I_P#@<?\ ,/8U/Y)_^ O_ "#_ (0?Q#_T"]1_\ [C
M_P"-T?6:'_/VG_X''_,/8U/Y)_\ @+_R#_A!_$/_ $"]1_\  .X_^-T?6:'_
M #]I_P#@<?\ ,/8U/Y)_^ O_ "#_ (0?Q#_T"]1_\ [C_P"-T?6:'_/VG_X'
M'_,/8U/Y)_\ @+_R#_A!_$/_ $"]1_\  .X_^-T?6:'_ #]I_P#@<?\ ,/8U
M/Y)_^ O_ "#_ (0?Q#_T"]1_\ [C_P"-T?6:'_/VG_X''_,/8U/Y)_\ @+_R
M#_A!_$/_ $"]1_\  .X_^-T?6:'_ #]I_P#@<?\ ,/8U/Y)_^ O_ "#_ (0?
MQ#_T"]1_\ [C_P"-T?6:'_/VG_X''_,/8U/Y)_\ @+_R#_A!_$/_ $"]1_\
M .X_^-T?6:'_ #]I_P#@<?\ ,/8U/Y)_^ O_ "(HO!^N3,Z1Z=?.T+!)%6UG
M)C<HD@1P(\JQCD1PK8.QT;&U@2_K%%?\O:?_ (''_,/95/Y)?^ O_(E_X0?Q
M#_T"]1_\ [C_ .-TOK-#_G[3_P# X_YA[&I_)/\ \!?^0?\ "#^(?^@7J/\
MX!W'_P ;H^LT/^?M/_P./^8>QJ?R3_\  7_D'_"#^(?^@7J/_@'<?_&Z/K-#
M_G[3_P# X_YA[&I_)/\ \!?^0?\ "#^(?^@7J/\ X!W'_P ;H^LT/^?M/_P.
M/^8>QJ?R3_\  7_D'_"#^(?^@7J/_@'<?_&Z/K-#_G[3_P# X_YA[&I_)/\
M\!?^0?\ "#^(?^@7J/\ X!W'_P ;H^LT/^?M/_P./^8>QJ?R3_\  7_D'_"#
M^(?^@7J/_@'<?_&Z/K-#_G[3_P# X_YA[&I_)/\ \!?^0?\ "#^(?^@7J/\
MX!W'_P ;H^LT/^?M/_P./^8>QJ?R3_\  7_D'_"#^(?^@7J/_@'<?_&Z/K-#
M_G[3_P# X_YA[&I_)/\ \!?^0?\ "#^(?^@7J/\ X!W'_P ;H^LT/^?M/_P.
M/^8>QJ?R3_\  7_D'_"#^(?^@7J/_@'<?_&Z/K-#_G[3_P# X_YA[&I_)/\
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M[/'_ "+UQ_V$9?\ TGM:^+S;^/'_ *]K_P!*F?08'^&_\;_*)[S7@'J!0 4
M% !0 4 % !0 4 % !0 4 % ')> /^1:TG_L&6/\ Z315K4^.7^*7YLB'PQ]%
M^1UM9%A0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M% !0!R7@#_D6M)_[!EC_ .DT5:U/CE_BE^;(A\,?1?D=;6184 % !0 4 % !
M0 4 % !0 4 % ')>)/\ C_T7_L)R_P#IHU6M8[3_ ,*_]+B1+>/K_P"VR.MK
M(L* "@ H * "@ H * "@ H * "@ H Y+P3_QX2_]A/6/_3O?5K4W7^&'_I$2
M(;?.7_I3.MK(L* "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
MH * "@ H * .2\$_\>$O_83UC_T[WU:U-U_AA_Z1$B&WSE_Z4SK:R+"@ H *
M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@#DO#?_'_
M *U_V$XO_31I5:RVA_A?_I<B([R]?_;8G6UD6% !0 4 % !0 4 % !0 4 %
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M:A_SZI_^ 1_R#VU3^>?_ ($_\P_X3CQ#_P!!34?_  ,N/_CE'U:A_P ^J?\
MX!'_ "#VU3^>?_@3_P P_P"$X\0_]!34?_ RX_\ CE'U:A_SZI_^ 1_R#VU3
M^>?_ ($_\P_X3CQ#_P!!34?_  ,N/_CE'U:A_P ^J?\ X!'_ "#VU3^>?_@3
M_P P_P"$X\0_]!34?_ RX_\ CE'U:A_SZI_^ 1_R#VU3^>?_ ($_\P_X3CQ#
M_P!!34?_  ,N/_CE'U:A_P ^J?\ X!'_ "#VU3^>?_@3_P P_P"$X\0_]!34
M?_ RX_\ CE'U:A_SZI_^ 1_R#VU3^>?_ ($_\P_X3CQ#_P!!34?_  ,N/_CE
M'U:A_P ^J?\ X!'_ "#VU3^>?_@3_P P_P"$X\0_]!34?_ RX_\ CE'U:A_S
MZI_^ 1_R#VU3^>?_ ($_\P_X3CQ#_P!!34?_  ,N/_CE'U:A_P ^J?\ X!'_
M "#VU3^>?_@3_P P_P"$X\0_]!34?_ RX_\ CE'U:A_SZI_^ 1_R#VU3^>?_
M ($_\R*W\8:Y:1)!!J-]%%$JI'&EU.J(B@*J(JR!555 "J     ,4WAJ+U=*
MG?\ P1_R#VM1:*<O_ G_ )DO_"<>(?\ H*:C_P"!EQ_\<I?5J'_/JG_X!'_(
M/;5/YY_^!/\ S#_A./$/_04U'_P,N/\ XY1]6H?\^J?_ (!'_(/;5/YY_P#@
M3_S#_A./$/\ T%-1_P# RX_^.4?5J'_/JG_X!'_(/;5/YY_^!/\ S#_A./$/
M_04U'_P,N/\ XY1]6H?\^J?_ (!'_(/;5/YY_P#@3_S#_A./$/\ T%-1_P#
MRX_^.4?5J'_/JG_X!'_(/;5/YY_^!/\ S#_A./$/_04U'_P,N/\ XY1]6H?\
M^J?_ (!'_(/;5/YY_P#@3_S#_A./$/\ T%-1_P# RX_^.4?5J'_/JG_X!'_(
M/;5/YY_^!/\ S#_A./$/_04U'_P,N/\ XY1]6H?\^J?_ (!'_(/;5/YY_P#@
M3_S#_A./$/\ T%-1_P# RX_^.4?5J'_/JG_X!'_(/;5/YY_^!/\ S#_A./$/
M_04U'_P,N/\ XY1]6H?\^J?_ (!'_(/;5/YY_P#@3_S#_A./$/\ T%-1_P#
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MU:A_SZI_^ 1_R#VU3^>?_@3_ ,P_X3CQ#_T%-1_\#+C_ ..4?5J'_/JG_P"
M1_R#VU3^>?\ X$_\P_X3CQ#_ -!34?\ P,N/_CE'U:A_SZI_^ 1_R#VU3^>?
M_@3_ ,P_X3CQ#_T%-1_\#+C_ ..4?5J'_/JG_P" 1_R#VU3^>?\ X$_\P_X3
MCQ#_ -!34?\ P,N/_CE'U:A_SZI_^ 1_R#VU3^>?_@3_ ,P_X3CQ#_T%-1_\
M#+C_ ..4?5J'_/JG_P" 1_R#VU3^>?\ X$_\P_X3CQ#_ -!34?\ P,N/_CE'
MU:A_SZI_^ 1_R#VU3^>?_@3_ ,P_X3CQ#_T%-1_\#+C_ ..4?5J'_/JG_P"
M1_R#VU3^>?\ X$_\P_X3CQ#_ -!34?\ P,N/_CE'U:A_SZI_^ 1_R#VU3^>?
M_@3_ ,R*W\8:Y:1)!!J-]%%$JI'&EU.J(B@*J(JR!555 "J     ,4WAJ+U=
M*G?_  1_R#VM1:*<O_ G_F2_\)QXA_Z"FH_^!EQ_\<I?5J'_ #ZI_P#@$?\
M(/;5/YY_^!/_ ##_ (3CQ#_T%-1_\#+C_P".4?5J'_/JG_X!'_(/;5/YY_\
M@3_S#_A./$/_ $%-1_\  RX_^.4?5J'_ #ZI_P#@$?\ (/;5/YY_^!/_ ##_
M (3CQ#_T%-1_\#+C_P".4?5J'_/JG_X!'_(/;5/YY_\ @3_S#_A./$/_ $%-
M1_\  RX_^.4?5J'_ #ZI_P#@$?\ (/;5/YY_^!/_ ##_ (3CQ#_T%-1_\#+C
M_P".4?5J'_/JG_X!'_(/;5/YY_\ @3_S#_A./$/_ $%-1_\  RX_^.4?5J'_
M #ZI_P#@$?\ (/;5/YY_^!/_ ##_ (3CQ#_T%-1_\#+C_P".4?5J'_/JG_X!
M'_(/;5/YY_\ @3_S#_A./$/_ $%-1_\  RX_^.4?5J'_ #ZI_P#@$?\ (/;5
M/YY_^!/_ ##_ (3CQ#_T%-1_\#+C_P".4?5J'_/JG_X!'_(/;5/YY_\ @3_S
M#_A./$/_ $%-1_\  RX_^.4?5J'_ #ZI_P#@$?\ (/;5/YY_^!/_ #.D\'>,
M==NM=TZ";4;^6*6_M$='NYV1T:>,,K*9"&5@2&4@@@D$8KFQ&'HQHU)1ITTU
M3FTU"*::B[-.VYM2JU'4@G.33E'3F?=>9]D^)/\ C_T7_L)R_P#IHU6OA([3
M_P *_P#2XGTLMX^O_MLCY9^+7BK6=-\4WMM9W][;01_9]L45S-'&NZU@9MJ(
MX498EC@<DDGDFOLL!0I3P\)3IPE)\UVXQ;^.2W:/ Q-2<:LHQE))6T3:7PKS
M/./^$X\0_P#04U'_ ,#+C_XY7I?5J'_/JG_X!'_(X_;5/YY_^!/_ ##_ (3C
MQ#_T%-1_\#+C_P".4?5J'_/JG_X!'_(/;5/YY_\ @3_S#_A./$/_ $%-1_\
M RX_^.4?5J'_ #ZI_P#@$?\ (/;5/YY_^!/_ ##_ (3CQ#_T%-1_\#+C_P".
M4?5J'_/JG_X!'_(/;5/YY_\ @3_S#_A./$/_ $%-1_\  RX_^.4?5J'_ #ZI
M_P#@$?\ (/;5/YY_^!/_ ##_ (3CQ#_T%-1_\#+C_P".4?5J'_/JG_X!'_(/
M;5/YY_\ @3_S#_A./$/_ $%-1_\  RX_^.4?5J'_ #ZI_P#@$?\ (/;5/YY_
M^!/_ ##_ (3CQ#_T%-1_\#+C_P".4?5J'_/JG_X!'_(/;5/YY_\ @3_S#_A.
M/$/_ $%-1_\  RX_^.4?5J'_ #ZI_P#@$?\ (/;5/YY_^!/_ ##_ (3CQ#_T
M%-1_\#+C_P".4?5J'_/JG_X!'_(/;5/YY_\ @3_S#_A./$/_ $%-1_\  RX_
M^.4?5J'_ #ZI_P#@$?\ (/;5/YY_^!/_ ##_ (3CQ#_T%-1_\#+C_P".4?5J
M'_/JG_X!'_(/;5/YY_\ @3_S(H/&&N6RE(=1OHU+.Y5+J=07D=I)'($@&Z21
MF=VZL[,S$L2:?U:B]Z5/_P  C_D'M:BVG+_P)_YDO_"<>(?^@IJ/_@9<?_'*
M7U:A_P ^J?\ X!'_ "#VU3^>?_@3_P P_P"$X\0_]!34?_ RX_\ CE'U:A_S
MZI_^ 1_R#VU3^>?_ ($_\P_X3CQ#_P!!34?_  ,N/_CE'U:A_P ^J?\ X!'_
M "#VU3^>?_@3_P P_P"$X\0_]!34?_ RX_\ CE'U:A_SZI_^ 1_R#VU3^>?_
M ($_\P_X3CQ#_P!!34?_  ,N/_CE'U:A_P ^J?\ X!'_ "#VU3^>?_@3_P P
M_P"$X\0_]!34?_ RX_\ CE'U:A_SZI_^ 1_R#VU3^>?_ ($_\P_X3CQ#_P!!
M34?_  ,N/_CE'U:A_P ^J?\ X!'_ "#VU3^>?_@3_P P_P"$X\0_]!34?_ R
MX_\ CE'U:A_SZI_^ 1_R#VU3^>?_ ($_\P_X3CQ#_P!!34?_  ,N/_CE'U:A
M_P ^J?\ X!'_ "#VU3^>?_@3_P P_P"$X\0_]!34?_ RX_\ CE'U:A_SZI_^
M 1_R#VU3^>?_ ($_\P_X3CQ#_P!!34?_  ,N/_CE'U:A_P ^J?\ X!'_ "#V
MU3^>?_@3_P SI/!WC'7;K7=.@FU&_EBEO[1'1[N=D=&GC#*RF0AE8$AE((()
M!&*YL1AZ,:-24:=--4YM-0BFFHNS3MN;4JM1U()SDTY1TYGW7F?>U?GY]0?)
M_P =O$>JZ1KL$&GWEU:1-81N4@N)8D+F>Y!8K&Z@L0J@L1G"@9P!7UV64:=2
MC*52$)/VC5Y13=N6.EVMCPL94G"HE"4DN5:)M=7V/%?^$X\0_P#04U'_ ,#+
MC_XY7M_5J'_/JG_X!'_(\[VU3^>?_@3_ ,P_X3CQ#_T%-1_\#+C_ ..4?5J'
M_/JG_P" 1_R#VU3^>?\ X$_\P_X3CQ#_ -!34?\ P,N/_CE'U:A_SZI_^ 1_
MR#VU3^>?_@3_ ,P_X3CQ#_T%-1_\#+C_ ..4?5J'_/JG_P" 1_R#VU3^>?\
MX$_\P_X3CQ#_ -!34?\ P,N/_CE'U:A_SZI_^ 1_R#VU3^>?_@3_ ,P_X3CQ
M#_T%-1_\#+C_ ..4?5J'_/JG_P" 1_R#VU3^>?\ X$_\P_X3CQ#_ -!34?\
MP,N/_CE'U:A_SZI_^ 1_R#VU3^>?_@3_ ,P_X3CQ#_T%-1_\#+C_ ..4?5J'
M_/JG_P" 1_R#VU3^>?\ X$_\P_X3CQ#_ -!34?\ P,N/_CE'U:A_SZI_^ 1_
MR#VU3^>?_@3_ ,P_X3CQ#_T%-1_\#+C_ ..4?5J'_/JG_P" 1_R#VU3^>?\
MX$_\P_X3CQ#_ -!34?\ P,N/_CE'U:A_SZI_^ 1_R#VU3^>?_@3_ ,P_X3CQ
M#_T%-1_\#+C_ ..4?5J'_/JG_P" 1_R#VU3^>?\ X$_\R*#QAKELI2'4;Z-2
MSN52ZG4%Y':21R!(!NDD9G=NK.S,Q+$FG]6HO>E3_P# (_Y![6HMIR_\"?\
MF2_\)QXA_P"@IJ/_ (&7'_QRE]6H?\^J?_@$?\@]M4_GG_X$_P#,/^$X\0_]
M!34?_ RX_P#CE'U:A_SZI_\ @$?\@]M4_GG_ .!/_,/^$X\0_P#04U'_ ,#+
MC_XY1]6H?\^J?_@$?\@]M4_GG_X$_P#,/^$X\0_]!34?_ RX_P#CE'U:A_SZ
MI_\ @$?\@]M4_GG_ .!/_,/^$X\0_P#04U'_ ,#+C_XY1]6H?\^J?_@$?\@]
MM4_GG_X$_P#,/^$X\0_]!34?_ RX_P#CE'U:A_SZI_\ @$?\@]M4_GG_ .!/
M_,/^$X\0_P#04U'_ ,#+C_XY1]6H?\^J?_@$?\@]M4_GG_X$_P#,/^$X\0_]
M!34?_ RX_P#CE'U:A_SZI_\ @$?\@]M4_GG_ .!/_,/^$X\0_P#04U'_ ,#+
MC_XY1]6H?\^J?_@$?\@]M4_GG_X$_P#,/^$X\0_]!34?_ RX_P#CE'U:A_SZ
MI_\ @$?\@]M4_GG_ .!/_,/^$X\0_P#04U'_ ,#+C_XY1]6H?\^J?_@$?\@]
MM4_GG_X$_P#,/^$X\0_]!34?_ RX_P#CE'U:A_SZI_\ @$?\@]M4_GG_ .!/
M_,_1JOS8^N/D_P".WB/5=(UV"#3[RZM(FL(W*07$L2%S/<@L5C=06(506(SA
M0,X KZ[+*-.I1E*I"$G[1J\HINW+'2[6QX6,J3A42A*27*M$VNK['BO_  G'
MB'_H*:C_ .!EQ_\ '*]OZM0_Y]4__ (_Y'G>VJ?SS_\  G_F'_"<>(?^@IJ/
M_@9<?_'*/JU#_GU3_P# (_Y![:I_//\ \"?^8?\ "<>(?^@IJ/\ X&7'_P <
MH^K4/^?5/_P"/^0>VJ?SS_\  G_F'_"<>(?^@IJ/_@9<?_'*/JU#_GU3_P#
M(_Y![:I_//\ \"?^8?\ "<>(?^@IJ/\ X&7'_P <H^K4/^?5/_P"/^0>VJ?S
MS_\  G_F'_"<>(?^@IJ/_@9<?_'*/JU#_GU3_P# (_Y![:I_//\ \"?^8?\
M"<>(?^@IJ/\ X&7'_P <H^K4/^?5/_P"/^0>VJ?SS_\  G_F'_"<>(?^@IJ/
M_@9<?_'*/JU#_GU3_P# (_Y![:I_//\ \"?^8?\ "<>(?^@IJ/\ X&7'_P <
MH^K4/^?5/_P"/^0>VJ?SS_\  G_F'_"<>(?^@IJ/_@9<?_'*/JU#_GU3_P#
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M_P B]<?]A&7_ -)[6OB\V_CQ_P"O:_\ 2IGT&!_AO_&_RB?+WCC_ )&'5/\
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M;?0:3D^6*NWT*]4(* "@ H ZCP/_ ,C#I?\ V$;/_P!*(ZY<3_ J_P#7N?\
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MQM^T/_R,-O\ ]@Z+_P!*+JOM,I_@2_Z^/_TF!\]COXB_P+\Y'@U>^>8% !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 ?7_CW_DE*
M?]@[2/\ T;95\"_][G_U\J?G(^G_ .7$?\$/T/H.O*.T\D^$W_,P?]C-J?\
M[0KJK?8_Z]Q_4PI_:_QO]#SG]I+_ )A7_;[_ .VE?09/_P OO^W/_;SS,?\
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M>!2RC_7;7?  9JZ>5TZC4/\ =?;Q_P -W'7RY5)_X=$97YH>]_&]F_6U]/\
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M4'.4M)2;2VNV[&96I 4 % !0 4 % 'U_X]_Y)2G_ &#M(_\ 1ME7P+_WN?\
MU\J?G(^G_P"7$?\ !#]#Z#KRCM/)/A-_S,'_ &,VI_\ M"NJM]C_ *]Q_4PI
M_:_QO]#SG]I+_F%?]OO_ +:5]!D__+[_ +<_]O/,Q_V/^WO_ &T^7J^I/%"@
M H * "@#[)_9X_Y%ZX_[",O_ *3VM?%YM_'C_P!>U_Z5,^@P/\-_XW^43Y>\
M<?\ (PZI_P!A&\_]*)*^JPW\"E_U[A_Z2CQ:W\2?^.7YLY>NHQ"@ H * "@
MH * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H ]1^#'_(WV'_;S_Z1
MW%>7F/\ NM3_ +=_]+B=N%_C1_[>_P#26?>-? 'TY^<OCC_D8=4_["-Y_P"E
M$E?I.&_@4O\ KW#_ -)1\C6_B3_QR_-G+UU&)=M-2NM/#"TFEMQ* '$4CIO
M.0&VD;@#R <X/(J)0C.W/%.VUTG;TN4I./PMKT=BT/$&IK(TXN[H2RA5=_/E
MWNJ'*!FW98*>5!)"GIBH]E3LH\D;*]ERJROO96TOU*YY7OS._JQ\7B75K=?+
MBO;N-/,\W:MQ*J^;G/F8#@>9GG?][/.<T.C3>KA"]K?"MNVVWEL"J36BE):W
MW>_?U-W0/'FI:3?Q7MY/=WT,4PG>W>[D"2R*/E9RXE4D$*=Q0MP ".".>KA:
M=2#A",(-KE4E!72>Z5K?F:PK2A)2DY22=[<SU?X_D96M>)+K5K][]9;B/,[S
MPJUP\C0,[;_W;X3!!QAE1#@+Z9K:G1C2@J=HOW5%M12YDE;5:_BV9SJ.4G*[
M6K:UO:_9Z$9\4ZP96N#?WGG.GEM)]IFWM'UV,V_<4R2=I.WGI3]A2LH^SA9.
MZ7+&R?>UM_,/:3O?FE?:]W>W;<#XJUDJ$-_>[5"J%^TS8"H<HH&_ "GE0.%/
M(Q1["EO[.%]?LQZ[].O4/:3VYI?>_P#,;_PD^KB+[.+Z\$.UD\O[3-LVOG>N
MW?MVMD[AC#9.<T>QI7YO9POH[\L;W6SO;IT%[2=K<TK=KL='XIUB+;LO[Q/+
MC\I-MS,-L?'[M</\J<#Y!A>!QP*'0I.]Z<-7=^['5]WIOYC]I-;2EHK;O;MO
ML4QK-^L/V47-P( "!%YLGEX9MS#9NVX9@&(QRPR>:OV<+\W+'F[V5^V]K[$\
MTDN6[MVN[?<7)/%.L2AQ)?7C"2/RG#7,Q#Q<_NVR_P T?S-\ARO)XY-0J%)6
MM3@K.Z]V.C[K3?S*]I/K*6UMWMVWV,RTO[G3V+VDLENS*48Q.T9*GJI*D$J>
MX/!K648STFD[:ZI/7OJ0FX_"VO1V+1U[4C*+@W=SYRQF(2>?)O$9ZQAMVX(<
MG*9V^U1[*FER\D;7O;E5K][6W\Q\\KWYG>UKW>W;T)$\1ZI&) EY=*+C'F@7
M$H\S:,#S,/\ /@# W9P.!2]C3TO"&FWNK3TTT^0^>:O:4M=]7KZE@^+=;)9C
MJ%\6D"AS]JGRP3E0QW\[<_+G..V*GV%%67LX:;>Y'2^_3J/VL_YY?^!/_,:W
MBK67W;K^]/F,KOFYF.YTV[&;Y_F9=J[6.2NU<$8%/V%)6M3AHFE[L=$]TM-G
M=W#VD_YI?>_\Q)?%.L3 K)?WCAW61@US,0SIM*.<ORZ;5VL>5VK@C H5"DMJ
M<%9-*T8[/=;;.[NO,/:3>\I=]WNOF,;Q+JS-([7MV6N%59F-Q-F55W%5D._+
MJNYMH;(&YL=33]C25DH0M'5>ZM&][::;=!>TGK[TM=]7KZD,^NZC=0QVT]U<
MRP6Y!BB>:1HXRHPIC0L53:.!M P.E-4J<6Y1A%-[M12;OO=VU^8G.32BY.RV
M5W9>A'J.L7VKE6U"YGNS&"$,\LDI0'&0N]FV@X&0,=!3A3A2NJ<8QOORI*_K
M:P2E*7Q-NW=M_F9U:$!0 4 =1X'_ .1ATO\ ["-G_P"E$=<N)_@5?^O<_P#T
MEFU'^)#_ !Q_-'W;XD_X_P#1?^PG+_Z:-5K\[CM/_"O_ $N)]7+>/K_[;(^.
M_C/_ ,C??_\ ;M_Z1V]?=9=_NM/_ +>_]+D?-XK^-+Y?^DH\NKU#B"@ H N6
M>H7.GEFM)I;<NNUC%(T993_"Q4C*^QXJ)0C.W.D[:JZ3L_F4I./PMKT=BVWB
M#4VD2<W=T98E*(YGEWHC<%5;=E5( !4$ ]Q4>RII./)&S=VN56;[M6W*YY7O
MS.ZVU94?4;J2=;MYI6N(RK)*9',BE,;"KD[@4P-I!!7 QC%6H12<%%*+O=65
MG??3;7KW)YG?FN[KK?73S)M/UF_TAF>PN9[1I!AV@EDB+#GABC*6')ZYZFE.
MG"I95(QDEMS).WI<<92A\#:]&U^0]M=U%X1:M=7)@5_,6(S2&,2;MV\)NVA]
MQ+;@-VXYSFE[*FGS*$>:UK\JO;:U[7M;H'/*W+S.V]KNU^]BVWBS6G+%M0O2
M9 H<FZG)8)R@;Y_F"G[N<[>V*CV%)6M3AI>WN1TOO;3KU*]I/^>7_@3_ ,Q3
MXNUMF$AU"^+JV\,;J?(;;LW ^9D-M)7<.=IQG'%'L**T5.%MO@CMO;;OJ'M:
MG\\O_ G_ )D+>)=6;8#>W9\F0RQYN)ODD;=ND3Y_E=M[9=<,=S9/)R_8TE>T
M(:JS]U:KL]-M%IY"]I/3WI:.ZU>C[^HB>)-6CN3?+>W:W3KL:<7$HE9>NTR!
M]Y7/."<>U/V-/E]FX0Y5JH\JLGWM:P>TFGS*4K][N_WF5)<2S2&>1V>5FW%V
M8ERQ.2Q8G)8GG).<\UJDDN5));6Z6[6(N[W>YH7.NZC>1M#<75S-'(0722:1
MU<KC:65F(8K@8)!Q@8Z"LU2IQ:<8136S44FO2R*<Y/1R;7FV2'Q'JK.DIO+H
MR1-OC<W$NY&V[-R-ORK;/ER"#M^7..*7L::32A"ST:Y59J][/3OKZCYY[\TK
MK;5Z$W_"5ZR.E_>\2&4?Z3-Q*<YD^_\ ZPY.7^\<GGFI]A2_Y]PVM\,=NVVW
MEL/VD_YI;W^)[]]]Q?\ A+=;RK?VA>Y1F=3]JGRKMG<Z_/PS;FW,.3N.3R:/
M84=O9PVM\$=ELMM@]K/^>7?XG_F+'XMUN' CU"^3:S,-MU.,,^2[##\%B26(
MY;)SG)H="B]Z<.B^".RVZ=.@>UFMIR_\"?\ F54\0:G&B1)=W2QPN98U$\H6
M.0L7,B*&PKER7+J Q8ELYYJO94[M\D;M6;Y5JK6L]-5;2W87/)67,[)W6KT?
M?U)8_$^KPM)(E]>(]QCSF6YF!EP,#S"'R^!P-V>..E)T:323IPM';W8Z>FFG
MR#VDU=J4M=]7KZE:/6]0AM3I\=S<):-G=;K-((3DY.8@VPY/)RO)YJG3@Y>T
M<8\_\W*N;[[7%SR2Y%)\O:[M]VQF5J0% !0!U'@?_D8=+_["-G_Z41URXG^!
M5_Z]S_\ 26;4?XD/\<?S1^C5?FQ]<?&W[0__ ",-O_V#HO\ THNJ^TRG^!+_
M *^/_P!)@?/8[^(O\"_.1X-7OGF!0 4 % !0 4 % !0!I6FLW]@GE6MS/ @;
M>%BED1=^,;\*P&['&[&<=ZSE3A-WE&+=K7:3T[:]"U*4=(MI>3:'QZ]J,&\1
MW5RGFNTDFV:0;Y&&UG?##<[*2&8Y)!P3BDZ5-VO".BLO=6B6R6FB\@YY+:3U
MU>KW[EB#Q1J]JL:07UY$MNI6$)<S*(E. 5C <!%( !"X!P,]*ET:4KN5.#OJ
M[QB[OSTU^8U4FK6E)6VU>GIV'Q^+-:A"B._O4$0*H%NIP$#8W!</\H; R!@'
M S2="D[WIPUW]V.MN^@_:36TI:;>\]/Q$C\5:S#L\N_O4\E2D>VYF&Q&QN5,
M/\JG RHP#@9' INA2=[TX:N[]V.K[O35A[2:M:4M-M7I^(W_ (2C6 RR"^O
M\<9A1OM,V5B;:6C4[\B-BJY084[5R.!1["EJO9PLW=KECOWVWU>N^H>TGOS2
MT5MWMV]"$>(-3"1QB[N0ENYDB7SY=L3DDEXQNPC$DDLN#DDYY-5[*G=ODC=J
MS]U:KL]-5ZBYY:+F>FJU>C\NP_\ X235?M/V_P"VW?VO;L\_[1+YVSKM\S?O
MVY_AW8]J7L:?+[/DAR7OR\JY;][6M</:3OS<TN;O=W^\S+FYFO)6GN'>:60Y
M=Y&+NQ]69B6)]R2:UC%02C%));)*R7R1#;;NW=^9!3$% !0 4 % !0 4 % '
MZA5^6'VA\;?M#_\ (PV__8.B_P#2BZK[3*?X$O\ KX__ $F!\]COXB_P+\Y'
M@U>^>8% !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
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M,#Y['?Q%_@7YR/!J]\\P* "@ H * "@ H * "@ H * "@ H * "@ H * "@
MH * "@ H * "@ H ^O\ Q[_R2E/^P=I'_HVRKX%_[W/_ *^5/SD?3_\ +B/^
M"'Z'T'7E':>2?";_ )F#_L9M3_\ :%=5;['_ %[C^IA3^U_C?Z'K=<IN% !0
M 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M4 % !0 4 % !0!R7B3_C_P!%_P"PG+_Z:-5K6.T_\*_]+B1+>/K_ .VR.MK(
ML* "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "
M@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
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M@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
M* "@ H * "@ H Y+Q)_Q_P"B_P#83E_]-&JUK':?^%?^EQ(EO'U_]MD=;618
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
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M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
MH * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H Y+Q)_Q_Z+
M_P!A.7_TT:K6L=I_X5_Z7$B6\?7_ -MD=;6184 % !0 4 % !0 4 % !0 4
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M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
MH * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
M"@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * />_A;_R"Y?^
MOI__ $5#7Y[G?^\P_P"O4?\ TN9]EE7\"7_7Q_\ I,"SXL_X^T_ZY+_Z&]?&
MU=_E_F?2PV^9R]8F@4 % !0 4 % !0 4 % !0 4 ;7AW_C_B_P"!_P#HMZTI
M_$OG^1$MF;?C#_EA_P!M/_:=:5>GS_0F'4XJN<U"@ H * "@ H * "@ H *
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MV:6M]]$W%)]QO"SC&4M+P47*-WS)2U72VVZ3NCGJ](X0H * "@ H * "@ H
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M^RL'_P ^O_)ZG_R8?VAB?^?G_DL/_D3USP#K%WK5A)/?/YLBW#(&VHN%$<3
M815'5B<XSSUZ5\=FN'I86M&G0CRQ=-2:NWJY35_>;>R1]-E]:>(I2G5=VIM7
MLEIRQ?1+NSMZ\$]8* "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
M"@ H * "@ H * /'?BS_ ,N7_;Q_[0K[3(?^7_\ W#_]R'R^;_\ +K_M_P#]
ML/'*^U/EPH * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
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M7)>R5[WNU;IRJ^]T<57N'E!0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
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MZ]Q_4PI_:_QO]"#XL_\ +E_V\?\ M"OJLA_Y?_\ </\ ]R'SV;_\NO\ M_\
M]L/'*^U/EPH * "@ H ][^%O_(+E_P"OI_\ T5#7Y[G?^\P_Z]1_]+F?995_
M E_U\?\ Z3 ]*KY@]X* "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
M* "@ H * "@ H * /)_BA8W%Y]C^SQ23;//W>6C/C/DXSM!QG!QGK@^E?7Y)
M5A2]M[2<8W]G;FDHWMSWM=KN?-YI"<_9<D92MSWLF[7Y>QY-_8FH?\^MQ_WY
MD_\ B:^O^LT/^?M/_P #C_F?-^PJ_P#/N?\ X#+_ "#^Q-0_Y];C_OS)_P#$
MT?6:'_/VG_X''_,/85?^?<__  &7^0?V)J'_ #ZW'_?F3_XFCZS0_P"?M/\
M\#C_ )A["K_S[G_X#+_(/[$U#_GUN/\ OS)_\31]9H?\_:?_ (''_,/85?\
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M];C_ +\R?_$T?6:'_/VG_P"!Q_S#V%7_ )]S_P# 9?Y!_8FH?\^MQ_WYD_\
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M_P 31]9H?\_:?_@<?\P]A5_Y]S_\!E_D']B:A_SZW'_?F3_XFCZS0_Y^T_\
MP./^8>PJ_P#/N?\ X#+_ "#^Q-0_Y];C_OS)_P#$T?6:'_/VG_X''_,/85?^
M?<__  &7^0?V)J'_ #ZW'_?F3_XFCZS0_P"?M/\ \#C_ )A["K_S[G_X#+_(
M/[$U#_GUN/\ OS)_\31]9H?\_:?_ (''_,/85?\ GW/_ ,!E_D']B:A_SZW'
M_?F3_P")H^LT/^?M/_P./^8>PJ_\^Y_^ R_R#^Q-0_Y];C_OS)_\31]9H?\
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M>PJ_\^Y_^ R_R#^Q-0_Y];C_ +\R?_$T?6:'_/VG_P"!Q_S#V%7_ )]S_P#
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M%7_GW/\ \!E_D']B:A_SZW'_ 'YD_P#B:/K-#_G[3_\  X_YA["K_P ^Y_\
M@,O\@_L34/\ GUN/^_,G_P 31]9H?\_:?_@<?\P]A5_Y]S_\!E_D']B:A_SZ
MW'_?F3_XFCZS0_Y^T_\ P./^8>PJ_P#/N?\ X#+_ "#^Q-0_Y];C_OS)_P#$
MT?6:'_/VG_X''_,/85?^?<__  &7^0?V)J'_ #ZW'_?F3_XFCZS0_P"?M/\
M\#C_ )A["K_S[G_X#+_(/[$U#_GUN/\ OS)_\31]9H?\_:?_ (''_,/85?\
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M:?\ 7)?_ $-Z^1J[_+_,^BAM\SEZQ- H * "@ H * "@ H * "@ H VO#O\
MQ_Q?\#_]%O6E/XE\_P B);,V_&'_ "P_[:?^TZTJ]/G^A,.IQ5<YJ% !0 4
M% !0 X(Q!8 [5ZG' ^I[4 -H * "@ H * +WQU_Y$K4?^W3_ -+;:O;P_P#%
MC\_R9YM;X'\OS1ZW7*;GDGPF_P"9@_[&;4__ &A756^Q_P!>X_J84_M?XW^A
M!\6?^7+_ +>/_:%?59#_ ,O_ /N'_P"Y#Y[-_P#EU_V__P"V'CE?:GRX4 %
M!0 4 >]_"W_D%R_]?3_^BH:_/<[_ -YA_P!>H_\ I<S[+*OX$O\ KX__ $F!
MZ57S![P4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M!0 4 9FI?P?\"_I771Z_+]3GJ]/G^AEUU'.% !0 4 % !0 4 % !0 4 % !0
M 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % &SIW^K/\ O'^0KBK?$O3]
M6=5/;Y_Y'&>+/^/M/^N2_P#H;UYE7?Y?YG;#;YG+UB:!0 4 % !0 4 % !0
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MW_,P?]C-J?\ [0KJK?8_Z]Q_4PI_:_QO]"#XL_\ +E_V\?\ M"OJLA_Y?_\
M</\ ]R'SV;_\NO\ M_\ ]L/'*^U/EPH * "@ H ][^%O_(+E_P"OI_\ T5#7
MY[G?^\P_Z]1_]+F?995_ E_U\?\ Z3 ]*KY@]X* "@ H * "@ H * "@ H *
M "@ H * "@ H * "@ H * "@ H * "@ H * ,S4OX/\ @7]*ZZ/7Y?J<]7I\
M_P!#+KJ.<* "@ H * "@ H * $R,XSR.<=\'./SP?R- "T % !0 4 % !0 4
M % !0 4 % !0 4 % "$A023@#DD] * %H * "@ H * $!# $'(/((Z$4 +0
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M^KCY;?(5]<F=W=DC_>H(W7#8(&<?QY!Y[''M1SO7;56%RI?(QB<GT]JS+$H
M* "@"]\=?^1*U'_MT_\ 2VVKV\/_ !8_/\F>;6^!_+\T>MURFYY)\)O^9@_[
M&;4__:%=5;['_7N/ZF%/[7^-_H0?%G_ER_[>/_:%?59#_P O_P#N'_[D/GLW
M_P"77_;_ /[8>.5]J?+A0 4 % !0![W\+?\ D%R_]?3_ /HJ&OSW._\ >8?]
M>H_^ES/LLJ_@2_Z^/_TF!Z57S![P4 % !0 4 % !0 4 % !0 4 % !0 4 %
M!0 4 % !0 4 % !0 4 % !0 4 9FI?P?\"_I771Z_+]3GJ]/G^AEUU'.</J=
MA!X@UH:=J""XL[6S2X^SN T,LLTTL8::,_++Y2PGRU<,@,C,5W!"L-7=GM;8
MI:*Z,A;EO">H7-E8(B:; NF7#P\[8([V>]M9S -P6*.-K>&X* %%7S]J N"J
M^%V6VGRO=#W6N^OX6+.N^-6TB28%[2W@^U0:?!/=L8H5N&@DNKF2:0NJF*.
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M[6, J-@A8ACYK .UG?\ K^MA7TL5M)T&_P!'\JTAO$_LRVPL,'V4?:%B7B.
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M?]C-J?\ [0KJK?8_Z]Q_4PI_:_QO]"#XL_\ +E_V\?\ M"OJLA_Y?_\ </\
M]R'SV;_\NO\ M_\ ]L/'*^U/EPH * "@ H ][^%O_(+E_P"OI_\ T5#7Y[G?
M^\P_Z]1_]+F?995_ E_U\?\ Z3 ]*KY@]X* "@ H * "@ H * "@ H * "@
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M+DQ_,NXYNR;ZZ!;OH=+:W"7D*7$1)CF19$)!4E7 9258 @X(X(!'0@&J))Z
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M_I,#TJOF#W@H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
MH * "@ H S-2_@_X%_2NNCU^7ZG/5Z?/]#+KJ.<* "@ H * "@ H * "@ H
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MO^8L.GZM/86OAV>T,26C6BRWWFPFWDALY(I T$8E:Y\V<0JNR6%$B+DF24(
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M-W_$Y631+J&ULX9]-GN)X+"U@6XL+R.UN(98TQ)%-(;JWW0H_P Z&-KE&+2
MP$<R1;;3HMG;]45??7KU1Z5I4=S#9P1W[K+=I#$L\B#"O,$42NHP,*S[B!@8
M!Z5JMM=S-^1?H * "@ H * "@ H * "@ H * "@ H * "@ H V=._P!6?]X_
MR%<5;XEZ?JSJI[?/_(XSQ9_Q]I_UR7_T-Z\RKO\ +_,[8;?,Y>L30* "@ H
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MG?\ O,/^O4?_ $N9]EE7\"7_ %\?_I,#TJOF#W@H * "@ H * "@ H * "@
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M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
MH * "@ H * "@ H V=._U9_WC_(5Q5OB7I^K.JGM\_\ (XSQ9_Q]I_UR7_T-
MZ\RKO\O\SMAM\SEZQ- H * "@ H * "@ H * "@ H VO#O\ Q_Q?\#_]%O6E
M/XE\_P B);,V_&'_ "P_[:?^TZTJ]/G^A,.IQ5<YJ% !0 4 % !0 4 % !0
M4 % !0!>^.O_ ")6H_\ ;I_Z6VU>WA_XL?G^3/-K? _E^:/6ZY3<\D^$W_,P
M?]C-J?\ [0KJK?8_Z]Q_4PI_:_QO]"#XL_\ +E_V\?\ M"OJLA_Y?_\ </\
M]R'SV;_\NO\ M_\ ]L/'*^U/ER>V2.214F?RHR<,^TMM'KM&"?H.:SFY1BW"
M/-);1O:_E=Z(N*3:4GRKJ[7M\CURV3^RHHXK'68;:(Q1L$D17.64%G42Y:,.
M26"#&,^N:^.F_K$I3KX*<Y*4E>,G%63LD^2RDXK2[O>Q]+%>QC&-'%1A'E3L
MTGNKMKFUBGO;I<\Y\2",7\GE2FYX3?*=WSR;%\PC<2=I?)7).!@ D $_38/F
M]C'G@J?Q6BK>['F?*G:RO:U^[U>IX>)M[67+)SVO)WUE9<S5];7V\O(PJ[SC
M/>_A;_R"Y?\ KZ?_ -%0U^>YW_O,/^O4?_2YGV65?P)?]?'_ .DP/2J^8/>"
M@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@#,U
M+^#_ (%_2NNCU^7ZG/5Z?/\ 0RZZCG"@ H * "@ H * "@ H * "@ H * "@
M H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
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M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
MH * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
M"@ H * "@ H * .5\=R-#X<U62,E'33;UE9205(MI2"".00>01R#6M/XX_XE
M^:(G\,O1_D6_"<C2Z+I\DA+N]E:LS,2228$)))Y))Y)/)-*>DI>K_,<?A7HO
MR-^LR@H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "
M@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
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M_P @N7_KZ?\ ]%0U^>YW_O,/^O4?_2YGV65?P)?]?'_Z3 ]*KY@]X* "@ H
M* "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
M H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
M "@ H * "@ H * "@ H * "@#DO'_P#R+6K?]@R^_P#2:6M:?QQ_Q1_-$3^&
M7H_R+?@__D!Z=_UXVO\ Z(CI3^.7J_S"/PKT7Y'15F6% !0 4 % !0 4 % !
M0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
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M -?3_P#HJ&OSW._]YA_UZC_Z7,^RRK^!+_KX_P#TF!Z57S![P4 % !0 4 %
M!0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0!Y[::6=<U+56GNKZ-;:]B@B
M2"ZFAC2/^S=/F("1L%R9)I&)QDEJW;Y8QLEJFW=)_:DOT,DKN6KT?>W1&K_P
MA\/_ #^:G_X,+G_XNIYWVC_X"BN7S?WL/^$/A_Y_-3_\&%S_ /%T<[[1_P#
M4'+YO[V'_"'P_P#/YJ?_ (,+G_XNCG?:/_@*#E\W][#_ (0^'_G\U/\ \&%S
M_P#%T<[[1_\  4'+YO[V'_"'P_\ /YJ?_@PN?_BZ.=]H_P#@*#E\W][#_A#X
M?^?S4_\ P87/_P 71SOM'_P%!R^;^]A_PA\/_/YJ?_@PN?\ XNCG?:/_ ("@
MY?-_>P_X0^'_ )_-3_\ !A<__%T<[[1_\!0<OF_O8?\ "'P_\_FI_P#@PN?_
M (NCG?:/_@*#E\W][#_A#X?^?S4__!A<_P#Q='.^T?\ P%!R^;^]A_PA\/\
MS^:G_P"#"Y_^+HYWVC_X"@Y?-_>P_P"$/A_Y_-3_ /!A<_\ Q='.^T?_  %!
MR^;^]A_PA\/_ #^:G_X,+G_XNCG?:/\ X"@Y?-_>P_X0^'_G\U/_ ,&%S_\
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MN?\ XNCG?:/_ ("@Y?-_>P_X0^'_ )_-3_\ !A<__%T<[[1_\!0<OF_O8?\
M"'P_\_FI_P#@PN?_ (NCG?:/_@*#E\W][#_A#X?^?S4__!A<_P#Q='.^T?\
MP%!R^;^]A_PA\/\ S^:G_P"#"Y_^+HYWVC_X"@Y?-_>P_P"$/A_Y_-3_ /!A
M<_\ Q='.^T?_  %!R^;^]A_PA\/_ #^:G_X,+G_XNCG?:/\ X"@Y?-_>P_X0
M^'_G\U/_ ,&%S_\ %T<[[1_\!0<OF_O8?\(?#_S^:G_X,+G_ .+HYWVC_P"
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M ("@Y?-_>P_X0^'_ )_-3_\  ^Y_^+HYWVC_ . H.7S?WL/^$/A_Y_-3_P#
M^Y_^+HYWVC_X"@Y?-_>P_P"$/A_Y_-3_ / ^Y_\ BZ.=]H_^ H.7S?WL/^$/
MA_Y_-3_\#[G_ .+HYWVC_P" H.7S?WL/^$/A_P"?S4__  /N?_BZ.=]H_P#@
M*#E\W][#_A#X?^?S4_\ P/N?_BZ.=]H_^ H.7S?WL/\ A#X?^?S4_P#P/N?_
M (NCG?:/_@*#E\W][#_A#X?^?S4__ ^Y_P#BZ.=]H_\ @*#E\W][#_A#X?\
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MHVGD:5PGV>VDV[W)8@,[$9/&:)_9:25X]-.K%'2Z[/\ 1'85D:!0 4 % !0
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M?\4?S1$_AEZ/\CK:R+"@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
M"@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
M Y+PO_Q\:K_V$V_])+.M9[1_P_JR(_:]?T1UM9%A0 4 % !0 4 % !0 4 %
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M3^Z7_P F'_"TM4_YY6O_ 'Q+_P#'J/[$PW\]7_P*'_R ?VK7_EI_=+_Y,/\
MA:6J?\\K7_OB7_X]1_8F&_GJ_P#@4/\ Y /[5K_RT_NE_P#)A_PM+5/^>5K_
M -\2_P#QZC^Q,-_/5_\  H?_ " ?VK7_ ):?W2_^3#_A:6J?\\K7_OB7_P"/
M4?V)AOYZO_@4/_D _M6O_+3^Z7_R8?\ "TM4_P">5K_WQ+_\>H_L3#?SU?\
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M\K7_ +XE_P#CU']B8;^>K_X%#_Y /[5K_P M/[I?_)A_PM+5/^>5K_WQ+_\
M'J/[$PW\]7_P*'_R ?VK7_EI_=+_ .3#_A:6J?\ /*U_[XE_^/4?V)AOYZO_
M (%#_P"0#^U:_P#+3^Z7_P F'_"TM4_YY6O_ 'Q+_P#'J/[$PW\]7_P*'_R
M?VK7_EI_=+_Y,/\ A:6J?\\K7_OB7_X]1_8F&_GJ_P#@4/\ Y /[5K_RT_NE
M_P#)A_PM+5/^>5K_ -\2_P#QZC^Q,-_/5_\  H?_ " ?VK7_ ):?W2_^3#_A
M:6J?\\K7_OB7_P"/4?V)AOYZO_@4/_D _M6O_+3^Z7_R8?\ "TM4_P">5K_W
MQ+_\>H_L3#?SU?\ P*'_ ,@']JU_Y:?W2_\ DP_X6EJG_/*U_P"^)?\ X]1_
M8F&_GJ_^!0_^0#^U:_\ +3^Z7_R8?\+2U3_GE:_]\2__ !ZC^Q,-_/5_\"A_
M\@']JU_Y:?W2_P#DP_X6EJG_ #RM?^^)?_CU']B8;^>K_P"!0_\ D _M6O\
MRT_NE_\ )A_PM+5/^>5K_P!\2_\ QZC^Q,-_/5_\"A_\@']JU_Y:?W2_^3#_
M (6EJG_/*U_[XE_^/4?V)AOYZO\ X%#_ .0#^U:_\M/[I?\ R8?\+2U3_GE:
M_P#?$O\ \>H_L3#?SU?_  *'_P @']JU_P"6G]TO_DP_X6EJG_/*U_[XE_\
MCU']B8;^>K_X%#_Y /[5K_RT_NE_\F'_  M+5/\ GE:_]\2__'J/[$PW\]7_
M ,"A_P#(!_:M?^6G]TO_ ),/^%I:I_SRM?\ OB7_ ./4?V)AOYZO_@4/_D _
MM6O_ "T_NE_\F'_"TM4_YY6O_?$O_P >H_L3#?SU?_ H?_(!_:M?^6G]TO\
MY,]-\%Z_<>(K)[JZ6-'29HP(PP7:$C;)#,YSESWQC''K\MF.%A@JL:5)R:<%
M+WFF[N4ET2TT70]_!8B6*INI4234G'W;I62B^K?<ZZO&/3/(_$_CZ_T34IK&
M".W:.+R]I=9"WS1(YR5E4=6., <8^M?8X+*J.*P\*]2512ES747%+24HZ7@W
MLNY\UBLPJX>M*C",'&-K74KZQ3Z27?L8'_"TM4_YY6O_ 'Q+_P#'J]'^Q,-_
M/5_\"A_\@<7]JU_Y:?W2_P#DP_X6EJG_ #RM?^^)?_CU']B8;^>K_P"!0_\
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M_GJ_^!0_^0#^U:_\M/[I?_)A_P +2U3_ )Y6O_?$O_QZC^Q,-_/5_P# H?\
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M:?W2_P#DP_X6EJG_ #RM?^^)?_CU']B8;^>K_P"!0_\ D _M6O\ RT_NE_\
M)A_PM+5/^>5K_P!\2_\ QZC^Q,-_/5_\"A_\@']JU_Y:?W2_^3#_ (6EJG_/
M*U_[XE_^/4?V)AOYZO\ X%#_ .0#^U:_\M/[I?\ R8?\+2U3_GE:_P#?$O\
M\>H_L3#?SU?_  *'_P @']JU_P"6G]TO_DP_X6EJG_/*U_[XE_\ CU']B8;^
M>K_X%#_Y /[5K_RT_NE_\F'_  M+5/\ GE:_]\2__'J/[$PW\]7_ ,"A_P#(
M!_:M?^6G]TO_ ),/^%I:I_SRM?\ OB7_ ./4?V)AOYZO_@4/_D _M6O_ "T_
MNE_\F'_"TM4_YY6O_?$O_P >H_L3#?SU?_ H?_(!_:M?^6G]TO\ Y,/^%I:I
M_P \K7_OB7_X]1_8F&_GJ_\ @4/_ ) /[5K_ ,M/[I?_ "8?\+2U3_GE:_\
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MH_L3#?SU?_ H?_(!_:M?^6G]TO\ Y,/^%I:I_P \K7_OB7_X]1_8F&_GJ_\
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M3^Z7_P F'_"TM4_YY6O_ 'Q+_P#'J/[$PW\]7_P*'_R ?VK7_EI_=+_Y,/\
MA:6J?\\K7_OB7_X]1_8F&_GJ_P#@4/\ Y /[5K_RT_NE_P#)A_PM+5/^>5K_
M -\2_P#QZC^Q,-_/5_\  H?_ " ?VK7_ ):?W2_^3#_A:6J?\\K7_OB7_P"/
M4?V)AOYZO_@4/_D _M6O_+3^Z7_R8?\ "TM4_P">5K_WQ+_\>H_L3#?SU?\
MP*'_ ,@']JU_Y:?W2_\ DP_X6EJG_/*U_P"^)?\ X]1_8F&_GJ_^!0_^0#^U
M:_\ +3^Z7_R8?\+2U3_GE:_]\2__ !ZC^Q,-_/5_\"A_\@']JU_Y:?W2_P#D
MS.L/'^H:<]Q)%';DWDYN'W))@.8XHL+B487;$IP<G)/., -Y+AW;WZNBMO#U
M_D\Q+-*RO:-/77:7_P D:/\ PM+5/^>5K_WQ+_\ 'J7]B8;^>K_X%#_Y ?\
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M3^Z7_P F'_"TM4_YY6O_ 'Q+_P#'J/[$PW\]7_P*'_R ?VK7_EI_=+_Y,/\
MA:6J?\\K7_OB7_X]1_8F&_GJ_P#@4/\ Y /[5K_RT_NE_P#)A_PM+5/^>5K_
M -\2_P#QZC^Q,-_/5_\  H?_ " ?VK7_ ):?W2_^3#_A:6J?\\K7_OB7_P"/
M4?V)AOYZO_@4/_D _M6O_+3^Z7_R8?\ "TM4_P">5K_WQ+_\>H_L3#?SU?\
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M2?";_F8/^QFU/_VA756^Q_U[C^IA3^U_C?Z$'Q9_Y<O^WC_VA7U60_\ +_\
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M4:=1M2F[17+)W?:Z35SHA1G54IP2:@KRUBK+OJTRO<V,UFJ/* %F4LC*Z.K
M$J>49@""""I(8=P,BM(58U')0;O%VDFG%IM76DDG9IZ/9]&1*G*FDY6M)733
M33UMNF^NZW1%!!)<N(X5+N02%49.%!9CCV4$GV!JY2C37--I)6U>BU=E][:1
M$8N3Y8IMZZ+R5W^&I#5DA0 4 6[&QFU*=+6V7?+(2%7*KD@$GEB%' /4BL:M
M6%"#JU7:$=W9NVMMDF^O8TIPE5DJ=-7D]EHO/K9$$L30NT;C#(2K#@X(.",C
MCKZ<5I%J24H[-)KT>Q+3BW%[IV?JB.J)-.STBZOX9;B!5:*WP929(UV ]"59
MU;!YY (X//!KEJ8BG1G&E4;4IWY5RR=[;I-)J_E>YT0HSJ1E."3C'XGS15K^
M3:993PYJ#SK;+%F22/SD^>/:\>,[TDW>6RX_NL:R>,H1@ZKG:,9<CTE>,MN5
MQMS)^J+6&JN2IJ/O./,M59Q[IWLUZ,QHT\Q@@(&X@98@ 9.,DG@#U)X YKM;
MY4WKHKZ*[^2ZOR.5*[2[]]%]Y>U72YM&N6L[G:)8PI.TY'S*&'/'9AGW_.L*
M%:&)IJM2ORN]KJST;3T]4;5:4J$W2G;F5MMM4G^I%:6$][O,"[EB7>[$A51?
M5F8A5R>!DY)X&35SJPI64W9R=HJS;;[))-OSLM.I,*<JE^1:15V]$DO-NR7Z
MBW6G3V21R2J DX)C971U;:<-AD9AE2<$$Y!ZBE"K"HY1@WS0LI)J46KZK223
MU6SV83IRIJ,I+25[---.V^J;VZE*MS(* "@!\<;2NL:#+.0H'3))P!SQU]:E
MM13D]DKOT0TG)J*W>B+UWI-U8R2PS1E7MMOFXPP3?M"Y925^8L ,'O[&L*=>
MG5C"=.2:J7Y-TY6O>R=GI9WT-IT9TW*,XM.%N;JE>UKM76MUU*<D$D(1G4J)
M5WH2,;EW%<CU&Y6'U!K92C)M1:;B[.W1V3L_DT_F9.+C9M635UYJ[5U\TR*K
M)"@#9B\/WTLBPK&!([^6JL\:$OM#E!N<?,JL-Z]4)"L Q KBEBJ,8N;E[J7,
MVHR=HW:OHGHVG9[22;5TKG4L/5;4%'5NR3<5K:]M6M4FKKHW9V8G]A7F77:F
M89!%(/.ARCLVP!AYG +?+N/RYX)H^M4O==W:47*/N3UBES-KW==-;;VZ!["I
MJK+W6HOWHZ-NVOO::Z7V\Q]QX<U"U\X21<V@!F57C=HPPR&94=FVX.2V, <D
M@5,,90J<G+/2I=0;C**DUHTG))7OI;=]!RPU6'-S1^"W,DXMQ3ZM)MV\]BM%
MI-S*B2A0J3,5C:22.,.1P=OF,N0#P6'RYXSGBM95Z<7*%VW%7DHQE+E3VORI
MV?6V]M=C-49M*222D[1;<8W].9K[]KFA;^%-4NBPB@+&.5H6&^,$2(N]E(+@
M_=Y!^ZW&TDD5SSQV&IV<JB2<5-:2=XMV3T7?1K==4C>.$K3NHPVDXO6*M)*[
M6K[==GT.>QCBO2.$2@ H * "@ H * "@#WOX6_\ (+E_Z^G_ /14-?GN=_[S
M#_KU'_TN9]EE7\"7_7Q_^DP/2J^8/>/FSQ__ ,ARY_[8_P#HB*OT_*O]SI?]
MO_\ IR9\'F'^\U/^W?\ TB)QM>T>6% !0 4 % %ZSTZXOEE>W0NMO&992, (
M@ZDY(]^!DG!P#@UA4K4Z+C&I))SDHQ6NLGTT_/;S-H4YU%)P5U!<TO)+K_P-
MRC6YB% !0!+-!);-LE4HQ56P1@[74,I^C*01[&HC*,U>#35VKKNFTU\FFBG%
MP=I*SLGKV:NOO3N159(4 :MAH]QJ,,]Q#MV6B;Y,L =O/W5ZGH?0>]<E7$0H
M3ITIWYJCY8V6E]-WTW.FG1E5C.<+6IJ\KO6WDA+'1[K4HY)K959+<;I"9(TV
M+R<D.ZG'!Y ([=:=7$4Z$HPJ-J4W:*49.[[>[%JXJ=&=52E32:BKR]Z*LN^K
M1%::9<7J2R0)O6V0R2G<HVH.IY(W?1<GVJJE:G1<(U'9SERQT;N^VBT^=D3"
ME.HI2@KJ"O+5*R[ZO7Y7*<:>8P0$#<0,L0 ,G&23P!ZD\ <ULWRIO717T5W\
MEU?D9)7:7?OHOO+VJZ7-HURUG<[1+&%)VG(^90PYX[,,^_YUA0K0Q--5J5^5
MWM=6>C:>GJC:K2E0FZ4[<RMMMJD_U-%_"U_"MPTJ+&;)$>53(A;:_*D!2V<C
MGJ!P1G((KF6.H2=-0;?M6XQ:BTKQWO=*W]/;4W>%JQ4W))>S2<E=7L]K6;_K
MS*-SHMY9R"&6(AS#Y^ 5;$6"=Y*%@!@'.2".XY%;PQ%*I'GA)6Y_9W=U[]TN
M572N[OH8RH5*;Y91=^7GTL_=WOI>RT,NNLYR:WMY+N18(%,DCG"JHR23Z#_.
M!R:B<XTXN<VHQ2NV]$BXQ<VH03;>B2+LFD7,44DY52D#!9"DD3["QVC<$=F
M)X!Q@GC-8+$4Y2C33:E--Q3C*-TE=V<HI:+6U[V-71G%2G96B[2M*+LWHKI-
MO?2^QF5U'.% !0 4 :C:+>((#Y1/VP$P!2K%P,9PJDD8S_$!QST!KD6(I-U%
MS)>RLIWNE&^VK23^5SH="HN1\K_>?!:SO;R6J^=B@()#&9@I\M65"V. S!BH
M)]2%8CZ&NCFBI*%US--I=;*R;^5U]YCRNSG;W4TF^EW>R^=F159(4 7H]-N)
M(O/5/W>UGW$JHVH0K-R1QN(0'HS_ "+E@17.ZU.,O9M^]=*R3>LDVEHM[+F:
MZ1]YV6ILJ4VN=+W;-WNEHG9O5[7=EW>BN] BTZXFMY+R-";> JLC\ *7("CD
M@DDD?=!QD9P"*<JU.%2-"4DJDTW&.MVDKOTZ[VOT!4YRA*K%>Y&R;[7T7](F
MAT:ZGM7OXU4V\1VNYDB7:W& 59P^3D8&WG/&:SEB*<*BP\F_:25TN63NN]U&
MUN^NG4J-&<H.LDN1.S?-%6?:S=_PU*]I83WN\P+N6)=[L2%5%]69B%7)X&3D
MG@9-:SJPI64W9R=HJS;;[))-OSLM.I$*<JE^1:15V]$DO-NR7ZD[Z/=QF("/
M?]ISY/ELL@?:<,%,;,,J>&'4=P*S6(I/G]ZWL[<_,G#EOJK\R6CZ/9]"W1J+
ME]V_/\/*U*]M[<K>W5= DT>[BCDF*!HX&VRE'23RR3@;PC,5!(P&8!2> <T+
M$4W*,%*TIJ\5*,H\R_N\R2;ZV6MM0=&<4Y6TB[2LT^7ULW;U>A8F\.:A;VWV
MV2+%OLCDWAXR-DIPC8#%N3QC&5_B S64<90G4]A&?[SFE'EM)>]#62NTEIZZ
M]+ERPU6$/:N/N6C*]UM+9Z.^OX=;&)7><@4 % !0 4 >E?"W_D*2_P#7J_\
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M/X3?\OO_ &[_ /M>OBL^_P"7'_<3_P!QGU&4?\O?^W/_ &\G^.O_ ")6H_\
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MN83_ ':C_P!>J?\ Z0C\YQ/\>K_U\G_Z4S&KM.4* "@ H * "@ H * "@ H
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M0 4 % !0 4 % !0 4 >Q_";_ )??^W?_ -KU\5GW_+C_ +B?^XSZC*/^7O\
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ME3BI14(I2^)<JM+UTU^93J3;3<I7CMJ]/3M\B1=5O$D$RSS"4 J'$KA@I.2
MV[(!/)&<$\U+H4G'D=.'+>_+RQM=:)VM:_F-5:B?,IR4EI?F=[/I>]QXUJ_3
M:!<W V$LN)I!M)SDCYN"<G)')R<]:GZM0=[TJ>JL_<CJELGIJE9?<5[>JK6J
M3TU7O2T;ZK7S$&LWZC:+FX W;\>;)C?G._[WWL\[NN><YH^KT=_94[VY?@C\
M-K6VVMI;:PO;55HJD][_ !2WWOOO?J*=:OSD&YN#N8,W[Z3EAC#'YN2,#!/(
MP/04?5J"M:E3T5E[D=$[W2TT3N]/-C]O5U_>3U=W[TM^^^^B$_MB^W,_VF??
M( KMYLF7"YVACNRP&3@'(&3BG]7HI*/LJ=HMN*Y(VBWNTK:-];;B]M5NWSSN
M]&^9W:6U]=;$1U*[*I&9I2D)!C7S'Q&1T*#.%QVVXQVJO8TDY24(7E?F?*KR
MOOS.VM^MR?:SLH\\K1^%<SLK;6UT^0YM5O'E6X:>8S(,+(9'+J/0-NW <GH:
M2H4HQ=-4X*#WBHQ47ZJUF-U:CDIN<N9;/F=UZ.]RM<7,MTYEG=Y7/5G8LQ^I
M8D_K6L(1IKDIQ48K9122^Y:$2E*;YIMM]VVW][%M[F6T<2V[O%(O1D8JPSUP
M5((_.E.$:BY*D5*/:237W/0(RE!\T&XM=4VG]Z+1U>^))-Q/EF#']Z_+ Y#'
MYN2#R">0>167U>BK)4X:)I>Y'1/1I:;-:-&GMJG\\][_ !/=;/?</[7OO-^T
M?:)_.QM\SS7W[?[N[=NQP.,XXH^KT5'V?LX<E[\O)'EOWM:U_,/;5.;GYY\U
MK7YG>W:][V(HM1NH!B.:5 6WD+(X&X]6X(^8^O6J=&G+64(O2VL4].VVWEL2
MJDXZ1E):WT;6O???S*\LKS,9)&+NQR68DDGU)/)/UK6,5!*,4DELDK)>B1#;
MD[R;;ZM[D=42% !0 4 % !0 4 % 'O?PM_Y!<O\ U]/_ .BH:_/<[_WF'_7J
M/_I<S[+*OX$O^OC_ /28'I5?,'O'S9X__P"0Y<_]L?\ T1%7Z?E7^YTO^W__
M $Y,^#S#_>:G_;O_ *1$XVO:/+"@ H * "@"[)J-U*Z2O-*SQ<1L9'+(!V0D
MY7\,5@J-.*<(P@HR^)**2?JK6?S-74FVI.4FX[-R=UZ.^GR)GUK4')+7-P2<
M9)FD.<=.K=NWIVJ%AJ$=%2IK?:$5OOTZ]2W7JO>I/_P*73YD/]HW03RA-+L^
M;Y?,?;\YR_&<?,3EN/F/)S5^QIWYN2'-IKRJ^FVMKZ=.W0CVDTN7FE;73F=M
M=]+]>O<1M1NGA%LTTK0#&(C(YC&.1A,[1CMQ0J-.,O:J$5/^912E]]K_ (@Z
MDW'V;E+E_EN[?=>PES?7%[C[1+)-L&%\QV?:/0;B<#Z4X4J=*_LH1A??EBHW
M];)7%*I.=N>4I6VNV[>ERR=;U!A@W5P1@#!FDZ Y ^]T!Y [&LEAJ"U5*FNO
MP1W>[VZFGMZNWM)_^!2_S$?6K^0,'N;AA(-KYFD.Y>>&RWS#D\'(Y--8:C&W
M+2IKE=XVA%6?=::/T!UJKO>I/71^]+5=GKJ(-9OQ'Y(N;@1A=FSS9-NS&-NW
M=C;CC;C&.U'U>CS<_LJ?->]^2-[][VO?SW%[:JER^TGRVM;FE:W:U[6\B&VU
M"ZLU9+>:6%'^\L<C(&[?,%(!XXYK2=*G4:E4A&36SE%-KT;6GR)C4G334)2B
MGNDVD_6S)AK%\H(%Q. 5V'$LG*#.$/S?=&3\O3D\<FH^KT>M*GH^;X(_%IKM
MOHM=]$5[:JMISVM\3V[;[:O3S"36+Z93')<SNC+M*M+(05_ND%L%?8\4+#T8
M-2C2IIIW34(II]TTM_,'6JR7*YS:M:SD[6[;[>1'/JEY<_ZZ>:3!!&^1VP1D
M@\L>02<'MDXIQH4J?P4X1W6D8K1[[+KU%*K4E\4Y/UDWMMNR9];U"0,'N;A@
MXVL#-(=R\\-EN1R>#QR:E8:A&SC2IJSNK0BK/NM-&4Z]5WO4GKH_>EJNSU&_
MVS?[Q+]IN/,52@;SI-P0D$J&W9"D@$KG&0.*/J]&W)[*GRWYK<D;7[VM:_GN
M'MJM^;VD[VM?FE>W:]]O(F.J*+)K6.,K-,^ZXG,C,90K%D7:1A,$@L026(!)
M[5"H/VJJRE>$%:G!124&TDW=:NZT2LDDRO:I4W34;2D[SG=MRL[I6Z:[]6T9
M*L4(9200<@C@@CH0>Q%=C2:L]4^AS)VU6Y;EU&ZG5HY9I71R"RM([!B.A()(
M)'8FL8T:<&I0A!-:)J*32\FEH:.I.2<92DT]TY-I^NH/J5TX"M-*P0J5!D<A
M2OW2 3P5_A(Z=J%1IQNU"";O>T4KWWOIK?KWZ@ZDW9.4M+6]YZ6VMKTZ=B9M
M;U!]VZYN#Y@ ?,TAW = WS<@9. ?6H6&H1M:E37+JO<CH^ZTT^1;KU7>]2>N
MC]Z6OKJ+_;>H;B_VJXW%=A/G29*C.%)W9*\GCIR?6E]6H)<OLJ=D[I<D;)]]
MM_,/;U;W]I.]K7YI;=M]O(%UO4$(*W5P"B[5Q-(-J\?*/FX7@<#C@>E'U:@[
MITJ>KN_<CJ^[TWU>H>WJJUJD]%9>]+1=EKL,_M>^&P_:)_W.?+_>O^[R,'9\
MWRY'!VXR..E5]7H^]^[A[WQ>Y'WM;^]IKKKKU%[:II[\_=^'WGITTUTTTT&_
MVI>;77SYMLQS(/,?#G&,N-V&. !\V>!BG["E>+]G"\?A?+'W>ONZ::ZZ"]K4
MU7/*TMUS/7UUU^8R74;J>)8)9I7B3&V-I&*+C@84DJ,#I@<54:-.$G4A",9O
M>2BDW?>[2N)U)R2A*4G%;)MM+T5[!<ZC=7BA+B:694^Z))&<+] Q('X4H4:=
M)MTH1@WNXQ46_6R5PE4G-)3E*26R;;MZ7>A55BA#*2K*000<$$<@@CH1V-;-
M)JSU3T:,T[:K1HN?VG=^=]I\^;SP,>;YC^9CTWYW8]LUA[&ER>R]G#DWY>6/
M+_X#:WX&OM:G-[3GES?S<SO]][DK:U?NK*US<%7.6!FD(8\<L-V">!R?05*P
MU"+35*FFM$^2.B\M-"O;U7=.I.SW]Z6OKJ0?VA=>:;CSI?.8;3)YC;R, 8+9
MW$8 &,XP *T]C3Y53Y(\B=U'E7*GO>UK7OJ1[2?-S\TN;:]W>W:][C);V>?;
MYLDC^7]S<[-L_P!W).WH.F.E.-.$+\D8QYM[)*_K9:_,3G*5N:3=MKMNWIV'
M37]S<@K-+)("02'=F!(X!()/(' -*-*G3UA",6M-(I;^B'*I.6DI2:\VW^94
MK8R"@ H * "@ H ]*^%O_(4E_P"O5_\ T;#7S&=_[M#_ *^Q_P#2)GO95_'E
M_P!>W_Z5 ][K\]/LCY3\1?\ (4O/^OJ?_P!&O7ZYA/\ =J/_ %ZI_P#I"/SG
M$_QZO_7R?_I3,:NTY0H * "@ H * "@ H * "@ H * "@ H * "@ H [&Z\1
MVKV?V>V@DMIUCMU65)3@-"26P  0KDF0@')E.]LE0:\6&#J1J^TJU(SAS5&X
MN&ZFE;6[UC;EVTA[JLFT>I+$P=/DIP<)I02DI;.+=].SO?\ Q:O57.F\8W$M
MI?7TT-UL;9 GV<%\E7C7+8*A 5(#JT;%E8@G'(/EY?"-2C0A.E=7J2]II:\9
M.RT;>J;34DDUM<[\9*4*M:4:EG:"Y-=FEKJK::-.+;3['1:TK6MQ>ZA<#[19
MK9I$T )8F5PI1V3HJCG][U&3MZ-CS<-:I3H8:G[E9UI352UK05[Q4MVW_+L[
M:]#NKIPG5K3]ZFJ:BX;^\[6;71?WMUTZG%7U[/;>'=.EBD='6:<!@Q!P'?"]
M?N@  #ICC&*]RE3A/'XF$XQ:<(.S2W:5WZ^>YY4YRAA*$HR:?-/5-[)NR]/(
MZ>XTVVAAGUJ&-(KIM-AG$:CB*68/OE5>BD!1@[1@AFZDUY4*U24Z>!G)RI+$
MSIN3?QP@X\L&]VM===4TMD>A*E",9XJ$4JCH0FDE\,I7O)+H].V]WU/.=.\2
M75GY1D9Y5MYUF1B<LIVNK1AF#824'YAV(W*,YS]-5P=.IS<J47.FX-)63U34
MFE;6+6C\[/2QX5/$SI\O,VU&:DGU6C32;OI+JO*Z(==UV36S$9%"^2A7( !.
MYBY' &$3.V->2%&22S&KPN%CA.=1;]YIVN]+)*^OVI6O)Z)MV222(KUWB.7F
M27*FNG5WMIT6T5VW=V8%>@<84 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M >Q_";_E]_[=_P#VO7Q6??\ +C_N)_[C/J,H_P"7O_;G_MY/\=?^1*U'_MT_
M]+;:OE</_%C\_P F?0UO@?R_-'K=<IN>2?";_F8/^QFU/_VA756^Q_U[C^IA
M3^U_C?Z$'Q9_Y<O^WC_VA7U60_\ +_\ [A_^Y#Y[-_\ EU_V_P#^V'CE?:GR
MYLZ)K4NA2O/ D;L\9CQ(-RC+*V[&1R-N!]37%B<-'%Q5.;E%*2E[KLWHU:_;
M4ZJ%>6&DYP2;:M[RNMT[V^1Z?/K>HM:Q7%N^GO*\22-:LJ>> PW$JNX#;@^9
MM)#!#DY(-?*QPU!5)4ZD<0H*<HJJF_9Z.UF[;W7+?9RT1]!*O5Y(S@Z+DXIN
MFTN?76Z5]K/FMND<=XTLQ]NGE#[YH?(2<"/RT#&%0K1@.YV?+A@VTJQ &X'C
MVLMJ?N:<.7EA+VDJ=Y<TK*;;4O=C[VMU:]U>]FM?+QL/WLY7O*/(I^[RJ[BK
M..KTTL[VL^]SB*]T\D][^%O_ ""Y?^OI_P#T5#7Y[G?^\P_Z]1_]+F?995_
ME_U\?_I,#P2OT(^-"@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
M H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@#WOX
M6_\ (+E_Z^G_ /14-?GN=_[S#_KU'_TN9]EE7\"7_7Q_^DP/2J^8/>/FSQ__
M ,ARY_[8_P#HB*OT_*O]SI?]O_\ IR9\'F'^\U/^W?\ TB)QM>T>6% !0 4
M% !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M 4 % !0 4 % !0 4 % !0 4 % !0!Z5\+?\ D*2_]>K_ /HV&OF,[_W:'_7V
M/_I$SWLJ_CR_Z]O_ -*@>]U^>GV1\I^(O^0I>?\ 7U/_ .C7K]<PG^[4?^O5
M/_TA'YSB?X]7_KY/_P!*9C5VG*% !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M % #XV",&*AP#DJ<X/L=I5L'V(/H14M732;7FK77FKIK[TT-:.]K^3O;\+/[
MF:VL:U)K=U]MN(XED;;O">8%?: !D&1B/E 'RE>.>O-<F'PT<+3]A3E)Q5[<
MW*W&[;=K12W=]4_NT.FM6>(G[6<8IZ7MS).VFMY/IIHT:\GC6\DNFNS' #+%
MY,L6V0Q2QXP Z-*>0"0"I7@G.<FN)9;2C35%2J>[/GA*\5.$NO*U%;^:>R['
M4\;4<W4Y8>]'EE&TN62\TY/\&BA-XA:>UBL&M[?R+=V=%_?YRY)8$^?DC)_E
MSUST1PBA4GB(U*G/-*,G^[V225E[/1Z&+Q#E"-%PAR0;:7O];W^WYBCQ1??:
M7NV97,T9A>-E_=-%C'E;!C" =-I##DYR3D^I4?9QHI-<DN>,D_?4]^;FZM];
MW7EHK'UJKSNHVGS1Y7%KW7'^6W1>FOGJRA)J1:V-I'%%#&T@E8H'W,RAE4%G
M=_E4.V ,<DGJ3GHC1M45:4Y2DHN*3Y;)-IMI1C'5V5W_ , Q=6\/91C&*<E)
MVO=M)I:MO17=C,KJ.<* "@ H * "@ H * "@ H * "@ H * "@ H * "@#V/
MX3?\OO\ V[_^UZ^*S[_EQ_W$_P#<9]1E'_+W_MS_ -O)_CK_ ,B5J/\ VZ?^
MEMM7RN'_ (L?G^3/H:WP/Y?FCUNN4W/)/A-_S,'_ &,VI_\ M"NJM]C_ *]Q
M_4PI_:_QO]"#XL_\N7_;Q_[0KZK(?^7_ /W#_P#<A\]F_P#RZ_[?_P#;#QRO
MM3Y<T=+TR3593#$T<95&D)E<(N%&2 3GGT'U)P 37-6K1P\5.2DTY*-HJ[N]
MM.W];F]*DZTN2+BFDW[SLM/U/4=)TZ[%G!/';:>9VB3;/+*P8Q%0 &C"@!O+
M_=E@P.,]Z^4KUJ7M:E.57$*FIRO3C!64[MMJ5]N;WDFCZ&C3J>SA.-.CSN*M
M.4G?EM:SC;?E]UNYR_BS4WCEGLI(8H[F9XI+B:)W97&P/&BJQ(4*' )!PY7=
M@9 'JX"BG&G7A.;IPC.-.$HQ3C[SC*3:W;Y79/X4[79Y^+JM2G2E"*G)QE.4
M6VGI=))[)7U:W:N<+7OGCGO?PM_Y!<O_ %]/_P"BH:_/<[_WF'_7J/\ Z7,^
MRRK^!+_KX_\ TF!Y9_PANK_\\/\ R+#_ /'*^M_M'"_\_/\ R6?_ ,B?._4J
M_P#)_P"31_\ D@_X0W5_^>'_ )%A_P#CE']HX7_GY_Y+/_Y$/J5?^3_R:/\
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M_)_Y-'_Y(/\ A#=7_P">'_D6'_XY1_:.%_Y^?^2S_P#D0^I5_P"3_P FC_\
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M#ZE7_D_\FC_\D'_"&ZO_ ,\/_(L/_P <H_M'"_\ /S_R6?\ \B'U*O\ R?\
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MG_DL_P#Y$/J5?^3_ ,FC_P#)!_PANK_\\/\ R+#_ /'*/[1PO_/S_P EG_\
M(A]2K_R?^31_^2#_ (0W5_\ GA_Y%A_^.4?VCA?^?G_DL_\ Y$/J5?\ D_\
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M0?\ "&ZO_P \/_(L/_QRC^T<+_S\_P#)9_\ R(?4J_\ )_Y-'_Y(/^$-U?\
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M]HX7_GY_Y+/_ .1#ZE7_ )/_ ":/_P D'_"&ZO\ \\/_ "+#_P#'*/[1PO\
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MO_/S_P EG_\ (A]2K_R?^31_^2#_ (0W5_\ GA_Y%A_^.4?VCA?^?G_DL_\
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MO:.W+>T;\MN6_*K\MM+>FE[VT,:NTY3WOX6_\@N7_KZ?_P!%0U^>YW_O,/\
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M0!3L;^#48S-;-O199H2<,N)+>9X)EPP!^26-TSC:VW<I92"2]]@V+E !0 4
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M!V^1K:;J4&K6ZW=L28WW#Y@5965BCHZ, R/&ZLCHP!5E((R*I.^PMM"_0 4
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M)7?O?RK]0;LM--7^A6L/"^BR>'HU^PV3*=74$?9H"/\ D-" @_)_SP_<D?\
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M5+A0DJNBL)$&0%D# AU )PK9')XYJK")(;6&WA6VA1(X(T$:1(H6-8U&U45
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M]N\*V,J&VKN (#;5SG IB*=SH]C>PO;7-M!-!,Q>2*2*-XW<]7=&4JS' RS
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M9&:+JUT] L]K"V^NZ==VXO;>ZMI;4NL8FCFC:(R.ZQH@D5BF]G=$5<[F=E4
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MEX=]L+F)Y).)WD"J[M(K&=+)+=6TZKO^%QZIMO;7_@'H?AC_ (])/^O[4O\
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M]FX;]F=N[;G.W/&[&,\9S0 7$331/&CM"SJRK(@0O&2" Z"1)(RRGYE#HZ9
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M(()I.Y.Q>H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
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MX6_\@N7_ *^G_P#14-?GN=_[S#_KU'_TN9]EE7\"7_7Q_P#I,#HZ\T[@H *
M/+-/E_L_Q)?WGW8KJ^CT^8_]-%TNPN;1V] &>X@[EGGA':LUI)OSM^":+Z)>
M5_Q=S/MO].U\:R>1>Z9K"0'_ *=+:XTJ. CU65S/=(>/EN ".*76_=/[E;_A
MQ[*WFOU-ZQL;F"2UU:Q2&\D&FVMM)!))Y<L2#=()+=]CJ&FWE94?RED$,1$H
M\O:S2V:[(7D]-3H/"[6C02FRBDM?])D,]M(%#03L%:2/:A:,!MPES$[QN9#(
MK'?FJC;IIY$O0A_YF/\ [AO_ +<T?:^7ZCZ?,PO$OB"6+5/[*CGO;*.&TBN7
MEL=/EOY7:>6>.-#LM+R.&-/LTA</&KS%U$4B^7)4MZVU6G17_1]AI:7T^;M_
MD0Z5J>J^)I([0W$VF-;VHFG=+189IW>YN;:)EAOX9#!"ZVCSM&T7F[9HAYB
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M\/#!&$D^PW'^H\E(RL6-WR3&>3[I\[A@Q9IJ[_JP:6=E;_ASTJM" H * "@
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M22QP&..60$B216<$[LFU=+4E[Z&Y3$% !0 4 % !0 4 % !0 4 % !0 4 %
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M^48(H]L0)/R/YDF<9F89!>J:5[[BTL]+'>59(4 % !0 4 % !0 4 % !0 4
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M-5#EI[H_:F.Q2,%S4).]W?3O;]/UU*;5K*WRO^IZ;6A 4 % !0 4 % !0 4
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M8X=WM%;>8K=RJOC"YU"2&#2;,3R7%JUR?M%P+=(2DODR0S%(KAA(D@9/W:2
MNK [5&^CFZ)=/0+6W9>CUW4K^UAFT^Q1Y7,RS+<70@B@D@E,,D?F1PW$DC&1
M7$96W",JEG:,E5+N^B_$+);LS[+79-7U#3Y%$ENKQZK%/!ORHGM+B"VD!VX6
M01RI*(Y,<J=P"[B*2=VNF_X!:R?R_$[ZK)"@ H * "@ H * "@ H * "@ H
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M*V$,BED4OC87*X8H&+JK(S*%="SOT%L7: "@ H * "@ H * "@ H * "@ H
M* "@ H * "@ H * "@ H * "@ H U--_C_X#_6N6MT^?Z'12Z_+]3S?XZ_\
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M;+9\ROKUNS.BY.-ZE[WZJVGX'>UPG0<CX;Q]MU;=_KOMZ[L_>\O[%:>5_P
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M>YW_ +S#_KU'_P!+F?995_ E_P!?'_Z3 Z.O-.X* "@ H * "@ H * "@ H
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M%;!VLK8PP)H1-0 4 % %_3O]8?\ =/\ ,5SUOA7K^C-J>_R_R-BN(ZCG9_\
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M.9)7,DC?,3C<[$X&%&<* .*+6V MT % !0 4 % !0 4 % !0 4 % !0 4 %
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M?UZ'/UZ)Q'O?PM_Y!<O_ %]/_P"BH:_/<[_WF'_7J/\ Z7,^RRK^!+_KX_\
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M'?!H\@V+= %>:5XFC"1M()'VL5* 1+L=O,8.RDKN54Q&'?<ZG;L#,H!8H *
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MU)KB$VS-<M$,6['+PJMM#;QA),#S3L,D@50[L% $\O?7^O*P[]M#JJH04 %
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M0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
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MK#'=AA<)';Q(LX<$,)E5 ) P)#!PV02#P32LELD.[[FH\$<C!W1690P4E02
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M_8S:G_[0KJK?8_Z]Q_4PI_:_QO\ 0@^+/_+E_P!O'_M"OJLA_P"7_P#W#_\
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M,L$*B4@[91+2ZWU5[;+_ (#:'TMIIW?_  4;_A+26TB[FA5)U@CT_3(8GG5
MY$*W0*,T2B%I(PRB01?*I(QP1FHJWW+]26_S94T#3YX-!\/P/"Z2VT=AYR&-
ME>)ELF63S%(!C*N2K[@"&.&Y-)+2*]/R&]W\_P SG(Y]4U2>P>\;4S<1WD$E
MW:?84BL+;[RMLN&M1+<)&[ ++#=S*RGS9$C0,$G5VO??56T7X?J/17M;;OJ=
MSX>L)_[%DM'#V\LDFH!=RLK+YMU<E'P<-@JRNI'52"#@@UHEI;U_-DO?[C*L
M+QKZRM]%%C<PW4, AD>6W>."S=+=HQ-%<,@AG^;Y(_LDCOM?+>6H;$K;EM_P
M/Z\A[:W*,<TNHV.GZ''9W5K=6DVGM.7MY([>W2QFAFE\NY*+!,LJPM;Q"W=V
M(E!=$0. =%&S5K?*WF&UWZ_B7K'3YH]#C@,+K(-524H8V#!1K@F\PKC.WR_W
MN_&-G[S.WFA+3Y_^W!U^7Z&?J4$Y_MZR$%PTEU=VUU"5@E:.6$6FF0-LE5#$
M766"4-%O\T*N\IL.ZD_M+S3_  0+I_7<W]0N&T+69-2GAN)[6ZLH+=7MH);E
MH9;>:ZD8-% DDP%PMRF'6,H#;XE9?W=4_==^EO7O_F+=6\_0P=-TRZ%Y#=26
MKB.X_MF;R&& BW,ELT4<S#*1R7 5I&4GAWD!W,KDREKMW_&WYC\O0E\-M*E[
M;V]D-2-G'&WG0:E;,BV6(\1K;74L"/.^[$3!+BZC,>6#J!\[6^E[>:V]'_PX
M/Y?(?XDM+FSUDZE]HU*UMI[*&W#Z=:PWA66&:YD82Q/97TRB59TV/#&L>8F$
M[Y$.!Z.^JTZ*_?R8+:VF_73]46?#6DMI]_$P6Z>/[#,?.NHXUEWSWSW#(_D1
MQPQGY\K$B)LC" H"IH2L^NW7U!O3Y_H4+VSO]-LTU#3H':]AO-4@6/8=QAOK
MRX$38QD1+/\ 8[EWP5%LDD@RO-&J5UO=_B_^&?H&FSVT_!?\.5O$F@2VME?6
M-C%+-''X:N;2':C.9) CJD8P#OFDX.T9=R<X)-)JR:7\K0T]O\1U6MLVEZI:
MZL\,T]K';7-L_P!GBDGD@:62VD1Q#$KRNCB!D<Q(S*1'E2A+)3T:?35?D2MK
M'-P6-S>:C;:G]GEB@N=;:Y"/&RND,>A75H+B=",P&69551(%<;H ^V1Q&LVU
M3MU_]M:'LK>7ZFW=6$DFHL_E,R'4;27=L)7"6A'F9QC".%&[HK #(.*JVOS7
MY"Z?+]33T^U>/7+^X:-E22VL$60J0KE&O"RJ^,-LWJ6 )V[AG&X9:W?R_471
M?,\QTO3;[1UMKJ>75;".;3;2#_0;*&Z=9;=[@M%/%)87MQ%_KPT;*B19,GF$
M,%W9I-6W6BV5_P!&:?=OU=OU1VGA?26TW4.%N3$-,MU62Y2-9-S75W*\;F%$
M@5U#KF.-5"+L!4<5:5G\OU9+>GS*MI%+IUUI4LL,XC!U&W8I!+)Y;W%Q$T)E
M6-&:*)@C'SG"Q(,,[JI!I;6^?XAW^1Z96A 4 % !0 4 % !0 4 % !0 4 %
M!0 4 % !0!LZ=_JS_O'^0KBK?$O3]6=5/;Y_Y%ZN<V,*]_US?A_(5Z%/X5\_
MS9QS^)_UT*M:F84 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
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M0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M% !0 4 % !0!LZ=_JS_O'^0KBK?$O3]6=5/;Y_Y%ZN<V,*]_US?A_(5Z%/X5
M\_S9QS^)_P!="K6IF% !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0!?T[_6'_
M '3_ #%<];X5Z_HS:GO\O\C8KB.HYV?_ %C?[Q_F:]./PKT7Y'#+=^K(JHD*
M .+UKPW?ZN+BT-ZJZ=>Y$L+VWF3QJR!76VN!/&L()!=&D@G>.1BR, $58:;T
MOIZ?D4FETU0NI^%)-1EOA]H5+75+=(I8O)W2+)&I5760RA#$5.)8)('$G3S%
M4LI'&]^S!.UO(KIX4OKB<7-_>0R,ME=V*1P6?V>)$NC;L9 K7,SEP;9,@R;&
M'")&<ECE>[?1K:VX7MLNM]S=;0U>*QA=\KIY!.5_UH^R3VI&-WR9$V_^+[NW
MON%6V7;_ "L*^YS\/A&_3[);R7ZO8Z9-%)!%]E F=(5*)'<7!G82;5(VO'#
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M[_0#X=OM.U&SATF;RA;:?=(]Q<6YN(I))+FVD?S@DEN?-E;S)0$FCYW':RC
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MD*XJWQ+T_5G53V^?^1>KG-C"O?\ 7-^'\A7H4_A7S_-G'/XG_70JUJ9A0 4
M% !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M 4 % !0 4 % !0 4 % !0 4 % !0 4 7]._UA_W3_,5SUOA7K^C-J>_R_P C
M8KB.HYV?_6-_O'^9KTX_"O1?D<,MWZLBJB0H * "@ H * "@ H * "@ H *
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MV,*]_P!<WX?R%>A3^%?/\V<<_B?]="K6IF% !0 4 % !0 4 % !0 4 % !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M!0 4 % !0!?T[_6'_=/\Q7/6^%>OZ,VI[_+_ "-BN(ZCG9_]8W^\?YFO3C\*
M]%^1PRW?JR*J)"@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
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MA7%6^)>GZLZJ>WS_ ,B]7.;&%>_ZYOP_D*]"G\*^?YLXY_$_ZZ%6M3,* "@
MH * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
M"@ H * "@ H * "@ H * "@ H * "@"_IW^L/^Z?YBN>M\*]?T9M3W^7^1L5
MQ'4<[/\ ZQO]X_S->G'X5Z+\CAEN_5D542% !0 4 % !0 4 % !0 4 % !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
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M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
MH * "@ H OZ=_K#_ +I_F*YZWPKU_1FU/?Y?Y&Q7$=1SL_\ K&_WC_,UZ<?A
M7HOR.&6[]6151(4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M!0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 :FF_Q_P# ?ZUR
MUNGS_0Z*77Y?J>;_ !U_Y$K4?^W3_P!+;:EA_P"+'Y_DQUO@?R_-'K=<IN>2
M?";_ )F#_L9M3_\ :%=5;['_ %[C^IA3^U_C?Z$'Q9_Y<O\ MX_]H5]5D/\
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M99A'&B!FR=B(N=J@ V %MXHY&F5%620*KN% 9@F[8&8#)"[FV@DA=S8QDT;
M9=]X;TK5$\N]LK2Y3S&EVS6\4B^8_#28=&&]APS_ 'CW-*R>Z0[M;,T+.RM]
M.B6WM(H[>&,86.)%C11Z*B */P%/;1"*5CH&FZ7*]Q96EM:S2_ZR2&"*-WR<
M_.Z*K-SSR3SS222V2'=FO3$% !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
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M 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % %_3O]8?\ =/\
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MF?995_ E_P!?'_Z3 Z.O-.X* "@ H * "@ H * "@ H * "@ H * "@ H *
M"@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
M * -G3O]6?\ >/\ (5Q5OB7I^K.JGM\_\B]7.;&%>_ZYOP_D*]"G\*^?YLXY
M_$_ZZ%6M3,* "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@"_IW^L/^Z?YBN>M
M\*]?T9M3W^7^1L5Q'4<[/_K&_P!X_P S7IQ^%>B_(X9;OU9%5$A0 4 % !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M!0 4 % !0 4 % !0 4 % !0!J:;_ !_\!_K7+6Z?/]#HI=?E^IYO\=?^1*U'
M_MT_]+;:EA_XL?G^3'6^!_+\T>MURFYY)\)O^9@_[&;4_P#VA756^Q_U[C^I
MA3^U_C?Z$'Q9_P"7+_MX_P#:%?59#_R__P"X?_N0^>S?_EU_V_\ ^V'CE?:G
MRX4 % !0 4 >]_"W_D%R_P#7T_\ Z*AK\]SO_>8?]>H_^ES/LLJ_@2_Z^/\
M])@='7FG<% !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
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M "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@
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MB7I^K.JGM\_\B]7.;&%>_P"N;\/Y"O0I_"OG^;..?Q/^NA5K4S"@ H * "@
MH * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H *
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MO_7T_P#Z*AK\]SO_ 'F'_7J/_I<S[+*OX$O^OC_])@='7FG<% !0 4 % !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M!0 4 % !0 4 % !0 4 % !0 4 % &SIW^K/^\?Y"N*M\2]/U9U4]OG_D7JYS
M8PKW_7-^'\A7H4_A7S_-G'/XG_70JUJ9A0 4 % !0 4 % !0 4 % !0 4 %
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M +I_F*YZWPKU_1FU/?Y?Y&Q7$=1SL_\ K&_WC_,UZ<?A7HOR.&6[]6151(4
M% !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M 4 % !0 4 % !0 4 % !0 4 % !0 4 :FF_Q_P# ?ZURUNGS_0Z*77Y?J>;_
M !U_Y$K4?^W3_P!+;:EA_P"+'Y_DQUO@?R_-'K=<IN>2?";_ )F#_L9M3_\
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MS_-G'/XG_70JUJ9A0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 7]._UA_W3
M_,5SUOA7K^C-J>_R_P C8KB.HYV?_6-_O'^9KTX_"O1?D<,MWZLBJB0H * "
M@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H * "@ H
M* "@ H * "@ H * "@ H * "@ H U--_C_X#_6N6MT^?Z'12Z_+]3S?XZ_\
M(E:C_P!NG_I;;4L/_%C\_P F.M\#^7YH];KE-SR3X3?\S!_V,VI_^T*ZJWV/
M^O<?U,*?VO\ &_T-'XA^'[[7/LOV"+S?)\[?\\:8W^5M^^RYSM;IG&.>HKW<
MIQ5'">U^L2Y>;DY?=D[VY[_"GW6YY&8X>KB/9^QCS<O-?5*U^6V[79GFW_"
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M_P :/:1[_@_\@Y)=OR#[%-_=_4?XT>TCW_!_Y!R2[?D'V*;^[^H_QH]I'O\
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MBF_N_J/\:/:1[_@_\@Y)=OR#[%-_=_4?XT>TCW_!_P"0<DNWY!]BF_N_J/\
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M !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M!0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !
M0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0!Y)
M\=?^1*U'_MT_]+;:NK#_ ,6/S_)F%;X'\OS1ZW7*;GDGPF_YF#_L9M3_ /:%
M=5;['_7N/ZF%/[7^-_H>MURFX4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M!0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !
M0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M% !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % 'DGQU_P"1
M*U'_ +=/_2VVKJP_\6/S_)F%;X'\OS1ZW7*;GDGPF_YF#_L9M3_]H5U5OL?]
M>X_J84_M?XW^AZW7*;A0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 %
M!0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !
M0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4
M% !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0
M 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 % !0 4 >2?'7_D2M1_[=/_
M $MMJZL/_%C\_P F85O@?R_-'K=<IN>,P?#?Q#I=S>S:-X@^P6^HWUQ?M!_9
M=O/MDN&!(\R:5F;:JHF0%4[=P12377[6$DE.G=I)7YFMO1'/R23?+*R;;V3W
M+?\ PA_C7_H:?_*-9?\ QRESTO\ GU_Y.Q\L_P"?_P E0?\ "'^-?^AI_P#*
M-9?_ !RCGI?\^O\ R=ARS_G_ /)4'_"'^-?^AI_\HUE_\<HYZ7_/K_R=ARS_
M )__ "5!_P (?XU_Z&G_ ,HUE_\ '*.>E_SZ_P#)V'+/^?\ \E0?\(?XU_Z&
MG_RC67_QRCGI?\^O_)V'+/\ G_\ )4'_  A_C7_H:?\ RC67_P <HYZ7_/K_
M ,G8<L_Y_P#R5!_PA_C7_H:?_*-9?_'*.>E_SZ_\G8<L_P"?_P E0?\ "'^-
M?^AI_P#*-9?_ !RCGI?\^O\ R=ARS_G_ /)4'_"'^-?^AI_\HUE_\<HYZ7_/
MK_R=ARS_ )__ "5!_P (?XU_Z&G_ ,HUE_\ '*.>E_SZ_P#)V'+/^?\ \E0?
M\(?XU_Z&G_RC67_QRCGI?\^O_)V'+/\ G_\ )4'_  A_C7_H:?\ RC67_P <
MHYZ7_/K_ ,G8<L_Y_P#R5!_PA_C7_H:?_*-9?_'*.>E_SZ_\G8<L_P"?_P E
M0?\ "'^-?^AI_P#*-9?_ !RCGI?\^O\ R=ARS_G_ /)4'_"'^-?^AI_\HUE_
M\<HYZ7_/K_R=ARS_ )__ "5!_P (?XU_Z&G_ ,HUE_\ '*.>E_SZ_P#)V'+/
M^?\ \E0?\(?XU_Z&G_RC67_QRCGI?\^O_)V'+/\ G_\ )4'_  A_C7_H:?\
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M'_"'^-?^AI_\HUE_\<HYZ7_/K_R=ARS_ )__ "5!_P (?XU_Z&G_ ,HUE_\
M'*.>E_SZ_P#)V'+/^?\ \E0?\(?XU_Z&G_RC67_QRCGI?\^O_)V'+/\ G_\
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M_/K_ ,G8<L_Y_P#R5!_PA_C7_H:?_*-9?_'*.>E_SZ_\G8<L_P"?_P E0?\
M"'^-?^AI_P#*-9?_ !RCGI?\^O\ R=ARS_G_ /)4'_"'^-?^AI_\HUE_\<HY
MZ7_/K_R=ARS_ )__ "5!_P (?XU_Z&G_ ,HUE_\ '*.>E_SZ_P#)V'+/^?\
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ME_\ '*.>E_SZ_P#)V'+/^?\ \E0?\(?XU_Z&G_RC67_QRCGI?\^O_)V'+/\
MG_\ )4'_  A_C7_H:?\ RC67_P <HYZ7_/K_ ,G8<L_Y_P#R5!_PA_C7_H:?
M_*-9?_'*.>E_SZ_\G8<L_P"?_P E0?\ "'^-?^AI_P#*-9?_ !RCGI?\^O\
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M^?\ \E0?\(?XU_Z&G_RC67_QRCGI?\^O_)V'+/\ G_\ )4'_  A_C7_H:?\
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M'_"'^-?^AI_\HUE_\<HYZ7_/K_R=ARS_ )__ "5!_P (?XU_Z&G_ ,HUE_\
M'*.>E_SZ_P#)V'+/^?\ \E0?\(?XU_Z&G_RC67_QRCGI?\^O_)V'+/\ G_\
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?&#D$@W&K3@^:-.S7]]_Y$NG*2Y7/3_"CW*N(Z3__V0$!

end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>19
<FILENAME>R1.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467676848">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>COVER PAGE - USD ($)<br> $ in Billions</strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
<th class="th" colspan="1"></th>
<th class="th" colspan="1"></th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Jan. 31, 2023</div></th>
<th class="th"><div>Jun. 30, 2022</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentInformationLineItems', window );"><strong>Document Information [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentType', window );">Document Type</a></td>
<td class="text">10-K<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentAnnualReport', window );">Document Annual Report</a></td>
<td class="text">true<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentPeriodEndDate', window );">Document Period End Date</a></td>
<td class="text">Dec. 31,  2022<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_CurrentFiscalYearEndDate', window );">Current Fiscal Year End Date</a></td>
<td class="text">--12-31<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentTransitionReport', window );">Document Transition Report</a></td>
<td class="text">false<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityFileNumber', window );">Entity File Number</a></td>
<td class="text">1-13447<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityRegistrantName', window );">Entity Registrant Name</a></td>
<td class="text">ANNALY CAPITAL MANAGEMENT INC<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityIncorporationStateCountryCode', window );">Entity Incorporation, State or Country Code</a></td>
<td class="text">MD<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityTaxIdentificationNumber', window );">Entity Tax Identification Number</a></td>
<td class="text">22-3479661<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityAddressAddressLine1', window );">Entity Address, Address Line One</a></td>
<td class="text">1211 Avenue of the Americas<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityAddressCityOrTown', window );">Entity Address, City or Town</a></td>
<td class="text">New York,<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityAddressStateOrProvince', window );">Entity Address, State or Province</a></td>
<td class="text">NY<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityAddressPostalZipCode', window );">Entity Address, Postal Zip Code</a></td>
<td class="text">10036<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_CityAreaCode', window );">City Area Code</a></td>
<td class="text">212<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LocalPhoneNumber', window );">Local Phone Number</a></td>
<td class="text">696-0100<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityWellKnownSeasonedIssuer', window );">Entity Well-known Seasoned Issuer</a></td>
<td class="text">Yes<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityVoluntaryFilers', window );">Entity Voluntary Filers</a></td>
<td class="text">No<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityCurrentReportingStatus', window );">Entity Current Reporting Status</a></td>
<td class="text">Yes<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityInteractiveDataCurrent', window );">Entity Interactive Data Current</a></td>
<td class="text">Yes<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityFilerCategory', window );">Entity Filer Category</a></td>
<td class="text">Large Accelerated Filer<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntitySmallBusiness', window );">Entity Small Business</a></td>
<td class="text">false<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityEmergingGrowthCompany', window );">Entity Emerging Growth Company</a></td>
<td class="text">false<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_IcfrAuditorAttestationFlag', window );">ICFR Auditor Attestation Flag</a></td>
<td class="text">true<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityShellCompany', window );">Entity Shell Company</a></td>
<td class="text">false<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityPublicFloat', window );">Entity Public Float</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 9.5<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityCommonStockSharesOutstanding', window );">Entity Common Stock, Shares Outstanding</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">493,615,144<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentsIncorporatedByReferenceTextBlock', window );">Documents Incorporated by Reference</a></td>
<td class="text">The registrant intends to file a definitive proxy statement pursuant to Regulation 14A within 120 days of the end of the fiscal year ended December 31, 2022.&#160; Portions of such proxy statement are incorporated by reference into Part III of this Form 10-K.<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_AmendmentFlag', window );">Amendment Flag</a></td>
<td class="text">false<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentFiscalYearFocus', window );">Document Fiscal Year Focus</a></td>
<td class="text">2022<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentFiscalPeriodFocus', window );">Document Fiscal Period Focus</a></td>
<td class="text">FY<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_EntityCentralIndexKey', window );">Entity Central Index Key</a></td>
<td class="text">0001043219<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=us-gaap_CommonStockMember', window );">Common Stock, par value $0.01 per share</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentInformationLineItems', window );"><strong>Document Information [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_Security12bTitle', window );">Title of Each Class</a></td>
<td class="text">Common Stock, par value $0.01 per share<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_TradingSymbol', window );">Trading Symbol</a></td>
<td class="text">NLY<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_SecurityExchangeName', window );">Name of Each Exchange on Which Registered</a></td>
<td class="text">NYSE<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember', window );">6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentInformationLineItems', window );"><strong>Document Information [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_Security12bTitle', window );">Title of Each Class</a></td>
<td class="text">6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_TradingSymbol', window );">Trading Symbol</a></td>
<td class="text">NLY.F<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_SecurityExchangeName', window );">Name of Each Exchange on Which Registered</a></td>
<td class="text">NYSE<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember', window );">6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentInformationLineItems', window );"><strong>Document Information [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_Security12bTitle', window );">Title of Each Class</a></td>
<td class="text">6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_TradingSymbol', window );">Trading Symbol</a></td>
<td class="text">NLY.G<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_SecurityExchangeName', window );">Name of Each Exchange on Which Registered</a></td>
<td class="text">NYSE<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember', window );">6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_DocumentInformationLineItems', window );"><strong>Document Information [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_Security12bTitle', window );">Title of Each Class</a></td>
<td class="text">6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_TradingSymbol', window );">Trading Symbol</a></td>
<td class="text">NLY.I<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_SecurityExchangeName', window );">Name of Each Exchange on Which Registered</a></td>
<td class="text">NYSE<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_AmendmentFlag">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Boolean flag that is true when the XBRL content amends previously-filed or accepted submission.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_AmendmentFlag</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:booleanItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_CityAreaCode">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Area code of city</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_CityAreaCode</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:normalizedStringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_CurrentFiscalYearEndDate">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>End date of current fiscal year in the format --MM-DD.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_CurrentFiscalYearEndDate</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:gMonthDayItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_DocumentAnnualReport">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Boolean flag that is true only for a form used as an annual report.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 10-K<br> -Number 249<br> -Section 310<br><br>Reference 2: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 20-F<br> -Number 249<br> -Section 220<br> -Subsection f<br><br>Reference 3: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 40-F<br> -Number 249<br> -Section 240<br> -Subsection f<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_DocumentAnnualReport</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:booleanItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_DocumentFiscalPeriodFocus">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fiscal period values are FY, Q1, Q2, and Q3.  1st, 2nd and 3rd quarter 10-Q or 10-QT statements have value Q1, Q2, and Q3 respectively, with 10-K, 10-KT or other fiscal year statements having FY.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_DocumentFiscalPeriodFocus</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:fiscalPeriodItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_DocumentFiscalYearFocus">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This is focus fiscal year of the document report in YYYY format. For a 2006 annual report, which may also provide financial information from prior periods, fiscal 2006 should be given as the fiscal year focus. Example: 2006.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_DocumentFiscalYearFocus</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:gYearItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_DocumentInformationLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_DocumentInformationLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_DocumentPeriodEndDate">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>For the EDGAR submission types of Form 8-K: the date of the report, the date of the earliest event reported; for the EDGAR submission types of Form N-1A: the filing date; for all other submission types: the end of the reporting or transition period.  The format of the date is YYYY-MM-DD.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_DocumentPeriodEndDate</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:dateItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_DocumentTransitionReport">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Boolean flag that is true only for a form used as a transition report.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Forms 10-K, 10-Q, 20-F<br> -Number 240<br> -Section 13<br> -Subsection a-1<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_DocumentTransitionReport</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:booleanItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_DocumentType">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The type of document being provided (such as 10-K, 10-Q, 485BPOS, etc). The document type is limited to the same value as the supporting SEC submission type, or the word 'Other'.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_DocumentType</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:submissionTypeItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_DocumentsIncorporatedByReferenceTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Documents incorporated by reference.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-23<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_DocumentsIncorporatedByReferenceTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityAddressAddressLine1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Address Line 1 such as Attn, Building Name, Street Name</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityAddressAddressLine1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:normalizedStringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityAddressCityOrTown">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Name of the City or Town</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityAddressCityOrTown</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:normalizedStringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityAddressPostalZipCode">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Code for the postal or zip code</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityAddressPostalZipCode</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:normalizedStringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityAddressStateOrProvince">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Name of the state or province.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityAddressStateOrProvince</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:stateOrProvinceItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityCentralIndexKey">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>A unique 10-digit SEC-issued value to identify entities that have filed disclosures with the SEC. It is commonly abbreviated as CIK.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityCentralIndexKey</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:centralIndexKeyItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityCommonStockSharesOutstanding">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicate number of shares or other units outstanding of each of registrant's classes of capital or common stock or other ownership interests, if and as stated on cover of related periodic report. Where multiple classes or units exist define each class/interest by adding class of stock items such as Common Class A [Member], Common Class B [Member] or Partnership Interest [Member] onto the Instrument [Domain] of the Entity Listings, Instrument.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityCommonStockSharesOutstanding</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityCurrentReportingStatus">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicate 'Yes' or 'No' whether registrants (1) have filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that registrants were required to file such reports), and (2) have been subject to such filing requirements for the past 90 days. This information should be based on the registrant's current or most recent filing containing the related disclosure.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityCurrentReportingStatus</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:yesNoItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityEmergingGrowthCompany">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicate if registrant meets the emerging growth company criteria.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityEmergingGrowthCompany</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:booleanItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityFileNumber">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Commission file number. The field allows up to 17 characters. The prefix may contain 1-3 digits, the sequence number may contain 1-8 digits, the optional suffix may contain 1-4 characters, and the fields are separated with a hyphen.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityFileNumber</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:fileNumberItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityFilerCategory">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicate whether the registrant is one of the following: Large Accelerated Filer, Accelerated Filer, Non-accelerated Filer. Definitions of these categories are stated in Rule 12b-2 of the Exchange Act. This information should be based on the registrant's current or most recent filing containing the related disclosure.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityFilerCategory</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:filerCategoryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityIncorporationStateCountryCode">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Two-character EDGAR code representing the state or country of incorporation.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityIncorporationStateCountryCode</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:edgarStateCountryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityInteractiveDataCurrent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Boolean flag that is true when the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to submit such files).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Regulation S-T<br> -Number 232<br> -Section 405<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityInteractiveDataCurrent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:yesNoItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityPublicFloat">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate market value of the voting and non-voting common equity held by non-affiliates computed by reference to the price at which the common equity was last sold, or the average bid and asked price of such common equity, as of the last business day of the registrant's most recently completed second fiscal quarter.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityPublicFloat</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityRegistrantName">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The exact name of the entity filing the report as specified in its charter, which is required by forms filed with the SEC.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityRegistrantName</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:normalizedStringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityShellCompany">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Boolean flag that is true when the registrant is a shell company as defined in Rule 12b-2 of the Exchange Act.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityShellCompany</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:booleanItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntitySmallBusiness">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicates that the company is a Smaller Reporting Company (SRC).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntitySmallBusiness</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:booleanItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityTaxIdentificationNumber">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The Tax Identification Number (TIN), also known as an Employer Identification Number (EIN), is a unique 9-digit value assigned by the IRS.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b-2<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityTaxIdentificationNumber</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:employerIdItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityVoluntaryFilers">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicate 'Yes' or 'No' if the registrant is not required to file reports pursuant to Section 13 or Section 15(d) of the Act.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityVoluntaryFilers</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:yesNoItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_EntityWellKnownSeasonedIssuer">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicate 'Yes' or 'No' if the registrant is a well-known seasoned issuer, as defined in Rule 405 of the Securities Act. Is used on Form Type: 10-K, 10-Q, 8-K, 20-F, 6-K, 10-K/A, 10-Q/A, 20-F/A, 6-K/A, N-CSR, N-Q, N-1A.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Securities Act<br> -Number 230<br> -Section 405<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_EntityWellKnownSeasonedIssuer</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:yesNoItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_IcfrAuditorAttestationFlag">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 10-K<br> -Number 249<br> -Section 310<br><br>Reference 2: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 20-F<br> -Number 249<br> -Section 220<br> -Subsection f<br><br>Reference 3: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 40-F<br> -Number 249<br> -Section 240<br> -Subsection f<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_IcfrAuditorAttestationFlag</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:booleanItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_LocalPhoneNumber">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Local phone number for entity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_LocalPhoneNumber</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:normalizedStringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_Security12bTitle">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Title of a 12(b) registered security.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection b<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_Security12bTitle</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:securityTitleItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_SecurityExchangeName">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Name of the Exchange on which a security is registered.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Exchange Act<br> -Number 240<br> -Section 12<br> -Subsection d1-1<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_SecurityExchangeName</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:edgarExchangeCodeItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_TradingSymbol">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Trading symbol of an instrument as listed on an exchange.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_TradingSymbol</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:tradingSymbolItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=us-gaap_CommonStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=us-gaap_CommonStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>20
<FILENAME>R2.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464855872">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>AUDIT INFORMATION<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AuditInformationAbstract', window );"><strong>Audit Information [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_AuditorFirmId', window );">Auditor Firm ID</a></td>
<td class="text">42<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_AuditorLocation', window );">Auditor Location</a></td>
<td class="text">New York, NY<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_AuditorName', window );">Auditor Name</a></td>
<td class="text">Ernst & Young LLP<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_AuditorFirmId">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>PCAOB issued Audit Firm Identifier</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 10-K<br> -Number 249<br> -Section 310<br><br>Reference 2: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 20-F<br> -Number 249<br> -Section 220<br> -Subsection f<br><br>Reference 3: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 40-F<br> -Number 249<br> -Section 240<br> -Subsection f<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_AuditorFirmId</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:nonemptySequenceNumberItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_AuditorLocation">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 10-K<br> -Number 249<br> -Section 310<br><br>Reference 2: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 20-F<br> -Number 249<br> -Section 220<br> -Subsection f<br><br>Reference 3: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 40-F<br> -Number 249<br> -Section 240<br> -Subsection f<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_AuditorLocation</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:internationalNameItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_AuditorName">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>Reference 1: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 10-K<br> -Number 249<br> -Section 310<br><br>Reference 2: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 20-F<br> -Number 249<br> -Section 220<br> -Subsection f<br><br>Reference 3: http://www.xbrl.org/2003/role/presentationRef<br> -Publisher SEC<br> -Name Form 40-F<br> -Number 249<br> -Section 240<br> -Subsection f<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_AuditorName</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>dei_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dei:internationalNameItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AuditInformationAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Audit Information [Abstract]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AuditInformationAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>21
<FILENAME>R3.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467231440">
<tr>
<th class="tl" colspan="2" rowspan="1"><div style="width: 200px;"><strong>CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashAndCashEquivalentsAtCarryingValue', window );">Cash and cash equivalents (includes pledged assets of $1,424,160 and $1,222,505, respectively)</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="nump">$ 1,576,714<span></span>
</td>
<td class="nump">$ 1,342,090<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Securities (includes pledged assets of $60,660,121 and $56,675,447, respectively)</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[2]</sup></td>
<td class="nump">65,789,907<span></span>
</td>
<td class="nump">63,655,674<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Loans, net (includes pledged assets of $1,653,464 and $2,462,776, respectively)</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[3]</sup></td>
<td class="nump">1,809,832<span></span>
</td>
<td class="nump">4,242,043<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAsset', window );">Mortgage servicing rights (includes pledged assets of $684,703 and $&#8212;, respectively)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,748,209<span></span>
</td>
<td class="nump">544,562<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestInMortgageServicingRights', window );">Interests in MSR</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">69,316<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds', window );">Assets transferred or pledged to securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">9,121,912<span></span>
</td>
<td class="nump">6,086,308<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation', window );">Assets of disposal group held for sale</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">194,138<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Derivative assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">342,064<span></span>
</td>
<td class="nump">170,370<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ReceivableForInvestmentSecuritiesSold', window );">Receivable for unsettled trades</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">575,091<span></span>
</td>
<td class="nump">2,656<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FinancingAndAccruedInvestmentIncomeReceivable', window );">Principal and interest receivable</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">637,301<span></span>
</td>
<td class="nump">234,983<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IntangibleAssetsNetIncludingGoodwill', window );">Goodwill and intangible assets, net</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">16,679<span></span>
</td>
<td class="nump">24,241<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherAssets', window );">Other assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">233,003<span></span>
</td>
<td class="nump">197,683<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Total assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">81,850,712<span></span>
</td>
<td class="nump">76,764,064<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">59,512,597<span></span>
</td>
<td class="nump">54,769,643<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherSecuredFinancings', window );">Other secured financing</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">250,000<span></span>
</td>
<td class="nump">903,255<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritizedDebtOfConsolidatedVie', window );">Debt issued by securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">7,744,160<span></span>
</td>
<td class="nump">5,155,633<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount', window );">Participations issued</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">800,849<span></span>
</td>
<td class="nump">1,049,066<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation', window );">Liabilities of disposal group held for sale</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">154,956<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Derivative liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">204,172<span></span>
</td>
<td class="nump">881,537<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PayableForInvestmentSecuritiesPurchased', window );">Payable for unsettled trades</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,157,846<span></span>
</td>
<td class="nump">147,908<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestPayableCurrentAndNoncurrent', window );">Interest payable</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">325,280<span></span>
</td>
<td class="nump">91,176<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPayableCurrentAndNoncurrent', window );">Dividends payable</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">412,113<span></span>
</td>
<td class="nump">321,142<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccountsPayableAndOtherAccruedLiabilities', window );">Other liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">74,269<span></span>
</td>
<td class="nump">94,423<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Liabilities', window );">Total liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">70,481,286<span></span>
</td>
<td class="nump">63,568,739<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityAbstract', window );"><strong>Stockholders&#8217; equity</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockValue', window );">Preferred stock, par value $0.01 per share, 63,500,000 authorized, issued and outstanding, respectively</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,536,569<span></span>
</td>
<td class="nump">1,536,569<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockValue', window );">Common stock, par value $0.01 per share, 2,936,500,000 and 2,936,500,000 authorized, respectively, 468,309,810 and 364,934,065 issued and outstanding, respectively</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">4,683<span></span>
</td>
<td class="nump">3,649<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AdditionalPaidInCapital', window );">Additional paid-in capital</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">22,981,320<span></span>
</td>
<td class="nump">20,324,780<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax', window );">Accumulated other comprehensive income (loss)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="num">(3,708,896)<span></span>
</td>
<td class="nump">958,410<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquity', window );">Total stockholders&#8217; equity</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">11,270,443<span></span>
</td>
<td class="nump">13,169,826<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MinorityInterest', window );">Noncontrolling interests</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">98,983<span></span>
</td>
<td class="nump">25,499<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest', window );">Total equity</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">11,369,426<span></span>
</td>
<td class="nump">13,195,325<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_RetainedEarningsAccumulatedDeficit', window );">Accumulated deficit</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="num">(9,543,233)<span></span>
</td>
<td class="num">(9,653,582)<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesAndStockholdersEquity', window );">Total liabilities and equity</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 81,850,712<span></span>
</td>
<td class="nump">$ 76,764,064<span></span>
</td>
</tr>
<tr><td colspan="3"></td></tr>
<tr><td colspan="3"><table class="outerFootnotes" width="100%">
<tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes cash of consolidated Variable Interest Entities (&#8220;VIEs&#8221;) of $2.2 million and $16.2 million at December 31, 2022 and 2021, respectively.</span></td>
</tr>
<tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[2]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes $0.0 million and $44.2 million at December 31, 2022 and 2021, respectively, of agency mortgage-backed securities, $1.0 billion and $350.4 million at December 31, 2022 and 2021, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company&#8217;s Consolidated Statements of Financial Condition.</span></td>
</tr>
<tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[3]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes $1.3&#160;million and $2.3&#160;million of residential mortgage loans held for sale at December 31, 2022 and 2021, respectively.</span></td>
</tr>
</table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_FinancingAndAccruedInvestmentIncomeReceivable">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Financing And Accrued Investment Income Receivable</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_FinancingAndAccruedInvestmentIncomeReceivable</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestInMortgageServicingRights">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest In Mortgage Servicing Rights</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestInMortgageServicingRights</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PayableForInvestmentSecuritiesPurchased">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount payable for Agency Mortgage-Backed Securities, Agency debentures and corporate debt.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PayableForInvestmentSecuritiesPurchased</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ReceivableForInvestmentSecuritiesSold">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount receivable for Agency Mortgage-Backed Securities, Agency debentures and corporate debt.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ReceivableForInvestmentSecuritiesSold</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritizedDebtOfConsolidatedVie">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Securitized debt of consolidated VIE</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritizedDebtOfConsolidatedVie</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccountsPayableAndOtherAccruedLiabilities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of liabilities incurred and payable to vendors for goods and services received, and accrued liabilities classified as other.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccountsPayableAndOtherAccruedLiabilities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(30)(a)(4))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e637-108580<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(23)(a)(3))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 14A<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669686-108580<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 40<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (h)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124501264&amp;loc=SL117420844-207641<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 40<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (g)(2)(ii)<br> -URI https://asc.fasb.org/extlink&amp;oid=124501264&amp;loc=SL117420844-207641<br><br>Reference 7: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 14<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e681-108580<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AdditionalPaidInCapital">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of excess of issue price over par or stated value of stock and from other transaction involving stock or stockholder. Includes, but is not limited to, additional paid-in capital (APIC) for common and preferred stock.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(30)(a)(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AdditionalPaidInCapital</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_Assets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sum of the carrying amounts as of the balance sheet date of all assets that are recognized. Assets are probable future economic benefits obtained or controlled by an entity as a result of past transactions or events.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(11))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(12))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 7: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 9: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 14: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 25<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=116870748&amp;loc=SL6758485-165988<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(18))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_Assets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount classified as assets attributable to disposal group held for sale or disposed of.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 45<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=109222160&amp;loc=d3e1107-107759<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 360<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=109226691&amp;loc=d3e2941-110230<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 5B<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721673-107760<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=109222160&amp;loc=SL51721533-107759<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721683-107760<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 5C<br> -Subparagraph (a)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721675-107760<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CashAndCashEquivalentsAtCarryingValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of currency on hand as well as demand deposits with banks or financial institutions. Includes other kinds of accounts that have the general characteristics of demand deposits. Also includes short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates. Excludes cash and cash equivalents within disposal group and discontinued operation.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3044-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124098289&amp;loc=d3e6676-107765<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CashAndCashEquivalentsAtCarryingValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate par or stated value of issued nonredeemable common stock (or common stock redeemable solely at the option of the issuer). This item includes treasury stock repurchased by the entity. Note: elements for number of nonredeemable common shares, par value and other disclosure concepts are in another section within stockholders' equity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226052-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13433-108611<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLiabilities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13433-108611<br><br>Reference 4: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226052-175313<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLiabilities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DividendsPayableCurrentAndNoncurrent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Carrying value as of the balance sheet date of dividends declared but unpaid on equity securities issued by the entity and outstanding.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(24))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(15)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(20))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(15)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DividendsPayableCurrentAndNoncurrent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=35711157&amp;loc=d3e42546-110969<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amortized cost excluding accrued interest, after allowance for credit loss, of financing receivable. Excludes net investment in lease.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 20<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124255206&amp;loc=SL82895884-210446<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IntangibleAssetsNetIncludingGoodwill">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Carrying amount of finite-lived intangible assets, indefinite-lived intangible assets and goodwill. Goodwill is an asset representing the future economic benefits arising from other assets acquired in a business combination that are not individually identified and separately recognized. Intangible assets are assets, not including financial assets, lacking physical substance.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IntangibleAssetsNetIncludingGoodwill</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestPayableCurrentAndNoncurrent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of interest payable on debt, including, but not limited to, trade payables.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03.15(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03.15(a))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestPayableCurrentAndNoncurrent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_Liabilities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sum of the carrying amounts as of the balance sheet date of all liabilities that are recognized. Liabilities are probable future sacrifices of economic benefits arising from present obligations of an entity to transfer assets or provide services to other entities in the future.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02.19-26)<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 3: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 4: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 25<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=116870748&amp;loc=SL6758485-165988<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 20: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_Liabilities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LiabilitiesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LiabilitiesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LiabilitiesAndStockholdersEquity">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of liabilities and equity items, including the portion of equity attributable to noncontrolling interests, if any.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(23))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(25))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 5: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(32))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 7: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LiabilitiesAndStockholdersEquity</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount classified as liabilities attributable to disposal group held for sale or disposed of.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721683-107760<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 45<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=109222160&amp;loc=d3e1107-107759<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 5C<br> -Subparagraph (a)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721675-107760<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 360<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=109226691&amp;loc=d3e2941-110230<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=109222160&amp;loc=SL51721533-107759<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 5B<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721673-107760<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MinorityInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Total of all stockholders' equity (deficit) items, net of receivables from officers, directors, owners, and affiliates of the entity which is directly or indirectly attributable to that ownership interest in subsidiary equity which is not attributable to the parent (that is, noncontrolling interest, previously referred to as minority interest).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(24))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02.31)<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 10: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(22))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MinorityInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of assets classified as other.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(10))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(10))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(17))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherSecuredFinancings">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Secured financing other than securities sold under agreements to repurchase and securities loaned.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 15<br> -Paragraph 83<br> -URI https://asc.fasb.org/extlink&amp;oid=126929950&amp;loc=d3e34841-113949<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherSecuredFinancings</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate amount of the participation liability at the end of the accounting period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=99377297&amp;loc=d3e10013-112621<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate par or stated value of issued nonredeemable preferred stock (or preferred stock redeemable solely at the option of the issuer). This item includes treasury stock repurchased by the entity. Note: elements for number of nonredeemable preferred shares, par value and other disclosure concepts are in another section within stockholders' equity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_RetainedEarningsAccumulatedDeficit">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cumulative amount of the reporting entity's undistributed earnings or deficit.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(30)(a)(3))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(23)(a)(4))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 40<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (h)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124501264&amp;loc=SL117420844-207641<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 40<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (g)(2)(i)<br> -URI https://asc.fasb.org/extlink&amp;oid=124501264&amp;loc=SL117420844-207641<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_RetainedEarningsAccumulatedDeficit</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(m)(1)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03.13(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SecuritiesSoldUnderAgreementsToRepurchase</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAsset">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate amount of servicing assets that are subsequently measured at fair value and servicing assets that are subsequently measured using the amortization method.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 45<br> -Paragraph 2<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=6469459&amp;loc=d3e122501-111745<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAsset</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockholdersEquity">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Total of all stockholders' equity (deficit) items, net of receivables from officers, directors, owners, and affiliates of the entity which are attributable to the parent. The amount of the economic entity's stockholders' equity attributable to the parent excludes the amount of stockholders' equity which is allocable to that ownership interest in subsidiary equity which is not attributable to the parent (noncontrolling interest, minority interest). This excludes temporary equity and is sometimes called permanent equity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 310<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SAB Topic 4.E)<br> -URI https://asc.fasb.org/extlink&amp;oid=122038336&amp;loc=d3e74512-122707<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(31))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(30))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 7: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 8: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockholdersEquity</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockholdersEquityAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockholdersEquityAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of stockholders' equity (deficit), net of receivables from officers, directors, owners, and affiliates of the entity, attributable to both the parent and noncontrolling interests. Amount excludes temporary equity. Alternate caption for the concept is permanent equity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 45<br> -Paragraph 24<br> -URI https://asc.fasb.org/extlink&amp;oid=124436220&amp;loc=d3e21930-107793<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 45<br> -Paragraph 23<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124436220&amp;loc=d3e21914-107793<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22644-107794<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 5<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124442411-227067<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 10<br> -Section 65<br> -Paragraph 4<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=122640432&amp;loc=SL121648383-210437<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 105<br> -SubTopic 10<br> -Section 65<br> -Paragraph 6<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126987489&amp;loc=SL124442142-165695<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 105<br> -SubTopic 10<br> -Section 65<br> -Paragraph 6<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126987489&amp;loc=SL124442142-165695<br><br>Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 16<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4568740-111683<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (e)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 11: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 45<br> -Paragraph 5<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124436220&amp;loc=d3e21711-107793<br><br>Reference 13: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 14: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 830<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=6450520&amp;loc=d3e32583-110901<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 65<br> -Paragraph 8<br> -Subparagraph (d)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=126983759&amp;loc=SL121830611-158277<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 848<br> -SubTopic 10<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (a)(3)(iii)(03)<br> -URI https://asc.fasb.org/extlink&amp;oid=125980421&amp;loc=SL125981372-237846<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 830<br> -SubTopic 30<br> -Section 45<br> -Paragraph 17<br> -URI https://asc.fasb.org/extlink&amp;oid=118261656&amp;loc=d3e32136-110900<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 65<br> -Paragraph 8<br> -Subparagraph (d)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=126983759&amp;loc=SL121830611-158277<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 40<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (f)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124501264&amp;loc=SL117420844-207641<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 65<br> -Paragraph 15<br> -Subparagraph (f)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=128097895&amp;loc=SL121327923-165333<br><br>Reference 22: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4I<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4590271-111686<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 40<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (f)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=124501264&amp;loc=SL117420844-207641<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 830<br> -SubTopic 30<br> -Section 45<br> -Paragraph 20<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=118261656&amp;loc=d3e32211-110900<br><br>Reference 25: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4568447-111683<br><br>Reference 26: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 65<br> -Paragraph 15<br> -Subparagraph (f)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=128097895&amp;loc=SL121327923-165333<br><br>Reference 27: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22499-107794<br><br>Reference 28: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 65<br> -Paragraph 15<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=128097895&amp;loc=SL121327923-165333<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Represents the initial fair value recorded for assets received on transfer of financial assets in a securitization, asset-backed financing arrangement, or a similar transfer which transaction is recognized as a sale of the transferred financial assets.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (b)(2)(i)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>22
<FILENAME>R4.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467407584">
<tr>
<th class="tl" colspan="2" rowspan="1"><div style="width: 200px;"><strong>CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (Parenthetical) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashCollateralForBorrowedSecurities', window );">Cash pledged as collateral</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 1,424,160<span></span>
</td>
<td class="nump">$ 1,222,505<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAsset', window );">Mortgage servicing rights</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 1,748,209<span></span>
</td>
<td class="nump">$ 544,562<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityAbstract', window );"><strong>Stockholders&#8217; equity</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockParOrStatedValuePerShare', window );">Preferred Stock, par value (in dollars per share)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="nump">$ 0.01<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesAuthorized', window );">Preferred Stock, shares authorized (in shares)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">63,500,000<span></span>
</td>
<td class="nump">63,500,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockParOrStatedValuePerShare', window );">Common stock, par value (in dollars per share)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="nump">$ 0.01<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockSharesAuthorized', window );">Common Stock, shares authorized (in shares)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">2,936,500,000<span></span>
</td>
<td class="nump">2,936,500,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockSharesIssued', window );">Common Stock, shares issued (in shares)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">468,309,810<span></span>
</td>
<td class="nump">364,934,065<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockSharesOutstanding', window );">Common Stock, shares outstanding (in shares)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">468,309,810<span></span>
</td>
<td class="nump">364,934,065<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashAndCashEquivalentsAtCarryingValue', window );">Cash and cash equivalents</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="nump">$ 1,576,714<span></span>
</td>
<td class="nump">$ 1,342,090<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[2]</sup></td>
<td class="nump">65,789,907<span></span>
</td>
<td class="nump">63,655,674<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherSecuredFinancings', window );">Other secured financing</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">250,000<span></span>
</td>
<td class="nump">903,255<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PledgedStatusAxis=us-gaap_AssetPledgedAsCollateralWithoutRightMember', window );">Asset Pledged as Collateral without Right</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecurities', window );">Debt Securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,653,464<span></span>
</td>
<td class="nump">2,462,776<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember', window );">Consolidated VIEs</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityAbstract', window );"><strong>Stockholders&#8217; equity</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashAndCashEquivalentsAtCarryingValue', window );">Cash and cash equivalents</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">2,200<span></span>
</td>
<td class="nump">16,200<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember', window );">Agency Mortgage-backed Securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleSecuritiesDebtSecurities', window );">Estimated Fair Value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">60,660,121<span></span>
</td>
<td class="nump">56,675,447<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember', window );">Agency Mortgage-backed Securities | Consolidated VIEs</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityAbstract', window );"><strong>Stockholders&#8217; equity</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">44,200<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember', window );">Non-Agency mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAsset', window );">Mortgage servicing rights</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">684,703<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember', window );">Non-Agency mortgage-backed securities | Consolidated VIEs</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityAbstract', window );"><strong>Stockholders&#8217; equity</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,000,000<span></span>
</td>
<td class="nump">350,400<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember', window );">Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansReceivableHeldForSaleAmount', window );">Loans held-for-sale</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,300<span></span>
</td>
<td class="nump">2,300<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_CommercialMortgageLoanMember', window );">Commercial Mortgage Loans | Consolidated VIEs | Consolidation, Eliminations</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityAbstract', window );"><strong>Stockholders&#8217; equity</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr><td colspan="3"></td></tr>
<tr><td colspan="3"><table class="outerFootnotes" width="100%">
<tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes cash of consolidated Variable Interest Entities (&#8220;VIEs&#8221;) of $2.2 million and $16.2 million at December 31, 2022 and 2021, respectively.</span></td>
</tr>
<tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[2]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes $0.0 million and $44.2 million at December 31, 2022 and 2021, respectively, of agency mortgage-backed securities, $1.0 billion and $350.4 million at December 31, 2022 and 2021, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company&#8217;s Consolidated Statements of Financial Condition.</span></td>
</tr>
</table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AvailableForSaleSecuritiesDebtSecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(6))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 30<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124258926&amp;loc=SL82898722-210454<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124260329&amp;loc=d3e26610-111562<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (aa)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27161-111563<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AvailableForSaleSecuritiesDebtSecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CashAndCashEquivalentsAtCarryingValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of currency on hand as well as demand deposits with banks or financial institutions. Includes other kinds of accounts that have the general characteristics of demand deposits. Also includes short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates. Excludes cash and cash equivalents within disposal group and discontinued operation.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3044-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124098289&amp;loc=d3e6676-107765<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CashAndCashEquivalentsAtCarryingValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CashCollateralForBorrowedSecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Carrying amount as of the balance sheet date of cash collateral held for borrowed securities, for which the cash is restricted as to withdrawal or usage.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03.1)<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03.(a),2)<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CashCollateralForBorrowedSecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockParOrStatedValuePerShare">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Face amount or stated value per share of common stock.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockParOrStatedValuePerShare</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockSharesAuthorized">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The maximum number of common shares permitted to be issued by an entity's charter and bylaws.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockSharesAuthorized</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockSharesIssued">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Total number of common shares of an entity that have been sold or granted to shareholders (includes common shares that were issued, repurchased and remain in the treasury). These shares represent capital invested by the firm's shareholders and owners, and may be all or only a portion of the number of shares authorized. Shares issued include shares outstanding and shares held in the treasury.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockSharesIssued</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockSharesOutstanding">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Number of shares of common stock outstanding. Common stock represent the ownership interest in a corporation.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21463-112644<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockSharesOutstanding</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, after allowance for credit loss, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), investment in debt security measured at amortized cost (held-to-maturity), and investment in debt security measured at fair value with change in fair value recognized in net income (trading).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=35711157&amp;loc=d3e42546-110969<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LoansReceivableHeldForSaleAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, before valuation allowance, of financing receivable classified as held-for-sale.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 310<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=124259787&amp;loc=d3e4428-111522<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 948<br> -SubTopic 310<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124265262&amp;loc=d3e48678-111004<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LoansReceivableHeldForSaleAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherSecuredFinancings">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Secured financing other than securities sold under agreements to repurchase and securities loaned.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 15<br> -Paragraph 83<br> -URI https://asc.fasb.org/extlink&amp;oid=126929950&amp;loc=d3e34841-113949<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherSecuredFinancings</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockParOrStatedValuePerShare">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Face amount or stated value per share of preferred stock nonredeemable or redeemable solely at the option of the issuer.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockParOrStatedValuePerShare</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockSharesAuthorized">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The maximum number of nonredeemable preferred shares (or preferred stock redeemable solely at the option of the issuer) permitted to be issued by an entity's charter and bylaws.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockSharesAuthorized</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAsset">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate amount of servicing assets that are subsequently measured at fair value and servicing assets that are subsequently measured using the amortization method.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 45<br> -Paragraph 2<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=6469459&amp;loc=d3e122501-111745<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAsset</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockholdersEquityAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockholdersEquityAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PledgedStatusAxis=us-gaap_AssetPledgedAsCollateralWithoutRightMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PledgedStatusAxis=us-gaap_AssetPledgedAsCollateralWithoutRightMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_CommercialMortgageLoanMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_CommercialMortgageLoanMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_ConsolidationItemsAxis=srt_ConsolidationEliminationsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_ConsolidationItemsAxis=srt_ConsolidationEliminationsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>23
<FILENAME>R5.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789466991728">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeExpenseNetAbstract', window );"><strong>Net interest income</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeOperating', window );">Interest income</a></td>
<td class="nump">$ 2,778,887<span></span>
</td>
<td class="nump">$ 1,983,036<span></span>
</td>
<td class="nump">$ 2,229,625<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestExpense', window );">Interest expense</a></td>
<td class="nump">1,309,735<span></span>
</td>
<td class="nump">249,243<span></span>
</td>
<td class="nump">899,112<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeExpenseNet', window );">Net interest income</a></td>
<td class="nump">1,469,152<span></span>
</td>
<td class="nump">1,733,793<span></span>
</td>
<td class="nump">1,330,513<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NoninterestIncomeAbstract', window );"><strong>Net servicing income</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FeesAndCommissionsMortgageBankingAndServicing', window );">Servicing and related income</a></td>
<td class="nump">246,926<span></span>
</td>
<td class="nump">69,018<span></span>
</td>
<td class="nump">94,190<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ServicingAndRelatedExpense', window );">Servicing and related expense</a></td>
<td class="nump">25,145<span></span>
</td>
<td class="nump">12,202<span></span>
</td>
<td class="nump">26,437<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_NetServicingIncome', window );">Net servicing income</a></td>
<td class="nump">221,781<span></span>
</td>
<td class="nump">56,816<span></span>
</td>
<td class="nump">67,753<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NonoperatingGainsLossesAbstract', window );"><strong>Realized and unrealized gains (losses)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainLossOnInvestments', window );">Net gains (losses) on investments and other</a></td>
<td class="num">(4,602,456)<span></span>
</td>
<td class="nump">120,958<span></span>
</td>
<td class="nump">358,489<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries', window );">Net gains (losses) on derivatives</a></td>
<td class="nump">4,859,174<span></span>
</td>
<td class="nump">807,730<span></span>
</td>
<td class="num">(2,273,732)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProvisionForLoanLossesExpensed', window );">Loan loss (provision) reversal</a></td>
<td class="nump">20,660<span></span>
</td>
<td class="nump">145,066<span></span>
</td>
<td class="num">(147,581)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainLossOnSaleOfBusiness', window );">Business divestiture-related gains (losses)</a></td>
<td class="num">(40,258)<span></span>
</td>
<td class="num">(278,559)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherNonoperatingIncomeExpense', window );">Other, net</a></td>
<td class="nump">6,667<span></span>
</td>
<td class="nump">1,165<span></span>
</td>
<td class="num">(31,442)<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NonoperatingIncomeExpense', window );">Total other income (loss)</a></td>
<td class="nump">243,787<span></span>
</td>
<td class="nump">796,360<span></span>
</td>
<td class="num">(2,094,266)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GeneralAndAdministrativeExpenseAbstract', window );"><strong>General and administrative expenses</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LaborAndRelatedExpense', window );">Compensation and management fee</a></td>
<td class="nump">112,703<span></span>
</td>
<td class="nump">118,451<span></span>
</td>
<td class="nump">131,685<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherGeneralAndAdministrativeExpense', window );">Other general and administrative expenses</a></td>
<td class="nump">50,026<span></span>
</td>
<td class="nump">67,563<span></span>
</td>
<td class="nump">90,510<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GeneralAndAdministrativeExpense', window );">Total general and administrative expenses</a></td>
<td class="nump">162,729<span></span>
</td>
<td class="nump">186,014<span></span>
</td>
<td class="nump">222,195<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest', window );">Income (loss) before income taxes</a></td>
<td class="nump">1,771,991<span></span>
</td>
<td class="nump">2,400,955<span></span>
</td>
<td class="num">(918,195)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeTaxExpenseBenefit', window );">Income taxes</a></td>
<td class="nump">45,571<span></span>
</td>
<td class="nump">4,675<span></span>
</td>
<td class="num">(28,423)<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProfitLoss', window );">Net income (loss)</a></td>
<td class="nump">1,726,420<span></span>
</td>
<td class="nump">2,396,280<span></span>
</td>
<td class="num">(889,772)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest', window );">Net income (loss) attributable to noncontrolling interests</a></td>
<td class="nump">1,095<span></span>
</td>
<td class="nump">6,384<span></span>
</td>
<td class="nump">1,391<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLoss', window );">Net income (loss) attributable to Annaly</a></td>
<td class="nump">1,725,325<span></span>
</td>
<td class="nump">2,389,896<span></span>
</td>
<td class="num">(891,163)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendsAndOtherAdjustments', window );">Dividends on preferred stock</a></td>
<td class="nump">110,623<span></span>
</td>
<td class="nump">107,532<span></span>
</td>
<td class="nump">142,036<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic', window );">Net income (loss) available (related) to common stockholders</a></td>
<td class="nump">$ 1,614,702<span></span>
</td>
<td class="nump">$ 2,282,364<span></span>
</td>
<td class="num">$ (1,033,199)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareAbstract', window );"><strong>Net income (loss) per share available (related) to common stockholders</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareBasic', window );">Basic (in dollars per share)</a></td>
<td class="nump">$ 3.93<span></span>
</td>
<td class="nump">$ 6.40<span></span>
</td>
<td class="num">$ (2.92)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareDiluted', window );">Diluted (in dollars per share)</a></td>
<td class="nump">$ 3.92<span></span>
</td>
<td class="nump">$ 6.39<span></span>
</td>
<td class="num">$ (2.92)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract', window );"><strong>Weighted average number of common shares outstanding</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic', window );">Basic (in shares)</a></td>
<td class="nump">411,348,484<span></span>
</td>
<td class="nump">356,856,520<span></span>
</td>
<td class="nump">353,664,860<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding', window );">Diluted (in shares)</a></td>
<td class="nump">411,621,758<span></span>
</td>
<td class="nump">357,142,251<span></span>
</td>
<td class="nump">353,664,860<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract', window );"><strong>Other comprehensive income (loss)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProfitLoss', window );">Net income (loss)</a></td>
<td class="nump">$ 1,726,420<span></span>
</td>
<td class="nump">$ 2,396,280<span></span>
</td>
<td class="num">$ (889,772)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax', window );">Unrealized gains (losses) on available-for-sale securities</a></td>
<td class="num">(8,204,542)<span></span>
</td>
<td class="num">(2,419,618)<span></span>
</td>
<td class="nump">2,012,878<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax', window );">Reclassification adjustment for net (gains) losses included in net income (loss)</a></td>
<td class="nump">3,537,236<span></span>
</td>
<td class="nump">3,693<span></span>
</td>
<td class="num">(776,734)<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent', window );">Other comprehensive income (loss)</a></td>
<td class="num">(4,667,306)<span></span>
</td>
<td class="num">(2,415,925)<span></span>
</td>
<td class="nump">1,236,144<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest', window );">Comprehensive income (loss)</a></td>
<td class="num">(2,940,886)<span></span>
</td>
<td class="num">(19,645)<span></span>
</td>
<td class="nump">346,372<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest', window );">Comprehensive income (loss) attributable to noncontrolling interests</a></td>
<td class="nump">1,095<span></span>
</td>
<td class="nump">6,384<span></span>
</td>
<td class="nump">1,391<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ComprehensiveIncomeNetOfTax', window );">Comprehensive income (loss) attributable to Annaly</a></td>
<td class="num">(2,941,981)<span></span>
</td>
<td class="num">(26,029)<span></span>
</td>
<td class="nump">344,981<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders', window );">Comprehensive income (loss) attributable to common stockholders</a></td>
<td class="num">$ (3,052,604)<span></span>
</td>
<td class="num">$ (133,561)<span></span>
</td>
<td class="nump">$ 202,945<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ComprehensiveIncomeLossAttributableToCommonStockHolders">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Comprehensive income (loss) attributable to common stockholders.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ComprehensiveIncomeLossAttributableToCommonStockHolders</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Derivative, Gain (Loss) on Derivative, Net, Including US Treasuries</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_NetServicingIncome">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Net servicing income less servicing expense</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_NetServicingIncome</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ServicingAndRelatedExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Servicing and Related Expense</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ServicingAndRelatedExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ComprehensiveIncomeNetOfTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount after tax of increase (decrease) in equity from transactions and other events and circumstances from net income and other comprehensive income, attributable to parent entity. Excludes changes in equity resulting from investments by owners and distributions to owners.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(22))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(24))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 5<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e557-108580<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(26))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ComprehensiveIncomeNetOfTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount after tax of increase (decrease) in equity from transactions and other events and circumstances from net income (loss) and other comprehensive income (loss), attributable to noncontrolling interests. Excludes changes in equity resulting from investments by owners and distributions to owners.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(21))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(25))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4K<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591552-111686<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 21<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4613674-111683<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(23))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4569643-111683<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount after tax of increase (decrease) in equity from transactions and other events and circumstances from net income and other comprehensive income. Excludes changes in equity resulting from investments by owners and distributions to owners.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4K<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591552-111686<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(20))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 19<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4569616-111683<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(22))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(24))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareBasic">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of net income (loss) for the period per each share of common stock or unit outstanding during the reporting period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (e)(4)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1448-109256<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1337-109256<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 9: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 55<br> -Paragraph 52<br> -URI https://asc.fasb.org/extlink&amp;oid=128363288&amp;loc=d3e4984-109258<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(23))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 55<br> -Paragraph 15<br> -URI https://asc.fasb.org/extlink&amp;oid=128363288&amp;loc=d3e3842-109258<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22644-107794<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(25))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1252-109256<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(27))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareBasic</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareDiluted">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of net income (loss) for the period available to each share of common stock or common unit outstanding during the reporting period and to each share or unit that would have been outstanding assuming the issuance of common shares or units for all dilutive potential common shares or units outstanding during the reporting period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 55<br> -Paragraph 52<br> -URI https://asc.fasb.org/extlink&amp;oid=128363288&amp;loc=d3e4984-109258<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22644-107794<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 55<br> -Paragraph 15<br> -URI https://asc.fasb.org/extlink&amp;oid=128363288&amp;loc=d3e3842-109258<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1252-109256<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(27))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(23))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1337-109256<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (e)(4)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(25))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareDiluted</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FeesAndCommissionsMortgageBankingAndServicing">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Income from mortgage banking activities (fees and commissions) and servicing real estate mortgages, credit cards, and other financial assets held by others net of any related impairment of capitalized service costs. Also includes any premiums received in lieu of regular servicing fees on such loans only as earned over the life of the loans.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher SEC<br> -Name Regulation S-K (SK)<br> -Number 229<br> -Section 1402<br> -Subsection Instruction 3<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FeesAndCommissionsMortgageBankingAndServicing</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GainLossOnInvestments">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of realized and unrealized gain (loss) on investment.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27405-111563<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03.7(c),9(a))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 3: http://www.xbrl.org/2003/role/recommendedDisclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GainLossOnInvestments</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GainLossOnSaleOfBusiness">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of gain (loss) from sale and disposal of integrated set of activities and assets capable of being conducted and managed for purpose of providing return in form of dividend, lower cost, or other economic benefit to investor, owner, member and participant.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4582445-111684<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GainLossOnSaleOfBusiness</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GeneralAndAdministrativeExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate total of expenses of managing and administering the affairs of an entity, including affiliates of the reporting entity, which are not directly or indirectly associated with the manufacture, sale or creation of a product or product line.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03.4)<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GeneralAndAdministrativeExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GeneralAndAdministrativeExpenseAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GeneralAndAdministrativeExpenseAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of income (loss) from continuing operations, including income (loss) from equity method investments, before deduction of income tax expense (benefit), and income (loss) attributable to noncontrolling interest.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 20<br> -Section 25<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=126941158&amp;loc=d3e41242-110953<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(10))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 7: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(8))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 235<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-05(b)(2))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399901&amp;loc=d3e537907-122884<br><br>Reference 9: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 10: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(15))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeTaxExpenseBenefit">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of current income tax expense (benefit) and deferred income tax expense (benefit) pertaining to continuing operations.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SAB TOPIC 6.I.7)<br> -URI https://asc.fasb.org/extlink&amp;oid=122134291&amp;loc=d3e330036-122817<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=121826272&amp;loc=d3e32672-109319<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -Subparagraph (h)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(h))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 20<br> -Section 45<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=123586238&amp;loc=d3e38679-109324<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(9))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeTaxExpenseBenefit</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of the cost of borrowed funds accounted for as interest expense.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 835<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=6450988&amp;loc=d3e26243-108391<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 835<br> -SubTopic 30<br> -Section 45<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124435984&amp;loc=d3e28555-108399<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (210.5-03(11))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04.9)<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestIncomeExpenseNet">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The net amount of operating interest income (expense).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04.10)<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestIncomeExpenseNet</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestIncomeExpenseNetAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestIncomeExpenseNetAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestIncomeOperating">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of operating interest income, including, but not limited to, amortization and accretion of premiums and discounts on securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03.1(e))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestIncomeOperating</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LaborAndRelatedExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of expense for salary, wage, profit sharing; incentive and equity-based compensation; and other employee benefit.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(b)(4))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LaborAndRelatedExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetIncomeLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The portion of profit or loss for the period, net of income taxes, which is attributable to the parent.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(22))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(18))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(20))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22499-107794<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 25: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 26: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 27: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 28: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721683-107760<br><br>Reference 29: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 30: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 31: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 32: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 33: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 34: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 35: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetIncomeLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of Net Income (Loss) attributable to noncontrolling interest.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (a)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4J<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591551-111686<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 7: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetIncomeLossAttributableToNoncontrollingInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, after deduction of tax, noncontrolling interests, dividends on preferred stock and participating securities; of income (loss) available to common shareholders.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1448-109256<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1377-109256<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 10: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NoninterestIncomeAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NoninterestIncomeAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NonoperatingGainsLossesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NonoperatingGainsLossesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NonoperatingIncomeExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate amount of income or expense from ancillary business-related activities (that is to say, excluding major activities considered part of the normal operations of the business).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03.7)<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NonoperatingIncomeExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount after tax of other comprehensive income (loss) attributable to parent entity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (c)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4569643-111683<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 19<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4569616-111683<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount after tax of reclassification adjustment from accumulated other comprehensive income for unrealized gain (loss) realized upon the sale of available-for-sale securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e689-108580<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e637-108580<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27357-111563<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 17A<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL34724391-108580<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, after tax and before adjustment, of unrealized holding gain (loss) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). Excludes unrealized gain (loss) on investment in debt security measured at amortized cost (held-to-maturity) from transfer to available-for-sale.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10A<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669646-108580<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e637-108580<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherGeneralAndAdministrativeExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of general and administrative expense classified as other.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03.4)<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherGeneralAndAdministrativeExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherNonoperatingIncomeExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of income (expense) related to nonoperating activities, classified as other.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03.9)<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherNonoperatingIncomeExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockDividendsAndOtherAdjustments">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate value of preferred stock dividends and other adjustments necessary to derive net income apportioned to common stockholders.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1377-109256<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockDividendsAndOtherAdjustments</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProfitLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The consolidated profit or loss for the period, net of income taxes, including the portion attributable to the noncontrolling interest.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (a)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 12: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3000-108585<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 19<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4569616-111683<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721683-107760<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22499-107794<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 235<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-05(b)(2))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399901&amp;loc=d3e537907-122884<br><br>Reference 23: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 25: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 26: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 27: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 28: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 29: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 30: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (c)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 31: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4J<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591551-111686<br><br>Reference 32: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4K<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591552-111686<br><br>Reference 33: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProfitLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProvisionForLoanLossesExpensed">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of credit loss expense (reversal of expense) for financing receivable.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 20<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124255953&amp;loc=SL82919249-210447<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(11))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProvisionForLoanLossesExpensed</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The average number of shares or units issued and outstanding that are used in calculating diluted EPS or earnings per unit (EPU), determined based on the timing of issuance of shares or units in the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 16<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1505-109256<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Number of [basic] shares or units, after adjustment for contingently issuable shares or units and other shares or units not deemed outstanding, determined by relating the portion of time within a reporting period that common shares or units have been outstanding to the total time in that period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1448-109256<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_WeightedAverageNumberOfSharesOutstandingBasic</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>24
<FILENAME>R6.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460765696">
<tr>
<th class="tl" colspan="2" rowspan="1"><div style="width: 200px;"><strong>CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Total</div></th>
<th class="th"><div>Preferred stock</div></th>
<th class="th"><div>Common stock</div></th>
<th class="th"><div>Additional paid-in capital</div></th>
<th class="th"><div>Accumulated other comprehensive income (loss)</div></th>
<th class="th"><div>Accumulated deficit</div></th>
<th class="th">
<div>Accumulated deficit </div>
<div>Cumulative effect of change in accounting principle for credit losses</div>
</th>
<th class="th">
<div>Accumulated deficit </div>
<div>Beginning of period - adjusted</div>
</th>
<th class="th"><div>Total stockholder&#8217;s equity</div></th>
<th class="th"><div>Noncontrolling interests</div></th>
</tr>
<tr class="rc">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest', window );">Beginning of period at Dec. 31, 2019</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 1,982,026<span></span>
</td>
<td class="nump">$ 3,575<span></span>
</td>
<td class="nump">$ 19,977,649<span></span>
</td>
<td class="nump">$ 2,138,191<span></span>
</td>
<td class="num">$ (8,309,424)<span></span>
</td>
<td class="num">$ (39,641)<span></span>
</td>
<td class="num">$ (8,349,065)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 4,327<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward', window );"><strong>Increase (Decrease) in Stockholders' Equity [Roll Forward]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockIssuedDuringPeriodValueNewIssues', window );">Issuance</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="num">(93)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue', window );">Buyback of common stock</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(80)<span></span>
</td>
<td class="num">(209,338)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue', window );">Stock-based award activity</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="nump">6,452<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRedeemedOrCalledDuringPeriodValue', window );">Redemption of preferred stock</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(445,457)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(14,543)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan', window );">Direct purchase and dividend reinvestment</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1<span></span>
</td>
<td class="nump">1,177<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax', window );">Unrealized gains (losses) on available-for-sale securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 2,012,878<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">2,012,878<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax', window );">Reclassification adjustment for net gains (losses) included in net income (loss)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="num">(776,734)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(776,734)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLoss', window );">Net income (loss) attributable to Annaly</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="num">(891,163)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(891,163)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPreferredStockCash', window );">Dividends declared on preferred stock</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(142,036)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsCommonStockCash', window );">Dividends and dividend equivalents declared on common stock and stock-based awards</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(1,285,124)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest', window );">Net income (loss) attributable to noncontrolling interests</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="num">(1,391)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1,391<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders', window );">Equity contributions from (distributions to) noncontrolling interests</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">7,762<span></span>
</td>
</tr>
<tr class="rc">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest', window );">End of period at Dec. 31, 2020</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">14,021,796<span></span>
</td>
<td class="nump">1,536,569<span></span>
</td>
<td class="nump">3,496<span></span>
</td>
<td class="nump">19,761,304<span></span>
</td>
<td class="nump">3,374,335<span></span>
</td>
<td class="num">(10,667,388)<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="num">(10,667,388)<span></span>
</td>
<td class="nump">$ 14,008,316<span></span>
</td>
<td class="nump">13,480<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward', window );"><strong>Increase (Decrease) in Stockholders' Equity [Roll Forward]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockIssuedDuringPeriodValueNewIssues', window );">Issuance</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">152<span></span>
</td>
<td class="nump">552,063<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue', window );">Buyback of common stock</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue', window );">Stock-based award activity</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1<span></span>
</td>
<td class="nump">11,413<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRedeemedOrCalledDuringPeriodValue', window );">Redemption of preferred stock</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan', window );">Direct purchase and dividend reinvestment</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax', window );">Unrealized gains (losses) on available-for-sale securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="num">(2,419,618)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(2,419,618)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax', window );">Reclassification adjustment for net gains (losses) included in net income (loss)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">3,693<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">3,693<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLoss', window );">Net income (loss) attributable to Annaly</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">2,389,896<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">2,389,896<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPreferredStockCash', window );">Dividends declared on preferred stock</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(107,532)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsCommonStockCash', window );">Dividends and dividend equivalents declared on common stock and stock-based awards</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="num">(1,268,558)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(1,268,558)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest', window );">Net income (loss) attributable to noncontrolling interests</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="num">(6,384)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">6,384<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders', window );">Equity contributions from (distributions to) noncontrolling interests</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">5,635<span></span>
</td>
</tr>
<tr class="rc">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest', window );">End of period at Dec. 31, 2021</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">13,195,325<span></span>
</td>
<td class="nump">1,536,569<span></span>
</td>
<td class="nump">3,649<span></span>
</td>
<td class="nump">20,324,780<span></span>
</td>
<td class="nump">958,410<span></span>
</td>
<td class="num">(9,653,582)<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
<td class="num">$ (9,653,582)<span></span>
</td>
<td class="nump">13,169,826<span></span>
</td>
<td class="nump">25,499<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward', window );"><strong>Increase (Decrease) in Stockholders' Equity [Roll Forward]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockIssuedDuringPeriodValueNewIssues', window );">Issuance</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1,031<span></span>
</td>
<td class="nump">2,634,969<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue', window );">Buyback of common stock</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue', window );">Stock-based award activity</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">3<span></span>
</td>
<td class="nump">21,571<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRedeemedOrCalledDuringPeriodValue', window );">Redemption of preferred stock</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan', window );">Direct purchase and dividend reinvestment</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax', window );">Unrealized gains (losses) on available-for-sale securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="num">(8,204,542)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(8,204,542)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax', window );">Reclassification adjustment for net gains (losses) included in net income (loss)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">3,537,236<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">3,537,236<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLoss', window );">Net income (loss) attributable to Annaly</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,725,325<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1,725,325<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPreferredStockCash', window );">Dividends declared on preferred stock</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(110,623)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsCommonStockCash', window );">Dividends and dividend equivalents declared on common stock and stock-based awards</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="num">(1,504,353)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(1,504,353)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest', window );">Net income (loss) attributable to noncontrolling interests</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="num">(1,095)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1,095<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders', window );">Equity contributions from (distributions to) noncontrolling interests</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">72,389<span></span>
</td>
</tr>
<tr class="rc">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest', window );">End of period at Dec. 31, 2022</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 11,369,426<span></span>
</td>
<td class="nump">$ 1,536,569<span></span>
</td>
<td class="nump">$ 4,683<span></span>
</td>
<td class="nump">$ 22,981,320<span></span>
</td>
<td class="num">$ (3,708,896)<span></span>
</td>
<td class="num">$ (9,543,233)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 11,270,443<span></span>
</td>
<td class="nump">$ 98,983<span></span>
</td>
</tr>
<tr><td colspan="11"></td></tr>
<tr><td colspan="11"><table class="outerFootnotes" width="100%"><tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Refer to the &#8220;Capital Stock&#8221; Note for dividends per share for each class of shares.</span></td>
</tr></table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of increase to additional paid-in capital (APIC) for recognition of cost for award under share-based payment arrangement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 20<br> -Section 55<br> -Paragraph 12<br> -URI https://asc.fasb.org/extlink&amp;oid=126964447&amp;loc=d3e11149-113907<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 20<br> -Section 55<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=126964447&amp;loc=d3e11178-113907<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 35<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126961718&amp;loc=d3e4534-113899<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DividendsCommonStockCash">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of paid and unpaid common stock dividends declared with the form of settlement in cash.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DividendsCommonStockCash</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DividendsPreferredStockCash">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of paid and unpaid preferred stock dividends declared with the form of settlement in cash.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 405<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=6957935&amp;loc=d3e64057-112817<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DividendsPreferredStockCash</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncreaseDecreaseInStockholdersEquityRollForward</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Decrease in noncontrolling interest balance from payment of dividends or other distributions by the non-wholly owned subsidiary or partially owned entity, included in the consolidation of the parent entity, to the noncontrolling interest holders.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetIncomeLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The portion of profit or loss for the period, net of income taxes, which is attributable to the parent.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(22))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(18))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(20))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22499-107794<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 25: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 26: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 27: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 28: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721683-107760<br><br>Reference 29: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 30: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 31: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 32: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 33: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 34: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 35: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetIncomeLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of Net Income (Loss) attributable to noncontrolling interest.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (a)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4J<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591551-111686<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 7: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetIncomeLossAttributableToNoncontrollingInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount after tax of reclassification adjustment from accumulated other comprehensive income for unrealized gain (loss) realized upon the sale of available-for-sale securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e689-108580<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e637-108580<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27357-111563<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 17A<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL34724391-108580<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, after tax and before adjustment, of unrealized holding gain (loss) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). Excludes unrealized gain (loss) on investment in debt security measured at amortized cost (held-to-maturity) from transfer to available-for-sale.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10A<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669646-108580<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e637-108580<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Value of stock issued during the period from a dividend reinvestment plan (DRIP). A dividend reinvestment plan allows the holder of the stock to reinvest dividends paid to them by the entity on new issues of stock by the entity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21463-112644<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockIssuedDuringPeriodValueNewIssues">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Equity impact of the value of new stock issued during the period. Includes shares issued in an initial public offering or a secondary public offering.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21463-112644<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockIssuedDuringPeriodValueNewIssues</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockRedeemedOrCalledDuringPeriodValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Equity impact of the value of stock bought back by the entity at the exercise price or redemption price.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21463-112644<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockRedeemedOrCalledDuringPeriodValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockRepurchasedAndRetiredDuringPeriodValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Equity impact of the value of stock that has been repurchased and retired during the period. The excess of the purchase price over par value can be charged against retained earnings (once the excess is fully allocated to additional paid in capital).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21463-112644<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockRepurchasedAndRetiredDuringPeriodValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of stockholders' equity (deficit), net of receivables from officers, directors, owners, and affiliates of the entity, attributable to both the parent and noncontrolling interests. Amount excludes temporary equity. Alternate caption for the concept is permanent equity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 45<br> -Paragraph 24<br> -URI https://asc.fasb.org/extlink&amp;oid=124436220&amp;loc=d3e21930-107793<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 45<br> -Paragraph 23<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124436220&amp;loc=d3e21914-107793<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22644-107794<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 5<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124442411-227067<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 10<br> -Section 65<br> -Paragraph 4<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=122640432&amp;loc=SL121648383-210437<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 105<br> -SubTopic 10<br> -Section 65<br> -Paragraph 6<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126987489&amp;loc=SL124442142-165695<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 105<br> -SubTopic 10<br> -Section 65<br> -Paragraph 6<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126987489&amp;loc=SL124442142-165695<br><br>Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 16<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4568740-111683<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (e)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 11: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 45<br> -Paragraph 5<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124436220&amp;loc=d3e21711-107793<br><br>Reference 13: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 14: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 830<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=6450520&amp;loc=d3e32583-110901<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 65<br> -Paragraph 8<br> -Subparagraph (d)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=126983759&amp;loc=SL121830611-158277<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 848<br> -SubTopic 10<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (a)(3)(iii)(03)<br> -URI https://asc.fasb.org/extlink&amp;oid=125980421&amp;loc=SL125981372-237846<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 830<br> -SubTopic 30<br> -Section 45<br> -Paragraph 17<br> -URI https://asc.fasb.org/extlink&amp;oid=118261656&amp;loc=d3e32136-110900<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 65<br> -Paragraph 8<br> -Subparagraph (d)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=126983759&amp;loc=SL121830611-158277<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 40<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (f)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124501264&amp;loc=SL117420844-207641<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 65<br> -Paragraph 15<br> -Subparagraph (f)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=128097895&amp;loc=SL121327923-165333<br><br>Reference 22: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4I<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4590271-111686<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 40<br> -Section 65<br> -Paragraph 2<br> -Subparagraph (f)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=124501264&amp;loc=SL117420844-207641<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 830<br> -SubTopic 30<br> -Section 45<br> -Paragraph 20<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=118261656&amp;loc=d3e32211-110900<br><br>Reference 25: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4568447-111683<br><br>Reference 26: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 65<br> -Paragraph 15<br> -Subparagraph (f)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=128097895&amp;loc=SL121327923-165333<br><br>Reference 27: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22499-107794<br><br>Reference 28: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 65<br> -Paragraph 15<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=128097895&amp;loc=SL121327923-165333<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>25
<FILENAME>R7.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467227568">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>CONSOLIDATED STATEMENTS OF CASH FLOWS - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract', window );"><strong>Cash flows from operating activities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProfitLoss', window );">Net income (loss)</a></td>
<td class="nump">$ 1,726,420<span></span>
</td>
<td class="nump">$ 2,396,280<span></span>
</td>
<td class="num">$ (889,772)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract', window );"><strong>Adjustments to reconcile net income (loss) to net cash provided by (used in) operating&#160;activities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments', window );">Amortization of premiums and discounts of investments, net</a></td>
<td class="nump">87,154<span></span>
</td>
<td class="nump">784,110<span></span>
</td>
<td class="nump">1,371,178<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet', window );">Amortization of securitized debt premiums and discounts and deferred financing costs</a></td>
<td class="num">(4,733)<span></span>
</td>
<td class="num">(6,620)<span></span>
</td>
<td class="num">(11,576)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments', window );">Depreciation, amortization and other noncash expenses</a></td>
<td class="nump">20,506<span></span>
</td>
<td class="nump">24,636<span></span>
</td>
<td class="nump">41,357<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_GainLossOnInvestmentsDebtAndDerivatives', window );">Net (gains) losses on investments and derivatives</a></td>
<td class="nump">109,443<span></span>
</td>
<td class="num">(1,204,830)<span></span>
</td>
<td class="nump">1,707,366<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainLossOnSaleOfBusiness', window );">Business divestiture-related (gains) losses</a></td>
<td class="nump">40,258<span></span>
</td>
<td class="nump">278,559<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeLossFromEquityMethodInvestments', window );">Income (loss) from unconsolidated joint ventures</a></td>
<td class="num">(11,454)<span></span>
</td>
<td class="nump">12,181<span></span>
</td>
<td class="nump">7,072<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProvisionForLoanLossesExpensed', window );">Loan loss provision (reversal)</a></td>
<td class="num">(20,660)<span></span>
</td>
<td class="num">(145,066)<span></span>
</td>
<td class="nump">147,581<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PaymentsForPurchaseOfLoansOperatingActivities', window );">Payments on purchases of loans held for sale</a></td>
<td class="nump">0<span></span>
</td>
<td class="num">(51,403)<span></span>
</td>
<td class="num">(147,833)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleOfLoansHeldForSale', window );">Proceeds from sales and repayments of loans held for sale</a></td>
<td class="nump">4,597<span></span>
</td>
<td class="nump">90,020<span></span>
</td>
<td class="nump">168,716<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities', window );">Net receipts (payments) on derivatives</a></td>
<td class="nump">3,643,954<span></span>
</td>
<td class="nump">932,867<span></span>
</td>
<td class="num">(1,958,131)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract', window );"><strong>Net change in</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets', window );">Other assets</a></td>
<td class="num">(11,437)<span></span>
</td>
<td class="nump">31,044<span></span>
</td>
<td class="nump">249,778<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable', window );">Interest receivable</a></td>
<td class="num">(403,613)<span></span>
</td>
<td class="nump">32,926<span></span>
</td>
<td class="nump">159,320<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncreaseDecreaseInInterestPayableNet', window );">Interest payable</a></td>
<td class="nump">233,753<span></span>
</td>
<td class="num">(99,590)<span></span>
</td>
<td class="num">(285,219)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities', window );">Other liabilities</a></td>
<td class="num">(41,777)<span></span>
</td>
<td class="nump">1,725<span></span>
</td>
<td class="num">(31,870)<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetCashProvidedByUsedInOperatingActivities', window );">Net cash provided by (used in) operating activities</a></td>
<td class="nump">5,372,411<span></span>
</td>
<td class="nump">3,076,839<span></span>
</td>
<td class="nump">527,967<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract', window );"><strong>Cash flows from investing activities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt', window );">Payments on purchases of securities</a></td>
<td class="num">(45,474,466)<span></span>
</td>
<td class="num">(22,344,751)<span></span>
</td>
<td class="num">(32,676,856)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt', window );">Proceeds from sales of securities</a></td>
<td class="nump">25,055,929<span></span>
</td>
<td class="nump">11,670,321<span></span>
</td>
<td class="nump">52,639,778<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities', window );">Principal payments on securities</a></td>
<td class="nump">9,541,036<span></span>
</td>
<td class="nump">18,742,951<span></span>
</td>
<td class="nump">19,571,476<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsToAcquireFinanceReceivables', window );">Payments on purchases and origination of loans</a></td>
<td class="num">(6,137,067)<span></span>
</td>
<td class="num">(7,715,200)<span></span>
</td>
<td class="num">(2,257,314)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities', window );">Proceeds from sales of loans</a></td>
<td class="nump">1,930,367<span></span>
</td>
<td class="nump">1,213,745<span></span>
</td>
<td class="nump">624,026<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities', window );">Principal payments on loans</a></td>
<td class="nump">1,562,308<span></span>
</td>
<td class="nump">2,610,912<span></span>
</td>
<td class="nump">2,222,500<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR', window );">Payments on purchases of MSR</a></td>
<td class="num">(1,009,349)<span></span>
</td>
<td class="num">(473,035)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR', window );">Proceeds from sales of MSR</a></td>
<td class="nump">9,085<span></span>
</td>
<td class="nump">82,175<span></span>
</td>
<td class="nump">72,160<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PaymentsToAcquireInterestInMortgageServicingRights', window );">Payments on purchases of interests in MSR</a></td>
<td class="num">(4,913)<span></span>
</td>
<td class="num">(65,107)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsToAcquireCommercialRealEstate', window );">Investments in real estate</a></td>
<td class="nump">0<span></span>
</td>
<td class="num">(2,329)<span></span>
</td>
<td class="num">(7,450)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment', window );">Proceeds from sales of real estate</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">53,910<span></span>
</td>
<td class="nump">149,600<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell', window );">Proceeds from reverse repurchase agreements</a></td>
<td class="nump">24,500,024<span></span>
</td>
<td class="nump">16,734,313<span></span>
</td>
<td class="nump">58,800,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell', window );">Payments on reverse repurchase agreements</a></td>
<td class="num">(24,500,024)<span></span>
</td>
<td class="num">(16,734,313)<span></span>
</td>
<td class="num">(58,800,000)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings', window );">Distributions in excess of cumulative earnings from unconsolidated joint ventures</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">290<span></span>
</td>
<td class="nump">7,590<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi', window );">Proceeds from sale of equity securities</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">6,957<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashAcquiredFromAcquisition', window );">Cash acquired (paid) in asset acquisition</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="nump">6,264<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested', window );">Net proceeds from business divestiture</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">1,118,440<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetCashProvidedByUsedInInvestingActivities', window );">Net cash provided by (used in) investing activities</a></td>
<td class="num">(14,527,070)<span></span>
</td>
<td class="nump">4,899,279<span></span>
</td>
<td class="nump">40,351,774<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract', window );"><strong>Cash flows from financing activities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ProceedsFromRepurchaseAgreements', window );">Proceeds from repurchase agreements and other secured financing</a></td>
<td class="nump">3,571,043,066<span></span>
</td>
<td class="nump">2,288,704,788<span></span>
</td>
<td class="nump">2,776,331,362<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PrincipalPaymentsOnRepurchaseAgreements', window );">Payments on repurchase agreements and other secured financing</a></td>
<td class="num">(3,566,953,367)<span></span>
</td>
<td class="num">(2,298,775,005)<span></span>
</td>
<td class="num">(2,816,805,618)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromIssuanceOfSecuredDebt', window );">Proceeds from issuances of securitized debt</a></td>
<td class="nump">5,473,311<span></span>
</td>
<td class="nump">3,719,027<span></span>
</td>
<td class="nump">2,385,374<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_RepaymentsOfSecuredDebt', window );">Principal payments on securitized debt</a></td>
<td class="num">(1,234,090)<span></span>
</td>
<td class="num">(1,716,196)<span></span>
</td>
<td class="num">(1,238,962)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PaymentsFromReliefOfSecuritizedDebt', window );">Payments on purchases of securitized debt</a></td>
<td class="num">(8,495)<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsOfFinancingCosts', window );">Payment of deferred financing cost</a></td>
<td class="nump">0<span></span>
</td>
<td class="num">(9,279)<span></span>
</td>
<td class="num">(553)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromIssuanceOfCommonStock', window );">Net proceeds from stock offerings, direct purchases and dividend reinvestments</a></td>
<td class="nump">2,636,000<span></span>
</td>
<td class="nump">552,215<span></span>
</td>
<td class="nump">1,175<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock', window );">Redemptions of preferred stock</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="num">(460,000)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ProceedsFromParticipatingMortgageLoans', window );">Proceeds from participations issued</a></td>
<td class="nump">1,908,204<span></span>
</td>
<td class="nump">1,847,821<span></span>
</td>
<td class="nump">38,741<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans', window );">Payments on repurchases of participations issued</a></td>
<td class="num">(1,973,666)<span></span>
</td>
<td class="num">(818,575)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued', window );">Principal payments on participations issued</a></td>
<td class="num">(50,712)<span></span>
</td>
<td class="num">(23,374)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt', window );">Net principal receipts (payments) on mortgages payable</a></td>
<td class="nump">0<span></span>
</td>
<td class="num">(2,237)<span></span>
</td>
<td class="num">(60,980)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromPaymentsToMinorityShareholders', window );">Net contributions (distributions) from (to) noncontrolling interests</a></td>
<td class="nump">72,389<span></span>
</td>
<td class="nump">5,635<span></span>
</td>
<td class="nump">7,762<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsForRepurchaseOfCommonStock', window );">Net payments on share repurchase</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="num">(209,418)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation', window );">Settlement of stock-based awards in satisfaction of withholding tax requirements</a></td>
<td class="num">(4,108)<span></span>
</td>
<td class="num">(2,830)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsOfDividends', window );">Dividends paid</a></td>
<td class="num">(1,519,249)<span></span>
</td>
<td class="num">(1,359,721)<span></span>
</td>
<td class="num">(1,475,650)<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetCashProvidedByUsedInFinancingActivities', window );">Net cash provided by (used in) financing activities</a></td>
<td class="nump">9,389,283<span></span>
</td>
<td class="num">(7,877,731)<span></span>
</td>
<td class="num">(41,486,767)<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect', window );">Net (decrease) increase in cash and cash equivalents</a></td>
<td class="nump">234,624<span></span>
</td>
<td class="nump">98,387<span></span>
</td>
<td class="num">(607,026)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents', window );">Cash and cash equivalents including cash pledged as collateral, beginning of period</a></td>
<td class="nump">1,342,090<span></span>
</td>
<td class="nump">1,243,703<span></span>
</td>
<td class="nump">1,850,729<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents', window );">Cash and cash equivalents including cash pledged as collateral, end of period</a></td>
<td class="nump">1,576,714<span></span>
</td>
<td class="nump">1,342,090<span></span>
</td>
<td class="nump">1,243,703<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SupplementalCashFlowInformationAbstract', window );"><strong>Supplemental disclosure of cash flow information</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromInterestReceived', window );">Interest received</a></td>
<td class="nump">2,459,012<span></span>
</td>
<td class="nump">2,701,381<span></span>
</td>
<td class="nump">3,681,826<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromDividendsReceived', window );">Dividends received</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">51<span></span>
</td>
<td class="nump">4,643<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps', window );">Interest paid (excluding interest paid on interest rate swaps)</a></td>
<td class="nump">866,829<span></span>
</td>
<td class="nump">269,244<span></span>
</td>
<td class="nump">1,166,977<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestPaidNetInterestRateDerivative', window );">Net interest received (paid) on interest rate swaps</a></td>
<td class="nump">15,621<span></span>
</td>
<td class="num">(340,738)<span></span>
</td>
<td class="nump">296,621<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeTaxesPaidNet', window );">Taxes received (paid)</a></td>
<td class="num">(492)<span></span>
</td>
<td class="num">(3,797)<span></span>
</td>
<td class="nump">1,515<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NoncashInvestingAndFinancingItemsAbstract', window );"><strong>Noncash investing and financing activities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ReceivableForInvestmentSecuritiesSold', window );">Receivable for unsettled trades</a></td>
<td class="nump">575,091<span></span>
</td>
<td class="nump">2,656<span></span>
</td>
<td class="nump">15,912<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PayableForInvestmentSecuritiesPurchased', window );">Payable for unsettled trades</a></td>
<td class="nump">1,157,846<span></span>
</td>
<td class="nump">147,908<span></span>
</td>
<td class="nump">884,069<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment', window );">Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment</a></td>
<td class="num">(4,667,306)<span></span>
</td>
<td class="num">(2,415,925)<span></span>
</td>
<td class="nump">1,236,144<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPayableCurrentAndNoncurrent', window );">Dividends declared, not yet paid</a></td>
<td class="nump">412,113<span></span>
</td>
<td class="nump">321,142<span></span>
</td>
<td class="nump">307,613<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets', window );">Derecognition of assets of consolidated VIEs</a></td>
<td class="nump">424,005<span></span>
</td>
<td class="nump">3,075,961<span></span>
</td>
<td class="nump">1,222,221<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt', window );">Derecognition of securitized debt of consolidated VIEs</a></td>
<td class="nump">391,928<span></span>
</td>
<td class="nump">2,506,799<span></span>
</td>
<td class="nump">1,141,311<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable', window );">Derecognition of mortgages payable</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 314,485<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amortization Of Securitized Debt Premiums And Discounts Net</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Depreciation, Depletion And Amortization, Excluding Amortization Of Debt Premiums And Discounts, Deferred Financing Costs, And Discounts Of Investments</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_GainLossOnInvestmentsDebtAndDerivatives">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Gain (Loss) On Investments, Debt, And Derivatives</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_GainLossOnInvestmentsDebtAndDerivatives</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of cash paid on the difference between fixed and variable rate interest rate swap payments during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestPaidNetInterestRateDerivative">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of cash paid on the difference between fixed and variable rate interest rate swap payments during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestPaidNetInterestRateDerivative</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The net change amount in unrealized (loss) gain on available-for-sale securities and interest rate swaps, net of reclassification adjustment.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Noncash or Part Noncash Acquisition, Derecognition Of Mortgage Payable</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Assets</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Securitized Debt</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PayableForInvestmentSecuritiesPurchased">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount payable for Agency Mortgage-Backed Securities, Agency debentures and corporate debt.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PayableForInvestmentSecuritiesPurchased</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash outflow or inflow for derivative instruments during the period, which are classified as operating activities, excluding those designated as hedging instruments.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PaymentsForPurchaseOfLoansOperatingActivities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Payments For Purchase Of Loans, Operating Activities</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PaymentsForPurchaseOfLoansOperatingActivities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PaymentsFromReliefOfSecuritizedDebt">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Payments from Relief of Securitized Debt</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PaymentsFromReliefOfSecuritizedDebt</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Payments On Repurchase Of Participating Mortgage Loans</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PaymentsToAcquireInterestInMortgageServicingRights">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Payments To Acquire Interest In Mortgage Servicing Rights</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PaymentsToAcquireInterestInMortgageServicingRights</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PrincipalPaymentsOnParticipationMortgageLoansIssued">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Principal Payments On Participation Mortgage Loans Issued</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PrincipalPaymentsOnParticipationMortgageLoansIssued</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PrincipalPaymentsOnRepurchaseAgreements">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of principal payments on repurchase agreements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PrincipalPaymentsOnRepurchaseAgreements</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ProceedsFromParticipatingMortgageLoans">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Proceeds from Participating Mortgage Loans</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ProceedsFromParticipatingMortgageLoans</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ProceedsFromRepurchaseAgreements">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of proceeds from repurchase agreements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ProceedsFromRepurchaseAgreements</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Proceeds from unconsolidated joint venture excess of cumulative earnings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ReceivableForInvestmentSecuritiesSold">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount receivable for Agency Mortgage-Backed Securities, Agency debentures and corporate debt.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ReceivableForInvestmentSecuritiesSold</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The sum of the periodic adjustments of the differences between securities' face values and purchase prices that are charged against earnings. This is called accretion if the security was purchased at a discount and amortization if it was purchased at premium. As a noncash item, this element is an adjustment to net income when calculating cash provided by or used in operations using the indirect method.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CashAcquiredFromAcquisition">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash inflow associated with the acquisition of business during the period (for example, cash that was held by the acquired business).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CashAcquiredFromAcquisition</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash and cash equivalents, and cash and cash equivalents restricted to withdrawal or usage. Excludes amount for disposal group and discontinued operations. Cash includes, but is not limited to, currency on hand, demand deposits with banks or financial institutions, and other accounts with general characteristics of demand deposits. Cash equivalents include, but are not limited to, short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 24<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3521-108585<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3044-108585<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=126999549&amp;loc=SL98516268-108586<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of increase (decrease) in cash, cash equivalents, and cash and cash equivalents restricted to withdrawal or usage; including effect from exchange rate change. Cash includes, but is not limited to, currency on hand, demand deposits with banks or financial institutions, and other accounts with general characteristics of demand deposits. Cash equivalents include, but are not limited to, short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 830<br> -SubTopic 230<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=123444420&amp;loc=d3e33268-110906<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 24<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3521-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DividendsPayableCurrentAndNoncurrent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Carrying value as of the balance sheet date of dividends declared but unpaid on equity securities issued by the entity and outstanding.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(24))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(15)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(20))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(15)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DividendsPayableCurrentAndNoncurrent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GainLossOnSaleOfBusiness">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of gain (loss) from sale and disposal of integrated set of activities and assets capable of being conducted and managed for purpose of providing return in form of dividend, lower cost, or other economic benefit to investor, owner, member and participant.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4582445-111684<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GainLossOnSaleOfBusiness</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeLossFromEquityMethodInvestments">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of income (loss) for proportionate share of equity method investee's income (loss).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(12))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(10))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(13)(f))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -Subparagraph (g)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=109237563&amp;loc=d3e33749-111570<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeLossFromEquityMethodInvestments</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeTaxesPaidNet">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of cash paid during the current period to foreign, federal, state, and local authorities as taxes on income, net of any cash received during the current period as refunds for the overpayment of taxes.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126999549&amp;loc=d3e4297-108586<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeTaxesPaidNet</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The increase (decrease) during the reporting period in the amounts payable to vendors for goods and services received and the amount of obligations and expenses incurred but not paid.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The increase (decrease) during the reporting period in the aggregate amount due to the entity in the form of unpaid interest and dividends.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncreaseDecreaseInInterestPayableNet">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The increase (decrease) during the reporting period in interest payable, which represents the amount owed to note holders, bond holders, and other parties for interest earned on loans or credit extended to the reporting entity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncreaseDecreaseInInterestPayableNet</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncreaseDecreaseInOperatingCapitalAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of increase (decrease) in prepaid expenses, and assets classified as other.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetCashProvidedByUsedInFinancingActivities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash inflow (outflow) from financing activities, including discontinued operations. Financing activity cash flows include obtaining resources from owners and providing them with a return on, and a return of, their investment; borrowing money and repaying amounts borrowed, or settling the obligation; and obtaining and paying for other resources obtained from creditors on long-term credit.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 24<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3521-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetCashProvidedByUsedInFinancingActivities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetCashProvidedByUsedInInvestingActivities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash inflow (outflow) from investing activities, including discontinued operations. Investing activity cash flows include making and collecting loans and acquiring and disposing of debt or equity instruments and property, plant, and equipment and other productive assets.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 24<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3521-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetCashProvidedByUsedInInvestingActivities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetCashProvidedByUsedInOperatingActivities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash inflow (outflow) from operating activities, including discontinued operations. Operating activity cash flows include transactions, adjustments, and changes in value not defined as investing or financing activities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 25<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3536-108585<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 24<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3521-108585<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetCashProvidedByUsedInOperatingActivities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NoncashInvestingAndFinancingItemsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NoncashInvestingAndFinancingItemsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsForRepurchaseOfCommonStock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash outflow to reacquire common stock during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3291-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsForRepurchaseOfCommonStock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash outflow to reacquire preferred stock during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3291-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash outflow associated with agreements to purchase and then resell securities to counterparties (reverse repurchase agreements).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3213-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsOfDividends">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Cash outflow in the form of capital distributions and dividends to common shareholders, preferred shareholders and noncontrolling interests.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3291-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsOfDividends</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsOfFinancingCosts">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash outflow for loan and debt issuance costs.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3291-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsOfFinancingCosts</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash outflow to satisfy grantee's tax withholding obligation for award under share-based payment arrangement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3291-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash outflow to acquire investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 13<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3213-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3151-108585<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=124260329&amp;loc=d3e26853-111562<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsToAcquireCommercialRealEstate">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash outflow from the acquisition of property as primarily intended to generate income for its owner.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 13<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3213-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsToAcquireCommercialRealEstate</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsToAcquireFinanceReceivables">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash outflow for the purchase of amounts due from customers, clients, lessees, borrowers, or others under the terms of its agreements therewith.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3213-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsToAcquireFinanceReceivables</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsToAcquireMortgageServicingRightsMSR">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash outflow to obtain servicing rights, which contractually entitle the servicer to receive fees and ancillary revenues for performing billing, collection, disbursement and recordkeeping services in connection with a mortgage portfolio. Rights may be obtained via (1) acquisition or assumption of a servicing obligation that does not relate to financial assets of the servicer or its consolidated affiliates; or (2) by originating mortgage loans and then (a) transferring the loans to a Variable Interest Entity (VIE) in a transaction that meets the necessary transfer and classification requirements, or (b) transferring the loans in a transaction that meets the requirements for sale accounting.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3213-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsToAcquireMortgageServicingRightsMSR</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This element represents the cash inflow during the period from the sale of a component of the entity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromDividendsReceived">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Dividends received on equity and other investments during the current period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 16<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3337-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromDividendsReceived</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromInterestReceived">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest received on loans and other debt instruments during the current period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 16<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3337-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromInterestReceived</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromIssuanceOfCommonStock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash inflow from the additional capital contribution to the entity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 14<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3255-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromIssuanceOfCommonStock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromIssuanceOfSecuredDebt">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash inflow from amounts received from issuance of long-term debt that is wholly or partially secured by collateral. Excludes proceeds from tax exempt secured debt.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 14<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3255-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromIssuanceOfSecuredDebt</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash inflow from maturity, prepayment and call of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=124260329&amp;loc=d3e26853-111562<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3151-108585<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash inflow associated with the maturity, prepayments and calls (requests for early payments) of debt securities designated as held-to-maturity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=124260329&amp;loc=d3e26853-111562<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromPaymentsToMinorityShareholders">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash inflow (outflow) from (to) a noncontrolling interest. Excludes dividends paid to the noncontrolling interest.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromPaymentsToMinorityShareholders</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash inflow (outflow) from other long-term debt.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash inflow from sale of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=124260329&amp;loc=d3e26853-111562<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3151-108585<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash inflow from sale of investment in equity security measured at fair value with change in fair value recognized in net income (FV-NI), classified as investing activity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 19<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3444-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 321<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=123583714&amp;loc=SL75117360-209713<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash inflow associated with the sale of securities that had been designated as held-to-maturity. Excludes proceeds from maturities, prepayments and calls by the issuer.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=124260329&amp;loc=d3e26853-111562<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromSaleOfLoansHeldForSale">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash inflow resulting from the sale of loans classified as held-for-sale, including proceeds from loans sold through mortgage securitization.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 16<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3337-108585<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 21<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3461-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromSaleOfLoansHeldForSale</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash inflow from the sale of servicing rights, which contractually entitle the servicer to receive fees and ancillary revenues for performing billing, collection, disbursement and recordkeeping services in connection with a mortgage portfolio. Rights may be obtained via (1) acquisition or assumption of a servicing obligation that does not relate to financial assets of the servicer or its consolidated affiliates; or (2) by originating mortgage loans and then (a) transferring the loans to a Variable Interest Entity (VIE) in a transaction that meets the necessary transfer and classification requirements, or (b) transferring the loans in a transaction that meets the requirements for sale accounting.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Cash received from the sale of real estate that is held for investment, that is, it is part of an investing activity during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash inflow associated with agreements to purchase and then resell securities to counterparties (reverse repurchase agreements).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProfitLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The consolidated profit or loss for the period, net of income taxes, including the portion attributable to the noncontrolling interest.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (a)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 12: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3000-108585<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 19<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4569616-111683<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721683-107760<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22499-107794<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 235<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-05(b)(2))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399901&amp;loc=d3e537907-122884<br><br>Reference 23: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 25: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 26: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 27: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 28: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 29: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 30: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (c)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 31: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4J<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591551-111686<br><br>Reference 32: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4K<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591552-111686<br><br>Reference 33: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProfitLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProvisionForLoanLossesExpensed">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of credit loss expense (reversal of expense) for financing receivable.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 20<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124255953&amp;loc=SL82919249-210447<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(11))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProvisionForLoanLossesExpensed</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_RepaymentsOfSecuredDebt">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash outflow to repay long-term debt that is wholly or partially secured by collateral. Excludes repayments of tax exempt secured debt.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3291-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_RepaymentsOfSecuredDebt</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SupplementalCashFlowInformationAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SupplementalCashFlowInformationAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>26
<FILENAME>R8.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460057696">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DESCRIPTION OF BUSINESS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccountingPoliciesAbstract', window );"><strong>Accounting Policies [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock', window );">DESCRIPTION OF BUSINESS</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">1. DESCRIPTION OF BUSINESS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Annaly Capital Management, Inc. (the &#8220;Company&#8221; or &#8220;Annaly&#8221;) is a Maryland corporation that commenced operations on February 18, 1997. The Company is a leading diversified capital manager with investment strategies across mortgage finance. The Company owns a portfolio of real estate related investments, including mortgage pass-through certificates, collateralized mortgage obligations, credit risk transfer (&#8220;CRT&#8221;) securities, other securities representing interests in or obligations backed by pools of mortgage loans, residential mortgage loans and mortgage servicing rights (&#8220;MSR&#8221;). The Company&#8217;s principal business objective is to generate net income for distribution to its stockholders and optimize its returns through prudent management of its diversified investment strategies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company is an internally-managed company that has elected to be taxed as a Real Estate Investment Trust (&#8220;REIT&#8221;) as defined under the Internal Revenue Code of 1986, as amended, and regulations promulgated thereunder (the &#8220;Code&#8221;). Prior to the closing of the Internalization (as defined in &#8220;Related Party Transactions&#8221; Note) on June 30, 2020, the Company was externally managed by Annaly Management Company LLC (the &#8220;Former Manager&#8221;).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s three investment groups are primarily comprised of the following:</span></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:31.694%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:66.106%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Investment Groups</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Description</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Agency Group</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Invests in Agency mortgage-backed securities (&#8220;MBS&#8221;) collateralized by residential mortgages which are guaranteed by Fannie Mae, Freddie Mac or Ginnie Mae and complementary investments within the Agency market, including  Agency commercial mortgage-backed securities.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Residential Credit Group</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Invests primarily in non-Agency residential whole loans and securitized products within the residential and commercial markets.</span></td></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Mortgage Servicing Rights Group</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Invests in MSR, which provide the right to service residential mortgage loans in exchange for a portion of the interest payments made on the loans.</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In April 2022, the Company announced that it had entered into a definitive agreement to sell substantially all of the assets that comprise the Annaly Middle Market Lending (&#8220;MML&#8221;) portfolio, including assets held on balance sheet as well as assets managed for third parties. The vast majority of these assets were legally transferred at the end of the third quarter of 2022 and the remaining assets were transferred by the end of the fourth quarter of 2022. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information on the transaction.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In March 2021, the Company announced that it had entered into a definitive agreement to sell and exit its Commercial Real Estate (&#8220;CRE&#8221;) business. During the year ended December 31, 2021, the platform and the significant majority of the assets were transferred with the remaining assets transferred by the end of the year ended December 31, 2022. Refer to the &#8220;Sale of Commercial Real Estate Business&#8221; Note for additional information.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccountingPoliciesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccountingPoliciesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for the business description and basis of presentation concepts. Business description describes the nature and type of organization including but not limited to organizational structure as may be applicable to holding companies, parent and subsidiary relationships, business divisions, business units, business segments, affiliates and information about significant ownership of the reporting entity. Basis of presentation describes the underlying basis used to prepare the financial statements (for example, US Generally Accepted Accounting Principles, Other Comprehensive Basis of Accounting, IFRS).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -URI https://asc.fasb.org/topic&amp;trid=2122369<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -URI https://asc.fasb.org/topic&amp;trid=2122149<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 275<br> -URI https://asc.fasb.org/topic&amp;trid=2134479<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>27
<FILENAME>R9.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789549009568">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>BASIS OF PRESENTATION<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract', window );"><strong>Organization, Consolidation and Presentation of Financial Statements [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_BasisOfAccounting', window );">BASIS OF PRESENTATION</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">2. BASIS OF PRESENTATION</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The accompanying consolidated financial statements and related notes of the Company have been prepared in accordance with U.S. generally accepted accounting principles (&#8220;GAAP&#8221;). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The preparation of the consolidated financial statements requires management to make estimates and assumptions that affect the reported balance sheet amounts and/or disclosures at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ materially from those estimates. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Certain line items in the Company&#8217;s Consolidated Statements of Cash Flows were aggregated to simplify presentation. Prior periods have been adjusted to conform to the current presentation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Beginning with the quarter ended March 31, 2022, in light of the continued growth of its mortgage servicing rights portfolio the Company enhanced its financial disclosures by separately reporting servicing income and servicing expense in its Consolidated Statements of Comprehensive Income (Loss). Servicing income and servicing expense were previously included within Other income (loss). As a result of this change, prior periods have been adjusted to conform to the current presentation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In addition, beginning with the quarter ended March 31, 2022, the Company consolidated certain line items in its Consolidated Statements of Comprehensive Income (Loss) in an effort to streamline and simplify its financial presentation. Amounts previously reported under Net interest component of interest rate swaps, Realized gains (losses) on termination or maturity of interest rate swaps, Unrealized gains (losses) on interest rate swaps and Net gains (losses) on other derivatives are combined </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">into a single line item titled Net gains (losses) on derivatives. Similarly, amounts previously reported under Net gains (losses) on disposal of investments and other and Net unrealized gains (losses) on instruments measured at fair value through earnings are combined into a single line item titled Net gains (losses) on investments and other. As a result of these changes, prior periods have been adjusted to conform to the current presentation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Reverse Stock Split</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On September 8, 2022, the Company announced that its Board had unanimously approved a reverse stock split of the Company&#8217;s common stock at a ratio of 1-for-4 (the &#8220;Reverse Stock Split&#8221;). The Reverse Stock Split was effective following the close of business on September 23, 2022 (the &#8220;Effective Time&#8221;). Accordingly, at the Effective Time, every four issued and outstanding shares of the Company&#8217;s common stock were converted into one share of the Company&#8217;s common stock. No fractional shares were issued in connection with the Reverse Stock Split. Instead, each stockholder that would have held fractional shares as a result of the Reverse Stock Split received cash in lieu of such fractional shares. The par value per share of the Company&#8217;s common stock remained unchanged at $0.01 per share after the Reverse Stock Split. Accordingly, for all historical periods presented, an amount equal to the par value of the reduced number of shares resulting from the Reverse Stock Split was reclassified from Common stock to Additional paid in capital in the Company&#8217;s Consolidated Statements of Financial Condition. All references made to share or per share amounts in the accompanying consolidated financial statements and applicable disclosures have been retroactively adjusted to reflect the effects of the Reverse Stock Split.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_BasisOfAccounting">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for the basis of accounting, or basis of presentation, used to prepare the financial statements (for example, US Generally Accepted Accounting Principles, Other Comprehensive Basis of Accounting, IFRS).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -URI https://asc.fasb.org/topic&amp;trid=2122369<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_BasisOfAccounting</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>28
<FILENAME>R10.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789466890512">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SIGNIFICANT ACCOUNTING POLICIES<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccountingPoliciesAbstract', window );"><strong>Accounting Policies [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SignificantAccountingPoliciesTextBlock', window );">SIGNIFICANT ACCOUNTING POLICIES</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">3. SIGNIFICANT ACCOUNTING POLICIES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s significant accounting policies are described below or are included elsewhere in these notes to the consolidated financial statements.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Principles of Consolidation</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The consolidated financial statements include the accounts of the entities where the Company has a controlling financial interest. In order to determine whether the Company has a controlling financial interest, it first evaluates whether an entity is a voting interest entity (&#8220;VOE&#8221;) or a variable interest entity (&#8220;VIE&#8221;).  All intercompany balances and transactions have been eliminated in consolidation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Voting Interest Entities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8211; A VOE is an entity that has sufficient equity and in which equity investors have a controlling financial interest. The Company consolidates VOEs where it has a majority of the voting equity of such VOE.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Variable Interest Entities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211;  A VIE is defined as an entity in which equity investors (i) do not have the characteristics of a controlling financial interest, and/or (ii) do not have sufficient equity at risk for the entity to finance its activities without additional subordinated financial support from other parties. A VIE is required to be consolidated by its primary beneficiary, which is defined as the party that has both (i) the power to control the activities that most significantly impact the VIE&#8217;s economic performance and (ii) the obligation to absorb losses or the right to receive benefits from the VIE that could potentially be significant to the VIE.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company performs ongoing reassessments of whether changes in the facts and circumstances regarding the Company&#8217;s involvement with a VIE causes the Company&#8217;s consolidation conclusion to change. Refer to the &#8220;Variable Interest Entities&#8221; Note for further information.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Equity Method Investments</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> - For entities that are not consolidated, but where the Company has significant influence over the operating or financial decisions of the entity, the Company accounts for the investment under the equity method of accounting. In accordance with the equity method of accounting, the Company will recognize its share of earnings or losses of the investee in the period in which they are reported by the investee.  The Company also considers whether there are any indicators of other-than-temporary impairment of joint ventures accounted for under the equity method. These investments are included in Other assets with income or loss included in Other, net. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Cash and Cash Equivalents &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> Cash and cash equivalents include cash on hand, cash held in money market funds on an overnight basis and cash pledged as collateral with counterparties. Cash deposited with clearing organizations is carried at cost, which approximates fair value. Cash and securities deposited with clearing organizations and collateral held in the form of cash on margin with counterparties to the Company&#8217;s interest rate swaps and other derivatives totaled $1.4 billion and $1.2 billion at December 31, 2022 and December 31, 2021, respectively.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Fair Value Measurements and the Fair Value Option</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company reports various investments at fair value, including certain eligible financial instruments elected to be accounted for under the fair value option (&#8220;FVO&#8221;). The Company chooses to elect the FVO in order to simplify the accounting treatment for certain financial instruments. Items for which the FVO has been elected are presented at fair value in the Consolidated Statements of Financial Condition and any change in fair value is recorded in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). For </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">additional information regarding financial instruments for which the Company has elected the FVO see the table in the &#8220;Financial Instruments&#8221; Note.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Fair Value Measurements&#8221; Note for a complete discussion on the methodology utilized by the Company to estimate the fair value of certain financial instruments. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Offsetting Assets and Liabilities - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company elected to present all derivative instruments on a gross basis as discussed in the &#8220;Derivative Instruments&#8221; Note. Reverse repurchase and repurchase agreements are presented net in the Consolidated Statements of Financial Condition if they meet the offsetting criteria. Please see below and refer to the &#8220;Secured Financing&#8221;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Note for further discussion on reverse repurchase and repurchase agreements.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Derivative Instruments &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> Derivatives are recognized as either assets or liabilities at fair value in the Consolidated Statements of Financial Condition with changes in fair value recognized in the Consolidated Statements of Comprehensive Income (Loss). The changes in the estimated fair value are presented within Net gains (losses) on derivatives. None of the Company&#8217;s derivative transactions have been designated as hedging instruments for accounting purposes. Refer to the &#8220;Derivative Instruments&#8221; Note for further discussion.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Stock-Based Compensation</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company measures compensation expense for stock-based awards at fair value, which is generally based on the grant-date fair value of the Company&#8217;s common stock. Compensation expense is recognized ratably over the vesting or requisite service period of the award. Stock-based awards that contain market-based conditions are valued using a model.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Compensation expense for awards with performance conditions is recognized based on the probable outcome of the performance condition at each reporting date.&#160;Compensation expense for awards with market conditions is recognized irrespective of the probability of the market condition being achieved and is not reversed if the market condition is not met. Stock-based awards that do not require future service (i.e., vested awards) are expensed immediately. Forfeitures are recorded when they occur. The Company generally issues new shares of common stock upon delivery of stock-based awards.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Interest Income - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company recognizes interest income primarily on Residential Securities (as defined in the &#8220;Securities&#8221; Note), residential mortgage loans, commercial investments and reverse repurchase agreements. Interest accrued but not received is recognized as Interest receivable on the Consolidated Statements of Financial Condition. Interest income is presented as a separate line item on the Consolidated Statements of Comprehensive Income (Loss). Refer to the &#8220;Interest Income and Interest Expense&#8221; Note for further discussion.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For its securities, the Company recognizes coupon income, which is a component of interest income, based upon the outstanding principal amounts of the financial instruments and their contractual terms. In addition, the Company amortizes or accretes premiums or discounts into interest income for its Agency mortgage-backed securities (other than interest-only securities, multifamily and reverse mortgages), taking into account estimates of future principal prepayments in the calculation of the effective yield.&#160; The Company recalculates the effective yield as differences between anticipated and actual prepayments occur. Using third party model and market information to project future cash flows and expected remaining lives of securities, the effective interest rate determined for each security is applied as if it had been in place from the date of the security&#8217;s acquisition. The amortized cost of the security is then adjusted to the amount that would have existed had the new effective yield been applied since the acquisition date, which results in a cumulative premium amortization adjustment in each period. The adjustment to amortized cost is offset with a charge or credit to interest income. Changes in interest rates and other market factors will impact prepayment speed projections and the amount of premium amortization recognized in any given period.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Premiums or discounts associated with the purchase of Agency interest-only securities, reverse mortgages and residential credit securities are amortized or accreted into interest income based upon current expected future cash flows with any adjustment to yield made on a prospective basis.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Premiums and discounts associated with the purchase of residential mortgage loans and with those transferred or pledged to securitization trusts are primarily amortized or accreted into interest income over their estimated remaining lives using the effective interest rates inherent in the estimated cash flows from the mortgage loans. Amortization of premiums and accretion of discounts are presented in Interest income in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If collection of a loan&#8217;s principal or interest is in doubt or the loan is 90 days or more past due, interest income is not accrued. For nonaccrual status loans carried at fair value or held for sale, interest is not accrued but is recognized on a cash basis. For nonaccrual status loans carried at amortized cost, if collection of principal is not in doubt but collection of interest is in doubt, interest income is recognized on a cash basis. If collection of principal is in doubt, any interest received is applied against principal until collectability of the remaining balance is no longer in doubt; at that point, any interest income is recognized on a cash basis. Generally, a loan is returned to accrual status when the borrower has resumed paying the full amount of the scheduled contractual obligation, if all principal and interest amounts contractually due are reasonably assured of repayment within a reasonable period of time and there is a sustained period of repayment performance by the borrower. Refer to the  &#8220;Interest Income and Interest Expense&#8221; Note for further discussion on interest.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company has made an accounting policy election not to measure an allowance for loans losses for accrued interest receivable. If interest receivable is deemed to be uncollectible or not collected within 90 days of its contractual due date for commercial loans or 120 days for corporate debt carried at amortized cost, it is written off through a reversal of interest income. Any interest written off that is recovered is recognized as interest income.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Interest Income and Interest Expense&#8221; Note for further discussion of interest income.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Income Taxes</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company has elected to be taxed as a REIT and intends to comply with the provisions of the Code, with respect thereto.&#160;As a REIT, the Company will not incur federal income tax to the extent that it distributes its taxable income to its stockholders.&#160;The Company and certain of its direct and indirect subsidiaries have made separate joint elections to treat these subsidiaries as taxable REIT subsidiaries (&#8220;TRSs&#8221;).&#160; As such, each of these TRSs is taxable as a domestic C corporation and subject to federal, state and local income taxes based upon its taxable income. Refer to the &#8220;Income Taxes&#8221; Note for further discussion on income taxes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Recent Accounting Pronouncements</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company considers the applicability and impact of all Accounting Standards Updates (&#8220;ASUs&#8221;).&#160;There were no recent ASUs that are expected to have a significant impact on the Company's consolidated financial statements when adopted or had a significant impact on the Company's consolidated financial statements upon adoption.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccountingPoliciesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccountingPoliciesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SignificantAccountingPoliciesTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for all significant accounting policies of the reporting entity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=126899994&amp;loc=d3e18726-107790<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -URI https://asc.fasb.org/topic&amp;trid=2122369<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SignificantAccountingPoliciesTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>29
<FILENAME>R11.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467204816">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>FINANCIAL INSTRUMENTS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentsAllOtherInvestmentsAbstract', window );"><strong>Investments, All Other Investments [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsDisclosureTextBlock', window );">FINANCIAL INSTRUMENTS</a></td>
<td class="text"><div style="margin-bottom:3pt;margin-top:12pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">4. FINANCIAL INSTRUMENTS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents characteristics for certain of the Company&#8217;s financial instruments at December 31, 2022 and 2021.</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"/><td style="width:20.976%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.408%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.823%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.987%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.115%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.991%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Instruments </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Balance Sheet Line Item</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Type / Form</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Measurement Basis</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through other comprehensive income</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">34,528,515</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">59,939,383&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">27,746,380</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">586,222&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential credit risk transfer securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">936,228&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-agency mortgage-backed securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,991,146</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,663,336&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial real estate debt investments - CMBS</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">508,406</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">521,440&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial real estate debt investments - credit risk transfer securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,903</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,065&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,789,907</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63,655,674&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,272,072&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loan warehouse facility</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">980&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Corporate debt, held for investment</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,968,991&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total loans, net</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,242,043&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest in net servicing cash flows</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,316&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through other comprehensive income</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">589,873&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,121,912</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,496,435&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets transferred or pledged to securitization vehicles</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,121,912</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,086,308&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="3" style="padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">903,255&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,744,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,155,633&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">800,849</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,049,066&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Receivable for unsettled trades, Principal and interest receivable, Payable for unsettled trades, Interest payable and Dividends payable are accounted for at cost. Interests in MSR are considered financial assets whereas directly held MSR are servicing assets or obligations.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities purchased prior to July 1, 2022.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes interest-only securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities.</span></div></td></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for financial instruments. This disclosure includes, but is not limited to, fair value measurements of short and long term marketable securities, international currencies forward contracts, and auction rate securities. Financial instruments may include hedging and non-hedging currency exchange instruments, derivatives, securitizations and securities available for sale at fair value. Also included are investment results, realized and unrealized gains and losses as well as impairments and risk management disclosures.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentsAllOtherInvestmentsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentsAllOtherInvestmentsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>30
<FILENAME>R12.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789548980640">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SECURITIES<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract', window );"><strong>Investments, Debt and Equity Securities [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock', window );">SECURITIES</a></td>
<td class="text"><div style="margin-bottom:3pt;margin-top:12pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">5. SECURITIES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s investments in securities include agency, credit risk transfer, non-agency and commercial mortgage-backed securities. All of the debt securities are classified as available-for-sale. Available-for-sale debt securities are carried at fair value, with changes in fair value recognized in other comprehensive income, unless the fair value option is elected in which case changes in fair value are recognized in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). Effective July 1, 2022, the Company elected the fair value option for any newly purchased Agency mortgage-backed securities in order to simplify the accounting for these securities. Agency mortgage-backed securities purchased prior to July 1, 2022, are still classified as available-for-sale with changes in fair value recognized in other comprehensive income. During the year ended December 31, 2022, ($665.6)&#160;million of unrealized gains (losses) on Agency mortgage-backed securities purchased on or after July 1, 2022, were reported in Net gains (losses) on investments and other in the Company&#8217;s Consolidated Statements of Comprehensive Income (Loss). Transactions for regular-way securities are recorded on trade date, including to-be-announced (&#8220;TBA&#8221;) securities that meet the regular-way securities scope exception from </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">derivative accounting. Gains and losses on disposals of securities are recorded on trade date based on the specific identification method.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Impairment</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; Management evaluates available-for-sale securities where the fair value option has not been elected and held-to-maturity debt securities for impairment at least quarterly, and more frequently when economic or market conditions warrant such evaluation. When the fair value of an available-for-sale security is less than its amortized cost, the security is considered impaired. For securities that are impaired, the Company determines if it (1) has the intent to sell the security, (2) is more likely than not that it will be required to sell the security before recovery of its amortized cost basis, or (3) does not expect to recover the entire amortized cost basis of the security.&#160; Further, the security is analyzed for credit loss (the difference between the present value of cash flows expected to be collected and the amortized cost basis). The credit loss, if any, will then be recognized in the Consolidated Statements of Comprehensive Income (Loss) as a securities loss provision and reflected as an allowance for credit losses on securities on the Consolidated Statements of Financial Condition, while the balance of losses related to other factors will be recognized as a component of Other comprehensive income (loss).&#160; For the year ended December 31, 2021, the Company recognized a $0.4&#160;million impairment on a commercial mortgage-backed security that it intended to sell. There was no impairment recognized for the years ended December 31, 2022 and 2020. When the fair value of a held-to-maturity security is less than the cost, the Company performs an analysis to determine whether it expects to recover the entire cost basis of the security.  </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Agency Mortgage-Backed Securities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">- </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company invests in mortgage pass-through certificates, collateralized mortgage obligations and other MBS representing interests in or obligations backed by pools of residential or multifamily mortgage loans and certificates. Many of the underlying loans and certificates are guaranteed by the Government National Mortgage Association (&#8220;Ginnie Mae&#8221;), the Federal Home Loan Mortgage Corporation (&#8220;Freddie Mac&#8221;) or the Federal National Mortgage Association (&#8220;Fannie Mae&#8221;) (collectively, &#8220;Agency mortgage-backed securities&#8221;).&#160; </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Agency mortgage-backed securities may include forward contracts for Agency mortgage-backed securities purchases or sales of a generic pool, on a to-be-announced basis. TBA securities without intent to accept delivery (&#8220;TBA derivatives&#8221;) are accounted for as derivatives as discussed in the &#8220;Derivative Instruments&#8221; Note. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">CRT Securities - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">CRT securities are risk sharing instruments issued by Fannie Mae and Freddie Mac, and similarly structured transactions arranged by third party market participants. CRT securities are designed to synthetically transfer mortgage credit risk from Fannie Mae and Freddie Mac to private investors. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Non-Agency Mortgage-Backed Securities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">- </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company invests in non-Agency mortgage-backed securities such as those issued in prime loan, prime jumbo loan, Alt-A loan, subprime loan, non-performing loan (&#8220;NPL&#8221;) and re-performing loan (&#8220;RPL&#8221;) securitizations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Agency mortgage-backed securities, non-Agency mortgage-backed securities and residential CRT securities are referred to herein as &#8220;Residential Securities.&#8221; Although the Company generally intends to hold most of its Residential Securities until maturity, it may, from time to time, sell any of its Residential Securities as part of the overall management of its portfolio.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Commercial Mortgage-Backed Securities (&#8220;Commercial Securities&#8221;) - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company invests in Commercial Securities such as conduit, credit CMBS, single-asset single borrower and collateralized loan obligations.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following represents a rollforward of the activity for the Company&#8217;s securities, excluding securities transferred or pledged to securitization vehicles, for the year ended December 31, 2022:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"/><td style="width:26.239%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.712%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.554%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.859%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.408%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.859%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.554%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.715%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Credit Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance January 1, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60,525,605</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,599,564</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">530,505</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">63,655,674</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">44,470,550</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,728,916</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">262,634</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">46,462,100</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sales and transfers</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(28,360,527)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(573,571)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(247,935)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(29,182,033)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal paydowns</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(8,942,437)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(520,743)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,375)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,467,555)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(Amortization) / accretion</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(53,880)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,403</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">827</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(45,650)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value adjustment</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,364,416)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(252,866)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(15,347)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,632,629)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,988,703</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,789,907</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present the Company&#8217;s securities portfolio, excluding securities transferred or pledged to securitization vehicles, that were carried at their fair value at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.561%"><tr><td style="width:1.0%"/><td style="width:24.744%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.738%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.889%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Principal /<br/>Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Premium</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Discount</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Gains</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Losses</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fixed-rate pass-through</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">63,232,479</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,105,813</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,003,225)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">64,335,067</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,060</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,367,369)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60,029,758</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Adjustable-rate pass-through</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">232,028</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,065</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(85)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">249,008</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,138</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(16,759)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">234,387</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">CMO</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">101,543</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,781</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">103,324</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(13,714)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">89,610</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest-only</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,824,339</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">438,295</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">438,295</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">153</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(220,371)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">218,077</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Multifamily </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,801,375</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">311,785</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,021)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,750,737</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,588</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(84,160)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,674,165</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse mortgages</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">28,478</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,379</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31,857</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,959)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">28,898</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total agency securities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">75,220,242</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,878,118</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,004,331)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">66,908,288</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">71,939</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,705,332)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,013,368</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,790</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,828)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,015,330</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,629</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(24,402)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Alt-A</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">111,009</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,048)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">105,970</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(14,754)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">91,216</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,946,186</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">19,496</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(17,375)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">240,694</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,528</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(44,352)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">197,870</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Subprime</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">202,304</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(32,188)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">170,116</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,275</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(15,078)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">156,313</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">NPL/RPL</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,426,616</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,624</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(15,500)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,412,740</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">87</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(95,673)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,317,154</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime jumbo (&gt;=2010 vintage) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5,717,558</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">37,260</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(29,242)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">272,623</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,685</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(45,715)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">228,593</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential credit securities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,417,041</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(104,181)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,217,473</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,204</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(239,974)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,988,703</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential securities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">85,637,283</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,943,297</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,108,512)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">70,125,761</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">83,143</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,945,306)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,263,598</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial securities</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">546,499</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,405)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">544,094</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(17,785)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">86,183,782</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,943,297</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,110,917)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">70,669,855</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">83,143</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,963,091)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,789,907</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr style="height:6pt"><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Principal /<br/>Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Premium</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Discount</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Gains</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Losses</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fixed-rate pass-through</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,432,252&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,008,185&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(18,314)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,422,123&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,349,125&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(474,643)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">58,296,605&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Adjustable-rate pass-through</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">305,211&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,965&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2,124)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">305,052&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,223&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">321,273&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">CMO</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">114,533&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,888&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">116,421&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,277&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">121,698&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest-only</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,912,415&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">456,683&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">456,683&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">428&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(163,197)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">293,914&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Multifamily </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,671,138&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">273,553&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,453,946&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">15,330&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(16,563)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,452,713&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse mortgages</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">36,807&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,550&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">40,357&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(955)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">39,402&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total agency investments</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,472,356&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,745,824&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(20,438)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">59,794,582&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,386,383&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(655,360)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,525,605&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">924,101&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8,754&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,176)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">927,555&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,641&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(968)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">936,228&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Alt-A</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">83,213&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">31&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(17,133)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">66,111&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,627&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(251)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,487&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">323,062&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,841&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(14,757)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">268,117&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10,853&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,529)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">275,441&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Subprime</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">170,671&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">349&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(16,111)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">154,909&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8,285&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(118)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">163,076&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">NPL/RPL</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">987,415&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">950&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,698)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">986,667&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,739&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(5,968)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">983,438&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime jumbo (&gt;=2010 vintage) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">299,783&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,680&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(6,410)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">172,598&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,272&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(4,976)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">171,894&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential credit securities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,788,245&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">25,605&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(57,285)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,575,957&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">39,417&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(15,810)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,599,564&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential securities</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">65,260,601&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,771,429&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(77,723)</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,370,539&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,425,800&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(671,170)</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63,125,169&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial securities</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">533,071&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(127)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">532,944&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">165&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2,604)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">530,505&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">65,793,672&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,771,429&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(77,850)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,903,483&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,425,965&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(673,774)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63,655,674&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="42" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $8.4 billion and $4.5 billion of Agency Multifamly interest-only securities as of December 31, 2022 and December 31, 2021, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $0.0&#160;million and $4.1 million of a CRT interest-only security as of December 31, 2022 and December 31, 2021, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $1.7&#160;billion and $50.0&#160;million of Prime interest-only securities as of December 31, 2022 and December 31, 2021, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $5.5&#160;billion and $126.5&#160;million of Prime Jumbo interest-only securities as of December 31, 2022 and December 31, 2021, respectively.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the Company&#8217;s Agency mortgage-backed securities portfolio, excluding securities transferred or pledged to securitization vehicles, by issuing Agency at December 31, 2022 and 2021:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:66.228%"><tr><td style="width:1.0%"/><td style="width:35.986%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:29.805%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.903%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:29.806%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Investment Type</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fannie Mae</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">54,043,015</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">48,404,991&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Freddie Mac</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,174,080</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10,880,033&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Ginnie Mae</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">57,800</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,240,581&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,525,605&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Actual maturities of the Company&#8217;s Residential Securities are generally shorter than stated contractual maturities because actual maturities of the portfolio are affected by periodic payments and prepayments of principal on the underlying mortgages.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the Company&#8217;s Residential Securities, excluding securities transferred or pledged to securitization vehicles, at December 31, 2022 and 2021, according to their estimated weighted average life classifications:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.847%"><tr><td style="width:1.0%"/><td style="width:37.417%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.813%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.704%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.632%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.704%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.462%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.704%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.464%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated weighted average life</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less than one year</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">247,921</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">264,637</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">253,129&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">250,689&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than one year through five years</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,002,471</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,206,250</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,155,017&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">15,766,307&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than five years through ten years</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">55,593,990</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,658,578</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">45,470,212&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">45,102,607&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than ten years</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,419,216</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,996,296</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,246,811&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,250,936&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,263,598</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">70,125,761</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63,125,169&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,370,539&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The estimated weighted average lives of the Residential Securities at December 31, 2022 and 2021 in the table above are based upon projected principal prepayment rates. The actual weighted average lives of the Residential Securities could be longer or shorter than projected.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the gross unrealized losses and estimated fair value of the Company&#8217;s Agency mortgage-backed securities, accounted for as available-for-sale where the fair value option has not been elected, by length of time that such securities have been in a continuous unrealized loss position at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.479%"><tr><td style="width:1.0%"/><td style="width:18.514%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.034%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:11.334%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:11.509%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.034%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:11.509%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:10.991%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Unrealized Losses </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Number of Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Unrealized Losses </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Number of Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="33" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less than 12 months</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,061,267</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,448,120)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,481</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">22,828,156&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(475,064)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">571&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12 Months or more</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,260,378</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(266,686)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">129</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">383,815&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(10,960)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">19&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">34,321,645</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,714,806)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,610</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">23,211,971&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(486,024)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">590&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="36" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes interest-only mortgage-backed securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The decline in value of these securities is solely due to market conditions and not the quality of the assets.&#160;Substantially all of the Agency mortgage-backed securities have an actual or implied credit rating that is the same as that of the U.S. government.&#160;An impairment has not been recognized in earnings related to these investments because the decline in value is not related to credit quality, the Company currently has not made a decision to sell the securities nor is it more likely than not that the securities will be required to be sold before recovery.&#160; </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the years ended December 31, 2022 and 2021, the Company disposed of $28.9 billion and $11.5 billion, respectively, of Residential Securities. The following table presents the Company&#8217;s net gains (losses) from the disposal of Residential Securities for the years ended December 31, 2022 and 2021, which is included in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="margin-bottom:6pt;padding-left:18pt;padding-right:18pt;text-align:center;text-indent:36pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.625%"><tr><td style="width:1.0%"/><td style="width:36.137%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:19.004%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.023%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:19.004%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.023%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:19.009%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Realized Gains</span></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Realized Losses</span></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Realized Gains (Losses)</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the year ended</span></td><td colspan="15" style="background-color:#083b92;border-right:1pt solid #929292;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">66,587</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,663,446)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,596,859)</span></td><td style="border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-left:1pt solid #929292;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></div></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">102,567&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"/><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(105,646)</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"/><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,079)</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for investments in certain debt and equity securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 320<br> -URI https://asc.fasb.org/subtopic&amp;trid=2209399<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 946<br> -SubTopic 320<br> -URI https://asc.fasb.org/subtopic&amp;trid=2324412<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -URI https://asc.fasb.org/topic&amp;trid=2196928<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -URI https://asc.fasb.org/subtopic&amp;trid=2176304<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher SEC<br> -Name Regulation S-K (SK)<br> -Number 229<br> -Section 1403<br> -Paragraph (b)<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>31
<FILENAME>R13.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789470241120">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LOANS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateAbstract', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock', window );">LOANS</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">6. LOANS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company invests in residential loans. Loans are classified as either held for investment or held for sale. Loans are eligible to be accounted for under the fair value option. If loans are elected under the fair value option, they are carried at fair value with changes in fair value recognized in earnings. Otherwise, loans held for investment are carried at cost less impairment and loans held for sale are accounted for at the lower of cost or fair value.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Excluding loans transferred or pledged to securitization vehicles and loan warehouse facilities, as of December 31, 2022 and 2021, the Company reported $1.8&#160;billion and $2.3&#160;billion, respectively, of loans for which the fair value option was elected. If the Company intends to sell or securitize the loans and the securitization vehicle is not expected to be consolidated, the loans are classified as held for sale. If loans are held for sale and the fair value option was not elected, they are accounted for at the lower of cost or fair value. Any origination fees and costs or purchase premiums or discounts are deferred and recognized upon sale. The Company determines the fair value of loans held for sale on an individual loan basis. The carrying value of the Company&#8217;s residential loans held for sale was $1.3 million and $2.3 million at December 31, 2022 and 2021, respectively.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Allowance for Losses</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; Prior to the sale of its corporate debt and commercial loan portfolios, the Company evaluated the need for a loss reserve on each of its loans classified as held-for investment and carried at amortized cost based upon estimated current expected credit losses.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company recorded net loan loss (provisions) reversals of $20.7&#160;million, $145.1&#160;million and ($147.6)&#160;million for the years ended December 31, 2022, 2021 and 2020, respectively. As of December 31, 2022 and 2021, the Company&#8217;s loan loss allowance was $0 and $27.9 million, respectively.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the activity of the Company&#8217;s loan investments, excluding loans transferred or pledged to securitization vehicles and loan warehouse facilities, for the year ended December 31, 2022:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.766%"><tr><td style="width:1.0%"/><td style="width:41.789%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.055%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:2.283%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:16.732%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:0.1%"/><td style="width:2.283%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.058%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Corporate Debt</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance January 1, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,272,072</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,968,991</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,241,063</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases / originations</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5,983,775</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">185,269</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,169,044</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sales and transfers</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(6,106,109)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,902,444)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(8,008,553)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal payments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(111,589)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(231,190)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(342,779)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gains / (losses)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(220,130)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(23,320)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(243,450)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(Amortization) / accretion</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(8,187)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,694</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,493)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes securitizations, syndications,  transfers to securitization vehicles and corporate debt transfers to assets of disposal group held for sale and other assets. Includes transfer of residential loans to securitization vehicles with a carrying value of $6.1 billion during the year ended December 31, 2022.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">&#160;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes loan loss allowances.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Residential </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s residential mortgage loans are primarily comprised of performing adjustable-rate and fixed-rate whole loans. The Company&#8217;s residential loans are accounted for under the fair value option with changes in fair value reflected in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). The Company also consolidates securitization trusts in which it had purchased subordinated securities because it also has certain powers and rights to direct the activities of such trusts. Refer to the &#8220;Variable Interest Entities&#8221; Note for further information related to the Company&#8217;s consolidated residential mortgage loan trusts.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The mortgage loans are secured by first liens on primarily one-to-four family residential properties. A subsidiary of the Company has engaged a third party to act as its custodian, agent and bailee for the purposes of receiving and holding certain documents, instruments and papers related to the residential mortgage loans it purchases. Pursuant to the Company&#8217;s custodial agreement, the custodian segregates and maintains continuous custody of all documents constituting the mortgage file with respect to each mortgage loan owned by the subsidiary in secure and fire resistant facilities and in a manner consistent with the standard of care employed by prudent mortgage loan document custodians. At or prior to the funding of any residential mortgage loan, the related seller, pursuant to the terms of our mortgage loan purchase agreement, must deliver to the custodian, the mortgage loan documents  including the mortgage note, the mortgage and other related loan documents. In addition, a complete credit file for the related mortgage and borrower must be delivered to the subsidiary prior to the date of purchase.</span></div><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:107%">The following table presents the fair value and the unpaid principal balances of the residential mortgage loan portfolio, including loans transferred or pledged to securitization vehicles and excluding loan warehouse facilities, at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.473%"><tr><td style="width:1.0%"/><td style="width:44.478%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.110%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.112%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,931,744</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7,768,507&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unpaid principal balance</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12,247,346</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7,535,855&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides information regarding the line items and amounts recognized in the Consolidated Statements of Comprehensive Income (Loss) for December 31, 2022 and 2021 for these investments, excluding loan warehouse facilities:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:87.280%"><tr><td style="width:1.0%"/><td style="width:63.891%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.650%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.307%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.652%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest income</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">410,195</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">182,325&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net gains (losses) on disposal of investments </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(12,842)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(37,212)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net unrealized gains (losses) on instruments measured at fair value through earnings </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,420,645)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">19,545&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total included in net income (loss)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,023,292)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">164,658&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> These amounts are presented in the line item Net gains (losses) on investments and other on the Consolidated Statements of Comprehensive Income (loss).</span></div></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides the geographic concentrations based on the unpaid principal balances at December 31, 2022 and 2021 for the residential mortgage loans, including loans transferred or pledged to securitization vehicles:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:86.257%"><tr><td style="width:1.0%"/><td style="width:35.001%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.459%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.647%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:35.001%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.292%"/><td style="width:0.1%"/></tr><tr><td colspan="15" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Geographic Concentrations of Residential Mortgage Loans</span></td></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="6" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Property location</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">% of Balance</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Property location</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">% of Balance</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">California</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">44.8%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">California</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">50.2%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">New York</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10.3%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">New York</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10.9%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Florida</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.3%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Florida</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.1%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Texas</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.1%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">All other (none individually greater than 5%)</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">32.8%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">All other (none individually greater than 5%)</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31.5%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">100.0%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">100.0%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides additional data on the Company&#8217;s residential mortgage loans, including loans transferred or pledged to securitization vehicles, at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:85.964%"><tr><td style="width:1.0%"/><td style="width:31.382%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:17.267%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.650%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:13.185%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.990%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:17.097%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.650%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.679%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio Weighted<br/>Average</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range</span></div></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio Weighted Average</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unpaid principal balance</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$3 - $4,396</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$489</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$1 - $4,382</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$513</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.00% - 15.00%</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.61%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.75% - 9.24%</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.04%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Maturity</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7/1/2029 - 1/1/2063</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10/6/2051</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7/1/2029 - 12/1/2061</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12/22/2050</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">FICO score at loan origination</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">588 - 831</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">759</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">604 - 831</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">762</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loan-to-value ratio at loan origination</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5% - 100%</span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8% - 103%</span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">66%</span></td></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">At December 31, 2022 and 2021, approximately 11% and 16%, respectively, of the carrying value of the Company&#8217;s residential mortgage loans, including loans transferred or pledged to securitization vehicles, were adjustable-rate.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company participates in an arrangement that provides a residential mortgage loan warehouse facility to a third-party originator. The Company has elected to apply the fair value option to this lending facility in order to simplify the accounting and keep the accounting consistent with other residential credit financial instruments with similar characteristics. At December 31, 2022 and December 31, 2021, the fair value and carrying value of this warehouse facility was approximately $0.0 million and $1.0 million, respectively, and reported as Loans, net in the Consolidated Statements of Financial Condition. As of December 31, 2022, the lending facility was not on nonaccrual status nor past due.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Commercial</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">As of December 31, 2021, commercial real estate loans were reported in Assets of disposal group held for sale in the Consolidated Statements of Financial Condition and classified as held for sale. Refer to the  &#8220;Sale of Commercial Real Estate Business&#8221; Note for additional information on the transaction.</span></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Corporate Debt</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In April 2022, the Company entered into a definitive agreement to sell substantially all of the corporate loan interests held by the MML business operated by the Company, as well as assets managed for third parties (collectively, the &#8220;MML Portfolio&#8221;), to Ares Capital Management LLC (&#8220;Ares&#8221;). The vast majority of these assets were legally transferred to Ares at the end of the third quarter and the remaining assets were transferred by the end of the fourth quarter of 2022. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information on the transaction.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_MortgageLoansOnRealEstateAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_MortgageLoansOnRealEstateAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>srt_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for claims held for amounts due a entity, excluding financing receivables. Examples include, but are not limited to, trade accounts receivables, notes receivables, loans receivables. Includes disclosure for allowance for credit losses.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 310<br> -SubTopic 10<br> -URI https://asc.fasb.org/subtopic&amp;trid=2196772<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>32
<FILENAME>R14.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789548980640">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>MORTGAGE SERVICING RIGHTS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_TransfersAndServicingAbstract', window );"><strong>Transfers and Servicing [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock', window );">MORTGAGE SERVICING RIGHTS</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">7. MORTGAGE SERVICING RIGHTS  </span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">MSR represent the rights and obligations associated with servicing pools of residential mortgage loans. The Company and its subsidiaries do not originate or directly service residential mortgage loans. Rather, these activities are carried out by duly licensed subservicers who perform substantially all servicing functions for the loans underlying the MSR. The Company generally intends to hold the MSR as investments and elected to account for all of its investments in MSR at fair value. As such, they are recognized at fair value on the accompanying Consolidated Statements of Financial Condition with changes in the estimated fair value presented as a component of Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Interests in MSR represent agreements to purchase all, or a component of, net servicing cash flows. A third party acted as a master servicer for the loans providing the net servicing cash flows represented by the Interests in MSR. The Company accounts for its Interests in MSR at fair value with change in fair value presented in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). Cash flows received for Interests in MSR are recorded in Other, net in the Consolidated Statements of Comprehensive Income (Loss).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents activity related to MSR and Interests in MSR for the years ended December 31, 2022 and 2021: &#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"><tr><td style="width:1.0%"/><td style="width:58.793%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.511%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.683%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.513%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;&#160;Mortgage Servicing Rights</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, beginning of period</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">544,562</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">100,895&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,009,351</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">468,196&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Transfers </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">82,650</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sales</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,084)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(82,176)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Change in fair value due to</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Changes in valuation inputs or assumptions</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">205,463</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">120,879&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other changes, including realization of expected cash flows</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(84,733)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(63,232)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fair value, end of period</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">544,562&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">Transfers from Interests in MSR - Refer to the &#8220;Variable Interest Entities&#8221; Note for additional information.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principally represents changes in discount rates and prepayment speed inputs used in valuation model, primarily due to changes in interest rates.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.029%"><tr><td style="width:1.0%"/><td style="width:42.115%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.292%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.293%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interests in MSR</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,316</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,860&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">65,107&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Transfers </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(82,650)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gain (loss) included in net income</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8,474&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,209&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,316</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="9" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">Transfers to MSR - Refer to the &#8220;Variable Interest Entities&#8221; Note for additional information</span></div></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_TransfersAndServicingAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_TransfersAndServicingAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for a transferor's continuing involvement in financial assets that it has transferred in a securitization or asset-backed financing arrangement, the nature of any restrictions on assets reported by an entity in its statement of financial position that relate to a transferred financial asset (including the carrying amounts of such assets), how servicing assets and servicing liabilities are reported, and (for securitization or asset-backed financing arrangements accounted for as sales) when a transferor has continuing involvement with the transferred financial assets and transfers of financial assets accounted for as secured borrowings, how the transfer of financial assets affects an entity's financial position, financial performance, and cash flows.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (c)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=109249958&amp;loc=SL6224234-111729<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (b)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=109249958&amp;loc=SL6224234-111729<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (b)(2)(ii)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (cc)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br><br>Reference 5: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122596-111746<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(5)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4D<br> -Subparagraph (c)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=SL51823488-111719<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (b)(2)(i)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122739-111746<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107207-111719<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 30<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=109249958&amp;loc=SL34722452-111729<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(4)(ii)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107314-111719<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107314-111719<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -URI https://asc.fasb.org/topic&amp;trid=2197590<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (a)(7)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122739-111746<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (a)(5)(ii)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107314-111719<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122596-111746<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122596-111746<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>33
<FILENAME>R15.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789470288560">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>VARIABLE INTEREST ENTITIES<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract', window );"><strong>Organization, Consolidation and Presentation of Financial Statements [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityDisclosureTextBlock', window );">VARIABLE INTEREST ENTITIES</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">8. VARIABLE INTEREST ENTITIES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s exposure to the obligations of its VIEs is generally limited to the Company&#8217;s investment in the VIEs of $1.0 billion at December 31, 2022. Assets of the VIEs may only be used to settle obligations of the VIEs. Creditors of the VIEs have no recourse to the general credit of the Company. The Company is not contractually required to provide and has not provided any form of financial support to the VIEs. No gains or losses were recognized upon consolidation of existing VIEs. Interest income and expense are recognized using the effective interest method.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Multifamily Securitization</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In March 2020, the Company repackaged Fannie Mae guaranteed multifamily mortgage-backed securities with a principal cut-off balance of $0.5 billion and retained interest-only securities with a notional balance of $0.5 billion. At the inception of this arrangement, the Company determined that it was the primary beneficiary based upon its involvement in the design of this VIE and through the retention of a significant variable interest in the VIE. The Company elected the fair value option for the financial liabilities of this VIE in order to simplify the accounting; however, the financial assets were not eligible for the fair value option as it was not elected at purchase.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the year ended December 31, 2022, the Company deconsolidated the 2020 multifamily VIE since it sold all of its interest-only securities and no longer retains a significant variable interest in the entity. As a result of the deconsolidation of this VIE, the Company derecognized approximately $424.0&#160;million of securities and approximately $391.9&#160;million of debt issued by securitization vehicles and recognized a realized gain of $33.4&#160;million, which is included in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Residential Securitizations</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company also invests in residential mortgage-backed securities issued by entities that are VIEs because they do not have sufficient equity at risk for the entities to finance their activities without additional subordinated financial support from other parties. The Company is not the primary beneficiary because it does not have the power to direct the activities that most significantly impact the VIEs&#8217; economic performance. For these entities, the Company&#8217;s maximum exposure to loss is the amortized cost basis of the securities it owns and it does not provide any liquidity arrangements, guarantees or other commitments to these  VIEs. See the &#8220;Securities&#8221; Note for further information on Residential Securities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">OBX Trusts</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Residential securitizations are issued by entities generally referred to collectively as the &#8220;OBX Trusts.&#8221; These securitizations represent financing transactions which provide non-recourse financing to the Company that are collateralized by residential mortgage loans purchased by the Company. Residential securitizations closed during the year are included in the table below.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.175%"><tr><td style="width:1.0%"/><td style="width:32.233%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:32.233%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:32.234%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Securitization</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Date of Closing</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Face Value at Closing</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM1</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">January 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">556,696&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV1</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">January 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">377,275&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV2</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">466,686&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM2</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">439,421&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV3</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">March 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">330,823&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM3</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">March 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">315,843&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM4</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">May 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">457,285&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-J1</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">May 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">389,334&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM5</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">390,775&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV4</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">335,900&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM6</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">387,913&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-J2</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">August 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">305,969&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM7</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">August 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">358,931&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM8</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">September 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">397,470&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV5</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">November 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">326,226&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM9</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 2022</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">359,380&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">As of December 31, 2022 and 2021, a total carrying value of $7.7&#160;billion and $4.6&#160;billion, respectively, of bonds were held by third parties and the Company retained $1.0&#160;billion and $780.8&#160;million, respectively, of mortgage-backed securities, which were eliminated in consolidation. The Company is deemed to be the primary beneficiary and consolidates the OBX Trusts because it has power to direct the activities that most significantly impact the OBX Trusts&#8217; performance and holds a variable interest that </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">could be potentially significant to these VIEs. The Company has elected the fair value option for the financial assets and liabilities of these VIEs. Effective August 1, 2022, upon initial consolidation of new securitization entities, the Company elected to apply the measurement alternative for consolidated collateralized financing entities in order to simplify the accounting and valuation processes. The liabilities of these securitization entities are deemed to be more observable and are used to measure the fair value of the assets. During the years ended December 31, 2022 and 2021, the Company incurred $7.6 million and $5.6&#160;million, respectively, of costs in connection with these securitizations that were expensed as incurred.&#160;The contractual principal amount of the OBX Trusts&#8217; debt held by third parties was $9.0&#160;billion and $4.6&#160;billion at December 31, 2022 and 2021, respectively. During the years ended December 31, 2022 and 2021, the Company recorded $1.2 billion and ($69.4)&#160;million, respectively, of unrealized gains (losses) on debt held by third parties, which is reported in Net gains (losses) on investments and other in the Company's Consolidated Statements of Comprehensive Income (Loss).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Although the residential mortgage loans have been sold for bankruptcy and state law purposes, the transfers of the residential mortgage loans to the OBX Trusts did not qualify for sale accounting and are reflected as intercompany secured borrowings that are eliminated upon consolidation.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Credit Facility VIEs</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In connection with the sale of all of the assets that comprise the MML Portfolio, the credit facilities which provided financing for the Company&#8217;s corporate debt were paid-off and terminated during the year ended December 31, 2022. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information on the transaction.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">MSR VIEs</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company owns variable interests in an entity that invests in MSR and has structured its operations, funding and capitalization into pools of assets and liabilities, each referred to as a &#8220;silo.&#8221; Owners of variable interests in a given silo are entitled to all of the returns and subjected to the risk of loss on the investments and operations of that silo and have no substantive recourse to the assets of any other silo. While the Company previously held 100% of the voting interests in this entity, in August 2017, the Company sold 100% of such interests, and entered into an agreement with the entity&#8217;s affiliated portfolio manager giving the Company the power over the silo in which it owns all of the beneficial interests. As a result, the Company is considered to be the primary beneficiary and consolidates this silo.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company owned variable interests in entities that invested in Interests in MSR. These entities were VIEs because they did not have sufficient equity at risk to finance their activities and the Company was the primary beneficiary because it had power to remove the decision makers with or without cause and held substantially all of the variable interests in the entities. During the quarter ended September 30, 2022, the Company terminated its contracts previously classified as Interests in MSR on its Consolidated Statements of Financial Condition and purchased the underlying mortgage servicing rights. As a result, consolidated VIEs holding the Interests in MSR and related assets and liabilities were liquidated. No gain or loss was recognized upon deconsolidation. The underlying MSR were initially recognized at fair value and subsequent changes in fair value are recognized in earnings. See the &#8220;Mortgage Servicing Rights&#8221; Note and &#8220;Fair Value Measurements&#8221; Note for further information regarding MSR.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The statements of financial condition of the Company&#8217;s VIEs, excluding the multifamily securitization, credit facility VIEs and OBX Trusts as the transfers of loans or securities did not meet the criteria to be accounted for as sales, that are reflected in the Company&#8217;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021 are as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"><tr><td style="width:1.0%"/><td style="width:70.290%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.510%"/><td style="width:0.1%"/></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">MSR VIE</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cash and cash equivalents</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,239</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,293</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">27</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other assets</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,238</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,797</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Payable for unsettled trades</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,152</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,409</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,561</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"><tr><td style="width:1.0%"/><td style="width:70.290%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.510%"/><td style="width:0.1%"/></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">MSR VIE</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cash and cash equivalents</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,187&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,347&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7,254&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,316&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other assets</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10,406&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">105,510&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Payable for unsettled trades</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,911&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">14,582&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,493&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Corporate Debt Funds</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company managed parallel funds investing in senior secured first and second lien corporate loans (the &#8220;Fund Entities&#8221;). The Fund Entities were considered VIEs because the investors did not have substantive liquidation, kick-out or participating rights. The fees that the Company earned were not considered variable interests of the VIE. The Company was not the primary beneficiary of the Fund Entities and therefore did not consolidate the Fund Entities. The corporate loans in the Fund Entities were assets managed for third parties and were part of the MML Portfolio transferred to Ares during the three months ended June 30, 2022. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information on the transaction. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Residential Credit Fund</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company manages a fund investing in participations in residential mortgage loans. The residential credit fund is deemed to be a VIE because the entity does not have sufficient equity at risk to permit the legal entity to finance its activities without additional subordinated financial support provided by any parties, including equity holders, as capital commitments are not considered equity at risk. The Company is not the primary beneficiary and does not consolidate the residential credit fund as its only interest in the fund is the management and performance fees that it earns, which are not considered variable interests in the entity. As of December 31, 2022 and 2021 the Company had outstanding participating interests in residential mortgage loans of $0.8&#160;billion and $1.0&#160;billion, respectively. These transfers do not meet the criteria for sale accounting and are accounted for as secured borrowings, thus the residential loans are reported as Loans, net and the associated liability is reported as Participations issued in the Consolidated Statements of Financial Condition. The Company elected to fair value the participations issued through earnings to more accurately reflect the economics of the transfers as the underlying loans are carried at fair value through earnings.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_VariableInterestEntityDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for a variable interest entity (VIE), including but not limited to, judgments and assumptions in determining whether to consolidate and in identifying the primary beneficiary, gain (loss) recognized on the initial consolidation of the VIE, terms of arrangements, amounts and classification of the VIE's assets and liabilities, and the entity's maximum exposure to loss.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -URI https://asc.fasb.org/topic&amp;trid=2197479<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_VariableInterestEntityDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>34
<FILENAME>R16.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789549025600">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SALE OF COMMERCIAL REAL ESTATE BUSINESS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract', window );"><strong>Discontinued Operations and Disposal Groups [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock', window );">SALE OF COMMERCIAL REAL ESTATE BUSINESS</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">9. SALE OF COMMERCIAL REAL ESTATE BUSINESS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On March 25, 2021, the Company entered into a definitive agreement to sell substantially all of the assets that comprise its CRE business to Slate Asset Management L.P. and Slate Grocery REIT (together, &#8220;Slate&#8221;) for $2.33&#160;billion. The transaction included equity interests, loan assets and associated liabilities, and CMBS (other than commercial CRTs). The Company also sold nearly all of the remaining CRE business assets that were not included in the transaction with Slate. Certain employees who primarily supported the CRE business joined Slate in connection with the sale. In connection with the execution of the definitive agreement to sell the CRE business, during the year ended December 31, 2021, the Company performed an assessment of goodwill, which was related to the Company&#8217;s 2013 acquisition of CreXus Investment Corp., and recognized an impairment of $71.8&#160;million. During the year ended December 31, 2021, the Company reported Business divestiture-related gains (losses) of ($262.0)&#160;million, in its Consolidated Statements of Comprehensive Income (Loss) which includes the aforementioned goodwill impairment as well as valuation adjustments resulting from classifying the CRE assets as held for sale and estimated transaction costs. As of December 31, 2022, the assets held for sale and the associated liabilities were transferred to Slate.</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">10. SALE OF MIDDLE MARKET LENDING PORTFOLIO</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In April 2022, the Company entered into a definitive agreement to sell substantially all of the corporate loan interests held by the MML business operated by the Company, as well as assets managed for third parties (collectively, the &#8220;MML Portfolio&#8221;), to Ares Capital Management LLC (&#8220;Ares&#8221;) for $2.4&#160;billion. The Company&#8217;s loans, having an unpaid principal balance of $1.9&#160;billion, were transferred to Ares for cash proceeds of $1.9&#160;billion and a realized gain of $20.4&#160;million was recorded during the year ended December 31, 2022. As of December 31, 2022, all loans were transferred to Ares.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure related to a disposal group. Includes, but is not limited to, a discontinued operation, disposal classified as held-for-sale or disposed of by means other than sale or disposal of an individually significant component.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 360<br> -URI https://asc.fasb.org/topic&amp;trid=2155823<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -URI https://asc.fasb.org/subtopic&amp;trid=2122178<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>35
<FILENAME>R17.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789548912800">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SALE OF MIDDLE MARKET LENDING PORTFOLIO<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract', window );"><strong>Discontinued Operations and Disposal Groups [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock', window );">SALE OF MIDDLE MARKET LENDING PORTFOLIO</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">9. SALE OF COMMERCIAL REAL ESTATE BUSINESS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On March 25, 2021, the Company entered into a definitive agreement to sell substantially all of the assets that comprise its CRE business to Slate Asset Management L.P. and Slate Grocery REIT (together, &#8220;Slate&#8221;) for $2.33&#160;billion. The transaction included equity interests, loan assets and associated liabilities, and CMBS (other than commercial CRTs). The Company also sold nearly all of the remaining CRE business assets that were not included in the transaction with Slate. Certain employees who primarily supported the CRE business joined Slate in connection with the sale. In connection with the execution of the definitive agreement to sell the CRE business, during the year ended December 31, 2021, the Company performed an assessment of goodwill, which was related to the Company&#8217;s 2013 acquisition of CreXus Investment Corp., and recognized an impairment of $71.8&#160;million. During the year ended December 31, 2021, the Company reported Business divestiture-related gains (losses) of ($262.0)&#160;million, in its Consolidated Statements of Comprehensive Income (Loss) which includes the aforementioned goodwill impairment as well as valuation adjustments resulting from classifying the CRE assets as held for sale and estimated transaction costs. As of December 31, 2022, the assets held for sale and the associated liabilities were transferred to Slate.</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">10. SALE OF MIDDLE MARKET LENDING PORTFOLIO</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In April 2022, the Company entered into a definitive agreement to sell substantially all of the corporate loan interests held by the MML business operated by the Company, as well as assets managed for third parties (collectively, the &#8220;MML Portfolio&#8221;), to Ares Capital Management LLC (&#8220;Ares&#8221;) for $2.4&#160;billion. The Company&#8217;s loans, having an unpaid principal balance of $1.9&#160;billion, were transferred to Ares for cash proceeds of $1.9&#160;billion and a realized gain of $20.4&#160;million was recorded during the year ended December 31, 2022. As of December 31, 2022, all loans were transferred to Ares.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure related to a disposal group. Includes, but is not limited to, a discontinued operation, disposal classified as held-for-sale or disposed of by means other than sale or disposal of an individually significant component.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 360<br> -URI https://asc.fasb.org/topic&amp;trid=2155823<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -URI https://asc.fasb.org/subtopic&amp;trid=2122178<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>36
<FILENAME>R18.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789549025600">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract', window );"><strong>Derivative Instruments and Hedging Activities Disclosure [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock', window );">DERIVATIVE INSTRUMENTS</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">11. DERIVATIVE INSTRUMENTS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Derivative instruments include, but are not limited to, interest rate swaps, options to enter into interest rate swaps (&#8220;swaptions&#8221;), TBA derivatives, options on TBA securities (&#8220;MBS options&#8221;), U.S. Treasury and Eurodollar futures contracts and certain forward purchase commitments.&#160; The Company may also enter into other types of mortgage derivatives such as interest-only securities, credit derivatives referencing the commercial mortgage-backed securities index and synthetic total return swaps.&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In connection with the Company&#8217;s investment/market rate risk management strategy, the Company economically hedges a portion of its interest rate risk by entering into derivative financial instrument contracts, which include interest rate swaps, swaptions and futures contracts. The Company may also enter into TBA derivatives, MBS options and U.S. Treasury or Eurodollar futures contracts, certain forward purchase commitments and credit derivatives to economically hedge its exposure to market risks. The purpose of using derivatives is to manage overall portfolio risk with the potential to generate additional income for distribution to stockholders. These derivatives are subject to changes in market values resulting from changes in interest rates,&#160;volatility, Agency mortgage-backed security spreads to U.S. Treasuries and market liquidity. The use of derivatives also creates exposure to credit risk relating to potential losses that could be recognized if the counterparties to these instruments fail to perform their obligations under the stated contract. Additionally, the Company may have to pledge cash or assets as collateral for the derivative transactions, the amount of which may vary based on the market value and terms of the derivative contract. In the case of market agreed coupon (&#8220;MAC&#8221;) interest rate swaps, the Company may make or receive a payment at the time of entering into such interest rate swaps, which represents fair value of these swaps, to compensate for the out of market nature of such interest rate swaps. Subsequent changes in fair value from inception of these interest rate swaps are reflected within Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss). Similar to other interest rate swaps, the Company may have to pledge cash or assets as collateral for the MAC interest rate swap transactions.</span><span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In the event of a default by the counterparty, the Company could have difficulty obtaining its pledged collateral as well as receiving payments in accordance with the terms of the derivative contracts.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Derivatives are recognized as either assets or liabilities at fair value in the Consolidated Statements of Financial Condition with changes in fair value recognized in the Consolidated Statements of Comprehensive Income (Loss). The changes in the estimated fair value are presented within Net gains (losses) on derivatives. None of the Company&#8217;s derivative transactions have been designated as hedging instruments for accounting purposes.&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company also maintains collateral in the form of cash on margin with counterparties to its interest rate swaps and other derivatives. In accordance with a clearing organization&#8217;s rulebook, the Company presents the fair value of centrally cleared interest rate swaps net of variation margin pledged or received under such transactions. At December 31, 2022 and 2021, ($3.2) billion and ($0.4) billion, respectively, of variation margin was reported as an adjustment to interest rate swaps, at fair value.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Interest Rate Swap Agreements &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> Interest rate swap agreements are the primary instruments used to mitigate interest rate risk. In particular, the Company uses interest rate swap agreements to manage its exposure to changing interest rates on its repurchase agreements by economically hedging cash flows associated with these borrowings. The Company may have outstanding interest rate swap agreements where the floating leg is linked to the London Interbank Offered Rate (&#8220;LIBOR&#8221;), the overnight index swap rate or another index. Interest rate swap agreements may or may not be cleared through a derivatives clearing organization (&#8220;DCO&#8221;).&#160;Uncleared interest rate swaps are fair valued using internal pricing models and compared to the counterparty market values. Centrally cleared interest rate swaps, including MAC interest rate swaps, are generally fair valued using the DCO&#8217;s market values. If an interest rate swap is terminated, the realized gain (loss) on the interest rate swap would be equal to the difference between the cash received or paid and fair value.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Swaptions &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> Swaptions are purchased or sold to mitigate the potential impact of increases or decreases in interest rates.&#160; Interest rate swaptions provide the option to enter into an interest rate swap agreement for a predetermined notional amount, stated term and pay and receive interest rates in the future.&#160; The Company&#8217;s swaptions are not centrally cleared.&#160;The premium paid or received for swaptions is reported as an asset or liability in the Consolidated Statements of Financial Condition. If a swaption expires unexercised, the realized gain (loss) on the swaption would be equal to the premium received or paid. If the Company sells or exercises a swaption, the realized gain (loss) on the swaption would be equal to the difference between the cash received or the fair value of the underlying interest rate swap received and the premium paid. The fair value of swaptions are estimated using internal pricing models and compared to the counterparty market values.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">TBA Dollar Rolls &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> TBA dollar roll transactions are accounted for as a series of derivative transactions. The fair value of TBA derivatives is based on methods similar to those used to value Agency mortgage-backed securities. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">MBS Options &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> MBS options are generally options on TBA contracts, which help manage mortgage market risks and volatility while providing the potential to enhance returns. MBS options are over-the-counter traded instruments and those written on current-coupon mortgage-backed securities are typically the most liquid.&#160; MBS options are measured at fair value&#160;using internal pricing models and compared to the counterparty market values.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Futures Contracts</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; Futures contracts are derivatives that track the prices of specific assets or benchmark rates. Short sales of futures contracts help to mitigate the potential impact of changes in interest rates on the portfolio performance.&#160;The Company maintains margin accounts which are settled daily with Futures Commission Merchants (&#8220;FCMs&#8221;). The margin requirement varies based on the market value of the open positions and the equity retained in the account. Futures contracts are fair valued based on exchange pricing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Forward Purchase Commitments</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company may enter into forward purchase commitments with counterparties whereby the Company commits to purchasing residential mortgage loans at a particular price, provided the residential mortgage loans close with the counterparties. The counterparties are required to deliver the committed loans on a &#8220;best efforts&#8221; basis. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Credit Derivatives &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> The Company may enter into credit derivatives referencing a commercial mortgage-backed securities index, such as the CMBX index, and synthetic total return swaps.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The table below summarizes fair value information about the Company&#8217;s derivative assets and liabilities at December 31, 2022 and 2021:</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.017%"><tr><td style="width:1.0%"/><td style="width:38.650%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td style="width:0.1%"/><td style="width:2.473%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.707%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.760%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.710%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivatives Instruments</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="3" style="display:none"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,006</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaptions</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">256,991</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">105,710&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,056</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">52,693&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,028&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,779&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,160&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total derivative assets</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">342,064</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">170,370&#160;</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="3" style="display:none"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">108,724</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">747,036&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,270</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,916&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,919</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">129,134&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">870&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,799</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">581&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total derivative liabilities</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">204,172</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">881,537&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="15" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> The maximum potential amount of future payments is the notional amount of credit derivatives in which the Company sold protection of $420.0 million and $400.0 million at December 31, 2022 and December 31, 2021, respectively, plus any coupon shortfalls on the underlying tranche. As of December 31, 2022 and 2021, the credit derivative tranches referencing the basket of bonds had a range of ratings between AAA and AA.</span></div></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s interest rate swaps at December 31, 2022 and 2021:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.350%"><tr><td style="width:1.0%"/><td style="width:33.851%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.492%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.094%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:13.948%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.094%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:13.948%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.094%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.379%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Notional </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Pay Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Receive Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Years to Maturity</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0 - 3 years</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">26,355,700</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.88</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.33</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.75</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3 - 6 years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,120,400</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.53</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.95</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.07</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6 - 10 years</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22,492,200</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.54</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.24</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.76</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than 10 years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,309,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.49</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.26</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22.93</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total / Weighted average</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">52,277,300</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.74</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.28</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.25</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr style="height:5pt"><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Notional </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average <br/>Pay Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Receive Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Years to Maturity </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0 - 3 years</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">32,709,300&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.25&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.06&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.10</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3 - 6 years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,780,000&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.21&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.07&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.46</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6 - 10 years</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,118,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.43&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.13&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9.05</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than 10 years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,300,000&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.04&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.11&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">18.70</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total / Weighted average</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">45,907,300&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.59&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.08&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.32</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> As of December 31, 2022, 17%, 23% and 60% of the Company&#8217;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively. As of December 31, 2021, 18%, 53% and 29% of the Company&#8217;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> There were no forward starting swaps at  December 31, 2022 and December 31, 2021.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> At December 31, 2022 and December 31, 2021, the weighted average years to maturity of payer interest rate swaps is offset by the weighted average years to maturity  of receiver interest rate swaps. As such, the net weighted average years to maturity for each maturity bucket may fall outside of the range listed.</span></div></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s swaptions at December 31, 2022 and 2021: </span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.643%"><tr><td style="width:1.0%"/><td style="width:13.254%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.222%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.512%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.545%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.029%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.808%"/><td style="width:0.1%"/></tr><tr><td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Underlying Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Fixed Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Floating Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Years to Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Months to Expiration</span></td></tr><tr><td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long pay</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$2,500,000</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.02%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3M LIBOR</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.19</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">14.28</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long receive</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$750,000</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.57%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3M LIBOR</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11.07</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12.82</span></td></tr><tr style="height:9pt"><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Underlying Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Fixed Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Floating Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Years to Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Months to Expiration</span></td></tr><tr><td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long pay</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$4,050,000</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.00%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3M LIBOR</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9.65</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">19.50</span></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long receive</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$2,000,000</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.47%</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3M LIBOR</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10.95</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">11.38</span></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s TBA derivatives at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"/><td style="width:22.307%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.906%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.693%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.349%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:17.665%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Purchase and sale contracts for derivative TBAs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Cost Basis</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Market Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Carrying Value</span></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase contracts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,589,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,675,739</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,623,350</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(52,389)</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sale contracts</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(44,000)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(44,849)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(44,674)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">175</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net TBA derivatives</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,545,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,630,890</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,578,676</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(52,214)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/></tr><tr style="height:9pt"><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Purchase and sale contracts for derivative TBAs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Cost Basis</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Market Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Carrying Value</span></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase contracts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20,133,000&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20,289,856&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20,338,633&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">48,777&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr style="height:5pt"><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s futures derivatives at December 31, 2022 and 2021:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"/><td style="width:38.142%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.693%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.349%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.696%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Long<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Short<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average<br/>Years to Maturity</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 2 year</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(8,518,400)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.96</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 5 year</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,803,400)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.37</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 10 year and greater</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(6,866,900)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.15</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(21,188,700)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.63</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr style="height:6pt"><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Long<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Short<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average<br/>Years to Maturity</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 2 year</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(7,509,200)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.96</span></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 5 year</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(5,644,900)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.38</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 10 year and greater</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(9,381,000)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.84</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(22,535,100)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.60</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company presents derivative contracts on a gross basis in the Consolidated Statements of Financial Condition. Derivative contracts may contain legally enforceable provisions that allow for netting or setting off receivables and payables with each counterparty.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present information about derivative assets and liabilities that are subject to such provisions and can be offset in the Company&#8217;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021, respectively.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"><tr><td style="width:1.0%"/><td style="width:32.292%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.271%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.683%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.157%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.683%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.624%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.683%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.507%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amounts Eligible for Offset</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Amounts</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash Collateral</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Amounts</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps, at fair value</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,006</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(24,625)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,381</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaptions, at fair value</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">256,991</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">256,991</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,056</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(16,875)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">181</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,414)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">30,765</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps, at fair value</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">108,724</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(24,625)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,251)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">82,848</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,270</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(16,875)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">52,395</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,919</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,414)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,505)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,799</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,291)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,508</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:9pt"><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amounts Eligible for Offset</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Amounts</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash Collateral</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Amounts</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaptions, at fair value</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">105,710&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">105,710&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">52,693&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,876)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">48,817&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,028&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(9,028)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,779&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,779&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,160&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(516)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">644&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps, at fair value</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">747,036&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(77,607)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">669,429&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,916&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,876)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(40)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">129,134&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(9,028)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(120,106)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">870&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">870&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">581&#160;</span></td><td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(516)</span></td><td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(65)</span></td><td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The effect of interest rate swaps in the Consolidated Statements of Comprehensive Income (Loss) is as follows:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:81.578%"><tr><td style="width:1.0%"/><td style="width:23.451%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:23.451%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.696%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:23.451%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.696%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:23.455%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Location on Consolidated Statements of Comprehensive Income (Loss)</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Interest Component of Interest Rate Swaps </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Realized Gains (Losses) on Termination of Interest Rate Swaps </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized Gains (Losses) on Interest Rate Swaps </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">366,161</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(266,427)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,480,708</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(276,142)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,236,349)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,198,486&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(207,877)</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,917,628)</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(904,532)</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Included in Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss).</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The effect of other derivative contracts in the Company&#8217;s Consolidated Statements of Comprehensive Income (Loss) is as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"/><td style="width:24.545%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:22.480%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:22.480%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:24.375%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Year Ended December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Realized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzEtNS0xLTEtMTEyMTUy_c80e36bc-51c1-4ece-89c4-00673ecdca6e">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</span></span></td></tr><tr><td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net TBA derivatives</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,729,866)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(100,990)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,830,856)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest rate swaptions</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(43,124)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">195,084</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">151,960</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,825,072</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">141,366</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,966,438</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,657</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(12,927)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,270)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,278,732</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"/><td style="width:24.545%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:22.480%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:22.480%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:24.375%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Year Ended December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Realized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</span></td></tr><tr><td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net TBA derivatives</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(354,410)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(47,332)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(401,742)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest rate swaptions</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(78,431)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,387&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(76,044)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">683,534&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(101,199)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">582,335&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">860&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">860&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8,234&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,931&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">15,165&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">120,574&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Certain of the Company&#8217;s derivative contracts are subject to International Swaps and Derivatives Association Master Agreements or other similar agreements which may contain provisions that grant counterparties certain rights with respect to the applicable agreement upon the occurrence of certain events such as (i) a decline in stockholders&#8217; equity in excess of specified thresholds or dollar amounts over set periods of time, (ii) the Company&#8217;s failure to maintain its REIT status, (iii) the Company&#8217;s failure to comply with limits on the amount of leverage, and (iv) the Company&#8217;s stock being delisted from the New York Stock Exchange. </span></div>Upon the occurrence of any one of items (i) through (iv), or another default under the agreement, the counterparty to the applicable agreement has a right to terminate the agreement in accordance with its provisions. The aggregate fair value of all derivative instruments with the aforementioned features were in a net asset position at&#160;December 31, 2022.<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -URI https://asc.fasb.org/topic&amp;trid=2229140<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 50<br> -Paragraph 5<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126731327&amp;loc=d3e90205-114008<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>37
<FILENAME>R19.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789549025600">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>FAIR VALUE MEASUREMENTS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueDisclosuresAbstract', window );"><strong>Fair Value Disclosures [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueDisclosuresTextBlock', window );">FAIR VALUE MEASUREMENTS</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">12. FAIR VALUE MEASUREMENTS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company follows fair value guidance in accordance with GAAP to account for its financial instruments and MSR that are accounted for at fair value. The fair value of a financial instrument and MSR is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">GAAP requires classification of financial instruments and MSR into a three-level hierarchy based on the priority of the inputs to the valuation technique. The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (Level&#160;1) and the lowest priority to unobservable inputs (Level&#160;3).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If the inputs used to measure the financial instrument and MSR fall within different levels of the hierarchy, the categorization is based on the lowest priority input that is significant to the fair value measurement of the instrument. Financial assets and liabilities recorded at fair value on the Consolidated Statements of Financial Condition or disclosed in the related notes are categorized based on the inputs to the valuation techniques as follows:</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Level 1 &#8211; inputs to the valuation methodology are quoted prices (unadjusted) for identical assets and liabilities in active markets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Level 2 &#8211; inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Level 3 &#8211; inputs to the valuation methodology are unobservable and significant to overall fair value.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company designates its securities as trading, available-for-sale or held-to-maturity depending upon the type of security and the Company&#8217;s intent and ability to hold such security to maturity. Securities classified as available-for-sale and trading are reported at fair value on a recurring basis.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following is a description of the valuation methodologies used for instruments carried at fair value. These methodologies are applied to assets and liabilities across the three-level fair value hierarchy, with the observability of inputs determining the appropriate level.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Futures contracts are valued using quoted prices for identical instruments in active markets and are classified as Level 1. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Residential Securities, interest rate swaps, swaptions and other derivatives are valued using quoted prices or internally estimated prices for similar assets using internal models. The Company incorporates common market pricing methods, including a spread measurement to the Treasury curve as well as underlying characteristics of the particular security including coupon, prepayment speeds, periodic and life caps, rate reset period and expected life of the security in its estimates of fair value. Fair value estimates for residential mortgage loans are generated by a discounted cash flow model and are primarily based on observable market-based inputs including discount rates, prepayment speeds, delinquency levels, and credit losses. Management reviews and indirectly corroborates its estimates of the fair value derived using internal models by comparing its results to independent prices provided by dealers in the securities and/or third party pricing services. Certain liquid asset classes, such as Agency fixed-rate pass-throughs, may be priced using independent sources such as quoted prices for TBA securities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Residential Securities, residential mortgage loans, interest rate swap and swaption markets, TBA derivatives and MBS options are considered to be active markets such that participants transact with sufficient frequency and volume to provide transparent pricing information on an ongoing basis. The liquidity of the Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options markets and the similarity of the Company&#8217;s securities to those actively traded enable the Company to observe quoted prices in the market and utilize those prices as a basis for formulating fair value measurements.&#160;Consequently, the Company has classified Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options as Level 2 inputs in the fair value hierarchy. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The fair value of commercial mortgage-backed securities classified as available-for-sale is determined based upon quoted prices of similar assets in recent market transactions and requires the application of judgment due to differences in the underlying collateral.&#160;Consequently, commercial real estate debt investments carried at fair value are classified as Level 2.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For the fair value of debt issued by securitization vehicles, refer to the &#8220;Variable Interest Entities&#8221; Note for additional information.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company classifies its investments in MSR and Interests in MSR as Level 3 in the fair value measurements hierarchy. Fair value estimates for these investments are obtained from models, which use significant unobservable inputs in their valuations. These valuations primarily utilize discounted cash flow models that incorporate unobservable market data inputs including discount rates, prepayment rates, delinquency levels and costs to service. Model valuations are then compared to valuations obtained from third party pricing providers. Management reviews the valuations received from third party pricing providers and </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">uses them as a point of comparison to modeled values. The valuation of MSR and Interests in MSR require significant judgment by management and the third party pricing providers. Assumptions used for which there is a lack of observable inputs may significantly impact the resulting fair value and therefore the Company&#8217;s financial statements.&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present the estimated fair values of financial instruments and MSR measured at fair value on a recurring basis. There were no transfers between levels of the fair value hierarchy during the periods presented.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"/><td style="width:43.507%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.140%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 1</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 2</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 3</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Securities</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-Agency mortgage-backed securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,991,146</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,991,146</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;&#160;&#160;Commercial mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Loans</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,121,912</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,121,912</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative assets</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,006</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,006</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">275,879</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">309,058</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">77,030,536</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">78,811,924</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Debt issued by securitization vehicles</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,744,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,744,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Participations issued</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">800,849</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">800,849</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative liabilities</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">108,724</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">108,724</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,919</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">83,529</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">95,448</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,919</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,737,262</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,749,181</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"/><td style="width:43.507%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.140%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 1</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 2</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 3</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Securities</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,525,605&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,525,605&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">936,228&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">936,228&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-Agency mortgage-backed securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,663,336&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,663,336&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;&#160;&#160;Commercial mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">530,505&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">530,505&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Loans</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,272,072&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,272,072&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loan warehouse facility</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">980&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">980&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">544,562&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">544,562&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interests in MSR</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,316&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,316&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,086,308&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,086,308&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative assets</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,028&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">161,342&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">170,370&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,028&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">72,176,376&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">613,878&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">72,799,282&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Debt issued by securitization vehicles</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,155,633&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,155,633&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Participations issued</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,049,066&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,049,066&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative liabilities</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">747,036&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">747,036&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">129,134&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,367&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">134,501&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">129,134&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,957,102&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7,086,236&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Qualitative and Quantitative Information about Level 3 Fair Value Measurements</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company considers unobservable inputs to be those for which market data is not available and that are developed using the best information available to us about the assumptions that market participants would use when pricing the asset. Relevant inputs vary depending on the nature of the instrument being measured at fair value. The sensitivities of significant unobservable inputs along with interrelationships between and among the significant unobservable inputs and their impact on the fair value measurements are described below. The effect of a change in a particular assumption in the sensitivity analysis below is considered independently from changes in any other assumptions. In practice, simultaneous changes in assumptions may not always have a linear effect on the inputs discussed below. Interrelationships may also exist between observable and unobservable inputs. Such relationships have not been included in the discussion below. For each of the individual relationships described below, the inverse relationship would also generally apply. For MSR and Interests in MSR, in general, increases in the discount, prepayment or delinquency rates or in annual servicing costs in isolation would result in a lower fair value measurement. A decline in interest rates could lead to higher-than-expected prepayments of mortgages underlying the Company&#8217;s investments in MSR and Interests in MSR, which in turn could result in a decline in the estimated fair value of MSR and Interests in MSR. Refer to the &#8220;Mortgage Servicing Rights&#8221; Note for additional information, including rollforwards.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The table below presents information about the significant unobservable inputs used for recurring fair value measurements for Level 3 MSR and Interests in MSR. The table does not give effect to the Company&#8217;s risk management practices that might offset risks inherent in these Level 3 investments.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.554%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unobservable Input </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">/</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range (Weighted Average)</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Discount rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Prepayment rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Delinquency rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cost to service</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">MSR held directly</span></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.4% - 10.7% (9.7%)</span></div></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.8% - 8.1% (5.4%)</span></div></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.2% - 4.5% (1.3%)</span></div></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$86 - $118 ($95)</span></div></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.554%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unobservable Input </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">/</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range (Weighted Average)</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Discount rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Prepayment rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Delinquency rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cost to service</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">MSR held directly</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.3% - 11.1% (7.0%)</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7.3% - 15.9% (9.4%)</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.2% - 2.5% (1.2%)</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$90 - $103 ($96)</span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8.4% - 8.4% (8.4%)</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5.0% - 14.4% (9.1%)</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.0% - 0.2% (0.1%)</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$78 - $84 ($81)</span></div></td></tr><tr><td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Represents rates, estimates and assumptions that the Company believes would be used by market participants when valuing these assets.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Weighted average discount rate computed based on the fair value of MSR, weighted average prepayment rate, delinquency rate and cost to service based on unpaid principal balances of loans underlying the MSR.</span></div></td></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the estimated fair values for financial assets and liabilities that are not carried at fair value at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"><tr><td style="width:1.0%"/><td style="width:51.602%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:10.161%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.550%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:10.161%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.550%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:10.161%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.550%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:10.165%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Carrying<br/>Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fair<br/>Value</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Carrying<br/>Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fair<br/>Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial assets</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Loans</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Corporate debt, held for investment</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$&#8212;</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$&#8212;</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$1,968,991</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$1,986,379</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial liabilities</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$59,512,597</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$59,512,597</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$54,769,643</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$54,769,643</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">903,255</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">903,255</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div>Corporate debt, held for investment is valued using Level 3 inputs. Refer to the &#8220;Sale of Middle Market Lending Portfolio&#8221; Note for additional information. The carrying values of repurchase agreements and short term other secured financing approximate fair value and are considered Level 2 fair value measurements. Long term other secured financing is valued using Level 2 inputs.<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueDisclosuresAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueDisclosuresAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueDisclosuresTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126976982&amp;loc=d3e19207-110258<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueDisclosuresTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>38
<FILENAME>R20.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789549832512">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>GOODWILL AND INTANGIBLE ASSETS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract', window );"><strong>Goodwill and Intangible Assets Disclosure [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GoodwillDisclosureTextBlock', window );">GOODWILL AND INTANGIBLE ASSETS</a></td>
<td class="text"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">13. &#160;GOODWILL AND INTANGIBLE ASSETS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Goodwill</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s acquisitions are accounted for using the acquisition method if the acquisition is deemed to be a business. Under the acquisition method, net assets and results of operations of acquired companies are included in the consolidated financial statements from the date of acquisition. The purchase prices are allocated to the assets acquired, including identifiable intangible assets, and the liabilities assumed based on their estimated fair values at the date of acquisition. The excess of the purchase price over the fair value of the net assets acquired is recognized as goodwill. Conversely, any excess of the fair value of the net assets acquired over the purchase price is recognized as a bargain purchase gain.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company tests goodwill for impairment on an annual basis or more frequently when events or circumstances may make it more likely than not that an impairment has occurred. If a qualitative analysis indicates that there may be an impairment, a quantitative analysis is performed. The quantitative impairment test for goodwill compares the fair value of a reporting unit with its carrying value, including goodwill. If the carrying value of a reporting unit exceeds its fair value, an impairment loss is recognized in amount equal to that excess, limited to the total amount of goodwill allocated to that reporting unit. At December 31, 2022 and 2021, there was no goodwill balance. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Intangible assets, net</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Finite life intangible assets are amortized over their expected useful lives. As part of the Company&#8217;s management internalization transaction, which closed on June 30, 2020, the Company recognized an intangible asset for the acquired assembled workforce of approximately $41.2&#160;million based on the replacement cost of the employee base acquired by the Company. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the activity of finite lived intangible assets for the year ended December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.385%"><tr><td style="width:1.0%"/><td style="width:70.136%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.664%"/><td style="width:0.1%"/></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Intangible Assets, net</span></td></tr><tr><td colspan="6" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance January 1, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">24,241&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzUtMC0xLTEtMTEyMTUy_5315bb52-9a6d-4403-947a-d4cdfa882ce7">Impairment</span></span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(4,157)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less: amortization expense</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,405)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,679&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GoodwillDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for goodwill.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 20<br> -URI https://asc.fasb.org/subtopic&amp;trid=2144439<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 20<br> -Section 55<br> -Paragraph 24<br> -URI https://asc.fasb.org/extlink&amp;oid=122137925&amp;loc=d3e14258-109268<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=121556970&amp;loc=d3e13816-109267<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 20<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=121556970&amp;loc=d3e13854-109267<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GoodwillDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>39
<FILENAME>R21.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789549025600">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SECURED FINANCING<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtDisclosureAbstract', window );"><strong>Debt Disclosure [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtDisclosureTextBlock', window );">SECURED FINANCING</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">14. SECURED FINANCING</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Reverse Repurchase and Repurchase Agreements</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company finances a significant portion of its assets with repurchase agreements. At the inception of each transaction, the Company assessed each of the specified criteria in ASC 860, </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Transfers and Servicing</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">, and has determined that each of the financing agreements should be treated as a securing financing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company enters into reverse repurchase agreements to earn a yield on excess cash balances. To mitigate credit exposure, the Company monitors the market value of these securities and delivers or obtains additional collateral based on changes in market value of these securities. Generally, the Company receives or posts collateral with a fair value approximately equal to or greater than the value of the secured financing. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Reverse repurchase agreements and repurchase agreements with the same counterparty and the same maturity are presented net in the Consolidated Statements of Financial Condition when the terms of the agreements meet the criteria to permit netting. The Company reports cash flows on repurchase agreements as financing activities and cash flows on reverse repurchase agreements as investing activities in the Consolidated Statements of Cash Flows.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company had outstanding $59.5 billion and $54.8 billion of repurchase agreements with weighted average remaining maturities of 27 days and 52 days at December 31, 2022 and 2021, respectively. The Company has select arrangements with counterparties to enter into repurchase agreements for $1.8 billion with remaining capacity of $1.1 billion at December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">At December 31, 2022 and 2021, the repurchase agreements had the following remaining maturities, collateral types and weighted average rates:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.450%"><tr><td style="width:1.0%"/><td style="width:16.585%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.461%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.980%"/><td style="width:0.1%"/></tr><tr><td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">CRTs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Non-Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Mortgage Loans</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Rate&#160;&#160;</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1 day</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2 to 29 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">30,244,050</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">193,069</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">524,432</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">200,931</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">263,711</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31,426,193</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.27</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">30 to 59 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">21,200,770</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">149,733</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">632,673</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">124,390</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22,107,566</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.18</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60 to 89 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,410,473</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">782,905</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68,647</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5,262,025</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.59</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">90 to 119 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">125,893</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">73,251</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">168,656</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">367,800</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.82</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Over 119 days </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">349,013</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">349,013</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.37</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">55,855,293</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">468,695</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,013,261</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">718,600</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">456,748</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.29</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.596%"><tr><td style="width:1.0%"/><td style="width:16.556%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.958%"/><td style="width:0.1%"/></tr><tr><td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">CRTs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Non-Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Mortgage Loans</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial Mortgage-Backed Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Rate</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1 day</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2 to 29 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">26,435,408&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">133,525&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">246,707&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">197,834&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">27,013,474&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.14&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">30 to 59 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,743,872&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">38,854&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">270,377&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">159,350&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10,212,453&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.19&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60 to 89 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,021,850&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,071&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">351,426&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,377,347&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.17&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">90 to 119 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,812,345&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12,573&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,824,918&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.15&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Over 119 days </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,711,448&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">96,283&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">345,651&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">188,069&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,341,451&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.27&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">52,724,923&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">176,450&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">977,366&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">505,001&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">385,903&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.17&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/></tr><tr><td colspan="42" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes commercial mortgage-backed securities held for sale.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> No repurchase agreements had a remaining maturity over 1 year at December 31, 2022 and 2021.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the gross amounts of reverse repurchase agreements and repurchase agreements, amounts offset in accordance with netting arrangements and net amounts of repurchase agreements and reverse repurchase agreements as presented in the Consolidated Statements of Financial Condition at December 31, 2022 and 2021.&#160;Refer to the &#8220;Derivative Instruments&#8221; Note for information related to the effect of netting arrangements on the Company&#8217;s derivative instruments.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"/><td style="width:25.860%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.547%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.547%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.547%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.551%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Reverse Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Reverse Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Repurchase Agreements</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gross amounts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amounts offset</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Netted amounts</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Other Secured Financing </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">- As of December 31, 2022, the Company had a $500&#160;million committed credit facility to finance a portion of its MSR portfolio. Outstanding borrowings under this facility as of December 31, 2022 totaled $250.0&#160;million with maturities ranging between <span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzU0OTc1NTgxNzU3Nw_703bc674-1561-49c5-8e1c-08197695d618">one</span> to three years. The weighted average rate of the advances was 7.07% as of December 31, 2022. Borrowings are reported in Other secured financing in the Company&#8217;s Consolidated Statements of Financial Condition. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Variable Interest Entities&#8221; Note for additional information on the Company&#8217;s other secured financing arrangements at December 31, 2021.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Investments pledged as collateral under secured financing arrangements and interest rate swaps, excluding residential mortgage loans of consolidated VIEs, had an estimated fair value and accrued interest of $62.2 billion and $226.4 million, respectively, at December 31, 2022 and $59.2 billion and $160.8 million, respectively, at December 31, 2021.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for information about short-term and long-term debt arrangements, which includes amounts of borrowings under each line of credit, note payable, commercial paper issue, bonds indenture, debenture issue, own-share lending arrangements and any other contractual agreement to repay funds, and about the underlying arrangements, rationale for a classification as long-term, including repayment terms, interest rates, collateral provided, restrictions on use of assets and activities, whether or not in compliance with debt covenants, and other matters important to users of the financial statements, such as the effects of refinancing and noncompliance with debt covenants.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -URI https://asc.fasb.org/topic&amp;trid=2208564<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1B<br> -Subparagraph (h)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495323-112611<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1C<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495334-112611<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1I<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495371-112611<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1I<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495371-112611<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(c))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1B<br> -Subparagraph (g)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495323-112611<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1C<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495334-112611<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1C<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495334-112611<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1E<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495348-112611<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1B<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495323-112611<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1I<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495371-112611<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1B<br> -Subparagraph (i)<br> -URI https://asc.fasb.org/extlink&amp;oid=123466505&amp;loc=SL123495323-112611<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>40
<FILENAME>R22.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465669648">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>CAPITAL STOCK<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EquityAbstract', window );"><strong>Equity [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityNoteDisclosureTextBlock', window );">CAPITAL STOCK</a></td>
<td class="text"><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-27pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#00316c;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">15. CAPITAL STOCK</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;padding-left:27pt;text-indent:-27pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(A)&#160;&#160;&#160;&#160;Common Stock</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides a summary of the Company&#8217;s common shares authorized, and issued and outstanding at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.327%"><tr><td style="width:1.0%"/><td style="width:20.012%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.757%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.109%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.102%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.109%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.266%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.945%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.775%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.725%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Shares authorized</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Shares issued and outstanding</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Par Value</span></td></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Common stock</span></div></td><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,936,500,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,936,500,000&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">468,309,810</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">364,934,065&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$0.01</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In December 2020, the Company announced that its Board authorized the repurchase of up to $1.5 billion of its outstanding common shares through December 31, 2021 (the &#8220;Prior Share Repurchase Program&#8221;). In January 2022, the Company announced that its Board authorized the repurchase of up to $1.5&#160;billion of its outstanding shares of common stock through December 31, 2024 (the &#8220;Current Share Repurchase Program&#8221;). The Current Share Repurchase Program replaced the Prior Share Repurchase Program. During the years ended December 31, 2022 and 2021, no shares were purchased under the Current Share Repurchase Program or Prior Share Repurchase Program. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the year ended December 31, 2022, the Company closed two public offerings for an aggregate original issuance of 50&#160;million shares of common stock for aggregate proceeds of $1.31&#160;billion before deducting offering expenses. In connection with each offering, the Company granted the underwriters a thirty-day option to purchase up to an additional 3.75&#160;million shares of common stock, which the underwriters exercised in full in both instances, resulting in an additional $196.5&#160;million in proceeds before deducting offering expenses for the year ended December 31, 2022. The stock offerings conducted during the  year ended December 31, 2022 were completed prior to the Reverse Stock Split and the foregoing share amounts have been retroactively adjusted to reflect the effects thereof.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On August 6, 2020, the Company entered into separate Amended and Restated Distribution Agency Agreements (as amended by Amendment No. 1 to the Amended and Restated Distribution Agency Agreements on August 6, 2021, and Amendment No. 2 to the Amended and Restated Distribution Agency Agreements on November 3, 2022, collectively, the &#8220;Sales Agreements&#8221;) with each of RBC Capital Markets, LLC, Barclays Capital Inc., BofA Securities, Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman Sachs &amp; Co. LLC, Keefe, Bruyette &amp; Woods, Inc., J.P. Morgan Securities LLC, UBS Securities LLC and Wells Fargo Securities, LLC (collectively, the &#8220;Sales Agents&#8221;). Pursuant to the Sales Agreements, the Company may offer and sell shares of its common stock, having an aggregate offering price of up to $1.5&#160;billion, from time to time through any of the Sales Agents (the &#8220;at-the-market sales program&#8221;).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the year ended December 31, 2022, under the at-the-market sales program, the Company issued 45.7&#160;million shares for proceeds of $1.1&#160;billion, net of commissions and fees. During the year ended December 31, 2021, under the at-the-market sales program, the Company issued 15.2&#160;million shares for proceeds of $552.4&#160;million, net of commissions and fees. The foregoing share amounts have been retroactively adjusted to reflect the effects of the Reverse Stock Split.</span></div><div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-27pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(B)&#160;&#160;&#160;&#160;Preferred Stock</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following is a summary of the Company&#8217;s cumulative redeemable preferred stock outstanding at December 31, 2022 and 2021. In the event of a liquidation or dissolution of the Company, the Company&#8217;s then outstanding preferred stock takes precedence over the Company&#8217;s common stock with respect to payment of dividends and the distribution of assets.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"><tr><td style="width:1.0%"/><td style="width:6.707%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.308%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.466%"/><td style="width:0.1%"/></tr><tr style="height:23pt"><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Shares Authorized</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Shares Issued And Outstanding</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Carrying Value</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Contractual Rate</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Earliest Redemption Date </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:4.55pt;font-weight:700;line-height:100%;position:relative;top:-2.44pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Date At Which Dividend Rate Becomes Floating</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Floating Annual Rate</span></td></tr><tr style="height:23pt"><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="48" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Fixed-to-floating rate</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Series F</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">28,800,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">28,800,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">28,800,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">28,800,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">696,910</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">696,910&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6.95%</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">9/30/2022</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">9/30/2022</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3M LIBOR + 4.993%</span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Series G</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">17,000,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">17,000,000&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">17,000,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">17,000,000&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">411,335</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">411,335&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6.50%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3/31/2023</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3/31/2023</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3M LIBOR + 4.172%</span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Series I</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">17,700,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">17,700,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">17,700,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">17,700,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">428,324</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">428,324&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6.75%</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6/30/2024</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6/30/2024</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3M LIBOR + 4.989%</span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Total</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">63,500,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">63,500,000&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">63,500,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">63,500,000&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">1,536,569</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">1,536,569&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="48" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Subject to the Company&#8217;s right under limited circumstances to redeem preferred stock earlier in order to preserve its qualification as a REIT or under limited circumstances related to a change in control of the Company.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Each series of preferred stock has a par value of $0.01 per share and a liquidation and redemption price of $25.00, plus accrued and unpaid dividends through their redemption date. Through December 31, 2022, the Company had declared and paid all required quarterly dividends on the Company&#8217;s preferred stock.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, Series G Fixed-to-Floating Rate Cumulative Preferred Stock and Series I Fixed-to-Floating Rate Cumulative Preferred Stock rank senior to the common stock of the Company.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On November 3, 2022, the Company&#8217;s Board of Directors approved a repurchase plan for all of its existing outstanding Preferred Stock (as defined below, the &#8220;Preferred Stock Repurchase Program&#8221;). Under the terms of the plan, the Company is authorized to repurchase up to&#160;an aggregate of 63,500,000 shares of Preferred Stock, comprised of up to (i) 28,800,000 shares of its 6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#8220;Series F Preferred Stock&#8221;), (ii) 17,000,000 shares of its 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#8220;Series G Preferred Stock&#8221;), and (iii) 17,700,000 shares of its 6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#8220;Series I Preferred Stock&#8221;, and together with Series F Preferred Stock and Series G Preferred Stock, the &#8220;Preferred Stock&#8221;). The aggregate liquidation value of the Preferred Stock that may be repurchased by the Company pursuant to the Preferred Stock Repurchase Program, as of November&#160;3, 2022, was approximately $1.6&#160;billion. The Preferred Stock Repurchase Program became effective on November&#160;3, 2022, and shall expire on December&#160;31, 2024. No shares were repurchased to with respect to the Preferred Stock Repurchase Program during the year ended December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">(C)&#160;&#160;&#160;&#160;Distributions to Stockholders</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides a summary of the Company&#8217;s dividend distribution activity for the periods presented:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.543%"><tr><td style="width:1.0%"/><td style="width:63.196%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.751%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.589%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.964%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands, except per share data)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends and dividend equivalents declared on common stock and share-based awards</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,504,353</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,268,558&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Distributions declared per common share </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.52</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.52&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Distributions paid to common stockholders after period end</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">412,113</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">321,142&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Distributions paid per common share after period end</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.88</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.88&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Date of distributions paid to common stockholders after period end</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">January 31, 2023</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">January 31, 2022</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared to series F preferred stockholders</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">53,131</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">50,040&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared per share of series F preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.845</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.738&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared to series G preferred stockholders</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">27,624</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">27,624&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared per share of series G preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.625</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.625&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared to series I preferred stockholders</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">29,868</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">29,868&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared per share of series I preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.688</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.688&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the year ended December 31, 2022, 86.5% and 13.5% of common stock dividend distributions of $3.52 per share was taxable as ordinary income and a return of capital, respectively.  For the year ended December 31, 2021,  100% of common stock dividend distributions of $3.49 per share were taxable as a return of capital.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the year ended December 31, 2022, 100% of the preferred stock dividend distributions per share were taxable as ordinary income. For the year ended December 31, 2021,  100% of the preferred stock dividend distributions per share were taxable as a return of capital.   </span></div></td></tr><tr><td colspan="3" style="display:none"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EquityAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EquityAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockholdersEquityNoteDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for shareholders' equity comprised of portions attributable to the parent entity and noncontrolling interest, including other comprehensive income. Includes, but is not limited to, balances of common stock, preferred stock, additional paid-in capital, other capital and retained earnings, accumulated balance for each classification of other comprehensive income and amount of comprehensive income.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -URI https://asc.fasb.org/topic&amp;trid=2208762<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 14<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496171-112644<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 14<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496171-112644<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 18<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496189-112644<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (g)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 18<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496189-112644<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (h)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 14<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496171-112644<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 18<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496189-112644<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 16<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496180-112644<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (i)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(e)(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 50<br> -Paragraph 6<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126731327&amp;loc=SL126733271-114008<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockholdersEquityNoteDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>41
<FILENAME>R23.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789549025600">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LONG-TERM STOCK INCENTIVE PLAN<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract', window );"><strong>Share-Based Payment Arrangement [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock', window );">LONG-TERM STOCK INCENTIVE PLAN</a></td>
<td class="text"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">16. &#160;LONG-TERM STOCK INCENTIVE PLAN</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Employees, Directors and other service providers of the Company are eligible to participate in the Company&#8217;s 2020 Equity Incentive Plan (the &#8220;Plan&#8221;), which provides for equity-based compensation in the form of stock options, share appreciation rights, dividend equivalent rights, restricted shares, restricted stock units (&#8220;RSUs&#8221;), and other share-based awards. The Company has the ability to award up to an aggregate of 31,250,000 shares under the terms of the Plan, subject to adjustment for any awards that were outstanding under the Company&#8217;s 2010 Equity Incentive Plan (the &#8220;Prior Plan&#8221;, collectively the &#8220;Plans") on the effective date of the Plan and subsequently expire, terminate, or are surrendered or forfeited. No new awards are permitted to be made under the Prior Plan, although existing awards remain effective. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Restricted Stock Units</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company grants RSUs (including RSUs subject to performance conditions (&#8220;PSUs&#8221;)) to employees, which are generally valued based on the closing price of the underlying shares on the date of grant. For RSUs that vest, the underlying shares of common stock are delivered (net of required withholding tax) as outlined in the applicable award agreements. PSUs are subject </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">to the Company&#8217;s achievement of specified performance criteria and the number of awards that vest can range from zero to 150% of the grant amount. Award agreements generally provide that vesting is accelerated in certain circumstances, such as death and disability. Delivery of the underlying shares of common stock, which generally occurs over a three-year period, is conditioned on the grantees satisfying certain vesting and other requirements outlined in the award agreements.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company recognized equity-based compensation expense of $19.4 million for the year ended December 31, 2022.  As of December 31, 2022, there was $20.9 million of total unrecognized compensation cost related to non-vested share-based compensation arrangements. This cost is expected to be recognized over a weighted average period of 1.85 years.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for share-based payment arrangement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -URI https://asc.fasb.org/topic&amp;trid=2228938<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (l)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br><br>Reference 4: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (h)(2)(i)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (h)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>42
<FILENAME>R24.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789548912800">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>INTEREST INCOME AND INTEREST EXPENSE<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_BankingAndThriftInterestAbstract', window );"><strong>Banking and Thrift, Interest [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock', window );">INTEREST INCOME AND INTEREST EXPENSE</a></td>
<td class="text"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">17. &#160;INTEREST INCOME AND INTEREST EXPENSE</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Significant Accounting Policies&#8221; Note for details surrounding the Company&#8217;s accounting policy related to net interest income on securities and loans.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the interest income recognition methodology for Residential Securities:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:78.947%"><tr><td style="width:1.0%"/><td style="width:69.270%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:28.530%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Interest Income Methodology</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Fixed-rate pass-through </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Effective yield </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Adjustable-rate pass-through </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Effective yield </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Multifamily </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Contractual Cash Flows</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">CMO </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Effective yield </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Reverse mortgages </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Interest-only </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">CRT </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Alt-A </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Subprime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">NPL/RPL </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prime jumbo </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="6" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Changes in fair value are recognized in Other comprehensive income (loss) on the accompanying Consolidated Statements of Comprehensive Income (Loss) for securities purchased prior to July 1, 2022. Effective July 1, 2022, changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss) for newly purchased securities.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss).</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Effective yield is recalculated for differences between estimated and actual prepayments and the amortized cost is adjusted as if the new effective yield had been applied since inception.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following presents the components of the Company&#8217;s interest income and interest expense for the years ended December 31, 2022, 2021 and 2020.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.409%"><tr><td style="width:1.0%"/><td style="width:45.263%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.172%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.709%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.172%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.709%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.175%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended December 31,</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest income</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency securities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,144,696</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,484,354&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,661,566&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential credit securities</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">140,220</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">78,681&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,394&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">410,229</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">182,359&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">170,259&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial investment portfolio</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1) (2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">81,855</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">237,597&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">338,763&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse repurchase agreements</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,887</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">45&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,643&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total interest income</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,778,887</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,983,036&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,229,625&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest expense</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,026,201</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">116,974&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">705,218&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">225,216</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">93,006&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">142,602&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">39,366</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12,071&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">78&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">18,952</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">27,192&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">51,214&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total interest expense</span></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,309,735</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">249,243&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">899,112&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net interest income</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,469,152</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,733,793&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,330,513&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes assets transferred or pledged to securitization vehicles.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes commercial real estate debt and preferred equity and corporate debt.</span></div></td></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_BankingAndThriftInterestAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_BankingAndThriftInterestAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for interest income and interest expense for enterprises that derive a significant portion of their revenue from interest collected on investments, loans, and securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04.1-12)<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>43
<FILENAME>R25.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465533200">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>NET INCOME (LOSS) PER COMMON SHARE<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareAbstract', window );"><strong>Earnings Per Share [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareTextBlock', window );">NET INCOME (LOSS) PER COMMON SHARE</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">18. &#160;NET INCOME (LOSS) PER COMMON SHARE</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents a reconciliation of net income (loss) and shares used in calculating basic and diluted net income (loss) per share for the years ended December 31, 2022, 2021 and 2020.</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.836%"><tr><td style="width:1.0%"/><td style="width:48.191%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.277%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.587%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.277%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.587%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.281%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands, except per share data)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net income (loss)</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,726,420</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,396,280&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(889,772)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net income (loss) attributable to noncontrolling interests</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,095</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,384&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,391&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) attributable to Annaly </span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,725,325</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,389,896&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(891,163)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends on preferred stock</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">110,623</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">107,532&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">142,036&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) available (related) to common stockholders</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,614,702</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,282,364&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,033,199)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted average shares of common stock outstanding-basic</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">411,348,484</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">356,856,520&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">353,664,860&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Add: Effect of stock awards, if dilutive</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">273,274</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">285,731&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted average shares of common&#160; stock outstanding-diluted</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">411,621,758</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">357,142,251&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">353,664,860&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) per share available (related) to common share</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Basic</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.93</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.40&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2.92)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Diluted</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.92</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.39&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2.92)</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span><br/></span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The computations of diluted net income (loss) per share available (related) to common share for the years ended December 31, 2022 and 2020 exclude 0.7&#160;million and 1.0&#160;million, respectively, of potentially dilutive restricted stock units and performance stock units because their effect would have been anti-dilutive.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for earnings per share.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=109243012&amp;loc=SL65017193-207537<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -URI https://asc.fasb.org/topic&amp;trid=2144383<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3630-109257<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>44
<FILENAME>R26.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789548912800">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>INCOME TAXES<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeTaxDisclosureAbstract', window );"><strong>Income Tax Disclosure [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeTaxDisclosureTextBlock', window );">INCOME TAXES</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">19. INCOME TAXES</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For the year ended December 31, 2022 the Company was qualified to be taxed as a REIT under Code Sections 856 through 860. As a REIT, the Company will not incur federal income tax to the extent that it distributes its taxable income to its stockholders. To maintain qualification as a REIT, the Company must distribute at least 90% of its annual REIT taxable income to its stockholders and meet certain other requirements that relate to, among other things, assets it may hold, income it may generate and its stockholder composition. It is generally the Company&#8217;s policy to distribute 100% of its REIT taxable income. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">To the extent there is any undistributed REIT taxable income at the end of a year, the Company distributes such shortfall within the next year as permitted by the Code.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company and certain of its direct and indirect subsidiaries, including Annaly TRS, Inc. and certain subsidiaries of Mountain Merger Sub Corp., have made separate joint elections to treat these subsidiaries as TRSs. As such, each of these TRSs is taxable as a domestic C corporation and subject to federal, state and local income taxes based upon their taxable income.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The provisions of ASC 740, Income Taxes (&#8220;ASC 740&#8221;), clarify the accounting for uncertainty in income taxes recognized in financial statements and prescribe a recognition threshold and measurement attribute for uncertain tax positions taken or expected to be taken on a tax return. ASC 740 also requires that interest and penalties related to unrecognized tax benefits be recognized in the financial statements. The Company does not have any unrecognized tax benefits that would affect its financial position. Thus, no accruals for penalties and interest were deemed necessary at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The state and local tax jurisdictions for which the Company is subject to tax-filing obligations recognize the Company&#8217;s status as a REIT and, therefore, the Company generally does not pay income tax in such jurisdictions. The Company may, however, be subject to certain minimum state and local tax filing fees as well as certain excise, franchise or business taxes. The Company&#8217;s TRSs are subject to federal, state and local taxes.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">During the years ended December 31, 2022, 2021 and 2020 the Company recorded $45.6 million, $4.7 million and ($28.4) million, respectively, of income tax expense (benefit) attributable to its TRSs. The Company&#8217;s federal, state and local tax returns from 2019 and forward remain open for examination.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeTaxDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeTaxDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeTaxDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for income taxes. Disclosures may include net deferred tax liability or asset recognized in an enterprise's statement of financial position, net change during the year in the total valuation allowance, approximate tax effect of each type of temporary difference and carryforward that gives rise to a significant portion of deferred tax liabilities and deferred tax assets, utilization of a tax carryback, and tax uncertainties information.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 50<br> -Paragraph 21<br> -URI https://asc.fasb.org/extlink&amp;oid=121826272&amp;loc=d3e32857-109319<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SAB Topic 11.C)<br> -URI https://asc.fasb.org/extlink&amp;oid=122134291&amp;loc=d3e330215-122817<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 50<br> -Paragraph 17<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=121826272&amp;loc=d3e32809-109319<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SAB TOPIC 6.I.5.Q1)<br> -URI https://asc.fasb.org/extlink&amp;oid=122134291&amp;loc=d3e330036-122817<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 50<br> -Paragraph 14<br> -URI https://asc.fasb.org/extlink&amp;oid=121826272&amp;loc=d3e32705-109319<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 270<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=6424409&amp;loc=d3e44925-109338<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -URI https://asc.fasb.org/topic&amp;trid=2144680<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 30<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=6424122&amp;loc=d3e41874-109331<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(h)(2))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeTaxDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>45
<FILENAME>R27.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465780976">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>RISK MANAGEMENT<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RiskManagementAbstract', window );"><strong>Risk Management [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock', window );">RISK MANAGEMENT</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">20. RISK MANAGEMENT</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The primary risks to the Company are capital, liquidity and funding risk, investment/market risk, credit risk and operational risk. Interest rates are highly sensitive to many factors, including governmental monetary and tax policies, domestic and international economic and political considerations and other factors beyond the Company&#8217;s control. Changes in the general level of interest rates can affect net interest income, which is the difference between the interest income earned on interest earning assets and the interest expense incurred in connection with the interest bearing liabilities, by affecting the spread between the interest earning assets and interest bearing liabilities. Changes in the level of interest rates can also affect the value of the interest earning assets and the Company&#8217;s ability to realize gains from the sale of these assets. A decline in the value of the interest earning assets pledged as collateral for borrowings under repurchase agreements and derivative contracts could result in the counterparties demanding additional collateral or liquidating some of the existing collateral to reduce borrowing levels.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company may seek to mitigate the potential financial impact by entering into interest rate agreements such as interest rate swaps, interest rate swaptions and other hedges. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Weakness in the mortgage market, the shape of the yield curve, changes in the expectations for the volatility of future interest rates and deterioration of financial conditions in general may adversely affect the performance and market value of the Company&#8217;s investments. This could negatively impact the Company&#8217;s book value.&#160;Furthermore, if many of the Company&#8217;s lenders are unwilling or unable to provide additional financing, the Company could be forced to sell its&#160;investments at an inopportune time&#160;when prices are depressed. The Company has established policies and procedures for mitigating risks, including conducting scenario and sensitivity analyses and utilizing a range of hedging strategies.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The payment of principal and interest on the Freddie Mac and Fannie Mae Agency mortgage-backed securities, which exclude CRT securities issued by Freddie Mac and Fannie Mae, is guaranteed by those respective agencies and the payment of principal and interest on Ginnie Mae Agency mortgage-backed securities is backed by the full faith and credit of the U.S. government.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company faces credit risk on the portions of its portfolio which are not guaranteed by the respective Agency or by the full faith and credit of the U.S. government. The Company is exposed to credit risk on commercial mortgage-backed securities, residential mortgage loans, CRT securities, other non-Agency mortgage-backed securities and corporate debt. MSR values may also be adversely impacted by rising borrower delinquencies which would reduce servicing income and increase overall costs to service the underlying mortgage loans. The Company is exposed to risk of loss if an issuer, borrower or counterparty fails to perform its obligations under contractual terms. The Company has established policies and procedures for mitigating credit risk, including reviewing and establishing limits for credit exposure, limiting transactions with specific counterparties, pre-purchase due diligence, maintaining qualifying collateral and continually assessing the creditworthiness of issuers, borrowers and counterparties, credit rating monitoring and active servicer oversight.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company depends on third-party service providers to perform various business processes related to its operations, including mortgage loan servicers and sub-servicers. The Company&#8217;s vendor management policy establishes procedures for engaging, onboarding and monitoring the performance of third-party vendors. These procedures include assessing a vendor&#8217;s financial health as well as oversight of its compliance with applicable laws and regulations, cybersecurity and business continuity programs and security of personally identifiable information.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This element may be used to disclose all significant risks in connection with investment activities related to mortgage loans and mortgage backed securities. Risks include credit risk, interest rate risk, repurchase risk and other related items.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_RiskManagementAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Risk Management [Abstract]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_RiskManagementAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>46
<FILENAME>R28.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789549832512">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>RELATED PARTY TRANSACTIONS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_RelatedPartyTransactionsAbstract', window );"><strong>Related Party Transactions [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_RelatedPartyTransactionsDisclosureTextBlock', window );">RELATED PARTY TRANSACTIONS</a></td>
<td class="text"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">21. RELATED PARTY TRANSACTIONS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Closing of the Internalization and Termination of Management Agreement</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">On February 12, 2020, the Company entered into an internalization agreement (the &#8220;Internalization Agreement&#8221;) with the Former Manager and certain affiliates of the Former Manager. Pursuant to the Internalization Agreement, the Company agreed to acquire all of the outstanding equity interests of the Former Manager and the Former Manager&#8217;s direct and indirect parent companies from their respective owners (the &#8220;Internalization&#8221;) for nominal cash consideration ($1.00). In connection with the closing of the Internalization, on June&#160;30, 2020, the Company acquired all of the assets and liabilities of the Former Manager (the net effect of which was immaterial in amount), and the Company transitioned from an externally-managed REIT to an internally-managed REIT. At the closing, all employees of the Former Manager became employees of the Company. The parties also terminated the Amended and Restated Management Agreement by and between the Company and the Former Manager (the &#8220;Management Agreement&#8221;) and therefore the Company no longer pays a management fee to, or reimburses expenses of, the Former Manager. Pursuant to the Internalization Agreement, the Former Manager waived any Acceleration Fee (as defined in the Management Agreement).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Prior to the closing of the Internalization, the Former Manager, under the Management Agreement and subject to the supervision and direction of the Board, was responsible for (i) the selection, purchase and sale of assets for the Company&#8217;s investment portfolio; (ii) recommending alternative forms of capital raising; (iii) supervising the Company&#8217;s financing and hedging activities; and (iv) day to day management functions.&#160;The Former Manager also performed such other supervisory and management services and activities relating to the Company&#8217;s assets and operations as appropriate.&#160;In exchange for the management services, the Company paid the Former Manager a monthly management fee, and the Former Manager was responsible for providing personnel to manage the Company. Prior to the closing of the Internalization, the Company had paid the Former Manager a monthly management fee for its management services in an amount equal to 1/12th of the sum of (i) 1.05% of Stockholders' Equity (as defined in the Management Agreement) up to $17.28&#160;billion, and (ii) 0.75% of Stockholders' Equity (as defined in the Management Agreement) in excess of $17.28&#160;billion.&#160;The Company did not pay the Former Manager any incentive fees.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For the six months ended June 30, 2020, the compensation and management fee computed in accordance with the Management Agreement was $77.9&#160;million and reimbursement payments to the former manager was $14.2&#160;million.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_RelatedPartyTransactionsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_RelatedPartyTransactionsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_RelatedPartyTransactionsDisclosureTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for related party transactions. Examples of related party transactions include transactions between (a) a parent company and its subsidiary; (b) subsidiaries of a common parent; (c) and entity and its principal owners; and (d) affiliates.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 850<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=6457730&amp;loc=d3e39549-107864<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 850<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=6457730&amp;loc=d3e39549-107864<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 850<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=6457730&amp;loc=d3e39549-107864<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 850<br> -URI https://asc.fasb.org/topic&amp;trid=2122745<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 850<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=6457730&amp;loc=d3e39691-107864<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_RelatedPartyTransactionsDisclosureTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>47
<FILENAME>R29.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789470288560">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LEASE COMMITMENTS AND CONTINGENCIES<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LeasesAbstract', window );"><strong>Leases [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeasesTextBlock', window );">LEASE COMMITMENTS AND CONTINGENCIES</a></td>
<td class="text"><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">22. LEASE COMMITMENTS AND CONTINGENCIES </span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s operating leases are primarily comprised of corporate office leases with a remaining lease terms of approximately three years and five years, respectively. The corporate office leases include options to extend for up to five years, however the extension terms were not included in the operating lease liability calculation. Leases with an initial term of 12 months or less are not recorded on the balance sheet. The Company recognizes lease expense for these leases on a straight-line basis over the lease term. The lease cost for the year ended December 31, 2022 was $3.2 million.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Supplemental information related to leases as of and for the year ended December 31, 2022 was as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.356%"><tr><td style="width:1.0%"/><td style="width:38.414%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:31.655%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.631%"/><td style="width:0.1%"/></tr><tr style="height:11pt"><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Operating Leases</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Classification</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr style="height:8pt"><td colspan="9" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Operating lease right-of-use assets</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzMtMS0xLTEtMTEyMTUy_9594b59e-9bba-418e-b471-a7e7b0b9d8a7">Other assets</span></span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,872</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Operating lease liabilities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzYtMS0xLTEtMTEyMTUy_60097d50-cbdd-46c0-8873-9f3829f99931">Other liabilities</span></span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,265</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Lease term and discount rate</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average remaining lease term</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.9 years</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average discount rate</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.2%</span></td></tr><tr><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash paid for amounts included in the measurement of lease liabilities</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;&#160;&#160;Operating cash flows from operating leases</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,872</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="9" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the Company&#8217;s leases that do not provide an implicit rate, the Company uses an incremental borrowing rate based on the information available at adoption date in determining the present value of lease payments.</span></div></td></tr><tr><td colspan="3" style="display:none"/></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides details related to maturities of lease liabilities:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:53.362%"><tr><td style="width:1.0%"/><td style="width:52.598%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:45.202%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity of Lease Liabilities</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Years ended December 31,</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2023</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,061</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2024</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,107</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2025</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,149</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2026</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">261</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Later years</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">291</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total lease payments</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,869</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less imputed interest</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">604</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Present value of lease liabilities</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,265</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Contingencies</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">From time to time, the Company is involved in various claims and legal actions arising in the ordinary course of business. In the opinion of management, the ultimate disposition of these matters will not have a material effect on the Company&#8217;s consolidated financial statements. There were no material contingencies at December 31, 2022 and 2021.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LeasesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LeasesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeasesTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for operating leases of lessee. Includes, but is not limited to, description of operating lease and maturity analysis of operating lease liability.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -URI https://asc.fasb.org/subtopic&amp;trid=77888251<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeasesTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>48
<FILENAME>R30.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789461094800">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SUBSEQUENT EVENTS<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsequentEventsAbstract', window );"><strong>Subsequent Events [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsequentEventsTextBlock', window );">SUBSEQUENT EVENTS</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:98.900%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:justify"><span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%">23. SUBSEQUENT EVENTS</span></div></td></tr><tr style="height:5pt"><td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In January 2023, the Company completed and closed the securitization of residential mortgage loans, OBX 2023-NQM1, with a  face value of $405.2&#160;million. The securitization represents financing transactions which provided non-recourse financing to the Company collateralized by residential mortgage loans purchased by the Company.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In January 2023, the Company upsized capacity of an existing credit facility by $200&#160;million for the Company&#8217;s residential mortgage loans.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">In February 2023, the Company closed a $250&#160;million credit facility for Annaly&#8217;s MSR platform.</span></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SubsequentEventsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SubsequentEventsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SubsequentEventsTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for significant events or transactions that occurred after the balance sheet date through the date the financial statements were issued or the date the financial statements were available to be issued. Examples include: the sale of a capital stock issue, purchase of a business, settlement of litigation, catastrophic loss, significant foreign exchange rate changes, loans to insiders or affiliates, and transactions not in the ordinary course of business.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 855<br> -URI https://asc.fasb.org/topic&amp;trid=2122774<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 855<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=6842918&amp;loc=SL6314017-165662<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SubsequentEventsTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>49
<FILENAME>R31.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460063872">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SIGNIFICANT ACCOUNTING POLICIES (Policies)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccountingPoliciesAbstract', window );"><strong>Accounting Policies [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_BasisOfAccountingPolicyPolicyTextBlock', window );">Basis of Presentation</a></td>
<td class="text">The accompanying consolidated financial statements and related notes of the Company have been prepared in accordance with U.S. generally accepted accounting principles (&#8220;GAAP&#8221;).<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConsolidationPolicyTextBlock', window );">Principles of Consolidation</a></td>
<td class="text"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Principles of Consolidation</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The consolidated financial statements include the accounts of the entities where the Company has a controlling financial interest. In order to determine whether the Company has a controlling financial interest, it first evaluates whether an entity is a voting interest entity (&#8220;VOE&#8221;) or a variable interest entity (&#8220;VIE&#8221;).  All intercompany balances and transactions have been eliminated in consolidation.</span><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock', window );">Voting Interest Entities</a></td>
<td class="text"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Voting Interest Entities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#8211; A VOE is an entity that has sufficient equity and in which equity investors have a controlling financial interest. The Company consolidates VOEs where it has a majority of the voting equity of such VOE.</span><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConsolidationVariableInterestEntityPolicy', window );">Variable Interest Entities</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Variable Interest Entities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211;  A VIE is defined as an entity in which equity investors (i) do not have the characteristics of a controlling financial interest, and/or (ii) do not have sufficient equity at risk for the entity to finance its activities without additional subordinated financial support from other parties. A VIE is required to be consolidated by its primary beneficiary, which is defined as the party that has both (i) the power to control the activities that most significantly impact the VIE&#8217;s economic performance and (ii) the obligation to absorb losses or the right to receive benefits from the VIE that could potentially be significant to the VIE.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company performs ongoing reassessments of whether changes in the facts and circumstances regarding the Company&#8217;s involvement with a VIE causes the Company&#8217;s consolidation conclusion to change. Refer to the &#8220;Variable Interest Entities&#8221; Note for further information.</span></div><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EquityMethodInvestmentsPolicy', window );">Equity Method Investments</a></td>
<td class="text">Equity Method Investments - For entities that are not consolidated, but where the Company has significant influence over the operating or financial decisions of the entity, the Company accounts for the investment under the equity method of accounting. In accordance with the equity method of accounting, the Company will recognize its share of earnings or losses of the investee in the period in which they are reported by the investee.  The Company also considers whether there are any indicators of other-than-temporary impairment of joint ventures accounted for under the equity method. These investments are included in Other assets with income or loss included in Other, net.<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashAndCashEquivalentsPolicyTextBlock', window );">Cash and Cash Equivalents</a></td>
<td class="text">Cash and Cash Equivalents &#8211; Cash and cash equivalents include cash on hand, cash held in money market funds on an overnight basis and cash pledged as collateral with counterparties. Cash deposited with clearing organizations is carried at cost, which approximates fair value.<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueMeasurementPolicyPolicyTextBlock', window );">Fair Value Measurements and the Fair Value Option</a></td>
<td class="text"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Fair Value Measurements and the Fair Value Option</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company reports various investments at fair value, including certain eligible financial instruments elected to be accounted for under the fair value option (&#8220;FVO&#8221;). The Company chooses to elect the FVO in order to simplify the accounting treatment for certain financial instruments. Items for which the FVO has been elected are presented at fair value in the Consolidated Statements of Financial Condition and any change in fair value is recorded in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). For </span><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">additional information regarding financial instruments for which the Company has elected the FVO see the table in the &#8220;Financial Instruments&#8221; Note.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Refer to the &#8220;Fair Value Measurements&#8221; Note for a complete discussion on the methodology utilized by the Company to estimate the fair value of certain financial instruments. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company follows fair value guidance in accordance with GAAP to account for its financial instruments and MSR that are accounted for at fair value. The fair value of a financial instrument and MSR is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">GAAP requires classification of financial instruments and MSR into a three-level hierarchy based on the priority of the inputs to the valuation technique. The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (Level&#160;1) and the lowest priority to unobservable inputs (Level&#160;3).</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If the inputs used to measure the financial instrument and MSR fall within different levels of the hierarchy, the categorization is based on the lowest priority input that is significant to the fair value measurement of the instrument. Financial assets and liabilities recorded at fair value on the Consolidated Statements of Financial Condition or disclosed in the related notes are categorized based on the inputs to the valuation techniques as follows:</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Level 1 &#8211; inputs to the valuation methodology are quoted prices (unadjusted) for identical assets and liabilities in active markets.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Level 2 &#8211; inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Level 3 &#8211; inputs to the valuation methodology are unobservable and significant to overall fair value.</span></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativesOffsettingFairValueAmountsPolicy', window );">Offsetting Assets and Liabilities</a></td>
<td class="text"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Offsetting Assets and Liabilities - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company elected to present all derivative instruments on a gross basis as discussed in the &#8220;Derivative Instruments&#8221; Note. Reverse repurchase and repurchase agreements are presented net in the Consolidated Statements of Financial Condition if they meet the offsetting criteria. Please see below and refer to the &#8220;Secured Financing&#8221;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"> </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Note for further discussion on reverse repurchase and repurchase agreements.</span><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativesPolicyTextBlock', window );">Derivative Instruments</a></td>
<td class="text"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Derivative Instruments &#8211;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> Derivatives are recognized as either assets or liabilities at fair value in the Consolidated Statements of Financial Condition with changes in fair value recognized in the Consolidated Statements of Comprehensive Income (Loss). The changes in the estimated fair value are presented within Net gains (losses) on derivatives. None of the Company&#8217;s derivative transactions have been designated as hedging instruments for accounting purposes. Refer to the &#8220;Derivative Instruments&#8221; Note for further discussion.</span><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CompensationRelatedCostsPolicyTextBlock', window );">Stock Based Compensation</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Stock-Based Compensation</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company measures compensation expense for stock-based awards at fair value, which is generally based on the grant-date fair value of the Company&#8217;s common stock. Compensation expense is recognized ratably over the vesting or requisite service period of the award. Stock-based awards that contain market-based conditions are valued using a model.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Compensation expense for awards with performance conditions is recognized based on the probable outcome of the performance condition at each reporting date.&#160;Compensation expense for awards with market conditions is recognized irrespective of the probability of the market condition being achieved and is not reversed if the market condition is not met. Stock-based awards that do not require future service (i.e., vested awards) are expensed immediately. Forfeitures are recorded when they occur. The Company generally issues new shares of common stock upon delivery of stock-based awards.</span></div><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_RevenueRecognitionInterest', window );">Interest Income</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Interest Income - </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company recognizes interest income primarily on Residential Securities (as defined in the &#8220;Securities&#8221; Note), residential mortgage loans, commercial investments and reverse repurchase agreements. Interest accrued but not received is recognized as Interest receivable on the Consolidated Statements of Financial Condition. Interest income is presented as a separate line item on the Consolidated Statements of Comprehensive Income (Loss). Refer to the &#8220;Interest Income and Interest Expense&#8221; Note for further discussion.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For its securities, the Company recognizes coupon income, which is a component of interest income, based upon the outstanding principal amounts of the financial instruments and their contractual terms. In addition, the Company amortizes or accretes premiums or discounts into interest income for its Agency mortgage-backed securities (other than interest-only securities, multifamily and reverse mortgages), taking into account estimates of future principal prepayments in the calculation of the effective yield.&#160; The Company recalculates the effective yield as differences between anticipated and actual prepayments occur. Using third party model and market information to project future cash flows and expected remaining lives of securities, the effective interest rate determined for each security is applied as if it had been in place from the date of the security&#8217;s acquisition. The amortized cost of the security is then adjusted to the amount that would have existed had the new effective yield been applied since the acquisition date, which results in a cumulative premium amortization adjustment in each period. The adjustment to amortized cost is offset with a charge or credit to interest income. Changes in interest rates and other market factors will impact prepayment speed projections and the amount of premium amortization recognized in any given period.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Premiums or discounts associated with the purchase of Agency interest-only securities, reverse mortgages and residential credit securities are amortized or accreted into interest income based upon current expected future cash flows with any adjustment to yield made on a prospective basis.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Premiums and discounts associated with the purchase of residential mortgage loans and with those transferred or pledged to securitization trusts are primarily amortized or accreted into interest income over their estimated remaining lives using the effective interest rates inherent in the estimated cash flows from the mortgage loans. Amortization of premiums and accretion of discounts are presented in Interest income in the Consolidated Statements of Comprehensive Income (Loss). </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">If collection of a loan&#8217;s principal or interest is in doubt or the loan is 90 days or more past due, interest income is not accrued. For nonaccrual status loans carried at fair value or held for sale, interest is not accrued but is recognized on a cash basis. For nonaccrual status loans carried at amortized cost, if collection of principal is not in doubt but collection of interest is in doubt, interest income is recognized on a cash basis. If collection of principal is in doubt, any interest received is applied against principal until collectability of the remaining balance is no longer in doubt; at that point, any interest income is recognized on a cash basis. Generally, a loan is returned to accrual status when the borrower has resumed paying the full amount of the scheduled contractual obligation, if all principal and interest amounts contractually due are reasonably assured of repayment within a reasonable period of time and there is a sustained period of repayment performance by the borrower. Refer to the  &#8220;Interest Income and Interest Expense&#8221; Note for further discussion on interest.</span></div>The Company has made an accounting policy election not to measure an allowance for loans losses for accrued interest receivable. If interest receivable is deemed to be uncollectible or not collected within 90 days of its contractual due date for commercial loans or 120 days for corporate debt carried at amortized cost, it is written off through a reversal of interest income. Any interest written off that is recovered is recognized as interest income.<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeTaxPolicyTextBlock', window );">Income Taxes</a></td>
<td class="text">Income Taxes &#8211; The Company has elected to be taxed as a REIT and intends to comply with the provisions of the Code, with respect thereto.&#160;As a REIT, the Company will not incur federal income tax to the extent that it distributes its taxable income to its stockholders.&#160;The Company and certain of its direct and indirect subsidiaries have made separate joint elections to treat these subsidiaries as taxable REIT subsidiaries (&#8220;TRSs&#8221;).&#160; As such, each of these TRSs is taxable as a domestic C corporation and subject to federal, state and local income taxes based upon its taxable income.<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock', window );">Recent Accounting Pronouncements</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%">Recent Accounting Pronouncements</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company considers the applicability and impact of all Accounting Standards Updates (&#8220;ASUs&#8221;).&#160;There were no recent ASUs that are expected to have a significant impact on the Company's consolidated financial statements when adopted or had a significant impact on the Company's consolidated financial statements upon adoption.</span></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock', window );">Allowance for Losses</a></td>
<td class="text"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Allowance for Losses</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; Prior to the sale of its corporate debt and commercial loan portfolios, the Company evaluated the need for a loss reserve on each of its loans classified as held-for investment and carried at amortized cost based upon estimated current expected credit losses.</span><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy', window );">Residential</a></td>
<td class="text">Residential The Company&#8217;s residential mortgage loans are primarily comprised of performing adjustable-rate and fixed-rate whole loans. The Company&#8217;s residential loans are accounted for under the fair value option with changes in fair value reflected in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). The Company also consolidates securitization trusts in which it had purchased subordinated securities because it also has certain powers and rights to direct the activities of such trusts.<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOfFinancialInstrumentsPolicy', window );">Fair Value of Financial Instruments</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company designates its securities as trading, available-for-sale or held-to-maturity depending upon the type of security and the Company&#8217;s intent and ability to hold such security to maturity. Securities classified as available-for-sale and trading are reported at fair value on a recurring basis.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following is a description of the valuation methodologies used for instruments carried at fair value. These methodologies are applied to assets and liabilities across the three-level fair value hierarchy, with the observability of inputs determining the appropriate level.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Futures contracts are valued using quoted prices for identical instruments in active markets and are classified as Level 1. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Residential Securities, interest rate swaps, swaptions and other derivatives are valued using quoted prices or internally estimated prices for similar assets using internal models. The Company incorporates common market pricing methods, including a spread measurement to the Treasury curve as well as underlying characteristics of the particular security including coupon, prepayment speeds, periodic and life caps, rate reset period and expected life of the security in its estimates of fair value. Fair value estimates for residential mortgage loans are generated by a discounted cash flow model and are primarily based on observable market-based inputs including discount rates, prepayment speeds, delinquency levels, and credit losses. Management reviews and indirectly corroborates its estimates of the fair value derived using internal models by comparing its results to independent prices provided by dealers in the securities and/or third party pricing services. Certain liquid asset classes, such as Agency fixed-rate pass-throughs, may be priced using independent sources such as quoted prices for TBA securities.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Residential Securities, residential mortgage loans, interest rate swap and swaption markets, TBA derivatives and MBS options are considered to be active markets such that participants transact with sufficient frequency and volume to provide transparent pricing information on an ongoing basis. The liquidity of the Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options markets and the similarity of the Company&#8217;s securities to those actively traded enable the Company to observe quoted prices in the market and utilize those prices as a basis for formulating fair value measurements.&#160;Consequently, the Company has classified Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options as Level 2 inputs in the fair value hierarchy. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The fair value of commercial mortgage-backed securities classified as available-for-sale is determined based upon quoted prices of similar assets in recent market transactions and requires the application of judgment due to differences in the underlying collateral.&#160;Consequently, commercial real estate debt investments carried at fair value are classified as Level 2.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">For the fair value of debt issued by securitization vehicles, refer to the &#8220;Variable Interest Entities&#8221; Note for additional information.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company classifies its investments in MSR and Interests in MSR as Level 3 in the fair value measurements hierarchy. Fair value estimates for these investments are obtained from models, which use significant unobservable inputs in their valuations. These valuations primarily utilize discounted cash flow models that incorporate unobservable market data inputs including discount rates, prepayment rates, delinquency levels and costs to service. Model valuations are then compared to valuations obtained from third party pricing providers. Management reviews the valuations received from third party pricing providers and </span></div>uses them as a point of comparison to modeled values. The valuation of MSR and Interests in MSR require significant judgment by management and the third party pricing providers. Assumptions used for which there is a lack of observable inputs may significantly impact the resulting fair value and therefore the Company&#8217;s financial statements.<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock', window );">Goodwill</a></td>
<td class="text"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Goodwill</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s acquisitions are accounted for using the acquisition method if the acquisition is deemed to be a business. Under the acquisition method, net assets and results of operations of acquired companies are included in the consolidated financial statements from the date of acquisition. The purchase prices are allocated to the assets acquired, including identifiable intangible assets, and the liabilities assumed based on their estimated fair values at the date of acquisition. The excess of the purchase price over the fair value of the net assets acquired is recognized as goodwill. Conversely, any excess of the fair value of the net assets acquired over the purchase price is recognized as a bargain purchase gain.</span></div>The Company tests goodwill for impairment on an annual basis or more frequently when events or circumstances may make it more likely than not that an impairment has occurred. If a qualitative analysis indicates that there may be an impairment, a quantitative analysis is performed. The quantitative impairment test for goodwill compares the fair value of a reporting unit with its carrying value, including goodwill. If the carrying value of a reporting unit exceeds its fair value, an impairment loss is recognized in amount equal to that excess, limited to the total amount of goodwill allocated to that reporting unit.<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RepurchaseAgreementsPolicyTextBlock', window );">Reverse Repurchase and Repurchase Agreements</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%">Reverse Repurchase and Repurchase Agreements</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"> &#8211; The Company finances a significant portion of its assets with repurchase agreements. At the inception of each transaction, the Company assessed each of the specified criteria in ASC 860, </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%">Transfers and Servicing</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">, and has determined that each of the financing agreements should be treated as a securing financing.</span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company enters into reverse repurchase agreements to earn a yield on excess cash balances. To mitigate credit exposure, the Company monitors the market value of these securities and delivers or obtains additional collateral based on changes in market value of these securities. Generally, the Company receives or posts collateral with a fair value approximately equal to or greater than the value of the secured financing. </span></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Reverse repurchase agreements and repurchase agreements with the same counterparty and the same maturity are presented net in the Consolidated Statements of Financial Condition when the terms of the agreements meet the criteria to permit netting. The Company reports cash flows on repurchase agreements as financing activities and cash flows on reverse repurchase agreements as investing activities in the Consolidated Statements of Cash Flows.</span></div><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommitmentsAndContingenciesPolicyTextBlock', window );">Contingencies</a></td>
<td class="text">ContingenciesFrom time to time, the Company is involved in various claims and legal actions arising in the ordinary course of business. In the opinion of management, the ultimate disposition of these matters will not have a material effect on the Company&#8217;s consolidated financial statements.<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Consolidation, Voting Interest Entity, Policy [Policy Text Block]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Financing Receivable, Allowance for Credit Losses, Policy for Uncollectible Amounts1</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_RepurchaseAgreementsPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>A description of a company's accounting policy related to repurchase agreements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_RepurchaseAgreementsPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccountingPoliciesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccountingPoliciesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_BasisOfAccountingPolicyPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for basis of accounting, or basis of presentation, used to prepare the financial statements (for example, US Generally Accepted Accounting Principles, Other Comprehensive Basis of Accounting, IFRS).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_BasisOfAccountingPolicyPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CashAndCashEquivalentsPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for cash and cash equivalents, including the policy for determining which items are treated as cash equivalents. Other information that may be disclosed includes (1) the nature of any restrictions on the entity's use of its cash and cash equivalents, (2) whether the entity's cash and cash equivalents are insured or expose the entity to credit risk, (3) the classification of any negative balance accounts (overdrafts), and (4) the carrying basis of cash equivalents (for example, at cost) and whether the carrying amount of cash equivalents approximates fair value.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=126999549&amp;loc=d3e4273-108586<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CashAndCashEquivalentsPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommitmentsAndContingenciesPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for commitments and contingencies, which may include policies for recognizing and measuring loss and gain contingencies.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 460<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126907703&amp;loc=d3e12565-110249<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 954<br> -SubTopic 450<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=6491354&amp;loc=d3e6049-115624<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommitmentsAndContingenciesPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CompensationRelatedCostsPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for salaries, bonuses, incentive awards, postretirement and postemployment benefits granted to employees, including equity-based arrangements; discloses methodologies for measurement, and the bases for recognizing related assets and liabilities and recognizing and reporting compensation expense.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (b),(f(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CompensationRelatedCostsPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ConsolidationPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy regarding (1) the principles it follows in consolidating or combining the separate financial statements, including the principles followed in determining the inclusion or exclusion of subsidiaries or other entities in the consolidated or combined financial statements and (2) its treatment of interests (for example, common stock, a partnership interest or other means of exerting influence) in other entities, for example consolidation or use of the equity or cost methods of accounting. The accounting policy may also address the accounting treatment for intercompany accounts and transactions, noncontrolling interest, and the income statement treatment in consolidation for issuances of stock by a subsidiary.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126899994&amp;loc=d3e18823-107790<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=d3e5614-111684<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ConsolidationPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ConsolidationVariableInterestEntityPolicy">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for consolidation to describe the significant judgments and assumptions made in determining whether a variable interest held by the entity requires the variable interest entity to be consolidated and (or) disclose information about its involvement with the variable interest entity; the methodology used by the entity for determining whether or not it is the primary beneficiary of the variable interest entity; and the significant factors considered and judgments made in determining that the power to direct the activities that significantly impact the economic performance of the variable interest entity are shared (as defined).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5728-111685<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 5A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=SL6759159-111685<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2AA<br> -Subparagraph a<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=SL6759068-111685<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ConsolidationVariableInterestEntityPolicy</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativesOffsettingFairValueAmountsPolicy">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for offsetting or not offsetting fair value amounts recognized for derivative instruments against such amounts recognized for the right to reclaim cash collateral (a receivable) or the obligation to return cash collateral (a payable) arising from derivative instruments recognized at fair value.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41675-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativesOffsettingFairValueAmountsPolicy</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativesPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for its derivative instruments and hedging activities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41620-113959<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41638-113959<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41675-113959<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(n))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579240-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativesPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EquityMethodInvestmentsPolicy">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for equity method of accounting for investments and other interests. Investment includes, but is not limited to, unconsolidated subsidiary, corporate joint venture, noncontrolling interest in real estate venture, limited partnership, and limited liability company. Information includes, but is not limited to, ownership percentage, reason equity method is or is not considered appropriate, and accounting policy election for distribution received.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 21D<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=SL94080555-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EquityMethodInvestmentsPolicy</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueMeasurementPolicyPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for fair value measurements of financial and non-financial assets, liabilities and instruments classified in shareholders' equity. Disclosures include, but are not limited to, how an entity that manages a group of financial assets and liabilities on the basis of its net exposure measures the fair value of those assets and liabilities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueMeasurementPolicyPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueOfFinancialInstrumentsPolicy">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for determining the fair value of financial instruments.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 60<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=7493716&amp;loc=d3e21868-110260<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13279-108611<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueOfFinancialInstrumentsPolicy</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for goodwill and intangible assets. This accounting policy also may address how an entity assesses and measures impairment of goodwill and intangible assets.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=121556970&amp;loc=d3e13816-109267<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=66006027&amp;loc=d3e16265-109275<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeTaxPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for income taxes, which may include its accounting policies for recognizing and measuring deferred tax assets and liabilities and related valuation allowances, recognizing investment tax credits, operating loss carryforwards, tax credit carryforwards, and other carryforwards, methodologies for determining its effective income tax rate and the characterization of interest and penalties in the financial statements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 45<br> -Paragraph 25<br> -URI https://asc.fasb.org/extlink&amp;oid=123427490&amp;loc=d3e32247-109318<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 50<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=121826272&amp;loc=d3e32847-109319<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 50<br> -Paragraph 19<br> -URI https://asc.fasb.org/extlink&amp;oid=121826272&amp;loc=d3e32840-109319<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL116659661-227067<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=121826272&amp;loc=d3e32639-109319<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -URI https://asc.fasb.org/extlink&amp;oid=123427490&amp;loc=d3e32280-109318<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 50<br> -Paragraph 17<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=121826272&amp;loc=d3e32809-109319<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeTaxPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for the lending, securitization, sales, transfers and servicing practices for mortgage banking activities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 948<br> -SubTopic 310<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=121578458&amp;loc=d3e48700-111005<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy pertaining to new accounting pronouncements that may impact the entity's financial reporting. Includes, but is not limited to, quantification of the expected or actual impact.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_RevenueRecognitionInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disclosure of accounting policy for recognition of interest revenue. Disclosure may include the method of recognizing interest income on loan and trade receivables, the method of amortizing premiums or accreting discounts, and a statement about the policy for the treatment of related fees and costs, including the method of amortizing net deferred fees and costs.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_RevenueRecognitionInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>50
<FILENAME>R32.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465572176">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DESCRIPTION OF BUSINESS (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccountingPoliciesAbstract', window );"><strong>Accounting Policies [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ScheduleOfInvestmentGroupsTableTextBlock', window );">Schedule of Investment Groups</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The Company&#8217;s three investment groups are primarily comprised of the following:</span></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"><tr><td style="width:1.0%"/><td style="width:31.694%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:66.106%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Investment Groups</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Description</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Agency Group</span></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Invests in Agency mortgage-backed securities (&#8220;MBS&#8221;) collateralized by residential mortgages which are guaranteed by Fannie Mae, Freddie Mac or Ginnie Mae and complementary investments within the Agency market, including  Agency commercial mortgage-backed securities.</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Residential Credit Group</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Invests primarily in non-Agency residential whole loans and securitized products within the residential and commercial markets.</span></td></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%">Annaly Mortgage Servicing Rights Group</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%">Invests in MSR, which provide the right to service residential mortgage loans in exchange for a portion of the interest payments made on the loans.</span></td></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ScheduleOfInvestmentGroupsTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Schedule Of Investment Groups [Table Text Block]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ScheduleOfInvestmentGroupsTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccountingPoliciesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccountingPoliciesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>51
<FILENAME>R33.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465588112">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>FINANCIAL INSTRUMENTS (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentsAllOtherInvestmentsAbstract', window );"><strong>Investments, All Other Investments [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock', window );">Schedule of Characteristics of Financial Instruments</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents characteristics for certain of the Company&#8217;s financial instruments at December 31, 2022 and 2021.</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"/><td style="width:20.976%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.408%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.823%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.987%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.115%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.991%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Instruments </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Balance Sheet Line Item</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Type / Form</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Measurement Basis</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through other comprehensive income</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">34,528,515</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">59,939,383&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">27,746,380</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">586,222&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential credit risk transfer securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">936,228&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-agency mortgage-backed securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,991,146</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,663,336&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial real estate debt investments - CMBS</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">508,406</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">521,440&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial real estate debt investments - credit risk transfer securities</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,903</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,065&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,789,907</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63,655,674&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,272,072&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loan warehouse facility</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">980&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans, net</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Corporate debt, held for investment</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,968,991&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total loans, net</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,242,043&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest in net servicing cash flows</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,316&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through other comprehensive income</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">589,873&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,121,912</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,496,435&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets transferred or pledged to securitization vehicles</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,121,912</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,086,308&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="3" style="padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amortized cost</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">903,255&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Securities</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,744,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,155,633&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, with unrealized gains (losses) through earnings</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">800,849</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,049,066&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Receivable for unsettled trades, Principal and interest receivable, Payable for unsettled trades, Interest payable and Dividends payable are accounted for at cost. Interests in MSR are considered financial assets whereas directly held MSR are servicing assets or obligations.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities purchased prior to July 1, 2022.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes interest-only securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities.</span></div></td></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentsAllOtherInvestmentsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentsAllOtherInvestmentsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of investment in debt security measured at fair value with change in fair value recognized in net income (trading) and investment in equity security measured at fair value with change in fair value recognized in net income (FV-NI).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>52
<FILENAME>R34.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467460080">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SECURITIES (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract', window );"><strong>Investments, Debt and Equity Securities [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock', window );">Rollforward of Company's Securities</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following represents a rollforward of the activity for the Company&#8217;s securities, excluding securities transferred or pledged to securitization vehicles, for the year ended December 31, 2022:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"/><td style="width:26.239%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.712%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.554%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.859%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.408%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.859%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.554%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.715%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Credit Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance January 1, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60,525,605</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,599,564</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">530,505</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">63,655,674</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">44,470,550</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,728,916</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">262,634</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">46,462,100</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sales and transfers</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(28,360,527)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(573,571)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(247,935)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(29,182,033)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal paydowns</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(8,942,437)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(520,743)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,375)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,467,555)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(Amortization) / accretion</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(53,880)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,403</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">827</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(45,650)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value adjustment</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,364,416)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(252,866)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(15,347)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,632,629)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,988,703</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,789,907</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock', window );">Schedule of Available-for-sale Securities Reconciliation</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present the Company&#8217;s securities portfolio, excluding securities transferred or pledged to securitization vehicles, that were carried at their fair value at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.561%"><tr><td style="width:1.0%"/><td style="width:24.744%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.738%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.885%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.534%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.889%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Principal /<br/>Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Premium</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Discount</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Gains</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Losses</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fixed-rate pass-through</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">63,232,479</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,105,813</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,003,225)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">64,335,067</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,060</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,367,369)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">60,029,758</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Adjustable-rate pass-through</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">232,028</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,065</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(85)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">249,008</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,138</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(16,759)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">234,387</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">CMO</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">101,543</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,781</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">103,324</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(13,714)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">89,610</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest-only</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,824,339</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">438,295</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">438,295</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">153</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(220,371)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">218,077</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Multifamily </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,801,375</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">311,785</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,021)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,750,737</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,588</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(84,160)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,674,165</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse mortgages</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">28,478</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,379</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31,857</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,959)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">28,898</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total agency securities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">75,220,242</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,878,118</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,004,331)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">66,908,288</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">71,939</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,705,332)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,013,368</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,790</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,828)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,015,330</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,629</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(24,402)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Alt-A</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">111,009</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,048)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">105,970</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(14,754)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">91,216</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,946,186</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">19,496</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(17,375)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">240,694</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,528</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(44,352)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">197,870</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Subprime</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">202,304</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(32,188)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">170,116</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,275</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(15,078)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">156,313</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">NPL/RPL</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,426,616</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,624</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(15,500)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,412,740</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">87</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(95,673)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,317,154</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime jumbo (&gt;=2010 vintage) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5,717,558</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">37,260</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(29,242)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">272,623</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,685</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(45,715)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">228,593</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential credit securities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,417,041</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(104,181)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,217,473</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,204</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(239,974)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,988,703</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential securities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">85,637,283</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,943,297</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,108,512)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">70,125,761</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">83,143</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,945,306)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,263,598</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial securities</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">546,499</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,405)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">544,094</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(17,785)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">86,183,782</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,943,297</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,110,917)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">70,669,855</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">83,143</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(4,963,091)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,789,907</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr style="height:6pt"><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Principal /<br/>Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Premium</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Remaining Discount</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Gains</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized<br/>Losses</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fixed-rate pass-through</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,432,252&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,008,185&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(18,314)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,422,123&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,349,125&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(474,643)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">58,296,605&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Adjustable-rate pass-through</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">305,211&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,965&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2,124)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">305,052&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,223&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">321,273&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">CMO</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">114,533&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,888&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">116,421&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,277&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">121,698&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest-only</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,912,415&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">456,683&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">456,683&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">428&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(163,197)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">293,914&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Multifamily </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,671,138&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">273,553&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,453,946&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">15,330&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(16,563)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,452,713&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse mortgages</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">36,807&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,550&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">40,357&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(955)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">39,402&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total agency investments</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,472,356&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,745,824&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(20,438)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">59,794,582&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,386,383&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(655,360)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,525,605&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">924,101&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8,754&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,176)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">927,555&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,641&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(968)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">936,228&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Alt-A</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">83,213&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">31&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(17,133)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">66,111&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,627&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(251)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,487&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">323,062&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,841&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(14,757)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">268,117&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10,853&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,529)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">275,441&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Subprime</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">170,671&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">349&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(16,111)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">154,909&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8,285&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(118)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">163,076&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">NPL/RPL</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">987,415&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">950&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,698)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">986,667&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,739&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(5,968)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">983,438&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Prime jumbo (&gt;=2010 vintage) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">299,783&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,680&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(6,410)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">172,598&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,272&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(4,976)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">171,894&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential credit securities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,788,245&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">25,605&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(57,285)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,575,957&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">39,417&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(15,810)</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,599,564&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total residential securities</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">65,260,601&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,771,429&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(77,723)</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,370,539&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,425,800&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(671,170)</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63,125,169&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial securities</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">533,071&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(127)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">532,944&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">165&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2,604)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">530,505&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total securities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">65,793,672&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,771,429&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(77,850)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,903,483&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,425,965&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(673,774)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63,655,674&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="42" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $8.4 billion and $4.5 billion of Agency Multifamly interest-only securities as of December 31, 2022 and December 31, 2021, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $0.0&#160;million and $4.1 million of a CRT interest-only security as of December 31, 2022 and December 31, 2021, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $1.7&#160;billion and $50.0&#160;million of Prime interest-only securities as of December 31, 2022 and December 31, 2021, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(4)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principal/Notional amount includes $5.5&#160;billion and $126.5&#160;million of Prime Jumbo interest-only securities as of December 31, 2022 and December 31, 2021, respectively.</span></div></td></tr></table></div><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock', window );">Types of Agency Mortgage Backed Securities</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the Company&#8217;s Agency mortgage-backed securities portfolio, excluding securities transferred or pledged to securitization vehicles, by issuing Agency at December 31, 2022 and 2021:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:66.228%"><tr><td style="width:1.0%"/><td style="width:35.986%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:29.805%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.903%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:29.806%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Investment Type</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fannie Mae</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">54,043,015</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">48,404,991&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Freddie Mac</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,174,080</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10,880,033&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Ginnie Mae</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">57,800</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,240,581&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,525,605&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock', window );">Schedule of Residential Investment Securities by Estimated Weighted Average Life Classification</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the Company&#8217;s Residential Securities, excluding securities transferred or pledged to securitization vehicles, at December 31, 2022 and 2021, according to their estimated weighted average life classifications:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.847%"><tr><td style="width:1.0%"/><td style="width:37.417%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.813%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.704%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.632%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.704%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.462%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.704%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.464%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amortized<br/>Cost</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated weighted average life</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less than one year</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">247,921</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">264,637</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">253,129&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">250,689&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than one year through five years</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,002,471</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,206,250</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,155,017&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">15,766,307&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than five years through ten years</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">55,593,990</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,658,578</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">45,470,212&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">45,102,607&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than ten years</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,419,216</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,996,296</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,246,811&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,250,936&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">65,263,598</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">70,125,761</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">63,125,169&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">62,370,539&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock', window );">Schedule of Unrealized Losses on Investments</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the gross unrealized losses and estimated fair value of the Company&#8217;s Agency mortgage-backed securities, accounted for as available-for-sale where the fair value option has not been elected, by length of time that such securities have been in a continuous unrealized loss position at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.479%"><tr><td style="width:1.0%"/><td style="width:18.514%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.034%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:11.334%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:11.509%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.034%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:11.509%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.675%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:10.991%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Unrealized Losses </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Number of Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Estimated Fair Value </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Unrealized Losses </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Number of Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="33" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less than 12 months</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,061,267</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,448,120)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,481</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">22,828,156&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(475,064)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">571&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12 Months or more</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,260,378</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(266,686)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">129</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">383,815&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(10,960)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">19&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">34,321,645</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,714,806)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,610</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">23,211,971&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(486,024)</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">590&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="36" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes interest-only mortgage-backed securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#8220;CMO&#8221;) and multifamily securities.</span></div></td></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfRealizedGainLossTableTextBlock', window );">Schedule of Realized Gain (Loss)</a></td>
<td class="text">The following table presents the Company&#8217;s net gains (losses) from the disposal of Residential Securities for the years ended December 31, 2022 and 2021, which is included in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). <table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.625%"><tr><td style="width:1.0%"/><td style="width:36.137%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:19.004%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.023%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:19.004%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.023%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:19.009%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Realized Gains</span></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Realized Losses</span></td><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Realized Gains (Losses)</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the year ended</span></td><td colspan="15" style="background-color:#083b92;border-right:1pt solid #929292;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">66,587</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,663,446)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(3,596,859)</span></td><td style="border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-left:1pt solid #929292;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></div></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">102,567&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"/><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(105,646)</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"/><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,079)</span></td><td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of mortgage baked securities agency concentration.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Schedule of actual mortgage backed securities, which are generally shorter than stated contractual maturities due to payments of principal, prepayments, etc.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Schedule of Unrealized Losses on Investments</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -URI https://asc.fasb.org/topic&amp;trid=2196928<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of the reconciliation of available-for-sale securities from cost basis to fair value.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfRealizedGainLossTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of the proceeds from sales of available-for-sale securities and the gross realized gains and gross realized losses that have been included in earnings as a result of those sales.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27357-111563<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfRealizedGainLossTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>53
<FILENAME>R35.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789470255872">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LOANS (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateAbstract', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SummaryOfLoansInvestmentActivityTableTextBlock', window );">Loan Investment Activity</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the activity of the Company&#8217;s loan investments, excluding loans transferred or pledged to securitization vehicles and loan warehouse facilities, for the year ended December 31, 2022:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.766%"><tr><td style="width:1.0%"/><td style="width:41.789%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.055%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:2.283%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:16.732%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:0.1%"/><td style="width:2.283%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.058%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Corporate Debt</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance January 1, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,272,072</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,968,991</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,241,063</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases / originations</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5,983,775</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">185,269</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6,169,044</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sales and transfers</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(6,106,109)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,902,444)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(8,008,553)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Principal payments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(111,589)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(231,190)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(342,779)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gains / (losses)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(220,130)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(23,320)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(243,450)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(Amortization) / accretion</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(8,187)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,694</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,493)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes securitizations, syndications,  transfers to securitization vehicles and corporate debt transfers to assets of disposal group held for sale and other assets. Includes transfer of residential loans to securitization vehicles with a carrying value of $6.1 billion during the year ended December 31, 2022.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">&#160;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes loan loss allowances.</span></div></td></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock', window );">Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio</a></td>
<td class="text"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:107%">The following table presents the fair value and the unpaid principal balances of the residential mortgage loan portfolio, including loans transferred or pledged to securitization vehicles and excluding loan warehouse facilities, at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.473%"><tr><td style="width:1.0%"/><td style="width:44.478%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.110%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.112%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,931,744</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7,768,507&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unpaid principal balance</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12,247,346</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7,535,855&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr></table></div><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock', window );">Summary of Comprehensive Income (Loss)</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides information regarding the line items and amounts recognized in the Consolidated Statements of Comprehensive Income (Loss) for December 31, 2022 and 2021 for these investments, excluding loan warehouse facilities:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:87.280%"><tr><td style="width:1.0%"/><td style="width:63.891%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.650%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.307%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.652%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest income</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">410,195</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">182,325&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net gains (losses) on disposal of investments </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(12,842)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(37,212)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net unrealized gains (losses) on instruments measured at fair value through earnings </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,420,645)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">19,545&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total included in net income (loss)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,023,292)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">164,658&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> These amounts are presented in the line item Net gains (losses) on investments and other on the Consolidated Statements of Comprehensive Income (loss).</span></div></td></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock', window );">Geographic Concentrations Based on Unpaid Principal Balances</a></td>
<td class="text">The following table provides the geographic concentrations based on the unpaid principal balances at December 31, 2022 and 2021 for the residential mortgage loans, including loans transferred or pledged to securitization vehicles:&#160;<table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:86.257%"><tr><td style="width:1.0%"/><td style="width:35.001%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.459%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.647%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:35.001%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.292%"/><td style="width:0.1%"/></tr><tr><td colspan="15" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Geographic Concentrations of Residential Mortgage Loans</span></td></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="6" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Property location</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">% of Balance</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Property location</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">% of Balance</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">California</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">44.8%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">California</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">50.2%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">New York</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10.3%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">New York</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10.9%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Florida</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.3%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Florida</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.1%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Texas</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.1%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">All other (none individually greater than 5%)</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">32.8%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">All other (none individually greater than 5%)</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31.5%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">100.0%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">100.0%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansHeldForPortfolioTableTextBlock', window );">Residential Mortgage Loans</a></td>
<td class="text">The following table provides additional data on the Company&#8217;s residential mortgage loans, including loans transferred or pledged to securitization vehicles, at December 31, 2022 and 2021:<table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:85.964%"><tr><td style="width:1.0%"/><td style="width:31.382%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:17.267%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.650%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:13.185%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.990%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:17.097%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.650%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.679%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio Weighted<br/>Average</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio</span></div><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range</span></div></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Portfolio Weighted Average</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Unpaid principal balance</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$3 - $4,396</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$489</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$1 - $4,382</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$513</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.00% - 15.00%</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.61%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.75% - 9.24%</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.04%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Maturity</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7/1/2029 - 1/1/2063</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10/6/2051</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7/1/2029 - 12/1/2061</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12/22/2050</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">FICO score at loan origination</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">588 - 831</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">759</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">604 - 831</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">762</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loan-to-value ratio at loan origination</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5% - 100%</span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68%</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8% - 103%</span></div></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">66%</span></td></tr></table><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageLoansHeldForPortfolioTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of mortgage loans held for portfolio.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageLoansHeldForPortfolioTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of fair value and unpaid principal balances of mortgage loans.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SummaryOfLoansInvestmentActivityTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Summary Of Loans Investment Activity [Table Text Block]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SummaryOfLoansInvestmentActivityTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_MortgageLoansOnRealEstateAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_MortgageLoansOnRealEstateAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>srt_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of components of comprehensive income (loss). Includes, but is not limited to, foreign currency translation adjustments, foreign currency transactions designated as economic hedges of a net investment in foreign entity, gain (loss) and prior service cost (credit) for pension plans and other postretirement benefit plans.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e526-108580<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of the nature of a concentration, a benchmark to which it is compared, and the percentage that the risk is to the benchmark.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 21<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13537-108611<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13531-108611<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 275<br> -SubTopic 10<br> -Section 50<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=99393423&amp;loc=d3e6404-108592<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 275<br> -SubTopic 10<br> -Section 50<br> -Paragraph 16<br> -URI https://asc.fasb.org/extlink&amp;oid=99393423&amp;loc=d3e6327-108592<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 275<br> -SubTopic 10<br> -Section 50<br> -Paragraph 18<br> -URI https://asc.fasb.org/extlink&amp;oid=99393423&amp;loc=d3e6351-108592<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 275<br> -SubTopic 10<br> -Section 50<br> -Paragraph 21<br> -URI https://asc.fasb.org/extlink&amp;oid=99393423&amp;loc=d3e6442-108592<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>54
<FILENAME>R36.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465465936">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>MORTGAGE SERVICING RIGHTS (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_TransfersAndServicingAbstract', window );"><strong>Transfers and Servicing [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock', window );">Presentation of Activity Related to MSR</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents activity related to MSR and Interests in MSR for the years ended December 31, 2022 and 2021: &#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"><tr><td style="width:1.0%"/><td style="width:58.793%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.511%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.683%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.513%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;&#160;Mortgage Servicing Rights</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Fair value, beginning of period</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">544,562</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">100,895&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,009,351</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">468,196&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Transfers </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">82,650</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sales</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,084)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(82,176)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Change in fair value due to</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Changes in valuation inputs or assumptions</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">205,463</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">120,879&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other changes, including realization of expected cash flows</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(84,733)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(63,232)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fair value, end of period</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">544,562&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">Transfers from Interests in MSR - Refer to the &#8220;Variable Interest Entities&#8221; Note for additional information.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Principally represents changes in discount rates and prepayment speed inputs used in valuation model, primarily due to changes in interest rates.</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.029%"><tr><td style="width:1.0%"/><td style="width:42.115%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.292%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.293%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interests in MSR</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,316</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchases </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,860&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">65,107&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Transfers </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(82,650)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gain (loss) included in net income</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8,474&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,209&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,316</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="9" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2) </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%">Transfers to MSR - Refer to the &#8220;Variable Interest Entities&#8221; Note for additional information</span></div></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of the activity in the balance of servicing assets (including a description of where changes in fair value are reported in the statement of income for each period for which results of operations are presented), including but not limited to, the following: beginning and ending balances, additions (for instance, through purchases of servicing assets), disposals, changes in fair value during the period resulting from changes in inputs or assumptions used in the valuation model, other changes in fair value along with a description of those changes, and other changes that affect the balance along with a description of those changes.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_TransfersAndServicingAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_TransfersAndServicingAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>55
<FILENAME>R37.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465843616">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>VARIABLE INTEREST ENTITIES (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract', window );"><strong>Organization, Consolidation and Presentation of Financial Statements [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock', window );">Schedule of Variable Interest Entities</a></td>
<td class="text">entities generally referred to collectively as the &#8220;OBX Trusts.&#8221; These securitizations represent financing transactions which provide non-recourse financing to the Company that are collateralized by residential mortgage loans purchased by the Company. Residential securitizations closed during the year are included in the table below.<table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.175%"><tr><td style="width:1.0%"/><td style="width:32.233%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:32.233%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:32.234%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Securitization</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Date of Closing</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Face Value at Closing</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM1</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">January 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">556,696&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV1</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">January 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">377,275&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV2</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">466,686&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM2</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">February 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">439,421&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV3</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">March 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">330,823&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM3</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">March 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">315,843&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM4</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">May 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">457,285&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-J1</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">May 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">389,334&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM5</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">390,775&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV4</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">335,900&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM6</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">June 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">387,913&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-J2</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">August 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">305,969&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM7</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">August 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">358,931&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM8</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">September 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">397,470&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-INV5</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">November 2022</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">326,226&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">OBX 2022-NQM9</span></td><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 2022</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">359,380&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table><span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock', window );">Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The statements of financial condition of the Company&#8217;s VIEs, excluding the multifamily securitization, credit facility VIEs and OBX Trusts as the transfers of loans or securities did not meet the criteria to be accounted for as sales, that are reflected in the Company&#8217;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021 are as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"><tr><td style="width:1.0%"/><td style="width:70.290%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.510%"/><td style="width:0.1%"/></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">MSR VIE</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cash and cash equivalents</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,239</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,293</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">27</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other assets</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,238</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,797</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Payable for unsettled trades</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,152</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,409</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,561</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"><tr><td style="width:1.0%"/><td style="width:70.290%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.510%"/><td style="width:0.1%"/></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">MSR VIE</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Cash and cash equivalents</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,187&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Loans</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,347&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7,254&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,316&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other assets</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10,406&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">105,510&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Payable for unsettled trades</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,911&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other liabilities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">14,582&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,493&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of assets and liabilities of consolidated VIEs.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfVariableInterestEntitiesTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of the significant judgments and assumptions made in determining whether a variable interest (as defined) held by the entity requires the variable interest entity (VIE) (as defined) to be consolidated and (or) disclose information about its involvement with the VIE, individually or in aggregate (as applicable); the nature of restrictions, if any, on the consolidated VIE's assets and on the settlement of its liabilities reported by an entity in its statement of financial position, including the carrying amounts of such assets and liabilities; the nature of, and changes in, the risks associated with involvement in the VIE; how involvement with the VIE affects the entity's financial position, financial performance, and cash flows; the lack of recourse if creditors (or beneficial interest holders) of the consolidated VIE have no recourse to the general credit of the primary beneficiary (if applicable); the terms of arrangements, giving consideration to both explicit arrangements and implicit variable interests, if any, that could require the entity to provide financial support to the VIE, including events or circumstances that could expose the entity to a loss; the methodology used by the entity for determining whether or not it is the primary beneficiary of the variable interest entity; the significant factors considered and judgments made in determining that the power to direct the activities of a VIE that most significantly impact the VIE's economic performance are shared (as defined); the carrying amounts and classification of assets and liabilities of the VIE included in the statement of financial position; the entity's maximum exposure to loss, if any, as a result of its involvement with the VIE, including how the maximum exposure is determined and significant sources of the entity's exposure to the VIE; a comparison of the carrying amounts of the assets and liabilities and the entity's maximum exposure to loss; information about any liquidity arrangements, guarantees, and (or) other commitments by third parties that may affect the fair value or risk of the entity's variable interest in the VIE; whether or not the entity has provided financial support or other support (explicitly or implicitly) to the VIE that it was not previously contractually required to provide or whether the entity intends to provide that support, including the type and amount of the support and the primary reasons for providing the support; and supplemental information the entity determines necessary to provide.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 5A<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=SL6759159-111685<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5747-111685<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=SL6228884-111685<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5728-111685<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfVariableInterestEntitiesTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>56
<FILENAME>R38.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467106128">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract', window );"><strong>Derivative Instruments and Hedging Activities Disclosure [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock', window );">Summarizes Fair Value Information about Derivative Assets Liabilities</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The table below summarizes fair value information about the Company&#8217;s derivative assets and liabilities at December 31, 2022 and 2021:</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.017%"><tr><td style="width:1.0%"/><td style="width:38.650%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td style="width:0.1%"/><td style="width:2.473%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.707%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.760%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.710%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivatives Instruments</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="3" style="display:none"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,006</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaptions</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">256,991</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">105,710&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,056</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">52,693&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,028&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,779&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,160&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total derivative assets</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">342,064</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">170,370&#160;</span></td><td style="background-color:#ffffff;border-bottom:3pt double #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="3" style="display:none"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">108,724</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">747,036&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,270</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,916&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,919</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">129,134&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">870&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,799</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">581&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total derivative liabilities</span></td><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">204,172</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">881,537&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="15" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> The maximum potential amount of future payments is the notional amount of credit derivatives in which the Company sold protection of $420.0 million and $400.0 million at December 31, 2022 and December 31, 2021, respectively, plus any coupon shortfalls on the underlying tranche. As of December 31, 2022 and 2021, the credit derivative tranches referencing the basket of bonds had a range of ratings between AAA and AA.</span></div></td></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock', window );">Summary of Certain Characteristics of Derivatives</a></td>
<td class="text"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s interest rate swaps at December 31, 2022 and 2021:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.350%"><tr><td style="width:1.0%"/><td style="width:33.851%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.492%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.094%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:13.948%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.094%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:13.948%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.094%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.379%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Notional </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Pay Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Receive Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Years to Maturity</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (3)</span></div></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0 - 3 years</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">26,355,700</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.88</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.33</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.75</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3 - 6 years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,120,400</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.53</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.95</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.07</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6 - 10 years</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22,492,200</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.54</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.24</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.76</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than 10 years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,309,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.49</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.26</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22.93</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total / Weighted average</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">52,277,300</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.74</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.28</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.25</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr style="height:5pt"><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Notional </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)(2)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average <br/>Pay Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Receive Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Years to Maturity </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0 - 3 years</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">32,709,300&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.25&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.06&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.10</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3 - 6 years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,780,000&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.21&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.07&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.46</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6 - 10 years</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,118,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.43&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.13&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9.05</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Greater than 10 years</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,300,000&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.04&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.11&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">18.70</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total / Weighted average</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">45,907,300&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.59&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.08&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.32</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> As of December 31, 2022, 17%, 23% and 60% of the Company&#8217;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively. As of December 31, 2021, 18%, 53% and 29% of the Company&#8217;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> There were no forward starting swaps at  December 31, 2022 and December 31, 2021.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> At December 31, 2022 and December 31, 2021, the weighted average years to maturity of payer interest rate swaps is offset by the weighted average years to maturity  of receiver interest rate swaps. As such, the net weighted average years to maturity for each maturity bucket may fall outside of the range listed.</span></div></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s swaptions at December 31, 2022 and 2021: </span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.643%"><tr><td style="width:1.0%"/><td style="width:13.254%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.222%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.512%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.545%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.029%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.606%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.808%"/><td style="width:0.1%"/></tr><tr><td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Underlying Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Fixed Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Floating Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Years to Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Months to Expiration</span></td></tr><tr><td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long pay</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$2,500,000</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.02%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3M LIBOR</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.19</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">14.28</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long receive</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$750,000</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.57%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3M LIBOR</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11.07</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">12.82</span></td></tr><tr style="height:9pt"><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Current Underlying Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Fixed Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Floating Rate</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Underlying Years to Maturity</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Months to Expiration</span></td></tr><tr><td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long pay</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$4,050,000</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2.00%</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3M LIBOR</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9.65</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">19.50</span></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Long receive</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$2,000,000</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.47%</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3M LIBOR</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10.95</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">11.38</span></td></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s TBA derivatives at December 31, 2022 and 2021:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"/><td style="width:22.307%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.906%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.693%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.349%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:17.665%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Purchase and sale contracts for derivative TBAs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Cost Basis</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Market Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Carrying Value</span></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase contracts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,589,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,675,739</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,623,350</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(52,389)</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Sale contracts</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(44,000)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(44,849)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(44,674)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">175</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net TBA derivatives</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,545,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,630,890</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">10,578,676</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(52,214)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/></tr><tr style="height:9pt"><td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Purchase and sale contracts for derivative TBAs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Cost Basis</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Implied Market Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Carrying Value</span></td></tr><tr><td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase contracts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20,133,000&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20,289,856&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">20,338,633&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">48,777&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr style="height:5pt"><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes certain characteristics of the Company&#8217;s futures derivatives at December 31, 2022 and 2021:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"/><td style="width:38.142%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.693%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.349%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.696%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Long<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Short<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average<br/>Years to Maturity</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 2 year</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(8,518,400)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.96</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 5 year</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(5,803,400)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.37</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 10 year and greater</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(6,866,900)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.15</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(21,188,700)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.63</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr style="height:6pt"><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Long<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Notional - Short<br/>Positions</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average<br/>Years to Maturity</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 2 year</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(7,509,200)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.96</span></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 5 year</span></div></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(5,644,900)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.38</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">U.S. Treasury futures - 10 year and greater</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(9,381,000)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.84</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(22,535,100)</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4.60</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock', window );">Offsetting of Derivative Assets and Liabilities</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present information about derivative assets and liabilities that are subject to such provisions and can be offset in the Company&#8217;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021, respectively.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"><tr><td style="width:1.0%"/><td style="width:32.292%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.271%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.683%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.157%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.683%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.624%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.683%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.507%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amounts Eligible for Offset</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Amounts</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash Collateral</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Amounts</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps, at fair value</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,006</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(24,625)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,381</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaptions, at fair value</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">256,991</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">256,991</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">17,056</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(16,875)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">181</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,414)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">30,765</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps, at fair value</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">108,724</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(24,625)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(1,251)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">82,848</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">69,270</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(16,875)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">52,395</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,919</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,414)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,505)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">13,799</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,291)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,508</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:9pt"><td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amounts Eligible for Offset</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Gross Amounts</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash Collateral</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Amounts</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaptions, at fair value</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">105,710&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">105,710&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">52,693&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,876)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">48,817&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,028&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(9,028)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,779&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,779&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,160&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(516)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">644&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps, at fair value</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">747,036&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(77,607)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">669,429&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">TBA derivatives, at fair value</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3,916&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,876)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(40)</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures contracts, at fair value</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">129,134&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(9,028)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(120,106)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">870&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">870&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">581&#160;</span></td><td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(516)</span></td><td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(65)</span></td><td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock', window );">Schedule of Derivative Instruments in Statement of Operations and Comprehensive Income Loss</a></td>
<td class="text"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The effect of interest rate swaps in the Consolidated Statements of Comprehensive Income (Loss) is as follows:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:81.578%"><tr><td style="width:1.0%"/><td style="width:23.451%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:23.451%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.696%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:23.451%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.696%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:23.455%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Location on Consolidated Statements of Comprehensive Income (Loss)</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net Interest Component of Interest Rate Swaps </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Realized Gains (Losses) on Termination of Interest Rate Swaps </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized Gains (Losses) on Interest Rate Swaps </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the years ended</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2022</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">366,161</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(266,427)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,480,708</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2021</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(276,142)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,236,349)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,198,486&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">December 31, 2020</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(207,877)</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,917,628)</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(904,532)</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Included in Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss).</span></div></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The effect of other derivative contracts in the Company&#8217;s Consolidated Statements of Comprehensive Income (Loss) is as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"/><td style="width:24.545%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:22.480%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:22.480%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:24.375%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Year Ended December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Realized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzEtNS0xLTEtMTEyMTUy_c80e36bc-51c1-4ece-89c4-00673ecdca6e">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</span></span></td></tr><tr><td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net TBA derivatives</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,729,866)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(100,990)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(2,830,856)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest rate swaptions</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(43,124)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">195,084</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">151,960</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,825,072</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">141,366</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,966,438</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">460</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,657</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(12,927)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(9,270)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,278,732</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"><tr><td style="width:1.0%"/><td style="width:24.545%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:22.480%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:22.480%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.660%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:24.375%"/><td style="width:0.1%"/></tr><tr><td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Year Ended December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative Instruments</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Realized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unrealized Gain (Loss)</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</span></td></tr><tr><td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net TBA derivatives</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(354,410)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(47,332)</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(401,742)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net interest rate swaptions</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(78,431)</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,387&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(76,044)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Futures</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">683,534&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(101,199)</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">582,335&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Purchase commitments</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">860&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">860&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8,234&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,931&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">15,165&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">120,574&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of derivative assets and liabilities that are subject to offsetting, including master netting arrangements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Schedule of derivative instruments in statement of operations and comprehensive income.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfDerivativeInstrumentsTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4B<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5624163-113959<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5580258-113959<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41620-113959<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41638-113959<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41678-113959<br><br>Reference 7: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 5<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41641-113959<br><br>Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4C<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5624171-113959<br><br>Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579240-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfDerivativeInstrumentsTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of the notional amounts of outstanding derivative positions.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>57
<FILENAME>R39.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464088736">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>FAIR VALUE MEASUREMENTS (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueDisclosuresAbstract', window );"><strong>Fair Value Disclosures [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock', window );">Schedule of Fair Values, Assets and Liabilities Measured on Recurring Basis</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following tables present the estimated fair values of financial instruments and MSR measured at fair value on a recurring basis. There were no transfers between levels of the fair value hierarchy during the periods presented.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"/><td style="width:43.507%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.140%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 1</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 2</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 3</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Securities</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">62,274,895</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">997,557</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-Agency mortgage-backed securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,991,146</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,991,146</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;&#160;&#160;Commercial mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">526,309</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Loans</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,809,832</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,121,912</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">9,121,912</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative assets</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,006</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,006</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">275,879</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">309,058</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">33,179</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">77,030,536</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,748,209</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">78,811,924</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Debt issued by securitization vehicles</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,744,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">7,744,160</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Participations issued</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">800,849</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">800,849</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative liabilities</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">108,724</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">108,724</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,919</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">83,529</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">95,448</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,919</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,737,262</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,749,181</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"/><td style="width:43.507%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.135%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:12.140%"/><td style="width:0.1%"/></tr><tr><td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 1</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 2</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Level 3</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Securities</span></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency mortgage-backed securities</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,525,605&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60,525,605&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Credit risk transfer securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">936,228&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">936,228&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Non-Agency mortgage-backed securities</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,663,336&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,663,336&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;&#160;&#160;Commercial mortgage-backed securities</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">530,505&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">530,505&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Loans</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,272,072&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,272,072&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loan warehouse facility</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">980&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">980&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Mortgage servicing rights</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">544,562&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">544,562&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interests in MSR</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,316&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">69,316&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets transferred or pledged to securitization vehicles</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,086,308&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,086,308&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative assets</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,028&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">161,342&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">170,370&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total assets</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,028&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">72,176,376&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">613,878&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">72,799,282&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Debt issued by securitization vehicles</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,155,633&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,155,633&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Participations issued</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,049,066&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,049,066&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Derivative liabilities</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interest rate swaps</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">747,036&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">747,036&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other derivatives</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">129,134&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,367&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">134,501&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total liabilities</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">129,134&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,957,102&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7,086,236&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock', window );">Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The table below presents information about the significant unobservable inputs used for recurring fair value measurements for Level 3 MSR and Interests in MSR. The table does not give effect to the Company&#8217;s risk management practices that might offset risks inherent in these Level 3 investments.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.554%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unobservable Input </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">/</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range (Weighted Average)</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Discount rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Prepayment rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Delinquency rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cost to service</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">MSR held directly</span></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8.4% - 10.7% (9.7%)</span></div></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.8% - 8.1% (5.4%)</span></div></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.2% - 4.5% (1.3%)</span></div></td><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$86 - $118 ($95)</span></div></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"><tr><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.553%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.378%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:18.554%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Unobservable Input </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1) </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">/</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Range (Weighted Average)</span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (2)</span></div></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Discount rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Prepayment rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Delinquency rate</span></td><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cost to service</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">MSR held directly</span></td><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.3% - 11.1% (7.0%)</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">7.3% - 15.9% (9.4%)</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.2% - 2.5% (1.2%)</span></div></td><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$90 - $103 ($96)</span></div></td></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Interests in MSR</span></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">8.4% - 8.4% (8.4%)</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5.0% - 14.4% (9.1%)</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.0% - 0.2% (0.1%)</span></div></td><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$78 - $84 ($81)</span></div></td></tr><tr><td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Represents rates, estimates and assumptions that the Company believes would be used by market participants when valuing these assets.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Weighted average discount rate computed based on the fair value of MSR, weighted average prepayment rate, delinquency rate and cost to service based on unpaid principal balances of loans underlying the MSR.</span></div></td></tr></table><span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByBalanceSheetGroupingTextBlock', window );">Schedule of Estimated Fair Value for All Financial Assets and Liabilities</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the estimated fair values for financial assets and liabilities that are not carried at fair value at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:justify"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"><tr><td style="width:1.0%"/><td style="width:51.602%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:10.161%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.550%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:10.161%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.550%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:10.161%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.550%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:10.165%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Carrying<br/>Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fair<br/>Value</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Carrying<br/>Value</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Fair<br/>Value</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial assets</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Loans</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Corporate debt, held for investment</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$&#8212;</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$&#8212;</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$1,968,991</span></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$1,986,379</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Financial liabilities</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$59,512,597</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$59,512,597</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$54,769,643</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$54,769,643</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other secured financing</span></td><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">250,000</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">903,255</span></td><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">903,255</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (bbb)<br> -URI https://asc.fasb.org/extlink&amp;oid=126976982&amp;loc=d3e19207-110258<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByBalanceSheetGroupingTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of the fair value of financial instruments, including financial assets and financial liabilities, and the measurements of those instruments, assets, and liabilities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13467-108611<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126976982&amp;loc=d3e19207-110258<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByBalanceSheetGroupingTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueDisclosuresAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueDisclosuresAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126976982&amp;loc=d3e19207-110258<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126976982&amp;loc=d3e19207-110258<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>58
<FILENAME>R40.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465507568">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>GOODWILL AND INTANGIBLE ASSETS (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract', window );"><strong>Goodwill and Intangible Assets Disclosure [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock', window );">Schedule of Finite-Lived Intangible Assets</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents the activity of finite lived intangible assets for the year ended December 31, 2022.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.385%"><tr><td style="width:1.0%"/><td style="width:70.136%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:27.664%"/><td style="width:0.1%"/></tr><tr><td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Intangible Assets, net</span></td></tr><tr><td colspan="6" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Beginning balance January 1, 2022</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">24,241&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzUtMC0xLTEtMTEyMTUy_5315bb52-9a6d-4403-947a-d4cdfa882ce7">Impairment</span></span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(4,157)</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less: amortization expense</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(3,405)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Ending balance December 31, 2022</span></div></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">16,679&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of assets, excluding financial assets and goodwill, lacking physical substance with a finite life, by either major class or business segment.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=66006027&amp;loc=d3e16323-109275<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=66006027&amp;loc=d3e16265-109275<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>59
<FILENAME>R41.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467673856">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SECURED FINANCING (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtDisclosureAbstract', window );"><strong>Debt Disclosure [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock', window );">Schedule of Repurchase Agreements Remaining Maturity ,Collateral Types and Weighted Average Rates</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">At December 31, 2022 and 2021, the repurchase agreements had the following remaining maturities, collateral types and weighted average rates:&#160;</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.450%"><tr><td style="width:1.0%"/><td style="width:16.585%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.461%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:9.974%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.626%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.980%"/><td style="width:0.1%"/></tr><tr><td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">CRTs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Non-Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Mortgage Loans</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Rate&#160;&#160;</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1 day</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2 to 29 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">30,244,050</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">193,069</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">524,432</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">200,931</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">263,711</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">31,426,193</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.27</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">30 to 59 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">21,200,770</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">149,733</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">632,673</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">124,390</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">22,107,566</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.18</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60 to 89 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,410,473</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">782,905</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">68,647</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5,262,025</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.59</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">90 to 119 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">125,893</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">73,251</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">168,656</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">367,800</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">5.82</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Over 119 days </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">349,013</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">349,013</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">6.37</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">55,855,293</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">468,695</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,013,261</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">718,600</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">456,748</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4.29</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.596%"><tr><td style="width:1.0%"/><td style="width:16.556%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="width:1.0%"/><td style="width:9.956%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.625%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:9.958%"/><td style="width:0.1%"/></tr><tr><td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">CRTs</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Non-Agency Mortgage-Backed Securities</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Residential Mortgage Loans</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Commercial Mortgage-Backed Securities </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted Average Rate</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1 day</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2 to 29 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">26,435,408&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">133,525&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">246,707&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">197,834&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">27,013,474&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.14&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">30 to 59 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">9,743,872&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">38,854&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">270,377&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">159,350&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">10,212,453&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.19&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">60 to 89 days</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,021,850&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,071&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">351,426&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,377,347&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.17&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">90 to 119 days</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,812,345&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12,573&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">4,824,918&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.15&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Over 119 days </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">5,711,448&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">96,283&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">345,651&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">188,069&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,341,451&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.27&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">52,724,923&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">176,450&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">977,366&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">505,001&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">385,903&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.17&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">%</span></td></tr><tr style="height:3pt"><td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/></tr><tr><td colspan="42" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes commercial mortgage-backed securities held for sale.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> No repurchase agreements had a remaining maturity over 1 year at December 31, 2022 and 2021.</span></div></td></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfRepurchaseAgreements', window );">Summary of Gross Amounts, Amounts Offset and net Amounts of Repurchase Agreement and Reverse Repurchase Agreement</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the gross amounts of reverse repurchase agreements and repurchase agreements, amounts offset in accordance with netting arrangements and net amounts of repurchase agreements and reverse repurchase agreements as presented in the Consolidated Statements of Financial Condition at December 31, 2022 and 2021.&#160;Refer to the &#8220;Derivative Instruments&#8221; Note for information related to the effect of netting arrangements on the Company&#8217;s derivative instruments.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"><tr><td style="width:1.0%"/><td style="width:25.860%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.547%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.547%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.547%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.616%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.551%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Reverse Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Reverse Repurchase Agreements</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Repurchase Agreements</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Gross amounts</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Amounts offset</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Netted amounts</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#8212;</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">59,512,597</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">54,769,643&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Schedule of the remaining maturity of repurchase agreements as of the balance sheet date.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfRepurchaseAgreements">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The entire disclosure for repurchase agreements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfRepurchaseAgreements</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>60
<FILENAME>R42.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460057568">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>CAPITAL STOCK (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EquityAbstract', window );"><strong>Equity [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfStockByClassTextBlock', window );">Schedule of Stock by Class</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides a summary of the Company&#8217;s common shares authorized, and issued and outstanding at December 31, 2022 and 2021.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.327%"><tr><td style="width:1.0%"/><td style="width:20.012%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.757%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.109%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.102%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.109%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.266%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.945%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:14.775%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:8.725%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Shares authorized</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Shares issued and outstanding</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Par Value</span></td></tr><tr><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Common stock</span></div></td><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,936,500,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,936,500,000&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">468,309,810</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">364,934,065&#160;</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$0.01</span></td></tr></table></div><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following is a summary of the Company&#8217;s cumulative redeemable preferred stock outstanding at December 31, 2022 and 2021. In the event of a liquidation or dissolution of the Company, the Company&#8217;s then outstanding preferred stock takes precedence over the Company&#8217;s common stock with respect to payment of dividends and the distribution of assets.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"><tr><td style="width:1.0%"/><td style="width:6.707%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.308%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:1.151%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.458%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:7.466%"/><td style="width:0.1%"/></tr><tr style="height:23pt"><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Shares Authorized</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Shares Issued And Outstanding</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Carrying Value</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Contractual Rate</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Earliest Redemption Date </span><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:4.55pt;font-weight:700;line-height:100%;position:relative;top:-2.44pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Date At Which Dividend Rate Becomes Floating</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Floating Annual Rate</span></td></tr><tr style="height:23pt"><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="48" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Fixed-to-floating rate</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Series F</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">28,800,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">28,800,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">28,800,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">28,800,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">696,910</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">696,910&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6.95%</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">9/30/2022</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">9/30/2022</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3M LIBOR + 4.993%</span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Series G</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">17,000,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">17,000,000&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">17,000,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">17,000,000&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">411,335</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">411,335&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6.50%</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3/31/2023</span></td><td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3/31/2023</span></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3M LIBOR + 4.172%</span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">Series I</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">17,700,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">17,700,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">17,700,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">17,700,000&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">428,324</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">428,324&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6.75%</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6/30/2024</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">6/30/2024</span></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">3M LIBOR + 4.989%</span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">Total</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">63,500,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">63,500,000&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">63,500,000</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">63,500,000&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%">1,536,569</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%">1,536,569&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="48" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Subject to the Company&#8217;s right under limited circumstances to redeem preferred stock earlier in order to preserve its qualification as a REIT or under limited circumstances related to a change in control of the Company.</span></div></td></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsDeclaredTableTextBlock', window );">Summary of Dividend Distribution Activity</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides a summary of the Company&#8217;s dividend distribution activity for the periods presented:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.543%"><tr><td style="width:1.0%"/><td style="width:63.196%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.751%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.589%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.964%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands, except per share data)</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends and dividend equivalents declared on common stock and share-based awards</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,504,353</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,268,558&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Distributions declared per common share </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.52</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">3.52&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Distributions paid to common stockholders after period end</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">412,113</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">321,142&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Distributions paid per common share after period end</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">0.88</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">0.88&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Date of distributions paid to common stockholders after period end</span></td><td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">January 31, 2023</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">January 31, 2022</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared to series F preferred stockholders</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">53,131</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">50,040&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared per share of series F preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.845</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.738&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared to series G preferred stockholders</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">27,624</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">27,624&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared per share of series G preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.625</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.625&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared to series I preferred stockholders</span></td><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">29,868</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">29,868&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends declared per share of series I preferred stock </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span></div></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1.688</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1.688&#160;</span></td><td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the year ended December 31, 2022, 86.5% and 13.5% of common stock dividend distributions of $3.52 per share was taxable as ordinary income and a return of capital, respectively.  For the year ended December 31, 2021,  100% of common stock dividend distributions of $3.49 per share were taxable as a return of capital.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the year ended December 31, 2022, 100% of the preferred stock dividend distributions per share were taxable as ordinary income. For the year ended December 31, 2021,  100% of the preferred stock dividend distributions per share were taxable as a return of capital.   </span></div></td></tr><tr><td colspan="3" style="display:none"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DividendsDeclaredTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of information related to dividends declared, including paid and unpaid dividends.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DividendsDeclaredTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EquityAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EquityAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfStockByClassTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of an entity's stock, including par or stated value per share, number and dollar amount of share subscriptions, shares authorized, shares issued, shares outstanding, number and dollar amount of shares held in an employee trust, dividend per share, total dividends, share conversion features, par value plus additional paid in capital, the value of treasury stock and other information necessary to a fair presentation, and EPS information. Stock by class includes common, convertible, and preferred stocks which are not redeemable or redeemable solely at the option of the issuer. Includes preferred stock with redemption features that are solely within the control of the issuer and mandatorily redeemable stock if redemption is required to occur only upon liquidation or termination of the reporting entity. If more than one issue is outstanding, state the title of each issue and the corresponding dollar amount; dollar amount of any shares subscribed but unissued and the deduction of subscriptions receivable there from; number of shares authorized, issued, and outstanding.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=65888546&amp;loc=d3e21300-112643<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21553-112644<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 480<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=122040564&amp;loc=d3e177068-122764<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21538-112644<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21521-112644<br><br>Reference 7: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 5<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21488-112644<br><br>Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br><br>Reference 10: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21506-112644<br><br>Reference 11: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(27))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 12: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21484-112644<br><br>Reference 13: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21475-112644<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfStockByClassTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>61
<FILENAME>R43.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789548970928">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>INTEREST INCOME AND INTEREST EXPENSE (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_BankingAndThriftInterestAbstract', window );"><strong>Banking and Thrift, Interest [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock', window );">Summary of Interest Income Recognition Methodology for Residential Investment Securities</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table summarizes the interest income recognition methodology for Residential Securities:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:78.947%"><tr><td style="width:1.0%"/><td style="width:69.270%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:28.530%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Interest Income Methodology</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Agency</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Fixed-rate pass-through </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Effective yield </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Adjustable-rate pass-through </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Effective yield </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Multifamily </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Contractual Cash Flows</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">CMO </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="text-align:center"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Effective yield </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(3)</span></div></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Reverse mortgages </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Interest-only </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%">Residential credit</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">CRT </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Alt-A </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Subprime </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">NPL/RPL </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:4.5pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prime jumbo </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline">(2)</span></div></td><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%">Prospective</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="6" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Changes in fair value are recognized in Other comprehensive income (loss) on the accompanying Consolidated Statements of Comprehensive Income (Loss) for securities purchased prior to July 1, 2022. Effective July 1, 2022, changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss) for newly purchased securities.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss).</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Effective yield is recalculated for differences between estimated and actual prepayments and the amortized cost is adjusted as if the new effective yield had been applied since inception.</span></div></td></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock', window );">Components of Company's Interest Income and Interest Expense</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following presents the components of the Company&#8217;s interest income and interest expense for the years ended December 31, 2022, 2021 and 2020.</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.409%"><tr><td style="width:1.0%"/><td style="width:45.263%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.172%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.709%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.172%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.709%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:16.175%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended December 31,</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest income</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Agency securities </span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span></div></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,144,696</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,484,354&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,661,566&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential credit securities</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">140,220</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">78,681&#160;</span></td><td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">57,394&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Residential mortgage loans</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">410,229</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">182,359&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">170,259&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Commercial investment portfolio</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1) (2)</span></div></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">81,855</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">237,597&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">338,763&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Reverse repurchase agreements</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,887</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">45&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,643&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total interest income</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2,778,887</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,983,036&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,229,625&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Interest expense</span></td><td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Repurchase agreements</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,026,201</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">116,974&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">705,218&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Debt issued by securitization vehicles</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">225,216</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">93,006&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">142,602&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Participations issued</span></td><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">39,366</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">12,071&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">78&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Other</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">18,952</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">27,192&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">51,214&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total interest expense</span></td><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,309,735</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">249,243&#160;</span></td><td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">899,112&#160;</span></td><td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net interest income</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,469,152</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,733,793&#160;</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,330,513&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/></tr><tr><td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes assets transferred or pledged to securitization vehicles.</span></div><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes commercial real estate debt and preferred equity and corporate debt.</span></div></td></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of interest income recognition methodology for residential investment securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_BankingAndThriftInterestAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_BankingAndThriftInterestAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of interest income and expense, including, but not limited to, interest income and expense from investments, loans, and securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>62
<FILENAME>R44.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460701216">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>NET INCOME (LOSS) PER COMMON SHARE (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareAbstract', window );"><strong>Earnings Per Share [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock', window );">Schedule of Net Income (Loss) Per Share Reconciliation</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table presents a reconciliation of net income (loss) and shares used in calculating basic and diluted net income (loss) per share for the years ended December 31, 2022, 2021 and 2020.</span></div><div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.836%"><tr><td style="width:1.0%"/><td style="width:48.191%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.277%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.587%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.277%"/><td style="width:0.1%"/><td style="width:0.1%"/><td style="width:0.587%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:15.281%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">For the Years Ended</span></td></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2021</span></td><td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2020</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">&#160;</span></td><td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands, except per share data)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net income (loss)</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,726,420</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,396,280&#160;</span></td><td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="padding:0 1pt"/><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(889,772)</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Net income (loss) attributable to noncontrolling interests</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,095</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6,384&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">1,391&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) attributable to Annaly </span></td><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,725,325</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,389,896&#160;</span></td><td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(891,163)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Dividends on preferred stock</span></td><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">110,623</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">107,532&#160;</span></td><td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">142,036&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) available (related) to common stockholders</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">1,614,702</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2,282,364&#160;</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(1,033,199)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted average shares of common stock outstanding-basic</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">411,348,484</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">356,856,520&#160;</span></td><td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">353,664,860&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Add: Effect of stock awards, if dilutive</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">273,274</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">285,731&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#8212;&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Weighted average shares of common&#160; stock outstanding-diluted</span></td><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">411,621,758</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">357,142,251&#160;</span></td><td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">353,664,860&#160;</span></td><td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Net income (loss) per share available (related) to common share</span></td><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;padding:0 1pt"/><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Basic</span></td><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.93</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.40&#160;</span></td><td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2.92)</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Diluted</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.92</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">6.39&#160;</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/><td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">$</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">(2.92)</span></td><td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of an entity's basic and diluted earnings per share calculations, including a reconciliation of numerators and denominators of the basic and diluted per-share computations for income from continuing operations.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>63
<FILENAME>R45.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789549057440">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LEASE COMMITMENTS AND CONTINGENCIES (Tables)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th"><div>Dec. 31, 2022</div></th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LeasesAbstract', window );"><strong>Leases [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock', window );">Supplemental Lease Information</a></td>
<td class="text"><div style="margin-bottom:6pt;text-align:justify"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">Supplemental information related to leases as of and for the year ended December 31, 2022 was as follows:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.356%"><tr><td style="width:1.0%"/><td style="width:38.414%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:31.655%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:26.631%"/><td style="width:0.1%"/></tr><tr style="height:11pt"><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Operating Leases</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Classification</span></td><td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">December 31, 2022</span></td></tr><tr style="height:8pt"><td colspan="9" style="display:none"/></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Assets</span></td><td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Operating lease right-of-use assets</span></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzMtMS0xLTEtMTEyMTUy_9594b59e-9bba-418e-b471-a7e7b0b9d8a7">Other assets</span></span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">8,872</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Liabilities</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Operating lease liabilities</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"><span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzYtMS0xLTEtMTEyMTUy_60097d50-cbdd-46c0-8873-9f3829f99931">Other liabilities</span></span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,265</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Lease term and discount rate</span></td></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average remaining lease term</span></td><td colspan="3" style="background-color:#ffffff;padding:0 1pt"/><td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">2.9 years</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:6.75pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Weighted average discount rate</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"> (1)</span></div></td><td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/><td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3.2%</span></td></tr><tr><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Cash paid for amounts included in the measurement of lease liabilities</span></td></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;&#160;&#160;Operating cash flows from operating leases</span></td><td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/><td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,872</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="9" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"><div style="padding-left:9pt;text-align:justify;text-indent:-9pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> For the Company&#8217;s leases that do not provide an implicit rate, the Company uses an incremental borrowing rate based on the information available at adoption date in determining the present value of lease payments.</span></div></td></tr><tr><td colspan="3" style="display:none"/></tr></table></div><span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock', window );">Operating Lease Liability Schedule of Maturity</a></td>
<td class="text"><div style="margin-bottom:6pt"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%">The following table provides details related to maturities of lease liabilities:</span></div><div style="margin-bottom:6pt;text-align:center"><table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:53.362%"><tr><td style="width:1.0%"/><td style="width:52.598%"/><td style="width:0.1%"/><td style="width:1.0%"/><td style="width:45.202%"/><td style="width:0.1%"/></tr><tr><td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Maturity of Lease Liabilities</span></td></tr><tr><td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Years ended December 31,</span></td><td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"><span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">(dollars in thousands)</span></td></tr><tr><td colspan="3" style="display:none"/><td colspan="3" style="display:none"/></tr><tr><td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2023</span></td><td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,061</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2024</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">4,107</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2025</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">3,149</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">2026</span></td><td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">261</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Later years</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">291</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Total lease payments</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,869</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">Less imputed interest</span></td><td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">604</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr><td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">Present value of lease liabilities</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">$</span></td><td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%">11,265</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%">&#160;</span></td><td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/></tr><tr style="height:3pt"><td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/><td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/></tr></table></div><span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Lessee, Operating Leases, Supplemental Information [Table Text Block]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LeasesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LeasesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Tabular disclosure of undiscounted cash flows of lessee's operating lease liability. Includes, but is not limited to, reconciliation of undiscounted cash flows to operating lease liability recognized in statement of financial position.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918701-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:textBlockItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>64
<FILENAME>R46.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465572176">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DESCRIPTION OF BUSINESS (Details)<br></strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th">
<div>Dec. 31, 2022 </div>
<div>investmentGroup</div>
</th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccountingPoliciesAbstract', window );"><strong>Accounting Policies [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_NumberOfInvestmentGroups', window );">Number of investment groups</a></td>
<td class="nump">3<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_NumberOfInvestmentGroups">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Number Of Investment Groups</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_NumberOfInvestmentGroups</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:integerItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccountingPoliciesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccountingPoliciesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>65
<FILENAME>R47.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460705728">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>BASIS OF PRESENTATION (Details)<br></strong></div></th>
<th class="th">
<div>Sep. 08, 2022 </div>
<div>$ / shares</div>
</th>
<th class="th">
<div>Dec. 31, 2022 </div>
<div>$ / shares</div>
</th>
<th class="th">
<div>Dec. 31, 2021 </div>
<div>$ / shares</div>
</th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract', window );"><strong>Organization, Consolidation and Presentation of Financial Statements [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockParOrStatedValuePerShare', window );">Common stock, par value (in dollars per share)</a></td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="nump">$ 0.01<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1', window );">Stock split, conversion ratio</a></td>
<td class="nump">0.25<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockParOrStatedValuePerShare">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Face amount or stated value per share of common stock.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockParOrStatedValuePerShare</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockholdersEquityNoteStockSplitConversionRatio1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Ratio applied to the conversion of stock split, for example but not limited to, one share converted to two or two shares converted to one.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 4<br> -Subparagraph (SAB TOPIC 4.C)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187143-122770<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockholdersEquityNoteStockSplitConversionRatio1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:pureItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>66
<FILENAME>R48.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465436064">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>SIGNIFICANT ACCOUNTING POLICIES - Narrative (Details) - USD ($)<br> $ in Billions</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems', window );"><strong>Derivative Instruments and Hedging Activities Disclosures [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MarginDepositAssets', window );">Margin deposit assets</a></td>
<td class="nump">$ 1.4<span></span>
</td>
<td class="nump">$ 1.2<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MarginDepositAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of cash or securities placed with a broker or counterparty as security for a trading or derivatives securities position which was partially obtained with funds provided by the broker dealer.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(17))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MarginDepositAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>67
<FILENAME>R49.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467321504">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">$ 81,850,712<span></span>
</td>
<td class="nump">$ 76,764,064<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Liabilities', window );">Liabilities</a></td>
<td class="nump">70,481,286<span></span>
</td>
<td class="nump">63,568,739<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember', window );">Agency mortgage-backed securities, recognized through other comprehensive income</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">34,528,515<span></span>
</td>
<td class="nump">59,939,383<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember', window );">Agency mortgage-backed securities, recognized through earnings</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">27,746,380<span></span>
</td>
<td class="nump">586,222<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_CreditRiskTransferSecuritiesMember', window );">Residential credit risk transfer securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">997,557<span></span>
</td>
<td class="nump">936,228<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_NonAgencyMortgageBackedSecuritiesMember', window );">Non-agency mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">1,991,146<span></span>
</td>
<td class="nump">1,663,336<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember', window );">Commercial real estate debt investments - CMBS</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">508,406<span></span>
</td>
<td class="nump">521,440<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember', window );">Commercial real estate debt investments - credit risk transfer securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">17,903<span></span>
</td>
<td class="nump">9,065<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_FinanceReceivablesMember', window );">Total loans, net</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">1,809,832<span></span>
</td>
<td class="nump">4,242,043<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansMember', window );">Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">1,809,832<span></span>
</td>
<td class="nump">2,272,072<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoanWarehouseFacilityMember', window );">Residential mortgage loan warehouse facility</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">980<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_CorporateDebtHeldForInvestmentMember', window );">Corporate debt, held for investment</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">1,968,991<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_AssetsTransferredOrPledgedToSecuritizationMember', window );">Total assets transferred or pledged to securitization vehicles</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">9,121,912<span></span>
</td>
<td class="nump">6,086,308<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember', window );">Interest in net servicing cash flows</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">69,316<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember', window );">Agency mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">589,873<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember', window );">Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">9,121,912<span></span>
</td>
<td class="nump">5,496,435<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_RepurchaseAgreementsMember', window );">Repurchase agreements</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Liabilities', window );">Liabilities</a></td>
<td class="nump">59,512,597<span></span>
</td>
<td class="nump">54,769,643<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_OtherDebtSecuritiesMember', window );">Other secured financing</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Liabilities', window );">Liabilities</a></td>
<td class="nump">250,000<span></span>
</td>
<td class="nump">903,255<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_SecuritizedDebtOfConsolidatedVIEsMember', window );">Debt issued by securitization vehicles</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Liabilities', window );">Liabilities</a></td>
<td class="nump">7,744,160<span></span>
</td>
<td class="nump">5,155,633<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ParticipatingMortgagesMember', window );">Participations issued</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Liabilities', window );">Liabilities</a></td>
<td class="nump">800,849<span></span>
</td>
<td class="nump">1,049,066<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_AvailableForSaleSecurities1Member', window );">Available-For-Sale Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems', window );"><strong>SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">$ 65,789,907<span></span>
</td>
<td class="nump">$ 63,655,674<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>srt_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_Assets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sum of the carrying amounts as of the balance sheet date of all assets that are recognized. Assets are probable future economic benefits obtained or controlled by an entity as a result of past transactions or events.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(11))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(12))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 7: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 9: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 14: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 25<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=116870748&amp;loc=SL6758485-165988<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(18))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_Assets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_Liabilities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sum of the carrying amounts as of the balance sheet date of all liabilities that are recognized. Liabilities are probable future sacrifices of economic benefits arising from present obligations of an entity to transfer assets or provide services to other entities in the future.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02.19-26)<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 3: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 4: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 25<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=116870748&amp;loc=SL6758485-165988<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 20: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_Liabilities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_CreditRiskTransferSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_CreditRiskTransferSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_NonAgencyMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_NonAgencyMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_FinanceReceivablesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_FinanceReceivablesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoanWarehouseFacilityMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoanWarehouseFacilityMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_CorporateDebtHeldForInvestmentMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_CorporateDebtHeldForInvestmentMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_AssetsTransferredOrPledgedToSecuritizationMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_AssetsTransferredOrPledgedToSecuritizationMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_RepurchaseAgreementsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_RepurchaseAgreementsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_OtherDebtSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_OtherDebtSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_SecuritizedDebtOfConsolidatedVIEsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_SecuritizedDebtOfConsolidatedVIEsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_ParticipatingMortgagesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_ParticipatingMortgagesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_AvailableForSaleSecurities1Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_AvailableForSaleSecurities1Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>68
<FILENAME>R50.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460785456">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SECURITIES - Narrative (Details) - USD ($)<br> $ in Millions</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems', window );"><strong>Debt Securities, Available-for-sale [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesSoldCarryingValue', window );">Residential investment securities sold, carrying value</a></td>
<td class="nump">$ 28,900.0<span></span>
</td>
<td class="nump">$ 11,500.0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember', window );">Commercial securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems', window );"><strong>Debt Securities, Available-for-sale [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1', window );">Impairment on commercial mortgage-backed security</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 0.4<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageBackedSecuritiesSoldCarryingValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Carrying value of mortgage backed securities sold during period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageBackedSecuritiesSoldCarryingValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Other-than-temporary Impairment Loss, Debt Securities, Available-for-Sale1</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>69
<FILENAME>R51.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467271968">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SECURITIES - Summary of Residential Securities and CMBS (Details)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th">
<div>Dec. 31, 2022 </div>
<div>USD ($)</div>
</th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableForSaleRollForward', window );"><strong>Debt Securities, Available-For-Sale [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Beginning balance January 1, 2022</a></td>
<td class="nump">$ 63,655,674<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity', window );">Purchases</a></td>
<td class="nump">46,462,100<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity', window );">Sales and transfers</a></td>
<td class="num">(29,182,033)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities', window );">Principal paydowns</a></td>
<td class="num">(9,467,555)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale', window );">(Amortization) / accretion</a></td>
<td class="num">(45,650)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax', window );">Fair value adjustment</a></td>
<td class="num">(5,632,629)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Ending balance December 31, 2022</a></td>
<td class="nump">65,789,907<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_AgencySecuritiesMember', window );">Agency Securities</a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableForSaleRollForward', window );"><strong>Debt Securities, Available-For-Sale [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Beginning balance January 1, 2022</a></td>
<td class="nump">60,525,605<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity', window );">Purchases</a></td>
<td class="nump">44,470,550<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity', window );">Sales and transfers</a></td>
<td class="num">(28,360,527)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities', window );">Principal paydowns</a></td>
<td class="num">(8,942,437)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale', window );">(Amortization) / accretion</a></td>
<td class="num">(53,880)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax', window );">Fair value adjustment</a></td>
<td class="num">(5,364,416)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Ending balance December 31, 2022</a></td>
<td class="nump">62,274,895<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember', window );">Residential Credit Securities</a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableForSaleRollForward', window );"><strong>Debt Securities, Available-For-Sale [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Beginning balance January 1, 2022</a></td>
<td class="nump">2,599,564<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity', window );">Purchases</a></td>
<td class="nump">1,728,916<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity', window );">Sales and transfers</a></td>
<td class="num">(573,571)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities', window );">Principal paydowns</a></td>
<td class="num">(520,743)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale', window );">(Amortization) / accretion</a></td>
<td class="nump">7,403<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax', window );">Fair value adjustment</a></td>
<td class="num">(252,866)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Ending balance December 31, 2022</a></td>
<td class="nump">2,988,703<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember', window );">Commercial mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableForSaleRollForward', window );"><strong>Debt Securities, Available-For-Sale [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Beginning balance January 1, 2022</a></td>
<td class="nump">530,505<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity', window );">Purchases</a></td>
<td class="nump">262,634<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity', window );">Sales and transfers</a></td>
<td class="num">(247,935)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities', window );">Principal paydowns</a></td>
<td class="num">(4,375)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale', window );">(Amortization) / accretion</a></td>
<td class="nump">827<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax', window );">Fair value adjustment</a></td>
<td class="num">(15,347)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Ending balance December 31, 2022</a></td>
<td class="nump">$ 526,309<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Accretion (Amortization) Of Debt Securities Available-For-Sale</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DebtSecuritiesAvailableForSaleRollForward">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Debt Securities, Available-For-Sale [Roll Forward]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DebtSecuritiesAvailableForSaleRollForward</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Payments to Acquire Debt Securities, Available-for-sale, Excluding Variable Interest Entity</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Proceeds from Sale of Debt Securities, Available-for-sale, Excluding Variable Interest Entity</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount excluding accrued interest, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 30<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124258926&amp;loc=SL82898722-210454<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, after tax and adjustment, of unrealized gain (loss) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale) and unrealized gain (loss) on investment in debt security measured at amortized cost (held-to-maturity) from transfer to available-for-sale.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10A<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669646-108580<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=d3e637-108580<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10A<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669646-108580<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash inflow from sale, maturity, prepayment and call of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3151-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=124260329&amp;loc=d3e26853-111562<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_AgencySecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_AgencySecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>70
<FILENAME>R52.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789458518688">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>SECURITIES - Portfolio (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">$ 86,183,782<span></span>
</td>
<td class="nump">$ 65,793,672<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">2,943,297<span></span>
</td>
<td class="nump">3,771,429<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(1,110,917)<span></span>
</td>
<td class="num">(77,850)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">70,669,855<span></span>
</td>
<td class="nump">62,903,483<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">83,143<span></span>
</td>
<td class="nump">1,425,965<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(4,963,091)<span></span>
</td>
<td class="num">(673,774)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">65,789,907<span></span>
</td>
<td class="nump">63,655,674<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialInvestmentsMember', window );">Total residential securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">85,637,283<span></span>
</td>
<td class="nump">65,260,601<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">2,943,297<span></span>
</td>
<td class="nump">3,771,429<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(1,108,512)<span></span>
</td>
<td class="num">(77,723)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">70,125,761<span></span>
</td>
<td class="nump">62,370,539<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">83,143<span></span>
</td>
<td class="nump">1,425,800<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(4,945,306)<span></span>
</td>
<td class="num">(671,170)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">65,263,598<span></span>
</td>
<td class="nump">63,125,169<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember', window );">Agency</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">75,220,242<span></span>
</td>
<td class="nump">62,472,356<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">2,878,118<span></span>
</td>
<td class="nump">3,745,824<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(1,004,331)<span></span>
</td>
<td class="num">(20,438)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">66,908,288<span></span>
</td>
<td class="nump">59,794,582<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">71,939<span></span>
</td>
<td class="nump">1,386,383<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(4,705,332)<span></span>
</td>
<td class="num">(655,360)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">62,274,895<span></span>
</td>
<td class="nump">60,525,605<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember', window );">Agency | Fixed-rate pass-through</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">63,232,479<span></span>
</td>
<td class="nump">54,432,252<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">2,105,813<span></span>
</td>
<td class="nump">3,008,185<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(1,003,225)<span></span>
</td>
<td class="num">(18,314)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">64,335,067<span></span>
</td>
<td class="nump">57,422,123<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">62,060<span></span>
</td>
<td class="nump">1,349,125<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(4,367,369)<span></span>
</td>
<td class="num">(474,643)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">60,029,758<span></span>
</td>
<td class="nump">58,296,605<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember', window );">Agency | Adjustable-rate pass-through</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">232,028<span></span>
</td>
<td class="nump">305,211<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">17,065<span></span>
</td>
<td class="nump">1,965<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(85)<span></span>
</td>
<td class="num">(2,124)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">249,008<span></span>
</td>
<td class="nump">305,052<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">2,138<span></span>
</td>
<td class="nump">16,223<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(16,759)<span></span>
</td>
<td class="num">(2)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">234,387<span></span>
</td>
<td class="nump">321,273<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember', window );">Agency | CMO</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">101,543<span></span>
</td>
<td class="nump">114,533<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">1,781<span></span>
</td>
<td class="nump">1,888<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">103,324<span></span>
</td>
<td class="nump">116,421<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">5,277<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(13,714)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">89,610<span></span>
</td>
<td class="nump">121,698<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember', window );">Agency | Interest-only</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">1,824,339<span></span>
</td>
<td class="nump">1,912,415<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">438,295<span></span>
</td>
<td class="nump">456,683<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">438,295<span></span>
</td>
<td class="nump">456,683<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">153<span></span>
</td>
<td class="nump">428<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(220,371)<span></span>
</td>
<td class="num">(163,197)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">218,077<span></span>
</td>
<td class="nump">293,914<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember', window );">Agency | Multifamily</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">9,801,375<span></span>
</td>
<td class="nump">5,671,138<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">311,785<span></span>
</td>
<td class="nump">273,553<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(1,021)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">1,750,737<span></span>
</td>
<td class="nump">1,453,946<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">7,588<span></span>
</td>
<td class="nump">15,330<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(84,160)<span></span>
</td>
<td class="num">(16,563)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">1,674,165<span></span>
</td>
<td class="nump">1,452,713<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember', window );">Agency | Reverse mortgages</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">28,478<span></span>
</td>
<td class="nump">36,807<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">3,379<span></span>
</td>
<td class="nump">3,550<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">31,857<span></span>
</td>
<td class="nump">40,357<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(2,959)<span></span>
</td>
<td class="num">(955)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">28,898<span></span>
</td>
<td class="nump">39,402<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember', window );">Agency | Multifamily Interest-Only Security</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">8,400,000<span></span>
</td>
<td class="nump">4,500,000<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">10,417,041<span></span>
</td>
<td class="nump">2,788,245<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">65,179<span></span>
</td>
<td class="nump">25,605<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(104,181)<span></span>
</td>
<td class="num">(57,285)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">3,217,473<span></span>
</td>
<td class="nump">2,575,957<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">11,204<span></span>
</td>
<td class="nump">39,417<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(239,974)<span></span>
</td>
<td class="num">(15,810)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">2,988,703<span></span>
</td>
<td class="nump">2,599,564<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit | Credit risk transfer</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">1,013,368<span></span>
</td>
<td class="nump">924,101<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">6,790<span></span>
</td>
<td class="nump">8,754<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(4,828)<span></span>
</td>
<td class="num">(1,176)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">1,015,330<span></span>
</td>
<td class="nump">927,555<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">6,629<span></span>
</td>
<td class="nump">9,641<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(24,402)<span></span>
</td>
<td class="num">(968)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">997,557<span></span>
</td>
<td class="nump">936,228<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit | Alt-A</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">111,009<span></span>
</td>
<td class="nump">83,213<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">9<span></span>
</td>
<td class="nump">31<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(5,048)<span></span>
</td>
<td class="num">(17,133)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">105,970<span></span>
</td>
<td class="nump">66,111<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">3,627<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(14,754)<span></span>
</td>
<td class="num">(251)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">91,216<span></span>
</td>
<td class="nump">69,487<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit | Prime</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">1,946,186<span></span>
</td>
<td class="nump">323,062<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">19,496<span></span>
</td>
<td class="nump">9,841<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(17,375)<span></span>
</td>
<td class="num">(14,757)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">240,694<span></span>
</td>
<td class="nump">268,117<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">1,528<span></span>
</td>
<td class="nump">10,853<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(44,352)<span></span>
</td>
<td class="num">(3,529)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">197,870<span></span>
</td>
<td class="nump">275,441<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit | Subprime</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">202,304<span></span>
</td>
<td class="nump">170,671<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">349<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(32,188)<span></span>
</td>
<td class="num">(16,111)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">170,116<span></span>
</td>
<td class="nump">154,909<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">1,275<span></span>
</td>
<td class="nump">8,285<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(15,078)<span></span>
</td>
<td class="num">(118)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">156,313<span></span>
</td>
<td class="nump">163,076<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit | NPL/RPL</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">1,426,616<span></span>
</td>
<td class="nump">987,415<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">1,624<span></span>
</td>
<td class="nump">950<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(15,500)<span></span>
</td>
<td class="num">(1,698)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">1,412,740<span></span>
</td>
<td class="nump">986,667<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">87<span></span>
</td>
<td class="nump">2,739<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(95,673)<span></span>
</td>
<td class="num">(5,968)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">1,317,154<span></span>
</td>
<td class="nump">983,438<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit | Prime jumbo(&gt;=2010 vintage)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">5,717,558<span></span>
</td>
<td class="nump">299,783<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">37,260<span></span>
</td>
<td class="nump">5,680<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(29,242)<span></span>
</td>
<td class="num">(6,410)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">272,623<span></span>
</td>
<td class="nump">172,598<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">1,685<span></span>
</td>
<td class="nump">4,272<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(45,715)<span></span>
</td>
<td class="num">(4,976)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">228,593<span></span>
</td>
<td class="nump">171,894<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit | CRT Interest-only security</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">4,100<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit | Prime interest-only</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">1,700,000<span></span>
</td>
<td class="nump">50,000<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember', window );">Residential credit | Prime jumbo interest-only</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">5,500,000<span></span>
</td>
<td class="nump">126,500<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_CommercialMortgageBackedSecuritiesMember', window );">Commercial securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentOwnedBalancePrincipalAmount', window );">Principal / Notional</a></td>
<td class="nump">546,499<span></span>
</td>
<td class="nump">533,071<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium', window );">Remaining Premium</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount', window );">Remaining Discount</a></td>
<td class="num">(2,405)<span></span>
</td>
<td class="num">(127)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="nump">544,094<span></span>
</td>
<td class="nump">532,944<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax', window );">Unrealized Gains</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">165<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Unrealized Losses</a></td>
<td class="num">(17,785)<span></span>
</td>
<td class="num">(2,604)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">$ 526,309<span></span>
</td>
<td class="nump">$ 530,505<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DebtSecuritiesAvailableforsaleRemainingDiscount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Debt Securities, Available-for-sale, Remaining Discount</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DebtSecuritiesAvailableforsaleRemainingDiscount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DebtSecuritiesAvailableforsaleRemainingPremium">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Debt Securities, Available-for-sale, Remaining Premium</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DebtSecuritiesAvailableforsaleRemainingPremium</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageBackedSecuritiesPortfolioLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Mortgage-Backed Securities Portfolio [Line Items]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageBackedSecuritiesPortfolioLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, before tax, of unrealized gain in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27161-111563<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, before tax, of unrealized loss in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27161-111563<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amortized cost excluding accrued interest, after allowance for credit loss, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 30<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124258926&amp;loc=SL82898722-210454<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount excluding accrued interest, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 30<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124258926&amp;loc=SL82898722-210454<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentOwnedBalancePrincipalAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>For investments which are quantified by principal amount, the principle balance held at close of period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 946<br> -SubTopic 210<br> -Section 50<br> -Paragraph 6<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=99383244&amp;loc=d3e12121-115841<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 946<br> -SubTopic 320<br> -Section S99<br> -Paragraph 3<br> -Subparagraph (SX 210.12-12B(Column B))<br> -URI https://asc.fasb.org/extlink&amp;oid=122147990&amp;loc=d3e611197-123010<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentOwnedBalancePrincipalAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialInvestmentsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnderlyingAssetClassAxis=nly_ResidentialInvestmentsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnderlyingAssetClassAxis=us-gaap_AgencySecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=us-gaap_CollateralizedMortgageObligationsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=us-gaap_CollateralizedMortgageObligationsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_MultifamilyInterestOnlySecurityMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_MultifamilyInterestOnlySecurityMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnderlyingAssetClassAxis=nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_AltaMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_AltaMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_CommercialMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnderlyingAssetClassAxis=us-gaap_CommercialMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>71
<FILENAME>R53.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464654528">
<tr>
<th class="tl" colspan="2" rowspan="1"><div style="width: 200px;"><strong>SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="nump">$ 65,789,907<span></span>
</td>
<td class="nump">$ 63,655,674<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember', window );">Agency Mortgage-Backed Securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">62,274,895<span></span>
</td>
<td class="nump">60,525,605<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember', window );">Agency Mortgage-Backed Securities | Fannie Mae</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">54,043,015<span></span>
</td>
<td class="nump">48,404,991<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember', window );">Agency Mortgage-Backed Securities | Freddie Mac</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">8,174,080<span></span>
</td>
<td class="nump">10,880,033<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember', window );">Agency Mortgage-Backed Securities | Ginnie Mae</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesPortfolioLineItems', window );"><strong>Mortgage-Backed Securities Portfolio [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 57,800<span></span>
</td>
<td class="nump">$ 1,240,581<span></span>
</td>
</tr>
<tr><td colspan="3"></td></tr>
<tr><td colspan="3"><table class="outerFootnotes" width="100%"><tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes $0.0 million and $44.2 million at December 31, 2022 and 2021, respectively, of agency mortgage-backed securities, $1.0 billion and $350.4 million at December 31, 2022 and 2021, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company&#8217;s Consolidated Statements of Financial Condition.</span></td>
</tr></table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageBackedSecuritiesPortfolioLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Mortgage-Backed Securities Portfolio [Line Items]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageBackedSecuritiesPortfolioLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=35711157&amp;loc=d3e42546-110969<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentTypeAxis=us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentTypeAxis=us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentTypeAxis=us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentTypeAxis=us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentTypeAxis=us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentTypeAxis=us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>72
<FILENAME>R54.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464159936">
<tr>
<th class="tl" colspan="2" rowspan="1"><div style="width: 200px;"><strong>SECURITIES - Weighted Average Life (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract', window );"><strong>Estimated Fair Value</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated Fair Value</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="nump">$ 65,789,907<span></span>
</td>
<td class="nump">$ 63,655,674<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract', window );"><strong>Amortized Cost</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">70,669,855<span></span>
</td>
<td class="nump">62,903,483<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialInvestmentsMember', window );">Total residential securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract', window );"><strong>Estimated Fair Value</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue', window );">Less than one year</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">247,921<span></span>
</td>
<td class="nump">253,129<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue', window );">Greater than one year through five years</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">3,002,471<span></span>
</td>
<td class="nump">16,155,017<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue', window );">Greater than five years through ten years</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">55,593,990<span></span>
</td>
<td class="nump">45,470,212<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue', window );">Greater than ten years</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">6,419,216<span></span>
</td>
<td class="nump">1,246,811<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated Fair Value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">65,263,598<span></span>
</td>
<td class="nump">63,125,169<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract', window );"><strong>Amortized Cost</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost', window );">Less than one year</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">264,637<span></span>
</td>
<td class="nump">250,689<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost', window );">Greater than one year through five years</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">3,206,250<span></span>
</td>
<td class="nump">15,766,307<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost', window );">Greater than five years through ten years</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">59,658,578<span></span>
</td>
<td class="nump">45,102,607<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost', window );">Greater than ten years</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">6,996,296<span></span>
</td>
<td class="nump">1,250,936<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Amortized Cost</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 70,125,761<span></span>
</td>
<td class="nump">$ 62,370,539<span></span>
</td>
</tr>
<tr><td colspan="3"></td></tr>
<tr><td colspan="3"><table class="outerFootnotes" width="100%"><tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes $0.0 million and $44.2 million at December 31, 2022 and 2021, respectively, of agency mortgage-backed securities, $1.0 billion and $350.4 million at December 31, 2022 and 2021, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company&#8217;s Consolidated Statements of Financial Condition.</span></td>
</tr></table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of greater than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This item represents the fair value of debt securities with an expected life of greater than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of greater than five years and less than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This item represents the fair value of debt securities with an expected life of greater than five years and less than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of greater than one year and less than five years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This item represents the fair value of debt securities with an expected life of greater than one year and less than five years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of less than one year of the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This item represents the fair value of debt securities with an expected life of less than one year of the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Mortgage-Backed Securities Estimated Weighted Average Life Amortized Cost [Abstract]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Mortgage-Backed Securities Estimated Weighted Average Life Fair Value [Abstract]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amortized cost excluding accrued interest, after allowance for credit loss, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 30<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124258926&amp;loc=SL82898722-210454<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=35711157&amp;loc=d3e42546-110969<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnderlyingAssetClassAxis=nly_ResidentialInvestmentsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnderlyingAssetClassAxis=nly_ResidentialInvestmentsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>73
<FILENAME>R55.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464181360">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>SECURITIES - Unrealized Loss Position (Details)<br> $ in Thousands</strong></div></th>
<th class="th">
<div>Dec. 31, 2022 </div>
<div>USD ($) </div>
<div>security</div>
</th>
<th class="th">
<div>Dec. 31, 2021 </div>
<div>USD ($) </div>
<div>security</div>
</th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems', window );"><strong>Unrealized Loss Position For:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">$ 65,789,907<span></span>
</td>
<td class="nump">$ 63,655,674<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Gross unrealized losses</a></td>
<td class="num">(4,963,091)<span></span>
</td>
<td class="num">(673,774)<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember', window );">Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems', window );"><strong>Unrealized Loss Position For:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">34,321,645<span></span>
</td>
<td class="nump">23,211,971<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Gross unrealized losses</a></td>
<td class="num">$ (3,714,806)<span></span>
</td>
<td class="num">$ (486,024)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions', window );">Number of securities | security</a></td>
<td class="nump">2,610<span></span>
</td>
<td class="nump">590<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember', window );">Agency Mortgage-Backed Securities | Less than 12 months</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems', window );"><strong>Unrealized Loss Position For:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">$ 33,061,267<span></span>
</td>
<td class="nump">$ 22,828,156<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Gross unrealized losses</a></td>
<td class="num">$ (3,448,120)<span></span>
</td>
<td class="num">$ (475,064)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions', window );">Number of securities | security</a></td>
<td class="nump">2,481<span></span>
</td>
<td class="nump">571<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember', window );">Agency Mortgage-Backed Securities | 12 Months or more</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems', window );"><strong>Unrealized Loss Position For:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest', window );">Estimated Fair Value</a></td>
<td class="nump">$ 1,260,378<span></span>
</td>
<td class="nump">$ 383,815<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax', window );">Gross unrealized losses</a></td>
<td class="num">$ (266,686)<span></span>
</td>
<td class="num">$ (10,960)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions', window );">Number of securities | security</a></td>
<td class="nump">129<span></span>
</td>
<td class="nump">19<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Mortgage-Backed Securities in a continuous unrealized loss position [Line Items]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, before tax, of unrealized loss in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27161-111563<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount excluding accrued interest, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 30<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124258926&amp;loc=SL82898722-210454<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Number of investments in debt securities measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), in unrealized loss position, without allowance for credit loss. Includes beneficial interest in securitized financial asset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -Subparagraph (b)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27290-111563<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 30<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (b)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=124269663&amp;loc=SL82922888-210455<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:integerItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>74
<FILENAME>R56.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789470351008">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SECURITIES - Realized Gain (Loss) (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="1">3 Months Ended</th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract', window );"><strong>Investments, Debt and Equity Securities [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain', window );">Gross Realized Gains</a></td>
<td class="nump">$ 66,587<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 102,567<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss', window );">Gross Realized Losses</a></td>
<td class="num">$ (3,663,446)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(105,646)<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS', window );">Net Realized Gains (Losses)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="num">$ (3,596,859)<span></span>
</td>
<td class="num">$ (3,079)<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecuritiesAvailableForSaleRealizedGain">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of realized gain on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27357-111563<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecuritiesAvailableForSaleRealizedGain</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of realized loss on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 320<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126970911&amp;loc=d3e27357-111563<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Net gain (loss) resulting from the sales of securitized, pay-through debt securities collateralized by real estate mortgage loans (mortgages).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04.13(h))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>75
<FILENAME>R57.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467282144">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LOANS - Narrative (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">$ 81,850,712<span></span>
</td>
<td class="nump">$ 76,764,064<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProvisionForLoanLossesExpensed', window );">Net loan loss (provisions) reversals</a></td>
<td class="num">(20,660)<span></span>
</td>
<td class="num">(145,066)<span></span>
</td>
<td class="nump">$ 147,581<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest', window );">Allowance for loan loss</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">27,900<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember', window );">Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">1,800,000<span></span>
</td>
<td class="nump">2,300,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansReceivableHeldForSaleAmount', window );">Loans held-for-sale</a></td>
<td class="nump">$ 1,300<span></span>
</td>
<td class="nump">$ 2,300<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PercentageOfAdjustableRateLoans', window );">Percent of adjustable-rate loans</a></td>
<td class="nump">11.00%<span></span>
</td>
<td class="nump">16.00%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoanWarehouseFacilityMember', window );">Residential mortgage loan warehouse facility</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Assets</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 980<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PercentageOfAdjustableRateLoans">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Percentage of adjustable-rate loans.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PercentageOfAdjustableRateLoans</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_MortgageLoansOnRealEstateLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_MortgageLoansOnRealEstateLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>srt_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_Assets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sum of the carrying amounts as of the balance sheet date of all assets that are recognized. Assets are probable future economic benefits obtained or controlled by an entity as a result of past transactions or events.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(11))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(12))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 7: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 9: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 14: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 25<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=116870748&amp;loc=SL6758485-165988<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(18))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_Assets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount excluding accrued interest, of allowance for credit loss on financing receivable. Excludes net investment in lease.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 20<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124255206&amp;loc=SL82895884-210446<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LoansReceivableHeldForSaleAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, before valuation allowance, of financing receivable classified as held-for-sale.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 310<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=124259787&amp;loc=d3e4428-111522<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 948<br> -SubTopic 310<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124265262&amp;loc=d3e48678-111004<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LoansReceivableHeldForSaleAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProvisionForLoanLossesExpensed">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of credit loss expense (reversal of expense) for financing receivable.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 20<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124255953&amp;loc=SL82919249-210447<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(11))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProvisionForLoanLossesExpensed</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoanWarehouseFacilityMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoanWarehouseFacilityMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>76
<FILENAME>R58.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464039920">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LOANS - Investment Loan Activity (Details)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr><th class="th" colspan="2">
<div>Dec. 31, 2022 </div>
<div>USD ($)</div>
</th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MovementInMortgageLoansOnRealEstateRollForward', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Beginning balance January 1, 2022</a></td>
<td class="nump">$ 4,242,043<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"><sup>[1]</sup></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Ending balance December 31, 2022</a></td>
<td class="nump">1,809,832<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"><sup>[1]</sup></td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral', window );">Transfer of residential loans to securitization vehicles, carrying value, noncash</a></td>
<td class="nump">6,100,000<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivablePortfolioSegmentAxis=nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember', window );">Total</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MovementInMortgageLoansOnRealEstateRollForward', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Beginning balance January 1, 2022</a></td>
<td class="nump">4,241,063<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans', window );">Purchases / originations</a></td>
<td class="nump">6,169,044<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold', window );">Sales and transfers</a></td>
<td class="num">(8,008,553)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal', window );">Principal payments</a></td>
<td class="num">(342,779)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansonRealEstateGainsLosses', window );">Gains / (losses)</a></td>
<td class="num">(243,450)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium', window );">(Amortization) / accretion</a></td>
<td class="num">(5,493)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Ending balance December 31, 2022</a></td>
<td class="nump">1,809,832<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivablePortfolioSegmentAxis=us-gaap_ResidentialPortfolioSegmentMember', window );">Residential</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MovementInMortgageLoansOnRealEstateRollForward', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Beginning balance January 1, 2022</a></td>
<td class="nump">2,272,072<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans', window );">Purchases / originations</a></td>
<td class="nump">5,983,775<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold', window );">Sales and transfers</a></td>
<td class="num">(6,106,109)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal', window );">Principal payments</a></td>
<td class="num">(111,589)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansonRealEstateGainsLosses', window );">Gains / (losses)</a></td>
<td class="num">(220,130)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium', window );">(Amortization) / accretion</a></td>
<td class="num">(8,187)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Ending balance December 31, 2022</a></td>
<td class="nump">1,809,832<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivablePortfolioSegmentAxis=nly_CorporatePortfolioSegmentMember', window );">Corporate Debt</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MovementInMortgageLoansOnRealEstateRollForward', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Beginning balance January 1, 2022</a></td>
<td class="nump">1,968,991<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans', window );">Purchases / originations</a></td>
<td class="nump">185,269<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold', window );">Sales and transfers</a></td>
<td class="num">(1,902,444)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal', window );">Principal payments</a></td>
<td class="num">(231,190)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansonRealEstateGainsLosses', window );">Gains / (losses)</a></td>
<td class="num">(23,320)<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium', window );">(Amortization) / accretion</a></td>
<td class="nump">2,694<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Ending balance December 31, 2022</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="fn" style="border-bottom: 0px;"></td>
</tr>
<tr><td colspan="3"></td></tr>
<tr><td colspan="3"><table class="outerFootnotes" width="100%"><tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes $1.3&#160;million and $2.3&#160;million of residential mortgage loans held for sale at December 31, 2022 and 2021, respectively.</span></td>
</tr></table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageLoansonRealEstateGainsLosses">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Mortgage Loans on Real Estate, Gains (Losses)</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageLoansonRealEstateGainsLosses</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Noncash or Part Noncash, Financial Instruments, Owned and Pledged as Collateral</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>SEC Schedule, 12-29, Real Estate Companies, Investment In Mortgage Loans On Real Estate, Amortization (Accretion) Of Premium</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_MortgageLoansOnRealEstateCollectionsOfPrincipal">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of decrease in investment in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate, from collection of principal.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher SEC<br> -Name Regulation S-X (SX)<br> -Number 210<br> -Section 12<br> -Footnote 6<br> -Subsection 29<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 948<br> -SubTopic 310<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.12-29(Footnote 6))<br> -URI https://asc.fasb.org/extlink&amp;oid=120402547&amp;loc=d3e617274-123014<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_MortgageLoansOnRealEstateCollectionsOfPrincipal</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>srt_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amortized cost excluding accrued interest, after allowance for credit loss, of financing receivable. Excludes net investment in lease.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 20<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124255206&amp;loc=SL82895884-210446<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of decrease in investment in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate, from sale.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 948<br> -SubTopic 310<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.12-29(Footnote 6))<br> -URI https://asc.fasb.org/extlink&amp;oid=120402547&amp;loc=d3e617274-123014<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MortgageLoansOnRealEstateNewMortgageLoans">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of increase in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate, from new investment.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 948<br> -SubTopic 310<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.12-29(Footnote 6))<br> -URI https://asc.fasb.org/extlink&amp;oid=120402547&amp;loc=d3e617274-123014<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MortgageLoansOnRealEstateNewMortgageLoans</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MovementInMortgageLoansOnRealEstateRollForward">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MovementInMortgageLoansOnRealEstateRollForward</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancingReceivablePortfolioSegmentAxis=nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancingReceivablePortfolioSegmentAxis=nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancingReceivablePortfolioSegmentAxis=us-gaap_ResidentialPortfolioSegmentMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancingReceivablePortfolioSegmentAxis=us-gaap_ResidentialPortfolioSegmentMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancingReceivablePortfolioSegmentAxis=nly_CorporatePortfolioSegmentMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancingReceivablePortfolioSegmentAxis=nly_CorporatePortfolioSegmentMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>77
<FILENAME>R59.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460065376">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>LOANS - Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio (Details) - Residential mortgage loans - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansFairValueDisclosure', window );">Fair value</a></td>
<td class="nump">$ 10,931,744<span></span>
</td>
<td class="nump">$ 7,768,507<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio', window );">Unpaid principal balance</a></td>
<td class="nump">$ 12,247,346<span></span>
</td>
<td class="nump">$ 7,535,855<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageLoansFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Mortgage loans fair value disclosure.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageLoansFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_MortgageLoansOnRealEstateLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_MortgageLoansOnRealEstateLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>srt_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This is the result of the principal amount outstanding of total loans managed or securitized less securitized loans and loans that are in the process of being securitized.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107314-111719<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>78
<FILENAME>R60.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467292912">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LOANS - Summary of Comprehensive Income (Loss) (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeExpenseNet', window );">Interest income</a></td>
<td class="nump">$ 1,469,152<span></span>
</td>
<td class="nump">$ 1,733,793<span></span>
</td>
<td class="nump">$ 1,330,513<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLoss', window );">Total included in net income (loss)</a></td>
<td class="nump">1,725,325<span></span>
</td>
<td class="nump">2,389,896<span></span>
</td>
<td class="num">$ (891,163)<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember', window );">Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeExpenseNet', window );">Interest income</a></td>
<td class="nump">410,195<span></span>
</td>
<td class="nump">182,325<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainLossOnSaleOfInvestments', window );">Net gains (losses) on disposal of investments</a></td>
<td class="num">(12,842)<span></span>
</td>
<td class="num">(37,212)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnrealizedGainLossOnInvestments', window );">Net unrealized gains (losses) on instruments measured at fair value through earnings</a></td>
<td class="num">(1,420,645)<span></span>
</td>
<td class="nump">19,545<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLoss', window );">Total included in net income (loss)</a></td>
<td class="num">$ (1,023,292)<span></span>
</td>
<td class="nump">$ 164,658<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_MortgageLoansOnRealEstateLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_MortgageLoansOnRealEstateLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>srt_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GainLossOnSaleOfInvestments">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The net realized gain (loss) on investments sold during the period, not including gains (losses) on securities separately or otherwise categorized as trading, available-for-sale, or held-to-maturity, which, for cash flow reporting, is a component of proceeds from investing activities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GainLossOnSaleOfInvestments</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestIncomeExpenseNet">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The net amount of operating interest income (expense).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04.10)<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestIncomeExpenseNet</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetIncomeLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The portion of profit or loss for the period, net of income taxes, which is attributable to the parent.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(22))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(18))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(20))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22499-107794<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 25: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 26: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 27: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 28: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721683-107760<br><br>Reference 29: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 30: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 31: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 32: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 33: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 34: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 35: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetIncomeLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnrealizedGainLossOnInvestments">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of unrealized gain (loss) on investment.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnrealizedGainLossOnInvestments</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>79
<FILENAME>R61.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460773424">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LOANS - Geographic Concentrations Based on Unpaid Principal Balances (Details) - Residential mortgage loans - Geographic Concentration Risk<br></strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskPercentage1', window );">Geographic concentrations of residential mortgage loans</a></td>
<td class="nump">100.00%<span></span>
</td>
<td class="nump">100.00%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskByBenchmarkAxis=nly_ResidentialMortgageLoansMember', window );">California</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskPercentage1', window );">Geographic concentrations of residential mortgage loans</a></td>
<td class="nump">44.80%<span></span>
</td>
<td class="nump">50.20%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskByBenchmarkAxis=nly_ResidentialMortgageLoansMember', window );">New York</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskPercentage1', window );">Geographic concentrations of residential mortgage loans</a></td>
<td class="nump">10.30%<span></span>
</td>
<td class="nump">10.90%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskByBenchmarkAxis=nly_ResidentialMortgageLoansMember', window );">Florida</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskPercentage1', window );">Geographic concentrations of residential mortgage loans</a></td>
<td class="nump">8.30%<span></span>
</td>
<td class="nump">6.10%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskByBenchmarkAxis=nly_ResidentialMortgageLoansMember', window );">Texas</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskPercentage1', window );">Geographic concentrations of residential mortgage loans</a></td>
<td class="nump">5.10%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskByBenchmarkAxis=nly_ResidentialMortgageLoansMember', window );">All other (none individually greater than 5%)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ConcentrationRiskPercentage1', window );">Geographic concentrations of residential mortgage loans</a></td>
<td class="nump">31.50%<span></span>
</td>
<td class="nump">32.80%<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_MortgageLoansOnRealEstateLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_MortgageLoansOnRealEstateLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>srt_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ConcentrationRiskPercentage1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>For an entity that discloses a concentration risk in relation to quantitative amount, which serves as the "benchmark" (or denominator) in the equation, this concept represents the concentration percentage derived from the division.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 42<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e9054-108599<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 275<br> -SubTopic 10<br> -Section 50<br> -Paragraph 18<br> -URI https://asc.fasb.org/extlink&amp;oid=99393423&amp;loc=d3e6351-108592<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13531-108611<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 21<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13537-108611<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 275<br> -SubTopic 10<br> -Section 50<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=99393423&amp;loc=d3e6404-108592<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ConcentrationRiskPercentage1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ConcentrationRiskByBenchmarkAxis=nly_ResidentialMortgageLoansMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ConcentrationRiskByBenchmarkAxis=nly_ResidentialMortgageLoansMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ConcentrationRiskByTypeAxis=us-gaap_GeographicConcentrationRiskMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ConcentrationRiskByTypeAxis=us-gaap_GeographicConcentrationRiskMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_StatementGeographicalAxis=stpr_CA">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_StatementGeographicalAxis=stpr_CA</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_StatementGeographicalAxis=stpr_NY">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_StatementGeographicalAxis=stpr_NY</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_StatementGeographicalAxis=stpr_FL">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_StatementGeographicalAxis=stpr_FL</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_StatementGeographicalAxis=stpr_TX">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_StatementGeographicalAxis=stpr_TX</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_StatementGeographicalAxis=nly_OtherLocationMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_StatementGeographicalAxis=nly_OtherLocationMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>80
<FILENAME>R62.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789469955792">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LOANS - Additional Information about Residential Mortgage Loans (Details) - Residential mortgage loans<br> $ in Thousands</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th">
<div>Dec. 31, 2022 </div>
<div>USD ($) </div>
<div>point</div>
</th>
<th class="th">
<div>Dec. 31, 2021 </div>
<div>USD ($) </div>
<div>point</div>
</th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio', window );">Unpaid principal balance</a></td>
<td class="nump">$ 12,247,346<span></span>
</td>
<td class="nump">$ 7,535,855<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember', window );">Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio', window );">Unpaid principal balance</a></td>
<td class="nump">$ 3<span></span>
</td>
<td class="nump">$ 1<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InvestmentInterestRatePercentage', window );">Interest rate</a></td>
<td class="nump">2.00%<span></span>
</td>
<td class="nump">0.75%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FicoScore', window );">FICO score at loan origination | point</a></td>
<td class="nump">588<span></span>
</td>
<td class="nump">604<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_LoanToValuePercentage', window );">Loan-to-value ratio at loan origination</a></td>
<td class="nump">5.00%<span></span>
</td>
<td class="nump">8.00%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember', window );">Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio', window );">Unpaid principal balance</a></td>
<td class="nump">$ 4,396<span></span>
</td>
<td class="nump">$ 4,382<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InvestmentInterestRatePercentage', window );">Interest rate</a></td>
<td class="nump">15.00%<span></span>
</td>
<td class="nump">9.24%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FicoScore', window );">FICO score at loan origination | point</a></td>
<td class="nump">831<span></span>
</td>
<td class="nump">831<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_LoanToValuePercentage', window );">Loan-to-value ratio at loan origination</a></td>
<td class="nump">100.00%<span></span>
</td>
<td class="nump">103.00%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember', window );">Weighted Average</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_MortgageLoansOnRealEstateLineItems', window );"><strong>SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio', window );">Unpaid principal balance</a></td>
<td class="nump">$ 489<span></span>
</td>
<td class="nump">$ 513<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InvestmentInterestRatePercentage', window );">Interest rate</a></td>
<td class="nump">4.61%<span></span>
</td>
<td class="nump">4.04%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FicoScore', window );">FICO score at loan origination | point</a></td>
<td class="nump">759<span></span>
</td>
<td class="nump">762<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_LoanToValuePercentage', window );">Loan-to-value ratio at loan origination</a></td>
<td class="nump">68.00%<span></span>
</td>
<td class="nump">66.00%<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_FicoScore">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>FICO score.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_FicoScore</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:integerItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InvestmentInterestRatePercentage">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Investment Interest Rate, Percentage</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InvestmentInterestRatePercentage</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_LoanToValuePercentage">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Loan To Value Percentage</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_LoanToValuePercentage</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_MortgageLoansOnRealEstateLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_MortgageLoansOnRealEstateLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>srt_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This is the result of the principal amount outstanding of total loans managed or securitized less securitized loans and loans that are in the process of being securitized.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=d3e107314-111719<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MinimumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MinimumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MaximumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MaximumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_WeightedAverageMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_WeightedAverageMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>81
<FILENAME>R63.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789469962800">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>MORTGAGE SERVICING RIGHTS - Presentation of Activity Related to MSR (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAmountRollForward', window );"><strong>Servicing Asset at Fair Value, Amount [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAmount', window );">Fair value, beginning of period</a></td>
<td class="nump">$ 544,562<span></span>
</td>
<td class="nump">$ 100,895<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAdditions', window );">Purchases</a></td>
<td class="nump">1,009,351<span></span>
</td>
<td class="nump">468,196<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ServicingAssetsAtFairValueTransfers', window );">Transfers</a></td>
<td class="nump">82,650<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueDisposals', window );">Sales</a></td>
<td class="num">(9,084)<span></span>
</td>
<td class="num">(82,176)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions', window );">Changes in valuation inputs or assumptions</a></td>
<td class="nump">205,463<span></span>
</td>
<td class="nump">120,879<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance', window );">Other changes, including realization of expected cash flows</a></td>
<td class="num">(84,733)<span></span>
</td>
<td class="num">(63,232)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAmount', window );">Fair value, end of period</a></td>
<td class="nump">$ 1,748,209<span></span>
</td>
<td class="nump">$ 544,562<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ServicingAssetsAtFairValueTransfers">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Servicing Assets at Fair Value, Transfers</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ServicingAssetsAtFairValueTransfers</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAssetAtFairValueAdditions">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The value of new servicing assets, subsequently measured at fair value, acquired or created during the current period through purchases or from transfers of financial assets.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAssetAtFairValueAdditions</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAssetAtFairValueAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value of an asset representing net future revenue from contractually specified servicing fees, late charges, and other ancillary revenues, in excess of future costs related to servicing arrangements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 45<br> -Paragraph 2<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=6469459&amp;loc=d3e122501-111745<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=6469459&amp;loc=d3e122492-111745<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 45<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=6469459&amp;loc=d3e122501-111745<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAssetAtFairValueAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAssetAtFairValueAmountRollForward">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAssetAtFairValueAmountRollForward</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of increase (decrease) in fair value from changes in the inputs, assumptions, or model used to calculate the fair value of the contract to service financial assets under which the benefits of servicing are expected to more than adequately compensate the servicer.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(4)(i)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAssetAtFairValueDisposals">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Decrease in servicing assets subsequently measured at fair value resulting from conveyance of servicing rights to unrelated parties.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAssetAtFairValueDisposals</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of increase (decrease) in fair value from changes classified as other for a contract to service financial assets under which the benefits of servicing are expected to more than adequately compensate the servicer.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(5)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>82
<FILENAME>R64.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464057936">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>MORTGAGE SERVICING RIGHTS - Interest in MSR Rollforward (Details) - Interests in MSR - Level 3 - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAmountRollForward', window );"><strong>Servicing Asset at Fair Value, Amount [Roll Forward]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue', window );">Beginning balance</a></td>
<td class="nump">$ 69,316<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases', window );">Purchases</a></td>
<td class="nump">4,860<span></span>
</td>
<td class="nump">65,107<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet', window );">Transfers</a></td>
<td class="num">(82,650)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1', window );">Gain (loss) included in net income</a></td>
<td class="nump">8,474<span></span>
</td>
<td class="nump">4,209<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue', window );">Ending balance</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 69,316<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of gain (loss) recognized in income from asset measured at fair value on recurring basis using unobservable input (level 3).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (c)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=126976982&amp;loc=d3e19207-110258<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of purchases of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (c)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=126976982&amp;loc=d3e19207-110258<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of transfer of financial instrument classified as an asset into (out of) level 3 of the fair value hierarchy.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126976982&amp;loc=d3e19207-110258<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAssetAtFairValueAmountRollForward">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAssetAtFairValueAmountRollForward</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByAssetClassAxis=nly_InterestsInMortgageServicingRightsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByAssetClassAxis=nly_InterestsInMortgageServicingRightsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>83
<FILENAME>R65.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460860400">
<tr>
<th class="tl" colspan="2" rowspan="2"><div style="width: 200px;"><strong>VARIABLE INTEREST ENTITIES - Narrative (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="1">1 Months Ended</th>
<th class="th" colspan="3">12 Months Ended</th>
<th class="th" colspan="1"></th>
</tr>
<tr>
<th class="th"><div>Aug. 31, 2017</div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
<th class="th"><div>Mar. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritizedDebtOfConsolidatedVie', window );">Securitized debt of consolidated VIEs</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 7,744,160<span></span>
</td>
<td class="nump">$ 5,155,633<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">65,789,907<span></span>
</td>
<td class="nump">63,655,674<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GeneralAndAdministrativeExpense', window );">Costs incurred in connection with securitization</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">162,729<span></span>
</td>
<td class="nump">186,014<span></span>
</td>
<td class="nump">$ 222,195<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss', window );">Unrealized gains (losses) on debt held by third parties</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1,200,000<span></span>
</td>
<td class="num">(69,400)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount', window );">Participations issued</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">800,849<span></span>
</td>
<td class="nump">1,049,066<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_MSRSiloMember', window );">MSR Silo</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityOwnershipPercentage', window );">Variable interest entity, ownership percentage</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">100.00%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember', window );">Consolidated VIEs</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount', window );">Exposure to obligations of VIEs</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1,000,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember', window );">Consolidated VIEs | Multifamily</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_VariableInterestEntityPrincipalCuffOffBalance', window );">Cut-off date principal balance</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 500,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_VariableInterestEntityDerecognizedAssetsSecurities', window );">Derecognized securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">424,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles', window );">Derecognized securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">391,900<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainsLossesOnSalesOfAssets', window );">Net gains (losses) on disposal of investments and other</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">33,400<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember', window );">Consolidated VIEs | Multifamily | Retained Interest</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_VariableInterestEntityRetainedInterestNotionalBalance', window );">Retained interest notional balance</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 500,000<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember', window );">Consolidated VIEs | OBX Trust</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritizedDebtOfConsolidatedVie', window );">Securitized debt of consolidated VIEs</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">7,700,000<span></span>
</td>
<td class="nump">4,600,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GeneralAndAdministrativeExpense', window );">Costs incurred in connection with securitization</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">7,600<span></span>
</td>
<td class="nump">5,600<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount', window );">Contractual principal amount of debt held by third parties</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">9,000,000<span></span>
</td>
<td class="nump">4,600,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember', window );">Consolidated VIEs | OBX Trust | Consolidation, Eliminations</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Estimated fair value</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1,000,000<span></span>
</td>
<td class="nump">780,800<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember', window );">VIE, Not Primary Beneficiary | Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount', window );">Participations issued</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 800,000<span></span>
</td>
<td class="nump">$ 1,000,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr><td colspan="6"></td></tr>
<tr><td colspan="6"><table class="outerFootnotes" width="100%"><tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes $0.0 million and $44.2 million at December 31, 2022 and 2021, respectively, of agency mortgage-backed securities, $1.0 billion and $350.4 million at December 31, 2022 and 2021, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company&#8217;s Consolidated Statements of Financial Condition.</span></td>
</tr></table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Securitized Debt Of Consolidated VIE, Contractual Principal Amount</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Securitized Debt Of Consolidated VIE, Unrealized Gain (Loss)</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritizedDebtOfConsolidatedVie">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Securitized debt of consolidated VIE</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritizedDebtOfConsolidatedVie</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_VariableInterestEntityDerecognizedAssetsSecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Variable Interest Entity, Derecognized Assets, Securities</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_VariableInterestEntityDerecognizedAssetsSecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Variable Interest Entity, Derecognized Assets, Securitization Vehicles</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_VariableInterestEntityPrincipalCuffOffBalance">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Variable Interest Entity, Principal Cuff-Off Balance</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_VariableInterestEntityPrincipalCuffOffBalance</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_VariableInterestEntityRetainedInterestNotionalBalance">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Variable Interest Entity, Retained Interest Notional Balance</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_VariableInterestEntityRetainedInterestNotionalBalance</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=35711157&amp;loc=d3e42546-110969<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GainsLossesOnSalesOfAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of gain (loss) on sale or disposal of assets utilized in financial service operations.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GainsLossesOnSalesOfAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GeneralAndAdministrativeExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate total of expenses of managing and administering the affairs of an entity, including affiliates of the reporting entity, which are not directly or indirectly associated with the manufacture, sale or creation of a product or product line.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03.4)<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GeneralAndAdministrativeExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate amount of the participation liability at the end of the accounting period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=99377297&amp;loc=d3e10013-112621<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The reporting entity's maximum amount of exposure to loss as a result of its involvement with the Variable Interest Entity (VIE).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5747-111685<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -Subparagraph b<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5728-111685<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_VariableInterestEntityLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_VariableInterestEntityLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_VariableInterestEntityOwnershipPercentage">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Percentage of the Variable Interest Entity's (VIE) voting interest owned by (or beneficial interest in) the reporting entity (directly or indirectly).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 5A<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=SL6759159-111685<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_VariableInterestEntityOwnershipPercentage</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_LegalEntityAxis=nly_MSRSiloMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_LegalEntityAxis=nly_MSRSiloMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=srt_MultifamilyMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis=srt_MultifamilyMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByAssetClassAxis=us-gaap_RetainedInterestMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByAssetClassAxis=us-gaap_RetainedInterestMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_LegalEntityAxis=nly_OBXTrustMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_LegalEntityAxis=nly_OBXTrustMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_ConsolidationItemsAxis=srt_ConsolidationEliminationsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_ConsolidationItemsAxis=srt_ConsolidationEliminationsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>84
<FILENAME>R66.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789459638240">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>VARIABLE INTEREST ENTITIES - Schedule of the Fair Value of OBX Trusts Closed (Details) - OBX Trust - Consolidated VIEs - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Nov. 30, 2022</div></th>
<th class="th"><div>Sep. 30, 2022</div></th>
<th class="th"><div>Aug. 31, 2022</div></th>
<th class="th"><div>Jun. 30, 2022</div></th>
<th class="th"><div>May 31, 2022</div></th>
<th class="th"><div>Mar. 31, 2022</div></th>
<th class="th"><div>Feb. 28, 2022</div></th>
<th class="th"><div>Jan. 31, 2022</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 335,900<span></span>
</td>
<td class="nump">$ 389,334<span></span>
</td>
<td class="nump">$ 315,843<span></span>
</td>
<td class="nump">$ 439,421<span></span>
</td>
<td class="nump">$ 556,696<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-INV1</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 377,275<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-INV2</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 466,686<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-INV3</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 330,823<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-NQM4</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 457,285<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-NQM5</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">390,775<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-NQM6</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 387,913<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-J2</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 305,969<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-NQM7</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 358,931<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-NQM8</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 397,470<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-INV5</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 326,226<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_OBXTrustMember', window );">OBX 2022-NQM9</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_VariableInterestEntityLineItems', window );"><strong>Variable Interest Entity [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="nump">$ 359,380<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MortgageLoansOnRealEstate">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of investment in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 948<br> -SubTopic 310<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.12-29(Column G))<br> -URI https://asc.fasb.org/extlink&amp;oid=120402547&amp;loc=d3e617274-123014<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MortgageLoansOnRealEstate</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_VariableInterestEntityLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_VariableInterestEntityLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_LegalEntityAxis=nly_OBXTrustMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_LegalEntityAxis=nly_OBXTrustMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022INV1Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022INV1Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022INV2Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022INV2Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022INV3Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022INV3Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM4Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM4Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM5Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM5Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM6Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM6Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022J2Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022J2Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM7Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM7Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM8Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM8Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022INV5Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022INV5Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM9Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InvestmentSecondaryCategorizationAxis=nly_OBX2022NQM9Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>85
<FILENAME>R67.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789466974096">
<tr>
<th class="tl" colspan="2" rowspan="1"><div style="width: 200px;"><strong>VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashAndCashEquivalentsAtCarryingValue', window );">Cash and cash equivalents</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="nump">$ 1,576,714<span></span>
</td>
<td class="nump">$ 1,342,090<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAsset', window );">Mortgage servicing rights</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,748,209<span></span>
</td>
<td class="nump">544,562<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestInMortgageServicingRights', window );">Interests in MSR</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">69,316<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherAssets', window );">Other assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">233,003<span></span>
</td>
<td class="nump">197,683<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Total assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">81,850,712<span></span>
</td>
<td class="nump">76,764,064<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccountsPayableAndOtherAccruedLiabilities', window );">Other liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">74,269<span></span>
</td>
<td class="nump">94,423<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Liabilities', window );">Total liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">70,481,286<span></span>
</td>
<td class="nump">63,568,739<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember', window );">Consolidated VIEs</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashAndCashEquivalentsAtCarryingValue', window );">Cash and cash equivalents</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">2,200<span></span>
</td>
<td class="nump">16,200<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember', window );">Consolidated VIEs | MSR VIE</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CashAndCashEquivalentsAtCarryingValue', window );">Cash and cash equivalents</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">2,239<span></span>
</td>
<td class="nump">16,187<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageLoansOnRealEstate', window );">Loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,293<span></span>
</td>
<td class="nump">2,347<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAsset', window );">Mortgage servicing rights</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">27<span></span>
</td>
<td class="nump">7,254<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestInMortgageServicingRights', window );">Interests in MSR</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">69,316<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherAssets', window );">Other assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,238<span></span>
</td>
<td class="nump">10,406<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Assets', window );">Total assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">4,797<span></span>
</td>
<td class="nump">105,510<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccountsPayableTradeCurrentAndNoncurrent', window );">Payable for unsettled trades</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">2,152<span></span>
</td>
<td class="nump">1,911<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AccountsPayableAndOtherAccruedLiabilities', window );">Other liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,409<span></span>
</td>
<td class="nump">14,582<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_Liabilities', window );">Total liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 3,561<span></span>
</td>
<td class="nump">$ 16,493<span></span>
</td>
</tr>
<tr><td colspan="3"></td></tr>
<tr><td colspan="3"><table class="outerFootnotes" width="100%"><tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes cash of consolidated Variable Interest Entities (&#8220;VIEs&#8221;) of $2.2 million and $16.2 million at December 31, 2022 and 2021, respectively.</span></td>
</tr></table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestInMortgageServicingRights">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest In Mortgage Servicing Rights</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestInMortgageServicingRights</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccountsPayableAndOtherAccruedLiabilities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of liabilities incurred and payable to vendors for goods and services received, and accrued liabilities classified as other.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccountsPayableAndOtherAccruedLiabilities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AccountsPayableTradeCurrentAndNoncurrent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Carrying value as of the balance sheet date of obligations incurred (and for which invoices have typically been received) and payable to vendors for goods and services received that are used in an entity's business.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03.15(a))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03.15(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AccountsPayableTradeCurrentAndNoncurrent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_Assets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sum of the carrying amounts as of the balance sheet date of all assets that are recognized. Assets are probable future economic benefits obtained or controlled by an entity as a result of past transactions or events.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(11))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(12))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 7: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 9: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 14: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 25<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=116870748&amp;loc=SL6758485-165988<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(18))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_Assets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CashAndCashEquivalentsAtCarryingValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of currency on hand as well as demand deposits with banks or financial institutions. Includes other kinds of accounts that have the general characteristics of demand deposits. Also includes short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates. Excludes cash and cash equivalents within disposal group and discontinued operation.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3044-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124098289&amp;loc=d3e6676-107765<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CashAndCashEquivalentsAtCarryingValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_Liabilities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sum of the carrying amounts as of the balance sheet date of all liabilities that are recognized. Liabilities are probable future sacrifices of economic benefits arising from present obligations of an entity to transfer assets or provide services to other entities in the future.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02.19-26)<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 3: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 4: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124433192&amp;loc=SL2890621-112765<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 25<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=116870748&amp;loc=SL6758485-165988<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (bb)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=123419778&amp;loc=d3e5710-111685<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 20: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_Liabilities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LiabilitiesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LiabilitiesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MortgageLoansOnRealEstate">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of investment in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 948<br> -SubTopic 310<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.12-29(Column G))<br> -URI https://asc.fasb.org/extlink&amp;oid=120402547&amp;loc=d3e617274-123014<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MortgageLoansOnRealEstate</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of assets classified as other.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03(10))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-03(a)(10))<br> -URI https://asc.fasb.org/extlink&amp;oid=126734703&amp;loc=d3e572229-122910<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(17))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAsset">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate amount of servicing assets that are subsequently measured at fair value and servicing assets that are subsequently measured using the amortization method.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 45<br> -Paragraph 2<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=6469459&amp;loc=d3e122501-111745<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAsset</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=nly_MortgageServicingRightsSilosMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis=nly_MortgageServicingRightsSilosMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>86
<FILENAME>R68.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789466687184">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SALE OF COMMERCIAL REAL ESTATE BUSINESS - Narrative (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
<th class="th" colspan="1"></th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
<th class="th"><div>Mar. 25, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems', window );"><strong>Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainLossOnSaleOfBusiness', window );">Business divestiture-related gains (losses)</a></td>
<td class="num">$ (40,258)<span></span>
</td>
<td class="num">$ (278,559)<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis=nly_CommercialRealEstateBusinessMember', window );">CRE Business | Discontinued Operations, Disposed of by Sale</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems', window );"><strong>Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration', window );">Sale of business</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 2,330,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GoodwillImpairmentLoss', window );">Impairment of goodwill</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">71,800<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainLossOnSaleOfBusiness', window );">Business divestiture-related gains (losses)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="num">$ (262,000)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of consideration received or receivable for the disposal of assets and liabilities, including discontinued operation.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GainLossOnSaleOfBusiness">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of gain (loss) from sale and disposal of integrated set of activities and assets capable of being conducted and managed for purpose of providing return in form of dividend, lower cost, or other economic benefit to investor, owner, member and participant.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4582445-111684<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GainLossOnSaleOfBusiness</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GoodwillImpairmentLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of loss from the write-down of an asset representing the future economic benefits arising from other assets acquired in a business combination that are not individually identified and separately recognized.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 20<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=121556970&amp;loc=d3e13854-109267<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 20<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=99380562&amp;loc=d3e13777-109266<br><br>Reference 4: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 20<br> -Section 55<br> -Paragraph 24<br> -URI https://asc.fasb.org/extlink&amp;oid=122137925&amp;loc=d3e14258-109268<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (e)<br> -URI https://asc.fasb.org/extlink&amp;oid=121556970&amp;loc=d3e13816-109267<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GoodwillImpairmentLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis=nly_CommercialRealEstateBusinessMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis=nly_CommercialRealEstateBusinessMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DisposalGroupClassificationAxis=us-gaap_DiscontinuedOperationsDisposedOfBySaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DisposalGroupClassificationAxis=us-gaap_DiscontinuedOperationsDisposedOfBySaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>87
<FILENAME>R69.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789466638208">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SALE OF MIDDLE MARKET LENDING PORTFOLIO (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
<th class="th" colspan="1"></th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
<th class="th"><div>Apr. 30, 2022</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems', window );"><strong>Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainLossOnSaleOfBusiness', window );">Business divestiture-related gains (losses)</a></td>
<td class="num">$ (40,258)<span></span>
</td>
<td class="num">$ (278,559)<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DisposalGroupClassificationAxis=us-gaap_DiscontinuedOperationsDisposedOfBySaleMember', window );">Discontinued Operations, Disposed of by Sale | Middle Market Lending Portfolio</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems', window );"><strong>Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration', window );">Sale of business</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 2,400,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DisposalGroupIncludingDiscontinuedOperationLoans', window );">Loans sold</a></td>
<td class="nump">1,900,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProceedsFromDivestitureOfBusinesses', window );">Cash proceeds</a></td>
<td class="nump">1,900,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_GainLossOnSaleOfBusiness', window );">Business divestiture-related gains (losses)</a></td>
<td class="nump">$ 20,400<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DisposalGroupIncludingDiscontinuedOperationLoans">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Disposal Group, Including Discontinued Operation, Loans</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DisposalGroupIncludingDiscontinuedOperationLoans</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of consideration received or receivable for the disposal of assets and liabilities, including discontinued operation.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_GainLossOnSaleOfBusiness">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of gain (loss) from sale and disposal of integrated set of activities and assets capable of being conducted and managed for purpose of providing return in form of dividend, lower cost, or other economic benefit to investor, owner, member and participant.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4582445-111684<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_GainLossOnSaleOfBusiness</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProceedsFromDivestitureOfBusinesses">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The cash inflow associated with the amount received from the sale of a portion of the company's business, for example a segment, division, branch or other business, during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 12<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3179-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProceedsFromDivestitureOfBusinesses</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DisposalGroupClassificationAxis=us-gaap_DiscontinuedOperationsDisposedOfBySaleMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DisposalGroupClassificationAxis=us-gaap_DiscontinuedOperationsDisposedOfBySaleMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis=nly_MiddleMarketLendingPortfolioMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis=nly_MiddleMarketLendingPortfolioMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>88
<FILENAME>R70.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465556928">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS - Narrative (Details) - USD ($)<br> $ in Billions</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeInstrumentsVariationMarginonCollateral', window );">Variation margin reported as an adjustment to interest rate swaps</a></td>
<td class="num">$ (3.2)<span></span>
</td>
<td class="num">$ (0.4)<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DerivativeInstrumentsVariationMarginonCollateral">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Derivative Instruments, Variation Margin on Collateral</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DerivativeInstrumentsVariationMarginonCollateral</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>89
<FILENAME>R71.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789459434944">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativesFairValueLineItems', window );"><strong>Derivatives, Fair Value [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeAssetsAtFairValue', window );">Interest rate swaps</a></td>
<td class="nump">$ 33,006<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Total derivative assets</a></td>
<td class="nump">342,064<span></span>
</td>
<td class="nump">170,370<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue', window );">Interest rate swaps</a></td>
<td class="nump">108,724<span></span>
</td>
<td class="nump">747,036<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Total derivative liabilities</a></td>
<td class="nump">204,172<span></span>
</td>
<td class="nump">881,537<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember', window );">Futures contracts</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativesFairValueLineItems', window );"><strong>Derivatives, Fair Value [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAsset', window );">Derivative assets</a></td>
<td class="nump">33,179<span></span>
</td>
<td class="nump">9,028<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Total derivative assets</a></td>
<td class="nump">33,179<span></span>
</td>
<td class="nump">9,028<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeLiability', window );">Derivative liabilities</a></td>
<td class="nump">11,919<span></span>
</td>
<td class="nump">129,134<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Total derivative liabilities</a></td>
<td class="nump">11,919<span></span>
</td>
<td class="nump">129,134<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember', window );">Purchase commitments</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativesFairValueLineItems', window );"><strong>Derivatives, Fair Value [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAsset', window );">Derivative assets</a></td>
<td class="nump">1,832<span></span>
</td>
<td class="nump">1,779<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Total derivative assets</a></td>
<td class="nump">1,832<span></span>
</td>
<td class="nump">1,779<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeLiability', window );">Derivative liabilities</a></td>
<td class="nump">460<span></span>
</td>
<td class="nump">870<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Total derivative liabilities</a></td>
<td class="nump">460<span></span>
</td>
<td class="nump">870<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember', window );">Interest rate swaptions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativesFairValueLineItems', window );"><strong>Derivatives, Fair Value [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAsset', window );">Derivative assets</a></td>
<td class="nump">256,991<span></span>
</td>
<td class="nump">105,710<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Total derivative assets</a></td>
<td class="nump">256,991<span></span>
</td>
<td class="nump">105,710<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember', window );">TBA derivatives</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativesFairValueLineItems', window );"><strong>Derivatives, Fair Value [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAsset', window );">Derivative assets</a></td>
<td class="nump">17,056<span></span>
</td>
<td class="nump">52,693<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Total derivative assets</a></td>
<td class="nump">17,056<span></span>
</td>
<td class="nump">52,693<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeLiability', window );">Derivative liabilities</a></td>
<td class="nump">69,270<span></span>
</td>
<td class="nump">3,916<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Total derivative liabilities</a></td>
<td class="nump">69,270<span></span>
</td>
<td class="nump">3,916<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CreditRiskContractMember', window );">Credit derivatives</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativesFairValueLineItems', window );"><strong>Derivatives, Fair Value [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAsset', window );">Derivative assets</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">1,160<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Total derivative assets</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1,160<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeLiability', window );">Derivative liabilities</a></td>
<td class="nump">13,799<span></span>
</td>
<td class="nump">581<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Total derivative liabilities</a></td>
<td class="nump">13,799<span></span>
</td>
<td class="nump">581<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CreditRiskContractMember', window );">Credit derivatives | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativesFairValueLineItems', window );"><strong>Derivatives, Fair Value [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 420,000<span></span>
</td>
<td class="nump">$ 400,000<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226052-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13433-108611<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeFairValueOfDerivativeAsset">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226052-175313<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226000-175313<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4D<br> -Subparagraph (c)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=SL51823488-111719<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4B<br> -Subparagraph (a),(c)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5624163-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeFairValueOfDerivativeAsset</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeFairValueOfDerivativeLiability">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4D<br> -Subparagraph (c)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=121570589&amp;loc=SL51823488-111719<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4B<br> -Subparagraph (a),(c)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5624163-113959<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226000-175313<br><br>Reference 5: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226052-175313<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeFairValueOfDerivativeLiability</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLiabilities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13433-108611<br><br>Reference 4: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226052-175313<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLiabilities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeNotionalAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Nominal or face amount used to calculate payment on derivative.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5580258-113959<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeNotionalAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativesFairValueLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativesFairValueLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestRateDerivativeAssetsAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestRateDerivativeAssetsAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestRateDerivativeLiabilitiesAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CreditRiskContractMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CreditRiskContractMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MaximumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MaximumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>90
<FILENAME>R72.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464401904">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details) - USD ($)<br></strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 52,277,300,000<span></span>
</td>
<td class="nump">$ 45,907,300,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAveragePayRate', window );">Weighted Average Pay Rate</a></td>
<td class="nump">1.74%<span></span>
</td>
<td class="nump">0.59%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAverageReceiveRate', window );">Weighted Average Receive Rate</a></td>
<td class="nump">4.28%<span></span>
</td>
<td class="nump">0.08%<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">5 years 3 months<span></span>
</td>
<td class="text">3 years 3 months 25 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value | LIBOR</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeNonmonetaryNotionalAmountPercentage', window );">Nonmonetary notional amount, percentage</a></td>
<td class="nump">0.17<span></span>
</td>
<td class="nump">0.18<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value | Federal Funds Rate</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeNonmonetaryNotionalAmountPercentage', window );">Nonmonetary notional amount, percentage</a></td>
<td class="nump">0.23<span></span>
</td>
<td class="nump">0.53<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value | Secured Overnight Financing Rate</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeNonmonetaryNotionalAmountPercentage', window );">Nonmonetary notional amount, percentage</a></td>
<td class="nump">0.60<span></span>
</td>
<td class="nump">0.29<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value | 0 - 3 years</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeInstrumentsMinimumMaturityPeriod', window );">Minimum Maturity Period</a></td>
<td class="text">0 years<span></span>
</td>
<td class="text">0 years<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeInstrumentsMaximumMaturityPeriod', window );">Maximum Maturity Period</a></td>
<td class="text">3 years<span></span>
</td>
<td class="text">3 years<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 26,355,700,000<span></span>
</td>
<td class="nump">$ 32,709,300,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAveragePayRate', window );">Weighted Average Pay Rate</a></td>
<td class="nump">0.88%<span></span>
</td>
<td class="nump">0.25%<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAverageReceiveRate', window );">Weighted Average Receive Rate</a></td>
<td class="nump">4.33%<span></span>
</td>
<td class="nump">0.06%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">9 months<span></span>
</td>
<td class="text">1 year 1 month 6 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value | 3 - 6 years</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeInstrumentsMinimumMaturityPeriod', window );">Minimum Maturity Period</a></td>
<td class="text">3 years<span></span>
</td>
<td class="text">3 years<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeInstrumentsMaximumMaturityPeriod', window );">Maximum Maturity Period</a></td>
<td class="text">6 years<span></span>
</td>
<td class="text">6 years<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 1,120,400,000<span></span>
</td>
<td class="nump">$ 2,780,000,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAveragePayRate', window );">Weighted Average Pay Rate</a></td>
<td class="nump">2.53%<span></span>
</td>
<td class="nump">0.21%<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAverageReceiveRate', window );">Weighted Average Receive Rate</a></td>
<td class="nump">3.95%<span></span>
</td>
<td class="nump">0.07%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">4 years 25 days<span></span>
</td>
<td class="text">3 years 5 months 15 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value | 6 - 10 years</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeInstrumentsMinimumMaturityPeriod', window );">Minimum Maturity Period</a></td>
<td class="text">6 years<span></span>
</td>
<td class="text">6 years<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeInstrumentsMaximumMaturityPeriod', window );">Maximum Maturity Period</a></td>
<td class="text">10 years<span></span>
</td>
<td class="text">10 years<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 22,492,200,000<span></span>
</td>
<td class="nump">$ 9,118,000,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAveragePayRate', window );">Weighted Average Pay Rate</a></td>
<td class="nump">2.54%<span></span>
</td>
<td class="nump">1.43%<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAverageReceiveRate', window );">Weighted Average Receive Rate</a></td>
<td class="nump">4.24%<span></span>
</td>
<td class="nump">0.13%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">8 years 9 months 3 days<span></span>
</td>
<td class="text">9 years 18 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value | Greater than 10 years</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativeInstrumentsMinimumMaturityPeriod', window );">Minimum Maturity Period</a></td>
<td class="text">10 years<span></span>
</td>
<td class="text">10 years<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 2,309,000,000<span></span>
</td>
<td class="nump">$ 1,300,000,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAveragePayRate', window );">Weighted Average Pay Rate</a></td>
<td class="nump">3.49%<span></span>
</td>
<td class="nump">4.04%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwapsWeightedAverageReceiveRate', window );">Weighted Average Receive Rate</a></td>
<td class="nump">4.26%<span></span>
</td>
<td class="nump">0.11%<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">22 years 11 months 4 days<span></span>
</td>
<td class="text">18 years 8 months 12 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ForwardStartingPayFixedSwapsMember', window );">Forward Starting Pay Fixed Swaps</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DerivativeInstrumentsMaximumMaturityPeriod">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Derivative instruments maximum maturity period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DerivativeInstrumentsMaximumMaturityPeriod</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DerivativeInstrumentsMinimumMaturityPeriod">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Derivative instruments minimum maturity period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DerivativeInstrumentsMinimumMaturityPeriod</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DerivativeNonmonetaryNotionalAmountPercentage">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Derivative, Nonmonetary Notional Amount, Percentage</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DerivativeNonmonetaryNotionalAmountPercentage</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:pureItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestRateSwapsWeightedAveragePayRate">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Weighted average pay rate for interest rate swaps.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestRateSwapsWeightedAveragePayRate</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestRateSwapsWeightedAverageReceiveRate">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Weighted average receive rate for interest rate swaps.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestRateSwapsWeightedAverageReceiveRate</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeAverageRemainingMaturity1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeAverageRemainingMaturity1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeNotionalAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Nominal or face amount used to calculate payment on derivative.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5580258-113959<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeNotionalAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_VariableRateAxis=us-gaap_LondonInterbankOfferedRateLIBORMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_VariableRateAxis=us-gaap_LondonInterbankOfferedRateLIBORMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_VariableRateAxis=us-gaap_FederalFundsEffectiveSwapRateMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_VariableRateAxis=us-gaap_FederalFundsEffectiveSwapRateMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_VariableRateAxis=us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_VariableRateAxis=us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodOneMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodOneMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodTwoMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodTwoMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodThreeMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodThreeMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodFourMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodFourMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ForwardStartingPayFixedSwapsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=nly_ForwardStartingPayFixedSwapsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>91
<FILENAME>R73.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467561760">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details) - Notional - Long Positions - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=nly_InterestRateSwaptionPayMember', window );">Long pay</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Underlying Notional</a></td>
<td class="nump">$ 2,500,000<span></span>
</td>
<td class="nump">$ 4,050,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate', window );">Weighted Average Underlying Fixed Rate</a></td>
<td class="nump">2.02%<span></span>
</td>
<td class="nump">2.00%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">8 years 2 months 8 days<span></span>
</td>
<td class="text">9 years 7 months 24 days<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativePortfolioExpirationPeriod', window );">Weighted Average Months to Expiration</a></td>
<td class="text">14 years 3 months 10 days<span></span>
</td>
<td class="text">19 years 6 months<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=nly_InterestRateSwaptionReceiveMember', window );">Long receive</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Underlying Notional</a></td>
<td class="nump">$ 750,000<span></span>
</td>
<td class="nump">$ 2,000,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate', window );">Weighted Average Underlying Fixed Rate</a></td>
<td class="nump">1.57%<span></span>
</td>
<td class="nump">1.47%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">11 years 25 days<span></span>
</td>
<td class="text">10 years 11 months 12 days<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DerivativePortfolioExpirationPeriod', window );">Weighted Average Months to Expiration</a></td>
<td class="text">12 years 9 months 25 days<span></span>
</td>
<td class="text">11 years 4 months 17 days<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DerivativePortfolioExpirationPeriod">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Derivative Portfolio Expiration Period</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DerivativePortfolioExpirationPeriod</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest rate swaptions weighted average underlying pay rate.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeAverageRemainingMaturity1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeAverageRemainingMaturity1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeNotionalAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Nominal or face amount used to calculate payment on derivative.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5580258-113959<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeNotionalAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=nly_InterestRateSwaptionPayMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=nly_InterestRateSwaptionPayMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PositionAxis=us-gaap_LongMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PositionAxis=us-gaap_LongMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=nly_InterestRateSwaptionReceiveMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=nly_InterestRateSwaptionReceiveMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>92
<FILENAME>R74.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789466647696">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details) - TBA derivatives - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetNotionalAmount', window );">Notional</a></td>
<td class="nump">$ 10,545,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ToBeAnnouncedSecuritiesCost', window );">Implied Cost Basis</a></td>
<td class="nump">10,630,890<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ToBeAnnouncedSecuritiesFairMarketValue', window );">Implied Market Value</a></td>
<td class="nump">10,578,676<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeNet', window );">Net Carrying Value</a></td>
<td class="num">(52,214)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember', window );">Purchase contracts</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetNotionalAmount', window );">Notional</a></td>
<td class="nump">10,589,000<span></span>
</td>
<td class="nump">$ 20,133,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ToBeAnnouncedSecuritiesCost', window );">Implied Cost Basis</a></td>
<td class="nump">10,675,739<span></span>
</td>
<td class="nump">20,289,856<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ToBeAnnouncedSecuritiesFairMarketValue', window );">Implied Market Value</a></td>
<td class="nump">10,623,350<span></span>
</td>
<td class="nump">20,338,633<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeNet', window );">Net Carrying Value</a></td>
<td class="num">(52,389)<span></span>
</td>
<td class="nump">$ 48,777<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember', window );">Sale contracts</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilityNotionalAmount', window );">Notional</a></td>
<td class="num">(44,000)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ToBeAnnouncedSecuritiesCost', window );">Implied Cost Basis</a></td>
<td class="num">(44,849)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_ToBeAnnouncedSecuritiesFairMarketValue', window );">Implied Market Value</a></td>
<td class="num">(44,674)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeNet', window );">Net Carrying Value</a></td>
<td class="nump">$ 175<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ToBeAnnouncedSecuritiesCost">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>TBA Securities cost.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ToBeAnnouncedSecuritiesCost</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_ToBeAnnouncedSecuritiesFairMarketValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>TBA Securities fair market value.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_ToBeAnnouncedSecuritiesFairMarketValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeAssetNotionalAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Nominal or face amount used to calculate payments on the derivative asset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5580258-113959<br><br>Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeAssetNotionalAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeFairValueOfDerivativeNet">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value of the assets less the liabilities of a derivative or group of derivatives.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13433-108611<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeFairValueOfDerivativeNet</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLiabilityNotionalAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Nominal or face amount used to calculate payments on the derivative liability.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5580258-113959<br><br>Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLiabilityNotionalAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PositionAxis=us-gaap_LongMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PositionAxis=us-gaap_LongMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PositionAxis=us-gaap_ShortMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PositionAxis=us-gaap_ShortMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>93
<FILENAME>R75.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464255856">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesTwoYearMember', window );">U.S. Treasury futures - 2 year</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeTermOfContract', window );">Maturity Period</a></td>
<td class="text">2 years<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">1 year 11 months 15 days<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesTwoYearMember', window );">U.S. Treasury futures - 2 year | Notional - Long Positions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesTwoYearMember', window );">U.S. Treasury futures - 2 year | Notional - Short Positions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 8,518,400<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesFiveYearMember', window );">U.S. Treasury futures - 5 year</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeTermOfContract', window );">Maturity Period</a></td>
<td class="text">5 years<span></span>
</td>
<td class="text">5 years<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">4 years 4 months 13 days<span></span>
</td>
<td class="text">4 years 4 months 17 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesFiveYearMember', window );">U.S. Treasury futures - 5 year | Notional - Long Positions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesFiveYearMember', window );">U.S. Treasury futures - 5 year | Notional - Short Positions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 5,803,400<span></span>
</td>
<td class="nump">$ 5,644,900<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_USTreasuryFuturesTenYearMember', window );">U.S. Treasury futures - 10 year and greater</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeTermOfContract', window );">Maturity Period</a></td>
<td class="text">10 years<span></span>
</td>
<td class="text">10 years<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">8 years 1 month 24 days<span></span>
</td>
<td class="text">6 years 10 months 2 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_USTreasuryFuturesTenYearMember', window );">U.S. Treasury futures - 10 year and greater | Notional - Long Positions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_USTreasuryFuturesTenYearMember', window );">U.S. Treasury futures - 10 year and greater | Notional - Short Positions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 6,866,900<span></span>
</td>
<td class="nump">$ 9,381,000<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember', window );">Futures contracts</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">4 years 7 months 17 days<span></span>
</td>
<td class="text">4 years 7 months 6 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember', window );">Futures contracts | Notional - Long Positions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember', window );">Futures contracts | Notional - Short Positions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="nump">$ 21,188,700<span></span>
</td>
<td class="nump">$ 22,535,100<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesMember', window );">Futures | 2 Year</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeTermOfContract', window );">Maturity Period</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">2 years<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAverageRemainingMaturity1', window );">Weighted Average Years to Maturity</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">1 year 11 months 15 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesMember', window );">Futures | Notional - Long Positions | 2 Year</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesMember', window );">Futures | Notional - Short Positions | 2 Year</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeNotionalAmount', window );">Current Notional</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 7,509,200<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeAverageRemainingMaturity1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeAverageRemainingMaturity1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeNotionalAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Nominal or face amount used to calculate payment on derivative.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1B<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5580258-113959<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5579245-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeNotionalAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeTermOfContract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeTermOfContract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesTwoYearMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesTwoYearMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PositionAxis=us-gaap_LongMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PositionAxis=us-gaap_LongMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PositionAxis=us-gaap_ShortMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PositionAxis=us-gaap_ShortMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesFiveYearMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesFiveYearMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_USTreasuryFuturesTenYearMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_USTreasuryFuturesTenYearMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodFiveMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtInstrumentRedemptionPeriodAxis=nly_MaturityPeriodFiveMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>94
<FILENAME>R76.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460919920">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Gross Amounts</a></td>
<td class="nump">$ 342,064<span></span>
</td>
<td class="nump">$ 170,370<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Gross Amounts</a></td>
<td class="nump">204,172<span></span>
</td>
<td class="nump">881,537<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember', window );">Futures contracts</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Gross Amounts</a></td>
<td class="nump">33,179<span></span>
</td>
<td class="nump">9,028<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnSecurities', window );">Financial Instruments</a></td>
<td class="num">(2,414)<span></span>
</td>
<td class="num">(9,028)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnCash', window );">Cash Collateral</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">30,765<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Gross Amounts</a></td>
<td class="nump">11,919<span></span>
</td>
<td class="nump">129,134<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimSecurities', window );">Financial Instruments</a></td>
<td class="num">(2,414)<span></span>
</td>
<td class="num">(9,028)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimCash', window );">Cash Collateral</a></td>
<td class="num">(9,505)<span></span>
</td>
<td class="num">(120,106)<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember', window );">Purchase commitments</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Gross Amounts</a></td>
<td class="nump">1,832<span></span>
</td>
<td class="nump">1,779<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnSecurities', window );">Financial Instruments</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnCash', window );">Cash Collateral</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">1,832<span></span>
</td>
<td class="nump">1,779<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Gross Amounts</a></td>
<td class="nump">460<span></span>
</td>
<td class="nump">870<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimSecurities', window );">Financial Instruments</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimCash', window );">Cash Collateral</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">460<span></span>
</td>
<td class="nump">870<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember', window );">Interest rate swaps, at fair value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Gross Amounts</a></td>
<td class="nump">33,006<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnSecurities', window );">Financial Instruments</a></td>
<td class="num">(24,625)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnCash', window );">Cash Collateral</a></td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">8,381<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Gross Amounts</a></td>
<td class="nump">108,724<span></span>
</td>
<td class="nump">747,036<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimSecurities', window );">Financial Instruments</a></td>
<td class="num">(24,625)<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimCash', window );">Cash Collateral</a></td>
<td class="num">(1,251)<span></span>
</td>
<td class="num">(77,607)<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">82,848<span></span>
</td>
<td class="nump">669,429<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember', window );">Interest rate swaptions, at fair value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Gross Amounts</a></td>
<td class="nump">256,991<span></span>
</td>
<td class="nump">105,710<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnSecurities', window );">Financial Instruments</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnCash', window );">Cash Collateral</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">256,991<span></span>
</td>
<td class="nump">105,710<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember', window );">TBA derivatives, at fair value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Gross Amounts</a></td>
<td class="nump">17,056<span></span>
</td>
<td class="nump">52,693<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnSecurities', window );">Financial Instruments</a></td>
<td class="num">(16,875)<span></span>
</td>
<td class="num">(3,876)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnCash', window );">Cash Collateral</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">181<span></span>
</td>
<td class="nump">48,817<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Gross Amounts</a></td>
<td class="nump">69,270<span></span>
</td>
<td class="nump">3,916<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimSecurities', window );">Financial Instruments</a></td>
<td class="num">(16,875)<span></span>
</td>
<td class="num">(3,876)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimCash', window );">Cash Collateral</a></td>
<td class="nump">0<span></span>
</td>
<td class="num">(40)<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">52,395<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CreditRiskContractMember', window );">Credit derivatives</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Assets</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssets', window );">Gross Amounts</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">1,160<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnSecurities', window );">Financial Instruments</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="num">(516)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralObligationToReturnCash', window );">Cash Collateral</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">644<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilities', window );">Gross Amounts</a></td>
<td class="nump">13,799<span></span>
</td>
<td class="nump">581<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimSecurities', window );">Financial Instruments</a></td>
<td class="nump">0<span></span>
</td>
<td class="num">(516)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeCollateralRightToReclaimCash', window );">Cash Collateral</a></td>
<td class="num">(9,291)<span></span>
</td>
<td class="num">(65)<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral', window );">Net Amounts</a></td>
<td class="nump">$ 4,508<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226052-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13433-108611<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeAssetsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeAssetsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeCollateralObligationToReturnCash">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226038-175313<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226016-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (d)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41678-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeCollateralObligationToReturnCash</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeCollateralObligationToReturnSecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of obligation to return securities collateral under master netting arrangements that have not been offset against derivative assets.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226038-175313<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226016-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (d)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeCollateralObligationToReturnSecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeCollateralRightToReclaimCash">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226016-175313<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226038-175313<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41678-113959<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (d)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeCollateralRightToReclaimCash</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeCollateralRightToReclaimSecurities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of right to receive securities collateral under master netting arrangements that have not been offset against derivative liabilities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (d)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 20<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226038-175313<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226016-175313<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeCollateralRightToReclaimSecurities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, after effect of master netting arrangement and deduction of obligation to return financial collateral not offset and financial instrument subject to master netting arrangement not offset, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and contract can be net settled by means outside contract or delivery of asset. Includes derivative not subject to master netting arrangement or similar agreement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41678-113959<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226016-175313<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, after effect of master netting arrangement and deduction of obligation to return financial collateral not offset and financial instrument subject to master netting arrangement not offset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and contract can be net settled by means outside contract or delivery of asset. Includes derivative not subject to master netting arrangement or similar agreement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 13<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226016-175313<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=d3e41678-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLiabilities">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13433-108611<br><br>Reference 4: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226052-175313<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLiabilities</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLiabilitiesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLiabilitiesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_FutureMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CreditRiskContractMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CreditRiskContractMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>95
<FILENAME>R77.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789470468464">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS - Effect of Interest Rate Swaps on Consolidated Statements of Comprehensive Income (Loss) (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract', window );"><strong>Derivative Instruments and Hedging Activities Disclosure [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_GainLossOnRealizedInterestRateSwaps', window );">Net interest component of interest rate swaps</a></td>
<td class="nump">$ 366,161<span></span>
</td>
<td class="num">$ (276,142)<span></span>
</td>
<td class="num">$ (207,877)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_GainLossOnTerminationOfInterestRateSwaps', window );">Realized Gains (Losses) on Termination of Interest Rate Swaps (1)</a></td>
<td class="num">(266,427)<span></span>
</td>
<td class="num">(1,236,349)<span></span>
</td>
<td class="num">(1,917,628)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnrealizedGainLossOnDerivatives', window );">Unrealized gains (losses) on interest rate swaps</a></td>
<td class="nump">$ 3,480,708<span></span>
</td>
<td class="nump">$ 2,198,486<span></span>
</td>
<td class="num">$ (904,532)<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_GainLossOnRealizedInterestRateSwaps">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Realized gain (loss) included in earnings for net interest payments from interest rate swaps.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_GainLossOnRealizedInterestRateSwaps</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_GainLossOnTerminationOfInterestRateSwaps">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Gain or loss on the termination of interest rate swap agreements recognized during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_GainLossOnTerminationOfInterestRateSwaps</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnrealizedGainLossOnDerivatives">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnrealizedGainLossOnDerivatives</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>96
<FILENAME>R78.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464377792">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>DERIVATIVE INSTRUMENTS - Effect of Other Derivative Contracts on the Consolidated Statements of Operations and Comprehensive Income (Loss) (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnrealizedGainLossOnDerivatives', window );">Unrealized Gain (Loss)</a></td>
<td class="nump">$ 3,480,708<span></span>
</td>
<td class="nump">$ 2,198,486<span></span>
</td>
<td class="num">$ (904,532)<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeGainLossOnDerivativeNet', window );">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</a></td>
<td class="nump">$ 1,278,732<span></span>
</td>
<td class="nump">120,574<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration', window );">Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]</a></td>
<td class="text">Net gains (losses) on derivatives<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesMember', window );">Futures</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RealizedGainLossOnDerivatives', window );">Realized Gain (Loss)</a></td>
<td class="nump">$ 3,825,072<span></span>
</td>
<td class="nump">683,534<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnrealizedGainLossOnDerivatives', window );">Unrealized Gain (Loss)</a></td>
<td class="nump">141,366<span></span>
</td>
<td class="num">(101,199)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeGainLossOnDerivativeNet', window );">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</a></td>
<td class="nump">3,966,438<span></span>
</td>
<td class="nump">582,335<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember', window );">Purchase commitments</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RealizedGainLossOnDerivatives', window );">Realized Gain (Loss)</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnrealizedGainLossOnDerivatives', window );">Unrealized Gain (Loss)</a></td>
<td class="nump">460<span></span>
</td>
<td class="nump">860<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeGainLossOnDerivativeNet', window );">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</a></td>
<td class="nump">460<span></span>
</td>
<td class="nump">860<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember', window );">TBA derivatives</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RealizedGainLossOnDerivatives', window );">Realized Gain (Loss)</a></td>
<td class="num">(2,729,866)<span></span>
</td>
<td class="num">(354,410)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnrealizedGainLossOnDerivatives', window );">Unrealized Gain (Loss)</a></td>
<td class="num">(100,990)<span></span>
</td>
<td class="num">(47,332)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeGainLossOnDerivativeNet', window );">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</a></td>
<td class="num">(2,830,856)<span></span>
</td>
<td class="num">(401,742)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember', window );">Interest rate swaptions</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RealizedGainLossOnDerivatives', window );">Realized Gain (Loss)</a></td>
<td class="num">(43,124)<span></span>
</td>
<td class="num">(78,431)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnrealizedGainLossOnDerivatives', window );">Unrealized Gain (Loss)</a></td>
<td class="nump">195,084<span></span>
</td>
<td class="nump">2,387<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeGainLossOnDerivativeNet', window );">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</a></td>
<td class="nump">151,960<span></span>
</td>
<td class="num">(76,044)<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeInstrumentRiskAxis=nly_CreditDerivativesMember', window );">Credit derivatives</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLineItems', window );"><strong>Derivative [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RealizedGainLossOnDerivatives', window );">Realized Gain (Loss)</a></td>
<td class="nump">3,657<span></span>
</td>
<td class="nump">8,234<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnrealizedGainLossOnDerivatives', window );">Unrealized Gain (Loss)</a></td>
<td class="num">(12,927)<span></span>
</td>
<td class="nump">6,931<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeGainLossOnDerivativeNet', window );">Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments</a></td>
<td class="num">$ (9,270)<span></span>
</td>
<td class="nump">$ 15,165<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_RealizedGainLossOnDerivatives">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Realized gain (loss) on derivatives.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_RealizedGainLossOnDerivatives</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeGainLossOnDerivativeNet">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4A<br> -Subparagraph (b)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5618551-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeGainLossOnDerivativeNet</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicates line item in statement of income or comprehensive income that includes gain (loss) from derivative.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4A<br> -Subparagraph (b)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=125515794&amp;loc=SL5618551-113959<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>enum2:enumerationSetItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnrealizedGainLossOnDerivatives">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnrealizedGainLossOnDerivatives</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_UsTreasuryFuturesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_LoanPurchaseCommitmentsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=nly_ToBeAnnouncedContractsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwaptionMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeInstrumentRiskAxis=nly_CreditDerivativesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeInstrumentRiskAxis=nly_CreditDerivativesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>97
<FILENAME>R79.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789458021408">
<tr>
<th class="tl" colspan="2" rowspan="1"><div style="width: 200px;"><strong>FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="nump">$ 65,789,907<span></span>
</td>
<td class="nump">$ 63,655,674<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAmount', window );">Mortgage servicing rights</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,748,209<span></span>
</td>
<td class="nump">544,562<span></span>
</td>
<td class="nump">$ 100,895<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Derivative assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeAssetsAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">33,006<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesFairValueDisclosureAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount', window );">Participations issued</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">800,849<span></span>
</td>
<td class="nump">1,049,066<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Derivative liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">108,724<span></span>
</td>
<td class="nump">747,036<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember', window );">Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansFairValueDisclosure', window );">Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">10,931,744<span></span>
</td>
<td class="nump">7,768,507<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure', window );">Agency mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">62,274,895<span></span>
</td>
<td class="nump">60,525,605<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue', window );">Credit risk transfer securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">997,557<span></span>
</td>
<td class="nump">936,228<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAmount', window );">Mortgage servicing rights</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,748,209<span></span>
</td>
<td class="nump">544,562<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestInMortgageServicingRightsAtFairValueAmount', window );">Interests in MSR</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">69,316<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Derivative assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeAssetsAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">33,006<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure', window );">Other derivatives</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">309,058<span></span>
</td>
<td class="nump">170,370<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FinancialAssetsFairValueDisclosure', window );">Total assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">78,811,924<span></span>
</td>
<td class="nump">72,799,282<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesFairValueDisclosureAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure', window );">Debt issued by securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">7,744,160<span></span>
</td>
<td class="nump">5,155,633<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount', window );">Participations issued</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">800,849<span></span>
</td>
<td class="nump">1,049,066<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Derivative liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">108,724<span></span>
</td>
<td class="nump">747,036<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure', window );">Other derivatives</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">95,448<span></span>
</td>
<td class="nump">134,501<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialLiabilitiesFairValueDisclosure', window );">Total liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">8,749,181<span></span>
</td>
<td class="nump">7,086,236<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Asset Transferred or Pledged</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedAtFairValue', window );">Assets transferred or pledged to securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">9,121,912<span></span>
</td>
<td class="nump">6,086,308<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Non-Agency mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,991,146<span></span>
</td>
<td class="nump">1,663,336<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Commercial mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">526,309<span></span>
</td>
<td class="nump">530,505<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansFairValueDisclosure', window );">Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,809,832<span></span>
</td>
<td class="nump">2,272,072<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansWarehouseFacilityFairValueDisclosure', window );">Residential mortgage loan warehouse facility</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">980<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 1</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure', window );">Agency mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue', window );">Credit risk transfer securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAmount', window );">Mortgage servicing rights</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestInMortgageServicingRightsAtFairValueAmount', window );">Interests in MSR</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Derivative assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeAssetsAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure', window );">Other derivatives</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">33,179<span></span>
</td>
<td class="nump">9,028<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FinancialAssetsFairValueDisclosure', window );">Total assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">33,179<span></span>
</td>
<td class="nump">9,028<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesFairValueDisclosureAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure', window );">Debt issued by securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount', window );">Participations issued</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Derivative liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure', window );">Other derivatives</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">11,919<span></span>
</td>
<td class="nump">129,134<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialLiabilitiesFairValueDisclosure', window );">Total liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">11,919<span></span>
</td>
<td class="nump">129,134<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 1 | Asset Transferred or Pledged</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedAtFairValue', window );">Assets transferred or pledged to securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 1 | Non-Agency mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 1 | Commercial mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 1 | Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansFairValueDisclosure', window );">Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansWarehouseFacilityFairValueDisclosure', window );">Residential mortgage loan warehouse facility</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 2</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure', window );">Agency mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">62,274,895<span></span>
</td>
<td class="nump">60,525,605<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue', window );">Credit risk transfer securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">997,557<span></span>
</td>
<td class="nump">936,228<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAmount', window );">Mortgage servicing rights</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestInMortgageServicingRightsAtFairValueAmount', window );">Interests in MSR</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Derivative assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeAssetsAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">33,006<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure', window );">Other derivatives</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">275,879<span></span>
</td>
<td class="nump">161,342<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FinancialAssetsFairValueDisclosure', window );">Total assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">77,030,536<span></span>
</td>
<td class="nump">72,176,376<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesFairValueDisclosureAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure', window );">Debt issued by securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">7,744,160<span></span>
</td>
<td class="nump">5,155,633<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount', window );">Participations issued</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">800,849<span></span>
</td>
<td class="nump">1,049,066<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Derivative liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">108,724<span></span>
</td>
<td class="nump">747,036<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure', window );">Other derivatives</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">83,529<span></span>
</td>
<td class="nump">5,367<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialLiabilitiesFairValueDisclosure', window );">Total liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">8,737,262<span></span>
</td>
<td class="nump">6,957,102<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 2 | Asset Transferred or Pledged</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedAtFairValue', window );">Assets transferred or pledged to securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">9,121,912<span></span>
</td>
<td class="nump">6,086,308<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 2 | Non-Agency mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,991,146<span></span>
</td>
<td class="nump">1,663,336<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 2 | Commercial mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">526,309<span></span>
</td>
<td class="nump">530,505<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 2 | Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansFairValueDisclosure', window );">Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,809,832<span></span>
</td>
<td class="nump">2,272,072<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansWarehouseFacilityFairValueDisclosure', window );">Residential mortgage loan warehouse facility</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">980<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 3</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure', window );">Agency mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue', window );">Credit risk transfer securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetAtFairValueAmount', window );">Mortgage servicing rights</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,748,209<span></span>
</td>
<td class="nump">544,562<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestInMortgageServicingRightsAtFairValueAmount', window );">Interests in MSR</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">69,316<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeAssetsAbstract', window );"><strong>Derivative assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeAssetsAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure', window );">Other derivatives</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FinancialAssetsFairValueDisclosure', window );">Total assets</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">1,748,209<span></span>
</td>
<td class="nump">613,878<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LiabilitiesFairValueDisclosureAbstract', window );"><strong>Liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure', window );">Debt issued by securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount', window );">Participations issued</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DerivativeLiabilitiesAbstract', window );"><strong>Derivative liabilities</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue', window );">Interest rate swaps</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure', window );">Other derivatives</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialLiabilitiesFairValueDisclosure', window );">Total liabilities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 3 | Asset Transferred or Pledged</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedAtFairValue', window );">Assets transferred or pledged to securitization vehicles</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 3 | Non-Agency mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 3 | Commercial mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsFairValueDisclosureAbstract', window );"><strong>Assets</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue', window );">Mortgage-backed securities</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Fair Value, Measurements, Recurring | Level 3 | Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LoansPayableAbstract', window );"><strong>Loans</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansFairValueDisclosure', window );">Residential mortgage loans</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MortgageLoansWarehouseFacilityFairValueDisclosure', window );">Residential mortgage loan warehouse facility</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr><td colspan="4"></td></tr>
<tr><td colspan="4"><table class="outerFootnotes" width="100%"><tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes $0.0 million and $44.2 million at December 31, 2022 and 2021, respectively, of agency mortgage-backed securities, $1.0 billion and $350.4 million at December 31, 2022 and 2021, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company&#8217;s Consolidated Statements of Financial Condition.</span></td>
</tr></table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_FinancialAssetsFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Financial assets, fair value disclosure.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_FinancialAssetsFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestInMortgageServicingRightsAtFairValueAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest In Mortgage Servicing Rights, At Fair Value, Amount</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestInMortgageServicingRightsAtFairValueAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageLoansFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Mortgage loans fair value disclosure.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageLoansFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MortgageLoansWarehouseFacilityFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Mortgage Loans, Warehouse Facility, Fair Value Disclosure</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MortgageLoansWarehouseFacilityFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Other derivative instrument obligations meeting the definition of an asset which the Company is a party to as of the balance sheet date.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>This element represents the fair value of derivative liabilities categorized as other as of the balance sheet date.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Securitized debt of consolidated VIEs fair value disclosure.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsFairValueDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsFairValueDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeAssetsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeAssetsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DerivativeLiabilitiesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DerivativeLiabilitiesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsOwnedAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate fair value as of the balance sheet date of financial instruments and other positions owned by the entity including: (1) mortgages, mortgage-backed and asset backed securities; (2) US government and agency obligations; (3) state and municipal government obligations; (4) other sovereign government debt; (5) corporate obligations; (6) corporate equities; (7) principal investments; (8) derivative contracts; and (9) physical commodities. Includes both pledged and unpledged holdings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=35711157&amp;loc=d3e42546-110969<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsOwnedAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=35711157&amp;loc=d3e42546-110969<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsOwnedOtherAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value of firm holdings in securities classified as other. Includes pledged and unpledged holdings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=35711157&amp;loc=d3e42546-110969<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsOwnedOtherAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialLiabilitiesFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value of financial obligations, including, but not limited to, debt instruments, derivative liabilities, federal funds purchased and sold under agreements to repurchase, securities loaned or sold under agreements to repurchase, financial instruments sold not yet purchased, guarantees, line of credit, loans and notes payable, servicing liability, and trading liabilities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialLiabilitiesFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestRateDerivativeAssetsAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestRateDerivativeAssetsAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestRateDerivativeLiabilitiesAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestRateDerivativeLiabilitiesAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LiabilitiesFairValueDisclosureAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LiabilitiesFairValueDisclosureAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LoansPayableAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LoansPayableAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value of securitized, pay-through debt securities collateralized by real estate mortgage loans classified as available-for-sale.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate amount of the participation liability at the end of the accounting period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=99377297&amp;loc=d3e10013-112621<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAssetAtFairValueAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value of an asset representing net future revenue from contractually specified servicing fees, late charges, and other ancillary revenues, in excess of future costs related to servicing arrangements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 45<br> -Paragraph 2<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=6469459&amp;loc=d3e122501-111745<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=6469459&amp;loc=d3e122492-111745<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=128311188&amp;loc=d3e122625-111746<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 860<br> -SubTopic 50<br> -Section 45<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=6469459&amp;loc=d3e122501-111745<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAssetAtFairValueAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PledgedStatusAxis=nly_AssetTransferredOrPledgedMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PledgedStatusAxis=nly_AssetTransferredOrPledgedMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_CommercialMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel1Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel1Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel2Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel2Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>98
<FILENAME>R80.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789458220752">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>FAIR VALUE MEASUREMENTS - Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs (Detail) - Fair Value, Measurements, Recurring - Level 3<br></strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th">
<div>Dec. 31, 2022 </div>
<div>USD ($)</div>
</th>
<th class="th">
<div>Dec. 31, 2021 </div>
<div>USD ($)</div>
</th>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Mortgage Servicing Rights | Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FairValueInputsCostToService', window );">Cost to service</a></td>
<td class="nump">$ 86<span></span>
</td>
<td class="nump">$ 90<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Mortgage Servicing Rights | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FairValueInputsCostToService', window );">Cost to service</a></td>
<td class="nump">118<span></span>
</td>
<td class="nump">103<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Mortgage Servicing Rights | Weighted Average</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FairValueInputsCostToService', window );">Cost to service</a></td>
<td class="nump">$ 95<span></span>
</td>
<td class="nump">96<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Interests in MSR | Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FairValueInputsCostToService', window );">Cost to service</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">78<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Interests in MSR | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FairValueInputsCostToService', window );">Cost to service</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">84<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Interests in MSR | Weighted Average</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_FairValueInputsCostToService', window );">Cost to service</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 81<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Discount rate | Mortgage Servicing Rights | Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="nump">0.084<span></span>
</td>
<td class="nump">0.033<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Discount rate | Mortgage Servicing Rights | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="nump">0.107<span></span>
</td>
<td class="nump">0.111<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Discount rate | Mortgage Servicing Rights | Weighted Average</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="nump">0.097<span></span>
</td>
<td class="nump">0.070<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Discount rate | Interests in MSR | Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0.084<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Discount rate | Interests in MSR | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0.084<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Discount rate | Interests in MSR | Weighted Average</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0.084<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Prepayment rate | Mortgage Servicing Rights | Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="nump">0.048<span></span>
</td>
<td class="nump">0.073<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Prepayment rate | Mortgage Servicing Rights | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="nump">0.081<span></span>
</td>
<td class="nump">0.159<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Prepayment rate | Mortgage Servicing Rights | Weighted Average</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="nump">0.054<span></span>
</td>
<td class="nump">0.094<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Prepayment rate | Interests in MSR | Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0.050<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Prepayment rate | Interests in MSR | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0.144<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Prepayment rate | Interests in MSR | Weighted Average</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0.091<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Delinquency rate | Mortgage Servicing Rights | Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="nump">0.002<span></span>
</td>
<td class="nump">0.002<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Delinquency rate | Mortgage Servicing Rights | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="nump">0.045<span></span>
</td>
<td class="nump">0.025<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Delinquency rate | Mortgage Servicing Rights | Weighted Average</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="nump">0.013<span></span>
</td>
<td class="nump">0.012<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Delinquency rate | Interests in MSR | Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0.000<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Delinquency rate | Interests in MSR | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0.002<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember', window );">Delinquency rate | Interests in MSR | Weighted Average</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems', window );"><strong>Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ServicingAssetMeasurementInput', window );">MSR measurement inputs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0.001<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_FairValueInputsCostToService">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value inputs cost to service.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_FairValueInputsCostToService</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueOptionQuantitativeDisclosuresLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueOptionQuantitativeDisclosuresLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ServicingAssetMeasurementInput">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Value of input used to measure servicing asset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 820<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (bbb)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=126976982&amp;loc=d3e19207-110258<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ServicingAssetMeasurementInput</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:decimalItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByMeasurementFrequencyAxis=us-gaap_FairValueMeasurementsRecurringMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByAssetClassAxis=nly_MortgageServicingRightsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByAssetClassAxis=nly_MortgageServicingRightsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MinimumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MinimumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MaximumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MaximumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_WeightedAverageMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_WeightedAverageMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByAssetClassAxis=nly_InterestsInMortgageServicingRightsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByAssetClassAxis=nly_InterestsInMortgageServicingRightsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputDiscountRateMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputDiscountRateMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputPrepaymentRateMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputPrepaymentRateMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_MeasurementInputTypeAxis=nly_MeasurementInputDelinquencyRateMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_MeasurementInputTypeAxis=nly_MeasurementInputDelinquencyRateMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>99
<FILENAME>R81.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789466621168">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract', window );"><strong>Financial liabilities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherSecuredFinancings', window );">Other secured financing</a></td>
<td class="nump">$ 250,000<span></span>
</td>
<td class="nump">$ 903,255<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementBasisAxis=us-gaap_CarryingReportedAmountFairValueDisclosureMember', window );">Carrying Value | Level 3</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract', window );"><strong>Financial assets</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue', window );">Corporate debt, held for investment</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">1,968,991<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementBasisAxis=us-gaap_CarryingReportedAmountFairValueDisclosureMember', window );">Carrying Value | Level 2</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract', window );"><strong>Financial liabilities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure', window );">Repurchase agreements</a></td>
<td class="nump">59,512,597<span></span>
</td>
<td class="nump">54,769,643<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherSecuredFinancings', window );">Other secured financing</a></td>
<td class="nump">250,000<span></span>
</td>
<td class="nump">903,255<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementBasisAxis=us-gaap_EstimateOfFairValueFairValueDisclosureMember', window );">Fair Value | Level 3</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract', window );"><strong>Financial assets</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue', window );">Corporate debt, held for investment</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">1,986,379<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FairValueByMeasurementBasisAxis=us-gaap_EstimateOfFairValueFairValueDisclosureMember', window );">Fair Value | Level 2</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract', window );"><strong>Financial liabilities</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure', window );">Repurchase agreements</a></td>
<td class="nump">59,512,597<span></span>
</td>
<td class="nump">54,769,643<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherSecuredFinancings', window );">Other secured financing</a></td>
<td class="nump">$ 250,000<span></span>
</td>
<td class="nump">$ 903,255<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value of firm holdings in corporate fixed income securities. Includes pledged and unpledged holdings.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 940<br> -SubTopic 320<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=35711157&amp;loc=d3e42546-110969<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherSecuredFinancings">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Secured financing other than securities sold under agreements to repurchase and securities loaned.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 15<br> -Paragraph 83<br> -URI https://asc.fasb.org/extlink&amp;oid=126929950&amp;loc=d3e34841-113949<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherSecuredFinancings</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Fair value portion of securities that an entity sells and agrees to repurchase at a specified date for a specified price.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=123594938&amp;loc=d3e13433-108611<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByMeasurementBasisAxis=us-gaap_CarryingReportedAmountFairValueDisclosureMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByMeasurementBasisAxis=us-gaap_CarryingReportedAmountFairValueDisclosureMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel2Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel2Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FairValueByMeasurementBasisAxis=us-gaap_EstimateOfFairValueFairValueDisclosureMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FairValueByMeasurementBasisAxis=us-gaap_EstimateOfFairValueFairValueDisclosureMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>100
<FILENAME>R82.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789548912800">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>GOODWILL AND INTANGIBLE ASSETS - Narrative (Details)<br> $ in Millions</strong></div></th>
<th class="th">
<div>Jun. 30, 2020 </div>
<div>USD ($)</div>
</th>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis=us-gaap_EmploymentContractsMember', window );">Assembled workforce</a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FiniteLivedIntangibleAssetsLineItems', window );"><strong>Finite-Lived Intangible Assets [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinitelivedIntangibleAssetsAcquired1', window );">Intangible assets acquired</a></td>
<td class="nump">$ 41.2<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FiniteLivedIntangibleAssetsLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FiniteLivedIntangibleAssetsLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinitelivedIntangibleAssetsAcquired1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of increase in assets, excluding financial assets, lacking physical substance with a definite life, from an acquisition.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=66006027&amp;loc=d3e16265-109275<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinitelivedIntangibleAssetsAcquired1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis=us-gaap_EmploymentContractsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis=us-gaap_EmploymentContractsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>101
<FILENAME>R83.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789470168960">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>GOODWILL AND INTANGIBLE ASSETS - Summary of Indefinite and Finite-Lived Intangible Assets (Details)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th">
<div>Dec. 31, 2022 </div>
<div>USD ($)</div>
</th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FiniteLivedIntangibleAssetsRollForward', window );"><strong>Intangible Assets, net</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IntangibleAssetsNetExcludingGoodwill', window );">Beginning balance January 1, 2022</a></td>
<td class="nump">$ 24,241<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ImpairmentOfIntangibleAssetsFinitelived', window );">Impairment</a></td>
<td class="num">(4,157)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AmortizationOfIntangibleAssets', window );">Less: amortization expense</a></td>
<td class="num">(3,405)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IntangibleAssetsNetExcludingGoodwill', window );">Ending balance December 31, 2022</a></td>
<td class="nump">$ 16,679<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration', window );">Impairment, Intangible Asset, Finite-Lived, Statement of Income or Comprehensive Income [Extensible Enumeration]</a></td>
<td class="text">Business divestiture-related gains (losses)<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AmortizationOfIntangibleAssets">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate expense charged against earnings to allocate the cost of intangible assets (nonphysical assets not used in production) in a systematic and rational manner to the periods expected to benefit from such assets. As a noncash expense, this element is added back to net income when calculating cash provided by or used in operations using the indirect method.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=66006027&amp;loc=d3e16323-109275<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=6388964&amp;loc=d3e16225-109274<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AmortizationOfIntangibleAssets</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FiniteLivedIntangibleAssetsRollForward">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FiniteLivedIntangibleAssetsRollForward</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicates line item in statement of income or comprehensive income that includes impairment of finite-lived intangible asset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=66006027&amp;loc=d3e16373-109275<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>enum2:enumerationSetItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ImpairmentOfIntangibleAssetsFinitelived">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of impairment loss recognized in the period resulting from the write-down of the carrying amount of a finite-lived intangible asset to fair value.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=66006027&amp;loc=d3e16373-109275<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ImpairmentOfIntangibleAssetsFinitelived</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IntangibleAssetsNetExcludingGoodwill">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sum of the carrying amounts of all intangible assets, excluding goodwill, as of the balance sheet date, net of accumulated amortization and impairment charges.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 50<br> -Paragraph 2<br> -Subparagraph ((a)(1),(b))<br> -URI https://asc.fasb.org/extlink&amp;oid=66006027&amp;loc=d3e16323-109275<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 350<br> -SubTopic 30<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=6388964&amp;loc=d3e16212-109274<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IntangibleAssetsNetExcludingGoodwill</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>102
<FILENAME>R84.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789457952352">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>SECURED FINANCING - Narrative (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 59,512,597<span></span>
</td>
<td class="nump">$ 54,769,643<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1', window );">Repurchase agreements - weighted average remaining maturities</a></td>
<td class="text">27 days<span></span>
</td>
<td class="text">52 days<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements', window );">Repurchase agreement amount</a></td>
<td class="nump">$ 1,800,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable', window );">Remaining capacity of repurchase agreement</a></td>
<td class="nump">1,100,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OtherSecuredFinancings', window );">Other secured financing</a></td>
<td class="nump">$ 250,000<span></span>
</td>
<td class="nump">$ 903,255<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtWeightedAverageInterestRate', window );">Debt weighted average interest rate</a></td>
<td class="nump">7.07%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue', window );">Secured financings and interest rate swaps - collateral held, estimated fair value</a></td>
<td class="nump">$ 62,200,000<span></span>
</td>
<td class="nump">59,200,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RepurchaseAgreementsAccruedInterest', window );">Secured financings and interest rate swaps - collateral held, accrued interest</a></td>
<td class="nump">$ 226,400<span></span>
</td>
<td class="nump">$ 160,800<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_RangeAxis=srt_MinimumMember', window );">Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtInstrumentMaturity', window );">Debt Instrument, Maturity</a></td>
<td class="text">1 year<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_RangeAxis=srt_MaximumMember', window );">Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_DebtInstrumentMaturity', window );">Debt Instrument, Maturity</a></td>
<td class="text">3 years<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtInstrumentAxis=nly_MortgageServicingRightsCommittedCreditFacilityMember', window );">Mortgage Servicing Rights Committed Credit Facility | Line of Credit</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity', window );">Credit facility, maximum borrowing capacity</a></td>
<td class="nump">$ 500,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The fair value as of the balance sheet date of securities pledged as collateral that an institution holds on behalf of repurchase agreements, after giving effect for interest rate swaps.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_DebtInstrumentMaturity">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Debt Instrument, Maturity</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_DebtInstrumentMaturity</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_RepurchaseAgreementsAccruedInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The accrued interest as of the balance sheet date of securities pledged as collateral that an institution holds on behalf of repurchase agreements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_RepurchaseAgreementsAccruedInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Securities Sold under Agreements to Repurchase, Commitments Available</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Securities Sold under Agreements to Repurchase, Maximum Available Under Counterparty Arrangements</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtWeightedAverageInterestRate">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Weighted average interest rate of debt outstanding.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtWeightedAverageInterestRate</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Maximum borrowing capacity under the credit facility without consideration of any current restrictions on the amount that could be borrowed or the amounts currently outstanding under the facility.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02.19(b),22(b))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OtherSecuredFinancings">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Secured financing other than securities sold under agreements to repurchase and securities loaned.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 10<br> -Section 15<br> -Paragraph 83<br> -URI https://asc.fasb.org/extlink&amp;oid=126929950&amp;loc=d3e34841-113949<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OtherSecuredFinancings</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Weighted average maturity (weighted by amount of the agreement) of repurchase agreements with the counterparty, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(m)(1)(iii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(m)(1)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03.13(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SecuritiesSoldUnderAgreementsToRepurchase</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MinimumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MinimumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MaximumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MaximumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtInstrumentAxis=nly_MortgageServicingRightsCommittedCreditFacilityMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtInstrumentAxis=nly_MortgageServicingRightsCommittedCreditFacilityMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LongtermDebtTypeAxis=us-gaap_LineOfCreditMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LongtermDebtTypeAxis=us-gaap_LineOfCreditMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>103
<FILENAME>R85.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460204800">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 59,512,597<span></span>
</td>
<td class="nump">$ 54,769,643<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RepurchaseAgreementsWeightedAverageRates', window );">Weighted Average Rate&#160;&#160;</a></td>
<td class="nump">4.29%<span></span>
</td>
<td class="nump">0.17%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_CreditRiskTransferSecuritiesMember', window );">CRTs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 468,695<span></span>
</td>
<td class="nump">$ 176,450<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_NonAgencyMbsMember', window );">Non-Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">2,013,261<span></span>
</td>
<td class="nump">977,366<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansMember', window );">Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">718,600<span></span>
</td>
<td class="nump">505,001<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember', window );">Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">55,855,293<span></span>
</td>
<td class="nump">52,724,923<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_CommercialMortgageBackedSecuritiesMember', window );">Commercial mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">456,748<span></span>
</td>
<td class="nump">385,903<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember', window );">1 day</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RepurchaseAgreementsWeightedAverageRates', window );">Weighted Average Rate&#160;&#160;</a></td>
<td class="nump">0.00%<span></span>
</td>
<td class="nump">0.00%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember', window );">1 day | CRTs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember', window );">1 day | Non-Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember', window );">1 day | Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember', window );">1 day | Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember', window );">1 day | Commercial mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember', window );">2 to 29 days</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 31,426,193<span></span>
</td>
<td class="nump">$ 27,013,474<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RepurchaseAgreementsWeightedAverageRates', window );">Weighted Average Rate&#160;&#160;</a></td>
<td class="nump">4.27%<span></span>
</td>
<td class="nump">0.14%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember', window );">2 to 29 days | CRTs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 193,069<span></span>
</td>
<td class="nump">$ 133,525<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember', window );">2 to 29 days | Non-Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">524,432<span></span>
</td>
<td class="nump">246,707<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember', window );">2 to 29 days | Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">200,931<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember', window );">2 to 29 days | Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">30,244,050<span></span>
</td>
<td class="nump">26,435,408<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember', window );">2 to 29 days | Commercial mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">263,711<span></span>
</td>
<td class="nump">197,834<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember', window );">30 to 59 days</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 22,107,566<span></span>
</td>
<td class="nump">$ 10,212,453<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RepurchaseAgreementsWeightedAverageRates', window );">Weighted Average Rate&#160;&#160;</a></td>
<td class="nump">4.18%<span></span>
</td>
<td class="nump">0.19%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember', window );">30 to 59 days | CRTs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 149,733<span></span>
</td>
<td class="nump">$ 38,854<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember', window );">30 to 59 days | Non-Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">632,673<span></span>
</td>
<td class="nump">270,377<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember', window );">30 to 59 days | Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">159,350<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember', window );">30 to 59 days | Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">21,200,770<span></span>
</td>
<td class="nump">9,743,872<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember', window );">30 to 59 days | Commercial mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">124,390<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember', window );">60 to 89 days</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 5,262,025<span></span>
</td>
<td class="nump">$ 6,377,347<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RepurchaseAgreementsWeightedAverageRates', window );">Weighted Average Rate&#160;&#160;</a></td>
<td class="nump">4.59%<span></span>
</td>
<td class="nump">0.17%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember', window );">60 to 89 days | CRTs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 4,071<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember', window );">60 to 89 days | Non-Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">782,905<span></span>
</td>
<td class="nump">351,426<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember', window );">60 to 89 days | Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember', window );">60 to 89 days | Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">4,410,473<span></span>
</td>
<td class="nump">6,021,850<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember', window );">60 to 89 days | Commercial mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">68,647<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember', window );">90 to 119 days</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 367,800<span></span>
</td>
<td class="nump">$ 4,824,918<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RepurchaseAgreementsWeightedAverageRates', window );">Weighted Average Rate&#160;&#160;</a></td>
<td class="nump">5.82%<span></span>
</td>
<td class="nump">0.15%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember', window );">90 to 119 days | CRTs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 125,893<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember', window );">90 to 119 days | Non-Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">73,251<span></span>
</td>
<td class="nump">12,573<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember', window );">90 to 119 days | Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">168,656<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember', window );">90 to 119 days | Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">4,812,345<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember', window );">90 to 119 days | Commercial mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember', window );">Over 119 days</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 349,013<span></span>
</td>
<td class="nump">$ 6,341,451<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_RepurchaseAgreementsWeightedAverageRates', window );">Weighted Average Rate&#160;&#160;</a></td>
<td class="nump">6.37%<span></span>
</td>
<td class="nump">0.27%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember', window );">Over 119 days | CRTs</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember', window );">Over 119 days | Non-Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">96,283<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember', window );">Over 119 days | Residential mortgage loans</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">349,013<span></span>
</td>
<td class="nump">345,651<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember', window );">Over 119 days | Agency Mortgage-Backed Securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">5,711,448<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember', window );">Over 119 days | Commercial mortgage-backed securities</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems', window );"><strong>Repurchase Agreements:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Repurchase agreements</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 188,069<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_RepurchaseAgreementsWeightedAverageRates">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Weighted average rate of repurchase agreements.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_RepurchaseAgreementsWeightedAverageRates</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(m)(1)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03.13(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SecuritiesSoldUnderAgreementsToRepurchase</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_CreditRiskTransferSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_CreditRiskTransferSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_NonAgencyMbsMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_NonAgencyMbsMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=nly_ResidentialMortgageLoansMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnderlyingAssetClassAxis=nly_AgencyMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_UnderlyingAssetClassAxis=us-gaap_CommercialMortgageBackedSecuritiesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_UnderlyingAssetClassAxis=us-gaap_CommercialMortgageBackedSecuritiesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=us-gaap_MaturityOvernightMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity2To29DaysMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity30To59DaysMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity60To89DaysMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_Maturity90To119DaysMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis=nly_MaturityOver119DaysMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>104
<FILENAME>R86.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789469876720">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>SECURED FINANCING - Summary of Gross Amounts, Amounts Offset and Net Amounts of Repurchase Agreement and Reverse Repurchase Agreement (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract', window );"><strong>Reverse Repurchase Agreements</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts', window );">Gross amounts</a></td>
<td class="nump">$ 0<span></span>
</td>
<td class="nump">$ 0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset', window );">Amounts offset</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesForReverseRepurchaseAgreements', window );">Netted amounts</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DisclosureOfRepurchaseAgreementsAbstract', window );"><strong>Repurchase Agreements</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts', window );">Gross amounts</a></td>
<td class="nump">59,512,597<span></span>
</td>
<td class="nump">54,769,643<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset', window );">Amounts offset</a></td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase', window );">Netted amounts</a></td>
<td class="nump">$ 59,512,597<span></span>
</td>
<td class="nump">$ 54,769,643<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amounts offset in reverse repurchase agreements during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The gross amounts of securities purchased to be resold in reverse repurchase transactions during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amounts offset in repurchase agreement during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The gross amounts repurchase agreements during the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DisclosureOfRepurchaseAgreementsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DisclosureOfRepurchaseAgreementsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SecuritiesForReverseRepurchaseAgreements">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The carrying value of securities purchased to be resold in reverse repurchase transactions as of the balance sheet date.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SecuritiesForReverseRepurchaseAgreements</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(m)(1)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=99393222&amp;loc=SL20226008-175313<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(m)(1)(ii)(A)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=51824906&amp;loc=SL20225862-175312<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 210<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-03.13(1))<br> -URI https://asc.fasb.org/extlink&amp;oid=126897435&amp;loc=d3e534808-122878<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SecuritiesSoldUnderAgreementsToRepurchase</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>105
<FILENAME>R87.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460713024">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>CAPITAL STOCK - Schedule of Common Stock (Details) - $ / shares<br></strong></div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Sep. 08, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EquityAbstract', window );"><strong>Equity [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockSharesAuthorized', window );">Common Stock, shares authorized (in shares)</a></td>
<td class="nump">2,936,500,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">2,936,500,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockSharesIssued', window );">Common Stock, shares issued (in shares)</a></td>
<td class="nump">468,309,810<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">364,934,065<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockSharesOutstanding', window );">Common Stock, shares outstanding (in shares)</a></td>
<td class="nump">468,309,810<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">364,934,065<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockParOrStatedValuePerShare', window );">Common stock, par value (in dollars per share)</a></td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="nump">$ 0.01<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockParOrStatedValuePerShare">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Face amount or stated value per share of common stock.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockParOrStatedValuePerShare</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockSharesAuthorized">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The maximum number of common shares permitted to be issued by an entity's charter and bylaws.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockSharesAuthorized</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockSharesIssued">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Total number of common shares of an entity that have been sold or granted to shareholders (includes common shares that were issued, repurchased and remain in the treasury). These shares represent capital invested by the firm's shareholders and owners, and may be all or only a portion of the number of shares authorized. Shares issued include shares outstanding and shares held in the treasury.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockSharesIssued</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockSharesOutstanding">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Number of shares of common stock outstanding. Common stock represent the ownership interest in a corporation.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21463-112644<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockSharesOutstanding</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EquityAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EquityAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>106
<FILENAME>R88.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789468078912">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>CAPITAL STOCK - Narrative (Details) - USD ($)<br></strong></div></th>
<th class="th" colspan="1"></th>
<th class="th" colspan="1"></th>
<th class="th" colspan="1">3 Months Ended</th>
<th class="th" colspan="2">12 Months Ended</th>
<th class="th" colspan="1"></th>
<th class="th" colspan="1"></th>
</tr>
<tr>
<th class="th"><div>Nov. 03, 2022</div></th>
<th class="th"><div>Aug. 06, 2020</div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Jan. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_TreasuryStockSharesAcquired', window );">Shares repurchased (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="nump">0<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod', window );">Sale of stock, option to purchase additional shares, period</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">30 days<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockParOrStatedValuePerShare', window );">Preferred Stock, par value (in dollars per share)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockRedemptionPricePerShare', window );">Preferred stock, redemption price (in dollars per share)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 25.00<span></span>
</td>
<td class="nump">$ 25.00<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=us-gaap_PreferredStockMember', window );">Preferred stock</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchaseProgramAuthorizedAmount1', window );">Authorized amount of stock available for repurchase (up to)</a></td>
<td class="nump">$ 1,600,000,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased', window );">Stock repurchase program, number of shares authorized to be repurchased (in shares)</a></td>
<td class="nump">63,500,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesFPreferredStockMember', window );">Series F Preferred Stock [Member]</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockParOrStatedValuePerShare', window );">Preferred Stock, par value (in dollars per share)</a></td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased', window );">Stock repurchase program, number of shares authorized to be repurchased (in shares)</a></td>
<td class="nump">28,800,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendRatePercentage', window );">Preferred stock dividend rate, percentage</a></td>
<td class="nump">6.95%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">6.95%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesGPreferredStockMember', window );">6.50% Series G Cumulative Redeemable Preferred Stock</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockParOrStatedValuePerShare', window );">Preferred Stock, par value (in dollars per share)</a></td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased', window );">Stock repurchase program, number of shares authorized to be repurchased (in shares)</a></td>
<td class="nump">17,000,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendRatePercentage', window );">Preferred stock dividend rate, percentage</a></td>
<td class="nump">6.50%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">6.50%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=nly_SeriesIPreferredStockMember', window );">Series I</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockParOrStatedValuePerShare', window );">Preferred Stock, par value (in dollars per share)</a></td>
<td class="nump">$ 0.01<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased', window );">Stock repurchase program, number of shares authorized to be repurchased (in shares)</a></td>
<td class="nump">17,700,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendRatePercentage', window );">Preferred stock dividend rate, percentage</a></td>
<td class="nump">6.75%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">6.75%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsidiarySaleOfStockAxis=nly_PublicOfferingMember', window );">Public Offering</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction', window );">Sale of stock, shares issued (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">50,000,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SaleOfStockConsiderationReceivedOnTransaction', window );">Proceeds from sale of stock</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 1,310,000,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsidiarySaleOfStockAxis=nly_PublicOfferingAdditionalSharePurchaseOptionMember', window );">Public Offering Additional Share Purchase Option</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction', window );">Sale of stock, shares issued (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">3,750,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SaleOfStockConsiderationReceivedOnTransaction', window );">Proceeds from sale of stock</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 196,500,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsidiarySaleOfStockAxis=nly_AtthemarketSaleProgramMember', window );">At-the-market Sale Program</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction', window );">Sale of stock, shares issued (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">45,700,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">15,200,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SaleOfStockConsiderationReceivedOnTransaction', window );">Proceeds from sale of stock</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 1,100,000,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 552,400,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_SaleofStockOfferingPrice', window );">Aggregate stock offering price</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 1,500,000,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ShareRepurchaseProgramAxis=nly_A20192020ShareRepurchaseProgramMember', window );">2019 - 2020 Share Repurchase Program</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchaseProgramAuthorizedAmount1', window );">Authorized amount of stock available for repurchase (up to)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 1,500,000,000<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ShareRepurchaseProgramAxis=nly_A2021ShareRepurchaseProgramMember', window );">2021 Share Repurchase Program</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StockRepurchaseProgramAuthorizedAmount1', window );">Authorized amount of stock available for repurchase (up to)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 1,500,000,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sale Of Stock, Option To Purchase Additional Shares, Period</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_SaleofStockOfferingPrice">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Sale of Stock, Offering Price</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_SaleofStockOfferingPrice</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ClassOfStockLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ClassOfStockLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockDividendRatePercentage">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The percentage rate used to calculate dividend payments on preferred stock.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockDividendRatePercentage</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockParOrStatedValuePerShare">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Face amount or stated value per share of preferred stock nonredeemable or redeemable solely at the option of the issuer.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockParOrStatedValuePerShare</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockRedemptionPricePerShare">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The price per share at which the preferred stock of an entity that has priority over common stock in the distribution of dividends and in the event of liquidation of the entity is redeemed or may be called at. The redemption features of this preferred stock are solely within the control of the issuer.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 5<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21488-112644<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21475-112644<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21564-112644<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockRedemptionPricePerShare</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SaleOfStockConsiderationReceivedOnTransaction">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Cash received on stock transaction after deduction of issuance costs.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SaleOfStockConsiderationReceivedOnTransaction</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The number of shares issued or sold by the subsidiary or equity method investee per stock transaction.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockRepurchaseProgramAuthorizedAmount1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of stock repurchase plan authorized.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockRepurchaseProgramAuthorizedAmount1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The number of shares authorized to be repurchased by an entity's Board of Directors under a stock repurchase plan.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_TreasuryStockSharesAcquired">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Number of shares that have been repurchased during the period and are being held in treasury.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=d3e21463-112644<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br><br>Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(29))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_TreasuryStockSharesAcquired</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=us-gaap_PreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=us-gaap_PreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesFPreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=us-gaap_SeriesFPreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesGPreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=us-gaap_SeriesGPreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=nly_SeriesIPreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=nly_SeriesIPreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SubsidiarySaleOfStockAxis=nly_PublicOfferingMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SubsidiarySaleOfStockAxis=nly_PublicOfferingMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SubsidiarySaleOfStockAxis=nly_PublicOfferingAdditionalSharePurchaseOptionMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SubsidiarySaleOfStockAxis=nly_PublicOfferingAdditionalSharePurchaseOptionMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SubsidiarySaleOfStockAxis=nly_AtthemarketSaleProgramMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SubsidiarySaleOfStockAxis=nly_AtthemarketSaleProgramMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ShareRepurchaseProgramAxis=nly_A20192020ShareRepurchaseProgramMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ShareRepurchaseProgramAxis=nly_A20192020ShareRepurchaseProgramMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ShareRepurchaseProgramAxis=nly_A2021ShareRepurchaseProgramMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ShareRepurchaseProgramAxis=nly_A2021ShareRepurchaseProgramMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>107
<FILENAME>R89.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789459674640">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>CAPITAL STOCK - Schedule of Preferred Stock (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="1"></th>
<th class="th" colspan="1">12 Months Ended</th>
<th class="th" colspan="1"></th>
</tr>
<tr>
<th class="th"><div>Nov. 03, 2022</div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesAuthorized', window );">Shares authorized (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">63,500,000<span></span>
</td>
<td class="nump">63,500,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesIssued', window );">Shares issued (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">63,500,000<span></span>
</td>
<td class="nump">63,500,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesOutstanding', window );">Shares outstanding (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">63,500,000<span></span>
</td>
<td class="nump">63,500,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockValue', window );">Carrying Value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 1,536,569<span></span>
</td>
<td class="nump">$ 1,536,569<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesFPreferredStockMember', window );">Series F</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesAuthorized', window );">Shares authorized (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">28,800,000<span></span>
</td>
<td class="nump">28,800,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesIssued', window );">Shares issued (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">28,800,000<span></span>
</td>
<td class="nump">28,800,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesOutstanding', window );">Shares outstanding (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">28,800,000<span></span>
</td>
<td class="nump">28,800,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockValue', window );">Carrying Value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 696,910<span></span>
</td>
<td class="nump">$ 696,910<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendRatePercentage', window );">Contractual Rate</a></td>
<td class="nump">6.95%<span></span>
</td>
<td class="nump">6.95%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PreferredStockDividendRatePercentageBasisSpread', window );">Floating Annual Rate</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">4.993%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesGPreferredStockMember', window );">Series G</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesAuthorized', window );">Shares authorized (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">17,000,000<span></span>
</td>
<td class="nump">17,000,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesIssued', window );">Shares issued (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">17,000,000<span></span>
</td>
<td class="nump">17,000,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesOutstanding', window );">Shares outstanding (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">17,000,000<span></span>
</td>
<td class="nump">17,000,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockValue', window );">Carrying Value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 411,335<span></span>
</td>
<td class="nump">$ 411,335<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendRatePercentage', window );">Contractual Rate</a></td>
<td class="nump">6.50%<span></span>
</td>
<td class="nump">6.50%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PreferredStockDividendRatePercentageBasisSpread', window );">Floating Annual Rate</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">4.172%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=nly_SeriesIPreferredStockMember', window );">Series I</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ClassOfStockLineItems', window );"><strong>Class of Stock [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesAuthorized', window );">Shares authorized (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">17,700,000<span></span>
</td>
<td class="nump">17,700,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesIssued', window );">Shares issued (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">17,700,000<span></span>
</td>
<td class="nump">17,700,000<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockSharesOutstanding', window );">Shares outstanding (in shares)</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">17,700,000<span></span>
</td>
<td class="nump">17,700,000<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockValue', window );">Carrying Value</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 428,324<span></span>
</td>
<td class="nump">$ 428,324<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendRatePercentage', window );">Contractual Rate</a></td>
<td class="nump">6.75%<span></span>
</td>
<td class="nump">6.75%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PreferredStockDividendRatePercentageBasisSpread', window );">Floating Annual Rate</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">4.989%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PreferredStockDividendRatePercentageBasisSpread">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Preferred Stock, Dividend Rate, Percentage, Basis Spread</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PreferredStockDividendRatePercentageBasisSpread</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ClassOfStockLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ClassOfStockLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockDividendRatePercentage">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The percentage rate used to calculate dividend payments on preferred stock.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockDividendRatePercentage</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockSharesAuthorized">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The maximum number of nonredeemable preferred shares (or preferred stock redeemable solely at the option of the issuer) permitted to be issued by an entity's charter and bylaws.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockSharesAuthorized</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockSharesIssued">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Total number of nonredeemable preferred shares (or preferred stock redeemable solely at the option of the issuer) issued to shareholders (includes related preferred shares that were issued, repurchased, and remain in the treasury). May be all or portion of the number of preferred shares authorized. Excludes preferred shares that are classified as debt.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section 50<br> -Paragraph 13<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126973232&amp;loc=SL123496158-112644<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockSharesIssued</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockSharesOutstanding">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate share number for all nonredeemable preferred stock (or preferred stock redeemable solely at the option of the issuer) held by stockholders. Does not include preferred shares that have been repurchased.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockSharesOutstanding</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate par or stated value of issued nonredeemable preferred stock (or preferred stock redeemable solely at the option of the issuer). This item includes treasury stock repurchased by the entity. Note: elements for number of nonredeemable preferred shares, par value and other disclosure concepts are in another section within stockholders' equity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02(28))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 852<br> -SubTopic 10<br> -Section 55<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=84165509&amp;loc=d3e56426-112766<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesFPreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=us-gaap_SeriesFPreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesGPreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=us-gaap_SeriesGPreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=nly_SeriesIPreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=nly_SeriesIPreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>108
<FILENAME>R90.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789457952736">
<tr>
<th class="tl" colspan="2" rowspan="2"><div style="width: 200px;"><strong>CAPITAL STOCK - Summary of Dividend Distribution Activity (Details) - USD ($)<br> $ / shares in Units, $ in Thousands</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPayableLineItems', window );"><strong>Dividends Payable [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsCommonStockCash', window );">Dividends and dividend equivalents declared on common stock and share-based awards</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="nump">$ 1,504,353<span></span>
</td>
<td class="nump">$ 1,268,558<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockDividendsPerShareDeclared', window );">Distributions declared per common share (in dollars per share)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 3.52<span></span>
</td>
<td class="nump">$ 3.52<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentsOfDividendsCommonStock', window );">Distributions paid to common stockholders after period end</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 412,113<span></span>
</td>
<td class="nump">$ 321,142<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_CommonStockDividendsPerShareCashPaid', window );">Distributions paid per common share after period end (in dollars per share)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 0.88<span></span>
</td>
<td class="nump">$ 0.88<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_CommonStockDividendsTaxableOrdinaryIncomePercent', window );">Common stock, dividends, taxable ordinary income, percent</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">86.50%<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_CommonStockDividendsTaxableReturnOfCapitalPercent', window );">Common stock, dividends, taxable return of capital, percent</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">13.50%<span></span>
</td>
<td class="nump">100.00%<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_CommonStockDividendsPerShareTaxable', window );">Common stock dividends taxable (in dollars per share)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 3.52<span></span>
</td>
<td class="nump">$ 3.49<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent', window );">Preferred stock, dividends, taxable ordinary income, percent</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">100.00%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent', window );">Preferred stock, dividends, taxable return of capital, percent</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">100.00%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesFPreferredStockMember', window );">Series F</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPayableLineItems', window );"><strong>Dividends Payable [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPreferredStockCash', window );">Preferred dividends declared</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 53,131<span></span>
</td>
<td class="nump">$ 50,040<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendsPerShareDeclared', window );">Preferred series dividends declared (in dollars per share)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 1.845<span></span>
</td>
<td class="nump">$ 1.738<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesGPreferredStockMember', window );">Series G</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPayableLineItems', window );"><strong>Dividends Payable [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPreferredStockCash', window );">Preferred dividends declared</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 27,624<span></span>
</td>
<td class="nump">$ 27,624<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendsPerShareDeclared', window );">Preferred series dividends declared (in dollars per share)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 1.625<span></span>
</td>
<td class="nump">$ 1.625<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_StatementClassOfStockAxis=nly_SeriesIPreferredStockMember', window );">Series I</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPayableLineItems', window );"><strong>Dividends Payable [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DividendsPreferredStockCash', window );">Preferred dividends declared</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 29,868<span></span>
</td>
<td class="nump">$ 29,868<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendsPerShareDeclared', window );">Preferred series dividends declared (in dollars per share)</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 1.688<span></span>
</td>
<td class="nump">$ 1.688<span></span>
</td>
</tr>
<tr><td colspan="3"></td></tr>
<tr><td colspan="3"><table class="outerFootnotes" width="100%"><tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Refer to the &#8220;Capital Stock&#8221; Note for dividends per share for each class of shares.</span></td>
</tr></table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_CommonStockDividendsPerShareTaxable">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Common Stock, Dividends, Per Share, Taxable</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_CommonStockDividendsPerShareTaxable</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_CommonStockDividendsTaxableOrdinaryIncomePercent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Common Stock, Dividends, Taxable Ordinary Income, Percent</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_CommonStockDividendsTaxableOrdinaryIncomePercent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_CommonStockDividendsTaxableReturnOfCapitalPercent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Common Stock, Dividends, Taxable Return Of Capital, Percent</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_CommonStockDividendsTaxableReturnOfCapitalPercent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PreferredStockDividendsTaxableOrdinaryIncomePercent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Preferred Stock, Dividends, Taxable Ordinary Income, Percent</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PreferredStockDividendsTaxableOrdinaryIncomePercent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PreferredStockDividendsTaxableReturnOfCapitalPercent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Preferred Stock, Dividends, Taxable Return Of Capital, Percent</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PreferredStockDividendsTaxableReturnOfCapitalPercent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockDividendsPerShareCashPaid">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate dividends paid during the period for each share of common stock outstanding.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockDividendsPerShareCashPaid</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_CommonStockDividendsPerShareDeclared">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate dividends declared during the period for each share of common stock outstanding.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_CommonStockDividendsPerShareDeclared</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DividendsCommonStockCash">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of paid and unpaid common stock dividends declared with the form of settlement in cash.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DividendsCommonStockCash</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DividendsPayableLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DividendsPayableLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DividendsPreferredStockCash">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of paid and unpaid preferred stock dividends declared with the form of settlement in cash.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 405<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=6957935&amp;loc=d3e64057-112817<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 505<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.3-04)<br> -URI https://asc.fasb.org/extlink&amp;oid=120397183&amp;loc=d3e187085-122770<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DividendsPreferredStockCash</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentsOfDividendsCommonStock">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash outflow in the form of ordinary dividends to common shareholders of the parent entity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 15<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3291-108585<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentsOfDividendsCommonStock</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockDividendsPerShareDeclared">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Aggregate dividends declared during the period for each share of preferred stock outstanding.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockDividendsPerShareDeclared</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesFPreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=us-gaap_SeriesFPreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=us-gaap_SeriesGPreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=us-gaap_SeriesGPreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_StatementClassOfStockAxis=nly_SeriesIPreferredStockMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_StatementClassOfStockAxis=nly_SeriesIPreferredStockMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>109
<FILENAME>R91.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789464732912">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LONG-TERM STOCK INCENTIVE PLAN - Narrative (Details)<br> $ in Millions</strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th">
<div>Dec. 31, 2022 </div>
<div>USD ($) </div>
<div>shares</div>
</th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems', window );"><strong>Long-Term Stock Incentive Plans</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1', window );">Long-term stock compensation, vesting period</a></td>
<td class="text">3 years<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EmployeeBenefitsAndShareBasedCompensation', window );">Stock based compensation expense</a></td>
<td class="nump">$ 19.4<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized', window );">Unrecognized compensation cost</a></td>
<td class="nump">$ 20.9<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1', window );">Weighted average remaining contractual term, expected to vest</a></td>
<td class="text">1 year 10 months 6 days<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AwardTypeAxis=us-gaap_PerformanceSharesMember', window );">PSUs | Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems', window );"><strong>Long-Term Stock Incentive Plans</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage', window );">Long-term stock compensation, vesting percentage</a></td>
<td class="nump">0.00%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AwardTypeAxis=us-gaap_PerformanceSharesMember', window );">PSUs | Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems', window );"><strong>Long-Term Stock Incentive Plans</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage', window );">Long-term stock compensation, vesting percentage</a></td>
<td class="nump">150.00%<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PlanNameAxis=nly_EquityIncentivePlan2020Member', window );">Equity Incentive Plan 2020</a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems', window );"><strong>Long-Term Stock Incentive Plans</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized', window );">Long-term stock compensation, shares awarded (in shares) | shares</a></td>
<td class="nump">31,250,000<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EmployeeBenefitsAndShareBasedCompensation">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of expense for employee benefit and equity-based compensation.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EmployeeBenefitsAndShareBasedCompensation</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cost not yet recognized for nonvested award under share-based payment arrangement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (i)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Period over which grantee's right to exercise award under share-based payment arrangement is no longer contingent on satisfaction of service or performance condition, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Includes, but is not limited to, combination of market, performance or service condition.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Number of shares authorized for issuance under share-based payment arrangement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Percentage of vesting of award under share-based payment arrangement.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (a)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Weighted average remaining contractual term for fully vested and expected to vest exercisable or convertible options, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Includes, but is not limited to, unvested options for which requisite service period has not been rendered but that are expected to vest based on achievement of performance condition, if forfeitures are recognized when they occur.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 50<br> -Paragraph 2<br> -Subparagraph (e)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=128089324&amp;loc=d3e5070-113901<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AwardTypeAxis=us-gaap_PerformanceSharesMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AwardTypeAxis=us-gaap_PerformanceSharesMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MinimumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MinimumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MaximumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MaximumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PlanNameAxis=nly_EquityIncentivePlan2020Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PlanNameAxis=nly_EquityIncentivePlan2020Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>110
<FILENAME>R92.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789460683904">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>INTEREST INCOME AND INTEREST EXPENSE - Components of Company's Interest Income and Interest Expense (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestIncomeAbstract', window );"><strong>Interest income</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestIncomeAgencySecurityLoans', window );">Agency Securities</a></td>
<td class="nump">$ 2,144,696<span></span>
</td>
<td class="nump">$ 1,484,354<span></span>
</td>
<td class="nump">$ 1,661,566<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures', window );">Residential credit securities</a></td>
<td class="nump">140,220<span></span>
</td>
<td class="nump">78,681<span></span>
</td>
<td class="nump">57,394<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestIncomeResidentialMortgageLoans', window );">Residential mortgage loans</a></td>
<td class="nump">410,229<span></span>
</td>
<td class="nump">182,359<span></span>
</td>
<td class="nump">170,259<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity', window );">Commercial investment portfolio</a></td>
<td class="nump">81,855<span></span>
</td>
<td class="nump">237,597<span></span>
</td>
<td class="nump">338,763<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell', window );">Reverse repurchase agreements</a></td>
<td class="nump">1,887<span></span>
</td>
<td class="nump">45<span></span>
</td>
<td class="nump">1,643<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeOperating', window );">Total interest income</a></td>
<td class="nump">2,778,887<span></span>
</td>
<td class="nump">1,983,036<span></span>
</td>
<td class="nump">2,229,625<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestExpenseAbstract', window );"><strong>Interest expense</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestPaidOnRepurchaseAgreements', window );">Repurchase agreements</a></td>
<td class="nump">1,026,201<span></span>
</td>
<td class="nump">116,974<span></span>
</td>
<td class="nump">705,218<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie', window );">Debt issued by securitization vehicles</a></td>
<td class="nump">225,216<span></span>
</td>
<td class="nump">93,006<span></span>
</td>
<td class="nump">142,602<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_InterestExpenseParticipationSold', window );">Participations issued</a></td>
<td class="nump">39,366<span></span>
</td>
<td class="nump">12,071<span></span>
</td>
<td class="nump">78<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestExpenseOther', window );">Other</a></td>
<td class="nump">18,952<span></span>
</td>
<td class="nump">27,192<span></span>
</td>
<td class="nump">51,214<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestExpense', window );">Total interest expense</a></td>
<td class="nump">1,309,735<span></span>
</td>
<td class="nump">249,243<span></span>
</td>
<td class="nump">899,112<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_InterestIncomeExpenseNet', window );">Net interest income</a></td>
<td class="nump">$ 1,469,152<span></span>
</td>
<td class="nump">$ 1,733,793<span></span>
</td>
<td class="nump">$ 1,330,513<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestExpenseParticipationSold">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest expense incurred during the reporting period on participation sold.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestExpenseParticipationSold</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestExpenseSecuritizedDebtOfConsolidatedVie">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest expense securitized debt of Consolidated VIE.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestExpenseSecuritizedDebtOfConsolidatedVie</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestIncomeAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest Income [Abstract]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestIncomeAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestIncomeAgencySecurityLoans">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest Income Agency Security Loans</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestIncomeAgencySecurityLoans</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest income commercial real estate debt and preferred equity.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestIncomeResidentialMortgageLoans">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest income residential mortgage loans.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestIncomeResidentialMortgageLoans</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Represents interest income, including any amortization and accretion (as applicable) of discounts and premiums, derived from securities backed by a pool of mortgages or trust deeds as well as agency debentures.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_InterestPaidOnRepurchaseAgreements">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest expense related to securities sold coupled with an agreement to repurchase the same from the same counterparty at a fixed or determinable price within a fixed or variable time period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_InterestPaidOnRepurchaseAgreements</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of the cost of borrowed funds accounted for as interest expense.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 835<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=6450988&amp;loc=d3e26243-108391<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 835<br> -SubTopic 30<br> -Section 45<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124435984&amp;loc=d3e28555-108399<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (210.5-03(11))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04.9)<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestExpenseAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestExpenseAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestExpenseOther">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of interest expense classified as other.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestExpenseOther</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestIncomeExpenseNet">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The net amount of operating interest income (expense).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04.10)<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestIncomeExpenseNet</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestIncomeOperating">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of operating interest income, including, but not limited to, amortization and accretion of premiums and discounts on securities.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03.1(e))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestIncomeOperating</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Interest income derived from securities purchased under agreements to resell. The difference in the price at which the institution buys the securities and resells the securities represents interest for the use of the funds by the other party. Most repurchase and sale agreements involve obligations of the federal government or its agencies, but other financial instruments, such as commercial paper, banker's acceptances and negotiable certificates of deposits are sometimes used in such transactions.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04.4)<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher SEC<br> -Name Regulation S-K (SK)<br> -Number 229<br> -Section 1402<br> -Paragraph (b)<br> -Subparagraph (1)<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher SEC<br> -Name Regulation S-K (SK)<br> -Number 229<br> -Section 1402<br> -Paragraph (a)<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>111
<FILENAME>R93.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789459673568">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details) - USD ($)<br> $ / shares in Units, $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareAbstract', window );"><strong>Earnings Per Share [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_ProfitLoss', window );">Net income (loss)</a></td>
<td class="nump">$ 1,726,420<span></span>
</td>
<td class="nump">$ 2,396,280<span></span>
</td>
<td class="num">$ (889,772)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest', window );">Net income (loss) attributable to noncontrolling interests</a></td>
<td class="nump">1,095<span></span>
</td>
<td class="nump">6,384<span></span>
</td>
<td class="nump">1,391<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLoss', window );">Net income (loss) attributable to Annaly</a></td>
<td class="nump">1,725,325<span></span>
</td>
<td class="nump">2,389,896<span></span>
</td>
<td class="num">(891,163)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PreferredStockDividendsAndOtherAdjustments', window );">Dividends on preferred stock</a></td>
<td class="nump">110,623<span></span>
</td>
<td class="nump">107,532<span></span>
</td>
<td class="nump">142,036<span></span>
</td>
</tr>
<tr class="rou">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic', window );">Net income (loss) available (related) to common stockholders</a></td>
<td class="nump">$ 1,614,702<span></span>
</td>
<td class="nump">$ 2,282,364<span></span>
</td>
<td class="num">$ (1,033,199)<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic', window );">Weighted average shares of common stock outstanding-basic (in shares)</a></td>
<td class="nump">411,348,484<span></span>
</td>
<td class="nump">356,856,520<span></span>
</td>
<td class="nump">353,664,860<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements', window );">Add: Effect of stock awards, if dilutive (in shares)</a></td>
<td class="nump">273,274<span></span>
</td>
<td class="nump">285,731<span></span>
</td>
<td class="nump">0<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding', window );">Weighted average shares of common stock outstanding-diluted (in shares)</a></td>
<td class="nump">411,621,758<span></span>
</td>
<td class="nump">357,142,251<span></span>
</td>
<td class="nump">353,664,860<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_EPSBasicAndDilutedAbstract', window );"><strong>Net income (loss) per share available (related) to common share</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareBasic', window );">Basic (in dollars per share)</a></td>
<td class="nump">$ 3.93<span></span>
</td>
<td class="nump">$ 6.40<span></span>
</td>
<td class="num">$ (2.92)<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareDiluted', window );">Diluted (in dollars per share)</a></td>
<td class="nump">$ 3.92<span></span>
</td>
<td class="nump">$ 6.39<span></span>
</td>
<td class="num">$ (2.92)<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_EPSBasicAndDilutedAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>EPS, Basic and Diluted</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_EPSBasicAndDilutedAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareBasic">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of net income (loss) for the period per each share of common stock or unit outstanding during the reporting period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (e)(4)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1448-109256<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1337-109256<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 9: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 55<br> -Paragraph 52<br> -URI https://asc.fasb.org/extlink&amp;oid=128363288&amp;loc=d3e4984-109258<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(23))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 55<br> -Paragraph 15<br> -URI https://asc.fasb.org/extlink&amp;oid=128363288&amp;loc=d3e3842-109258<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22644-107794<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(25))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1252-109256<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(27))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareBasic</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareDiluted">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The amount of net income (loss) for the period available to each share of common stock or common unit outstanding during the reporting period and to each share or unit that would have been outstanding assuming the issuance of common shares or units for all dilutive potential common shares or units outstanding during the reporting period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 55<br> -Paragraph 52<br> -URI https://asc.fasb.org/extlink&amp;oid=128363288&amp;loc=d3e4984-109258<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 7<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22644-107794<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 55<br> -Paragraph 15<br> -URI https://asc.fasb.org/extlink&amp;oid=128363288&amp;loc=d3e3842-109258<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1252-109256<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (d)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(27))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(23))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1337-109256<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (e)(4)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(25))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareDiluted</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Additional shares included in the calculation of diluted EPS as a result of the potentially dilutive effect of share based payment arrangements using the treasury stock method.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 718<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=126962052&amp;loc=d3e4991-113900<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1707-109256<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28A<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1500-109256<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 23<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1757-109256<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetIncomeLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The portion of profit or loss for the period, net of income taxes, which is attributable to the parent.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-04(22))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399700&amp;loc=SL114874048-224260<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(18))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(20))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br><br>Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 28<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3602-108585<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22499-107794<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 17: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 23: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 25: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 26: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 27: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 28: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721683-107760<br><br>Reference 29: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 30: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 31: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 32: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 33: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 34: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 35: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetIncomeLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of Net Income (Loss) attributable to noncontrolling interest.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (a)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4J<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591551-111686<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 7: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetIncomeLossAttributableToNoncontrollingInterest</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount, after deduction of tax, noncontrolling interests, dividends on preferred stock and participating securities; of income (loss) available to common shareholders.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 4<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22595-107794<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1448-109256<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1377-109256<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 11<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22694-107794<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 60B<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=SL5780133-109256<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 10: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 12: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22583-107794<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PreferredStockDividendsAndOtherAdjustments">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The aggregate value of preferred stock dividends and other adjustments necessary to derive net income apportioned to common stockholders.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 11<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1377-109256<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PreferredStockDividendsAndOtherAdjustments</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_ProfitLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The consolidated profit or loss for the period, net of income taxes, including the portion attributable to the noncontrolling interest.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(g)(1)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1A<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669619-108580<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (a)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(i))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 9: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 815<br> -SubTopic 40<br> -Section 65<br> -Paragraph 1<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126732423&amp;loc=SL123482106-238011<br><br>Reference 10: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 11: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 12: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=124431353&amp;loc=SL124452729-227067<br><br>Reference 13: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 30<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8906-108599<br><br>Reference 14: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3000-108585<br><br>Reference 15: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 45<br> -Paragraph 19<br> -URI https://asc.fasb.org/extlink&amp;oid=126929396&amp;loc=SL4569616-111683<br><br>Reference 16: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 323<br> -SubTopic 10<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=114001798&amp;loc=d3e33918-111571<br><br>Reference 17: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 32<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8933-108599<br><br>Reference 18: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 19: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 205<br> -SubTopic 20<br> -Section 50<br> -Paragraph 7<br> -URI https://asc.fasb.org/extlink&amp;oid=109222650&amp;loc=SL51721683-107760<br><br>Reference 20: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (b)(2)<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22499-107794<br><br>Reference 21: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 825<br> -SubTopic 10<br> -Section 50<br> -Paragraph 28<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=123596393&amp;loc=d3e14064-108612<br><br>Reference 22: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 942<br> -SubTopic 235<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.9-05(b)(2))<br> -URI https://asc.fasb.org/extlink&amp;oid=120399901&amp;loc=d3e537907-122884<br><br>Reference 23: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 31<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8924-108599<br><br>Reference 24: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section 45<br> -Paragraph 1B<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=126968391&amp;loc=SL7669625-108580<br><br>Reference 25: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iv))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 26: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(iii)(A))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 27: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(5))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 28: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1B<br> -Subparagraph (SX 210.13-02(a)(4)(iii)(B))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442552-122756<br><br>Reference 29: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 470<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1A<br> -Subparagraph (SX 210.13-01(a)(4)(ii))<br> -URI https://asc.fasb.org/extlink&amp;oid=126975872&amp;loc=SL124442526-122756<br><br>Reference 30: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1A<br> -Subparagraph (c)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=109239629&amp;loc=SL4573702-111684<br><br>Reference 31: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4J<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591551-111686<br><br>Reference 32: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 810<br> -SubTopic 10<br> -Section 55<br> -Paragraph 4K<br> -URI https://asc.fasb.org/extlink&amp;oid=120409616&amp;loc=SL4591552-111686<br><br>Reference 33: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_ProfitLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>The average number of shares or units issued and outstanding that are used in calculating diluted EPS or earnings per unit (EPU), determined based on the timing of issuance of shares or units in the period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 16<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1505-109256<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Number of [basic] shares or units, after adjustment for contingently issuable shares or units and other shares or units not deemed outstanding, determined by relating the portion of time within a reporting period that common shares or units have been outstanding to the total time in that period.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 45<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=126958026&amp;loc=d3e1448-109256<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_WeightedAverageNumberOfSharesOutstandingBasic</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>112
<FILENAME>R94.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789465775008">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>NET INCOME (LOSS) PER COMMON SHARE - Narrative (Details) - shares<br> shares in Millions</strong></div></th>
<th class="th" colspan="2">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_EarningsPerShareAbstract', window );"><strong>Earnings Per Share [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount', window );">Options to purchase common stock outstanding that would be considered anti-dilutive (in shares)</a></td>
<td class="nump">0.7<span></span>
</td>
<td class="nump">1.0<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Securities (including those issuable pursuant to contingent stock agreements) that could potentially dilute basic earnings per share (EPS) or earnings per unit (EPU) in the future that were not included in the computation of diluted EPS or EPU because to do so would increase EPS or EPU amounts or decrease loss per share or unit amounts for the period presented.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 260<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=124432515&amp;loc=d3e3550-109257<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:sharesItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_EarningsPerShareAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_EarningsPerShareAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>113
<FILENAME>R95.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789470303280">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>INCOME TAXES - Narrative (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="3">12 Months Ended</th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
<th class="th"><div>Dec. 31, 2020</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_IncomeTaxesLineItems', window );"><strong>Income Taxes:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit', window );">REIT Taxable income distributed</a></td>
<td class="nump">100.00%<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeTaxExpenseBenefit', window );">Income tax expense (benefit) for income and losses attributable to TRSs</a></td>
<td class="nump">$ 45,571<span></span>
</td>
<td class="nump">$ 4,675<span></span>
</td>
<td class="num">$ (28,423)<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_dei_LegalEntityAxis=nly_TaxableREITSubsidiaryMember', window );">Taxable REIT Subsidiary</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_IncomeTaxesLineItems', window );"><strong>Income Taxes:</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_IncomeTaxExpenseBenefit', window );">Income tax expense (benefit) for income and losses attributable to TRSs</a></td>
<td class="nump">$ 45,600<span></span>
</td>
<td class="nump">$ 4,700<span></span>
</td>
<td class="num">$ (28,400)<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_IncomeTaxesLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Income Taxes [Line Items]</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_IncomeTaxesLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Percentage of taxable income required to be distributed while operating as REIT.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_IncomeTaxExpenseBenefit">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of current income tax expense (benefit) and deferred income tax expense (benefit) pertaining to continuing operations.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SAB TOPIC 6.I.7)<br> -URI https://asc.fasb.org/extlink&amp;oid=122134291&amp;loc=d3e330036-122817<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 10<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=121826272&amp;loc=d3e32672-109319<br><br>Reference 3: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 280<br> -SubTopic 10<br> -Section 50<br> -Paragraph 22<br> -Subparagraph (h)<br> -URI https://asc.fasb.org/extlink&amp;oid=126901519&amp;loc=d3e8736-108599<br><br>Reference 4: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 235<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.4-08(h))<br> -URI https://asc.fasb.org/extlink&amp;oid=120395691&amp;loc=d3e23780-122690<br><br>Reference 5: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 9<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22663-107794<br><br>Reference 6: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 740<br> -SubTopic 20<br> -Section 45<br> -Paragraph 2<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=123586238&amp;loc=d3e38679-109324<br><br>Reference 7: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 944<br> -SubTopic 220<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.7-04(9))<br> -URI https://asc.fasb.org/extlink&amp;oid=120400993&amp;loc=SL114874131-224263<br><br>Reference 8: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 250<br> -SubTopic 10<br> -Section 50<br> -Paragraph 8<br> -URI https://asc.fasb.org/extlink&amp;oid=124431687&amp;loc=d3e22658-107794<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_IncomeTaxExpenseBenefit</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_LegalEntityAxis=nly_TaxableREITSubsidiaryMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_LegalEntityAxis=nly_TaxableREITSubsidiaryMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>114
<FILENAME>R96.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789469632512">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>RELATED PARTY TRANSACTIONS - Narrative (Details)<br> $ / shares in Units, $ in Thousands</strong></div></th>
<th class="th" colspan="1"></th>
<th class="th" colspan="1">6 Months Ended</th>
<th class="th" colspan="3">12 Months Ended</th>
<th class="th" colspan="1"></th>
</tr>
<tr>
<th class="th">
<div>Feb. 11, 2020 </div>
<div>USD ($)</div>
</th>
<th class="th">
<div>Jun. 30, 2020 </div>
<div>USD ($)</div>
</th>
<th class="th">
<div>Dec. 31, 2022 </div>
<div>USD ($)</div>
</th>
<th class="th">
<div>Dec. 31, 2021 </div>
<div>USD ($)</div>
</th>
<th class="th">
<div>Dec. 31, 2020 </div>
<div>USD ($)</div>
</th>
<th class="th">
<div>Feb. 12, 2020 </div>
<div>$ / shares</div>
</th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_RelatedPartyTransactionLineItems', window );"><strong>Related Party Transaction [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_TemporaryEquityRedemptionPricePerShare', window );">Equity interests (in usd per share) | $ / shares</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 1.00<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee', window );">Predetermined amount of stockholders equity used in calculating monthly management fee</a></td>
<td class="nump">$ 17,280,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee', window );">Ratio of percentage of stockholders' equity paid over predetermined amount</a></td>
<td class="nump">0.0075<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LaborAndRelatedExpense', window );">Compensation and management fee</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 77,900<span></span>
</td>
<td class="nump">$ 112,703<span></span>
</td>
<td class="nump">$ 118,451<span></span>
</td>
<td class="nump">$ 131,685<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee', window );">Ratio of percentage of stockholders' equity paid up to predetermined amount</a></td>
<td class="nump">0.000875<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_RelatedPartyTransactionAxis=nly_ManagementAgreementMember', window );">Management Agreement</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_RelatedPartyTransactionLineItems', window );"><strong>Related Party Transaction [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_PaymentForManagementFee', window );">Reimbursement payments</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 14,200<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Monthly Management Fee, Percentage Of Stockholders Equity Over A Predetermined Amount Used In Calculating Total Management Fee</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:pureItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Monthly Management Fee, Percentage Of Stockholders Equity Up To A Predetermined Amount Used In Calculating Total Management Fee</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:pureItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Stockholders' Equity, Amount Used In Determining Monthly Management Fee</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LaborAndRelatedExpense">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of expense for salary, wage, profit sharing; incentive and equity-based compensation; and other employee benefit.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 220<br> -SubTopic 10<br> -Section S99<br> -Paragraph 2<br> -Subparagraph (SX 210.5-03(b)(4))<br> -URI https://asc.fasb.org/extlink&amp;oid=126953954&amp;loc=SL114868664-224227<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LaborAndRelatedExpense</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_PaymentForManagementFee">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount paid to managing member or general partner for management of the day-to-day business functions of the limited liability company (LLC) or limited partnership (LP).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 230<br> -SubTopic 10<br> -Section 45<br> -Paragraph 17<br> -Subparagraph (f)<br> -URI https://asc.fasb.org/extlink&amp;oid=126954810&amp;loc=d3e3367-108585<br><br>Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 850<br> -SubTopic 10<br> -Section 50<br> -Paragraph 1<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=6457730&amp;loc=d3e39549-107864<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_PaymentForManagementFee</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_RelatedPartyTransactionLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_RelatedPartyTransactionLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_TemporaryEquityRedemptionPricePerShare">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount to be paid per share that is classified as temporary equity by entity upon redemption. Temporary equity is a security with redemption features that are outside the control of the issuer, is not classified as an asset or liability in conformity with GAAP, and is not mandatorily redeemable. Includes any type of security that is redeemable at a fixed or determinable price or on a fixed or determinable date or dates, is redeemable at the option of the holder, or has conditions for redemption which are not solely within the control of the issuer. If convertible, the issuer does not control the actions or events necessary to issue the maximum number of shares that could be required to be delivered under the conversion option if the holder exercises the option to convert the stock to another class of equity. If the security is a warrant or a rights issue, the warrant or rights issue is considered to be temporary equity if the issuer cannot demonstrate that it would be able to deliver upon the exercise of the option by the holder in all cases. Includes stock with put option held by ESOP and stock redeemable by holder only in the event of a change in control of the issuer.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 480<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=122040564&amp;loc=d3e177068-122764<br><br>Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (27)<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_TemporaryEquityRedemptionPricePerShare</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:perShareItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_RelatedPartyTransactionAxis=nly_ManagementAgreementMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_RelatedPartyTransactionAxis=nly_ManagementAgreementMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>115
<FILENAME>R97.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789466680464">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LEASE COMMITMENTS AND CONTINGENCIES - Narrative (Details) - USD ($)<br> $ in Millions</strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
<th class="th" colspan="1"></th>
</tr>
<tr>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeLeaseDescriptionLineItems', window );"><strong>Lessee, Lease, Description [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OperatingLeaseCost', window );">Lease cost</a></td>
<td class="nump">$ 3.2<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LossContingencyAccrualAtCarryingValue', window );">Material contingencies</a></td>
<td class="nump">$ 0.0<span></span>
</td>
<td class="nump">$ 0.0<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_RangeAxis=srt_MinimumMember', window );">Minimum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeLeaseDescriptionLineItems', window );"><strong>Lessee, Lease, Description [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OperatingLeaseRemainingLeaseTerm', window );">Remaining lease term, in years</a></td>
<td class="text">3 years<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_srt_RangeAxis=srt_MaximumMember', window );">Maximum</a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeLeaseDescriptionLineItems', window );"><strong>Lessee, Lease, Description [Line Items]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_OperatingLeaseRemainingLeaseTerm', window );">Remaining lease term, in years</a></td>
<td class="text">5 years<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeaseRenewalTerm', window );">Option to extend, in years</a></td>
<td class="text">5 years<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_OperatingLeaseRemainingLeaseTerm">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Operating Lease, Remaining Lease Term</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_OperatingLeaseRemainingLeaseTerm</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeLeaseDescriptionLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>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.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeLeaseDescriptionLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeaseRenewalTerm">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Term of lessee's operating lease renewal, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 3<br> -Subparagraph (a)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918673-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeaseRenewalTerm</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LossContingencyAccrualAtCarryingValue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of loss contingency liability.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 450<br> -SubTopic 20<br> -Section 50<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=121557415&amp;loc=d3e14326-108349<br><br>Reference 2: http://www.xbrl.org/2003/role/recommendedDisclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 450<br> -SubTopic 20<br> -Section 50<br> -Paragraph 10<br> -URI https://asc.fasb.org/extlink&amp;oid=121557415&amp;loc=d3e14615-108349<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LossContingencyAccrualAtCarryingValue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OperatingLeaseCost">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of single lease cost, calculated by allocation of remaining cost of lease over remaining lease term. Includes, but is not limited to, single lease cost, after impairment of right-of-use asset, calculated by amortization of remaining right-of-use asset and accretion of lease liability.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 55<br> -Paragraph 53<br> -URI https://asc.fasb.org/extlink&amp;oid=123414884&amp;loc=SL77918982-209971<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918686-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OperatingLeaseCost</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MinimumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MinimumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_RangeAxis=srt_MaximumMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_RangeAxis=srt_MaximumMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>116
<FILENAME>R98.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789468056512">
<tr>
<th class="tl" colspan="1" rowspan="2"><div style="width: 200px;"><strong>LEASE COMMITMENTS AND CONTINGENCIES - Supplemental Lease Information (Details)<br> $ in Thousands</strong></div></th>
<th class="th" colspan="1">12 Months Ended</th>
</tr>
<tr><th class="th">
<div>Dec. 31, 2022 </div>
<div>USD ($)</div>
</th></tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LeasesAbstract', window );"><strong>Leases [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList', window );">Operating Lease, Right-of-Use Asset, Statement of Financial Position [Extensible Enumeration]</a></td>
<td class="text">Other assets<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OperatingLeaseRightOfUseAsset', window );">Operating lease right-of-use assets</a></td>
<td class="nump">$ 8,872<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList', window );">Operating Lease, Liability, Statement of Financial Position [Extensible Enumeration]</a></td>
<td class="text">Other Liabilities<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OperatingLeaseLiability', window );">Present value of lease liabilities</a></td>
<td class="nump">$ 11,265<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1', window );">Weighted average remaining lease term</a></td>
<td class="text">2 years 10 months 24 days<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent', window );">Weighted average discount rate</a></td>
<td class="nump">3.20%<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OperatingLeasePayments', window );">Operating cash flows from operating leases</a></td>
<td class="nump">$ 3,872<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LeasesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LeasesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OperatingLeaseLiability">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Present value of lessee's discounted obligation for lease payments from operating lease.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 45<br> -Paragraph 1<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=123391704&amp;loc=SL77918627-209977<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OperatingLeaseLiability</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicates line item in statement of financial position that includes operating lease liability.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=123391704&amp;loc=SL77918631-209977<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>enum2:enumerationSetItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OperatingLeasePayments">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of cash outflow from operating lease, excluding payments to bring another asset to condition and location necessary for its intended use.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 45<br> -Paragraph 5<br> -Subparagraph (c)<br> -URI https://asc.fasb.org/extlink&amp;oid=123391704&amp;loc=SL77918643-209977<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (g)(1)<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918686-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OperatingLeasePayments</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OperatingLeaseRightOfUseAsset">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of lessee's right to use underlying asset under operating lease.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 45<br> -Paragraph 1<br> -Subparagraph (a)<br> -URI https://asc.fasb.org/extlink&amp;oid=123391704&amp;loc=SL77918627-209977<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OperatingLeaseRightOfUseAsset</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Indicates line item in statement of financial position that includes operating lease right-of-use asset.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 45<br> -Paragraph 2<br> -URI https://asc.fasb.org/extlink&amp;oid=123391704&amp;loc=SL77918631-209977<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>enum2:enumerationSetItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Weighted average discount rate for operating lease calculated at point in time.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (g)(4)<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918686-209980<br><br>Reference 2: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 55<br> -Paragraph 53<br> -URI https://asc.fasb.org/extlink&amp;oid=123414884&amp;loc=SL77918982-209971<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>dtr-types:percentItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Weighted average remaining lease term for operating lease, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/exampleRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 55<br> -Paragraph 53<br> -URI https://asc.fasb.org/extlink&amp;oid=123414884&amp;loc=SL77918982-209971<br><br>Reference 2: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 4<br> -Subparagraph (g)(3)<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918686-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:durationItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>117
<FILENAME>R99.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789466781040">
<tr>
<th class="tl" colspan="1" rowspan="1"><div style="width: 200px;"><strong>LEASE COMMITMENTS AND CONTINGENCIES - Details of Maturities of Lease Liabilities (Details)<br> $ in Thousands</strong></div></th>
<th class="th">
<div>Dec. 31, 2022 </div>
<div>USD ($)</div>
</th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LeasesAbstract', window );"><strong>Leases [Abstract]</strong></a></td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths', window );">2023</a></td>
<td class="nump">$ 4,061<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo', window );">2024</a></td>
<td class="nump">4,107<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree', window );">2025</a></td>
<td class="nump">3,149<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour', window );">2026</a></td>
<td class="nump">261<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive', window );">Later years</a></td>
<td class="nump">291<span></span>
</td>
</tr>
<tr class="reu">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue', window );">Total lease payments</a></td>
<td class="nump">11,869<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount', window );">Less imputed interest</a></td>
<td class="nump">604<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_OperatingLeaseLiability', window );">Present value of lease liabilities</a></td>
<td class="nump">$ 11,265<span></span>
</td>
</tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LeasesAbstract">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- References</a><div><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LeasesAbstract</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of lessee's undiscounted obligation for lease payment for operating lease.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918701-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of lessee's undiscounted obligation for lease payment for operating lease due after fifth fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918701-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of lessee's undiscounted obligation for lease payment for operating lease to be paid in next fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918701-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of lessee's undiscounted obligation for lease payment for operating lease to be paid in fourth fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918701-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of lessee's undiscounted obligation for lease payment for operating lease to be paid in third fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918701-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of lessee's undiscounted obligation for lease payment for operating lease to be paid in second fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918701-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amount of lessee's undiscounted obligation for lease payments in excess of discounted obligation for lease payments for operating lease.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 50<br> -Paragraph 6<br> -URI https://asc.fasb.org/extlink&amp;oid=128292326&amp;loc=SL77918701-209980<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_OperatingLeaseLiability">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Present value of lessee's discounted obligation for lease payments from operating lease.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2003/role/disclosureRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 842<br> -SubTopic 20<br> -Section 45<br> -Paragraph 1<br> -Subparagraph (b)<br> -URI https://asc.fasb.org/extlink&amp;oid=123391704&amp;loc=SL77918627-209977<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_OperatingLeaseLiability</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>118
<FILENAME>R100.htm
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<html>
<head>
<title></title>
<link rel="stylesheet" type="text/css" href="include/report.css">
<script type="text/javascript" src="Show.js">/* Do Not Remove This Comment */</script><script type="text/javascript">
							function toggleNextSibling (e) {
							if (e.nextSibling.style.display=='none') {
							e.nextSibling.style.display='block';
							} else { e.nextSibling.style.display='none'; }
							}</script>
</head>
<body>
<span style="display: none;">v3.22.4</span><table class="report" border="0" cellspacing="2" id="idm139789467261136">
<tr>
<th class="tl" colspan="2" rowspan="1"><div style="width: 200px;"><strong>SUBSEQUENT EVENTS (Details) - USD ($)<br> $ in Thousands</strong></div></th>
<th class="th"><div>Feb. 28, 2023</div></th>
<th class="th"><div>Jan. 31, 2023</div></th>
<th class="th"><div>Dec. 31, 2022</div></th>
<th class="th"><div>Dec. 31, 2021</div></th>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsequentEventLineItems', window );"><strong>Subsequent Event [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Face value of financing receivable</a></td>
<td class="th" style="border-bottom: 0px;"><sup>[1]</sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 1,809,832<span></span>
</td>
<td class="nump">$ 4,242,043<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_DebtInstrumentAxis=nly_MortgageServicingRightsCommittedCreditFacilityMember', window );">Mortgage Servicing Rights Committed Credit Facility | Line of Credit</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsequentEventLineItems', window );"><strong>Subsequent Event [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity', window );">Credit facility, maximum borrowing capacity</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 500,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsequentEventTypeAxis=us-gaap_SubsequentEventMember', window );">Subsequent Event | Mortgage Servicing Rights Committed Credit Facility | Line of Credit</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsequentEventLineItems', window );"><strong>Subsequent Event [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl custom" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease', window );">Credit facility, maximum borrowing capacity, increase</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 200,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsequentEventTypeAxis=us-gaap_SubsequentEventMember', window );">Subsequent Event | Mortgage Servicing Rights Incremental Facility | Line of Credit</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsequentEventLineItems', window );"><strong>Subsequent Event [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity', window );">Credit facility, maximum borrowing capacity</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="nump">$ 250,000<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="rh">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember', window );">Residential mortgage loans | Consolidated VIEs | OBX 2022-NQM1 | Subsequent Event</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="re">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_SubsequentEventLineItems', window );"><strong>Subsequent Event [Line Items]</strong></a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr class="ro">
<td class="pl" style="border-bottom: 0px;" valign="top"><a class="a" href="javascript:void(0);" onclick="Show.showAR( this, 'defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss', window );">Face value of financing receivable</a></td>
<td class="th" style="border-bottom: 0px;"><sup></sup></td>
<td class="text">&#160;<span></span>
</td>
<td class="nump">$ 405,200<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
<td class="text">&#160;<span></span>
</td>
</tr>
<tr><td colspan="5"></td></tr>
<tr><td colspan="5"><table class="outerFootnotes" width="100%"><tr class="outerFootnote">
<td style="vertical-align: top; width: 12pt;" valign="top">[1]</td>
<td style="vertical-align: top;" valign="top"><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</span><span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes $1.3&#160;million and $2.3&#160;million of residential mortgage loans held for sale at December 31, 2022 and 2021, respectively.</span></td>
</tr></table></td></tr>
</table>
<div style="display: none;">
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Line of Credit Facility, Maximum Borrowing Capacity, Increase</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>nly_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Amortized cost excluding accrued interest, after allowance for credit loss, of financing receivable. Excludes net investment in lease.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 326<br> -SubTopic 20<br> -Section 45<br> -Paragraph 1<br> -URI https://asc.fasb.org/extlink&amp;oid=124255206&amp;loc=SL82895884-210446<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>debit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Maximum borrowing capacity under the credit facility without consideration of any current restrictions on the amount that could be borrowed or the amounts currently outstanding under the facility.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef<br> -Publisher FASB<br> -Name Accounting Standards Codification<br> -Topic 210<br> -SubTopic 10<br> -Section S99<br> -Paragraph 1<br> -Subparagraph (SX 210.5-02.19(b),22(b))<br> -URI https://asc.fasb.org/extlink&amp;oid=120391452&amp;loc=d3e13212-122682<br></p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:monetaryItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>credit</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>instant</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SubsequentEventLineItems">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Definition</a><div><p>Detail information of subsequent event by type. User is expected to use existing line items from elsewhere in the taxonomy as the primary line items for this disclosure, which is further associated with dimension and member elements pertaining to a subsequent event.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ References</a><div style="display: none;"><p>No definition available.</p></div>
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">+ Details</a><div style="display: none;"><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SubsequentEventLineItems</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td>us-gaap_</td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>xbrli:stringItemType</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td>duration</td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtInstrumentAxis=nly_MortgageServicingRightsCommittedCreditFacilityMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtInstrumentAxis=nly_MortgageServicingRightsCommittedCreditFacilityMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_LongtermDebtTypeAxis=us-gaap_LineOfCreditMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_LongtermDebtTypeAxis=us-gaap_LineOfCreditMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_SubsequentEventTypeAxis=us-gaap_SubsequentEventMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_SubsequentEventTypeAxis=us-gaap_SubsequentEventMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_DebtInstrumentAxis=nly_MortgageServicingRightsIncrementalFacilityMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_DebtInstrumentAxis=nly_MortgageServicingRightsIncrementalFacilityMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">us-gaap_FinancialInstrumentAxis=us-gaap_ResidentialMortgageMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">srt_ConsolidatedEntitiesAxis=us-gaap_VariableInterestEntityPrimaryBeneficiaryMember</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
<table border="0" cellpadding="0" cellspacing="0" class="authRefData" style="display: none;" id="defref_dei_LegalEntityAxis=nly_OBX2022NQM1Member">
<tr><td class="hide"><a style="color: white;" href="javascript:void(0);" onclick="Show.hideAR();">X</a></td></tr>
<tr><td><div class="body" style="padding: 2px;">
<a href="javascript:void(0);" onclick="Show.toggleNext( this );">- Details</a><div><table border="0" cellpadding="0" cellspacing="0">
<tr>
<td><strong> Name:</strong></td>
<td style="white-space:nowrap;">dei_LegalEntityAxis=nly_OBX2022NQM1Member</td>
</tr>
<tr>
<td style="padding-right: 4px;white-space:nowrap;"><strong> Namespace Prefix:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Data Type:</strong></td>
<td>na</td>
</tr>
<tr>
<td><strong> Balance Type:</strong></td>
<td></td>
</tr>
<tr>
<td><strong> Period Type:</strong></td>
<td></td>
</tr>
</table></div>
</div></td></tr>
</table>
</div>
</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>119
<FILENAME>nly-20221231_htm.xml
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<XML>
<?xml version="1.0" encoding="utf-8"?>
<xbrl
  xml:lang="en-US"
  xmlns="http://www.xbrl.org/2003/instance"
  xmlns:dei="http://xbrl.sec.gov/dei/2022"
  xmlns:iso4217="http://www.xbrl.org/2003/iso4217"
  xmlns:link="http://www.xbrl.org/2003/linkbase"
  xmlns:nly="http://annaly.com/20221231"
  xmlns:srt="http://fasb.org/srt/2022"
  xmlns:stpr="http://xbrl.sec.gov/stpr/2022"
  xmlns:us-gaap="http://fasb.org/us-gaap/2022"
  xmlns:xbrldi="http://xbrl.org/2006/xbrldi"
  xmlns:xhtml="http://www.w3.org/1999/xhtml"
  xmlns:xlink="http://www.w3.org/1999/xlink">
    <link:schemaRef xlink:href="nly-20221231.xsd" xlink:type="simple"/>
    <context id="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i323e84ce32fc46409077cfb21bae3e29_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:CommonStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ice77f9ce03754fd7b796dfcc75468470_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i06548076c5d6464ab5affa65c9212fb6_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i2b8893deb36949ada57d9f6596b3cb8a_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i533d8a890fc74cfaa189b60b72bd3d52_I20220630">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <instant>2022-06-30</instant>
        </period>
    </context>
    <context id="i84012f7a9a0948658a25bb2e6022e9b0_I20230131">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <instant>2023-01-31</instant>
        </period>
    </context>
    <context id="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i85be47519e2e461bbbf0d9ab13c80a52_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i4fa6e9620bc6410e83a2688d49bb246c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i6599002f99b1424a89fecb1b572b358a_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i035d2a134c7443bdae4c38ced897f36f_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">us-gaap:AssetPledgedAsCollateralWithoutRightMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="if83c3063368549089df1c3d915754763_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">us-gaap:AssetPledgedAsCollateralWithoutRightMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i434f5ede3b7f4fe4bccf5cdf8f74202c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i99997957348c42d2aded99daac89a170_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i29ccddc88f984e98b8f579f3f605ea8e_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i2274fa962d18442c91efb2130f982a6d_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i414044f432914aabb6ad1f72da07ed82_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i1128008f76754d289442dfd1023626fa_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i2d7ae28c21d5405bbb2c877079b29828_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i5cd3ab17514045e7acd36b8295b64a12_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ie3990415b64a4858b1074888ea943c72_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i7a09738ebe0b47089de79bc591848a0f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i8deee8cbe9b24486bd79fa4199981eec_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="srt:ConsolidationItemsAxis">srt:ConsolidationEliminationsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialMortgageLoanMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i7b2d46e0db3a4ce48f4506d5abbe919f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="srt:ConsolidationItemsAxis">srt:ConsolidationEliminationsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialMortgageLoanMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i959942eb51754a8298d040552bac45e9_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-12-31</endDate>
        </period>
    </context>
    <context id="iaafd65330ef4426cab1a525dc1d12d07_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i3eac4d3c06d947839f51afcde806325b_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="i21e2cc66fd7f47fa89351a4c7088b7ce_I20191231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2019-12-31</instant>
        </period>
    </context>
    <context id="i0cc54b183a06443aa94ab381541e9802_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i77517b9f6d3f4a06ac5fb18991df6dce_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ib099fca9239f4709be11a60c232b0c39_D20200101-20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-12-31</endDate>
        </period>
    </context>
    <context id="i622f37d064b64b5a98373b4a7ab51c99_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="iff0a234d3cdc438a84805c2e2c0376d4_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i1833150a97c54e958f99fd97f44227f0_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="ia82135b5e6cd4925976658d70df99600_I20191231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2019-12-31</instant>
        </period>
    </context>
    <context id="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-12-31</endDate>
        </period>
    </context>
    <context id="i2dbf1a78bfe6414aa2642ec48e8b8747_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:CommonStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ie86bcbd954be4709bb4638e0b8dcaddd_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i6b5f2066f7a3427fa7adc0c7341d8aae_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="ia0a16f5f30ff48e1b8246f0765747f94_I20191231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2019-12-31</instant>
        </period>
    </context>
    <context id="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-12-31</endDate>
        </period>
    </context>
    <context id="i11d72f808506420d8c9bcb04ad63fa8b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AdditionalPaidInCapitalMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="icf520e7c63054769b8d106510b70c19b_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i1b1fc02776f14127ba211ce32b3461f9_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="if435e3d4479b45399b3435c4daed36f6_I20191231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2019-12-31</instant>
        </period>
    </context>
    <context id="i2c9b7d59505642b3bd04a5836ccc01a5_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ie5a94cca203c4f87adc2e8ea6d7f86d6_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i84c2735b3478415a926f6d19a583036b_D20200101-20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-12-31</endDate>
        </period>
    </context>
    <context id="i21732d9c0ec149519fcb5de93b8f81fa_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:AccumulatedOtherComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i83043a3d84ea4b6a90fd9f64cd96f4c3_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i4a3e622bfbaa43e8bf2307a38254ca19_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="i2532cbce88a84157aa132a9eab4bb3a9_I20191231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2019-12-31</instant>
        </period>
    </context>
    <context id="iad1c1c1248d34815a94b20b475691451_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i2d1deb20160346f5b8a57fe0138352f0_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="id51557df95944b7585db1f922f0c93c4_I20191231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustmentMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2019-12-31</instant>
        </period>
    </context>
    <context id="i5e37a5f699c947048adf2ca17b3dff29_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i63b4c7f9e7a843728fccf14724e1e015_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="i56ee41e7963749f8bfbb7179133ad7b2_I20191231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:CumulativeEffectPeriodOfAdoptionAxis">srt:CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2019-12-31</instant>
        </period>
    </context>
    <context id="ia4590a6366434967a107006eb47868a1_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="iacdbd0bffabc405b8835624dc5433111_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ie845dda40a1f42979ed05d7f4c573f1f_D20200101-20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-12-31</endDate>
        </period>
    </context>
    <context id="i9cc97e99b9b548c1b58b51a0d1368348_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:RetainedEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i40e5cf072d6f4297b18ebc8432866d56_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:ParentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i661f31ce7c204133ab21fec09a084d26_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:ParentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ia92634961c634e2bbe5a12c674f5c7ff_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:ParentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="i1ec89dba98ae46ef998d7f8ed701ce44_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i667c94ad27a04c7d8247e4d4604bdef9_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="i672eeb80da344e2aaa6ab6e9157e28a9_I20191231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2019-12-31</instant>
        </period>
    </context>
    <context id="i0c75470116844805bb036e9b4b75a78f_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i588001d04941479fb9831fb07c19189b_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="if093a9222d0f4b34850534f34b1cf288_D20200101-20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-12-31</endDate>
        </period>
    </context>
    <context id="i0069c41b6ec644a6bd3b13737031d4e2_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementEquityComponentsAxis">us-gaap:NoncontrollingInterestMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i6c589c7729574f33a050cbce15906304_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="i7fd95b1d1c71441a92d393531523717b_I20191231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <instant>2019-12-31</instant>
        </period>
    </context>
    <context id="idec7d8a3638c4527bd18e87515ca5eda_I20220908">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <instant>2022-09-08</instant>
        </period>
    </context>
    <context id="ib187820dbc484f5895547728ae34b90b_D20220908-20220908">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <startDate>2022-09-08</startDate>
            <endDate>2022-09-08</endDate>
        </period>
    </context>
    <context id="ie09fc239320d4b1e95030f575ed59db8_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i594ba279b2fd4b77a62a9065241630f5_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i34acb9e21e544e23b0768a49ffd33a0d_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ic3de02b482d44fcdbb6c3423483e3438_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i3a258192084b4c43b84f2e5f4b4623a7_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i830ee6417ee743a5ad17e6e7bcb808dd_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i26d4657ce6184ca7a486cd5f18ba70a2_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ie4a7af10b14546dc907c4bd37e4d682d_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i30b89f4d49594947b19e0c2a69af51a5_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i74d4260b17fe4036bf04f5e5ffcd88cc_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ibf7a5ba5a6354e00925bbe8c6d78e524_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="if1973c2aea35441aaa467971e7aa5d94_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ic3cec4e06f0b46eca833edcf09480e66_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8b64c246c321443e9a8a6c388b4e2373_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i39663b06b19744e896bea62c61b52f5a_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecurities1Member</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id188a864d114410989ceffb15dbfc59f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecurities1Member</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ia9c461be57754a3aa4346792a9c14623_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i808258adf40b4e028659d92a76170c1d_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="iacb53a6ed38a4e24bbc1a32430261b3f_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoanWarehouseFacilityMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ib0dbfc8961c54fffab685b26757b2690_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoanWarehouseFacilityMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ib29731c8a53b43168dfbfba459e5e285_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CorporateDebtHeldForInvestmentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i752d2d74c73c40aab179856b3dfca289_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CorporateDebtHeldForInvestmentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i7b8e859f35f94268913f626a02713e88_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FinanceReceivablesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i1d4d31dcdfd04d0ba5f10339f707af0a_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FinanceReceivablesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="idc5d1c038e3d443481c51e897c454e27_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ExcessSpreadAgreementsRecognizedThroughEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i312697cd971c43dea180fd741c5f2926_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ExcessSpreadAgreementsRecognizedThroughEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ic3af8809674645fc897d00bd7fa0a8be_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i94ec13d3193045088534c013ce9fc20b_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="icdca4db5c95c4c149ca1cc4cf639df61_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="iac3121e1206b4ec7bf95f53aa5fa5b9f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i41fc884d7c4f49b5b1b52b49a6d6250c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AssetsTransferredOrPledgedToSecuritizationMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i99a3dd0f661f4c85a3661f26e16dd598_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AssetsTransferredOrPledgedToSecuritizationMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i8252b01520594e418328a332a662d558_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:RepurchaseAgreementsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i734489a65cfb44b8b2a24fb194dd71da_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:RepurchaseAgreementsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="icdbb1cc9183140f79cbbe7f00b7742c4_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:OtherDebtSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i7729e5300c5d49aa9e58aacfb51ce61c_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:OtherDebtSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i065d36b585884f2a9e2b4c3a404555ef_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:SecuritizedDebtOfConsolidatedVIEsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ieb8ad33e4d284e07a3e37bbb74e990f7_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:SecuritizedDebtOfConsolidatedVIEsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="if10cdbe6b7fa4893bf9d20994cc62b98_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ParticipatingMortgagesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i67b54cdee02b4797bf2f38e1a8434ab2_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ParticipatingMortgagesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i3874e9cfd6d440938c91ed5a44b5a5ed_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i6969e87cb93d4b7b84743bcbbb9e5cb1_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ice8c9263df2b4b148fa8f698fd4ec5e0_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i1329b64292d248f1bc58910e4c05d485_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="icb2af5c117c149659d0e5f176876125b_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i1324688cd8e740cb99c68c1f96eb6914_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ia77ca0377fea4e82a6e56e87bc260f03_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ida3f2fd8af6a4d96b9dc4a2f147d4556_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i691e1b438273413b9a1c722ead613a59_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ife807db10a6040faa0f3a63b030a5c46_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i19aaf083609142958b7848b68335f791_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">us-gaap:CollateralizedMortgageObligationsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="if65a39badda04946bd411854c5c36298_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i56fd68bc499049fcaba9fd9c547de373_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:MultifamilyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:ReverseMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i244b47934c8949c486be554665f1e35b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:AltaMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id9db21c120e641e48b2720e02e5202c0_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:SubprimeMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i2b2fc4f57c97447b89c47ab232704a21_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:NplRplMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8fa0710526f649d796f51a6a6bdba968_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i0eea0033220b40e09619ff1be00e9f3a_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ibd943c48b2304d58ac3eb084576900eb_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialInvestmentsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="if2801ec32fb34447a95c87682682725e_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ia861d861f9414da28be42460b53f2747_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i8fb17addb1e948209eabcc96a885d6c3_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i1e913eec4a814fafad3d166ffa8bd734_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">us-gaap:CollateralizedMortgageObligationsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i83f0140faba3491f84c2debbe9347287_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ifcaab0312ede439885a45c095f5a56ef_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:MultifamilyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i1b46b118c2a44febbba588aced192118_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:ReverseMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i2b4b1103e705485bae77a5146ed5a878_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i06cf5540ff7a4939b83fe57f6c768384_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="id5592ce5bbc142fcb21c300392ff22cd_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:AltaMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ibd231d53c4224ff69bb2abdbed5713ce_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i5ab0c063788542599dab6e4af6e4c073_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:SubprimeMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:NplRplMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i582c3d5b466b4da486f586ffa625fbe6_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ie108bf27cdb44af19a66520977feddd7_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i610dd2a6785642eca995f42c9f25097c_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialInvestmentsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ia25cacf4dd2440ff88fe278ce92e4200_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ic358914593a84b52ba6030a376411400_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:MultifamilyInterestOnlySecurityMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i938edb22a06c498387d47039640c0ac5_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:MultifamilyInterestOnlySecurityMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:AgencySecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ieec3599729324dbcb9dacaa7e51664ba_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i86abdd7d50454326b9f482cfc6e4c224_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="id3e10a0586f24e28867332c58265d8df_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i7ac77913140d4266ac30ae430aecd466_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i3dc08f97a8f24159a851de8ac1738420_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id527bb2d7de34808a1b5d607bdd8e3a9_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:ResidentialCreditSecuritiesMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ib0b694c18e984ac49f401e138f36f6fe_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i0d99690d918142a5abbe13f34632fd48_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i7cdc208437f4475fa8d3c1fb4af6a70d_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="icbfc82015e6240b88ca71aea440a3e3e_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i8d7bb77846f84a51afff336c5ac2c0d9_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i16f6df0ed7974c25953754c59e978e24_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentTypeAxis">us-gaap:GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i94cdfb5142504d57b35059fc9eae0c05_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i509b2b9f0cd248cb9102c2099cdef190_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i2bfa7d8459864067828dd2ef174cdeb8_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i18d24a09f7ae4fc1ac3d6363e504508e_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i03057f354af04ce3a94920ebd9dc8163_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i544d69762ec344a7a593b013d3da78eb_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i8ad666d17fcf48d48407c9f15cc2e83e_D20221001-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <startDate>2022-10-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ibe4a1efebfe948d6b3f6d3977160e60b_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">us-gaap:ResidentialPortfolioSegmentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i090d51346c5a4ff7be48f76610ac9086_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:CorporatePortfolioSegmentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i624f2954f0734189878e3c576defe7f0_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">us-gaap:ResidentialPortfolioSegmentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:CorporatePortfolioSegmentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="iacbdafd53db64be990256ca034126f9c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">us-gaap:ResidentialPortfolioSegmentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i12765511af2149e58e70652eb429a704_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:CorporatePortfolioSegmentMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i291a9c82e6f4422296eae2e7e5c7284d_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivablePortfolioSegmentAxis">nly:FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i2f2b13d5b29540bdad0e62308454e4e7_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:CA</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i57e5c348395841798ef3889969e408f7_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:CA</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i228c1ef05ea643159122f6cbe9648569_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:NY</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i83dad02eafb14e4083695ad772597377_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:NY</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i762aa7ce151c45dc9c83c721f0d58547_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:FL</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i479a1d300dc94ff295c83264f36dacba_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:FL</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="id2e0b67af70041bc9ca11b1e281476f9_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">stpr:TX</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i1852511a30a740d8b11eb122a3e89093_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">nly:OtherLocationMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i309bde3d7040463793717cab3c2aa88a_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:StatementGeographicalAxis">nly:OtherLocationMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i44ac78daf02843b3ba08a476dc82e47f_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ie90df1926fe64e72af7b2e306c3cd5dc_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByBenchmarkAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:ConcentrationRiskByTypeAxis">us-gaap:GeographicConcentrationRiskMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i8afcd0f3868c4507a3d493d8d49e1ef7_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i86d55abd42ad4a0b9c936018fbf98aff_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ic1dd4be6b18c4e738bec85130f614c07_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i21e9b956d21a4356879fdc204e32bdd8_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ie1729eedc69744dd85c3a03716de5c75_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i4da234ee9bef488bbe2ae665d9f88b98_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="id1e986dd53c440cdb87366ff5439927e_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="icd0b67d178f7412ba31c094ab9c9377f_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i4bfb31ddcbf7463ab24f836eaa6f53b7_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i6e4298453c234b69a209f3abd60172de_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ib0d1d900ed054259989b252a00728f2a_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i4bd44d3a2f0243f899ed2cc2335b81f9_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i205c71d70055483da27452fdaf641a2b_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i71c372cd02574b1fb3e86631ab5ad077_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="ieaf58c231a854a4c9d12fa353b8038cd_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i3fa0bd9fb6ea4718ab6438f3fde567ca_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i3120e31ce2d4424cba3cccbe0badce44_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i141606cb87bf4ce0807c099fe620ceae_I20200331">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="srt:MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis">srt:MultifamilyMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-03-31</instant>
        </period>
    </context>
    <context id="id11f948d11c644049636f3c2c9ea86d0_I20200331">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="srt:MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis">srt:MultifamilyMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">us-gaap:RetainedInterestMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-03-31</instant>
        </period>
    </context>
    <context id="ifdd6e3484e3a409fae13836ea130c945_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="srt:MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis">srt:MultifamilyMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i58f394f5637c4080b1544803644619dd_I20220131">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-01-31</instant>
        </period>
    </context>
    <context id="iff32d93dae3c422b988a5845ba12b53a_I20220131">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022INV1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-01-31</instant>
        </period>
    </context>
    <context id="ibbba2488463a470c9f1ec9dcbdebcdb9_I20220228">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022INV2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-02-28</instant>
        </period>
    </context>
    <context id="i88c82a27d8d545ca80983cd063da07e4_I20220228">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-02-28</instant>
        </period>
    </context>
    <context id="i12b715c2bb3f42f6987ef2f844822bc1_I20220331">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022INV3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-03-31</instant>
        </period>
    </context>
    <context id="i4d677a69f99f44188cf9b64b3300c5ee_I20220331">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-03-31</instant>
        </period>
    </context>
    <context id="ibda9fd8e7266490ca6b5c2e6957644ba_I20220531">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM4Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-05-31</instant>
        </period>
    </context>
    <context id="id02c9994c65440fdb0a23eaf21e75a96_I20220531">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-05-31</instant>
        </period>
    </context>
    <context id="i29960dc3cec34ccf9a5d8c7768884b27_I20220630">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM5Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-06-30</instant>
        </period>
    </context>
    <context id="i3081f63b204a4b1aa5cf24704b290241_I20220630">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-06-30</instant>
        </period>
    </context>
    <context id="i62b61b7f8aad42afa3bb9bb243066094_I20220630">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM6Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-06-30</instant>
        </period>
    </context>
    <context id="i4bd7e6261ae94d1e9b0d0a19b3c68265_I20220831">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022J2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-08-31</instant>
        </period>
    </context>
    <context id="i09108806778c436686298d7b54d42002_I20220831">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM7Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-08-31</instant>
        </period>
    </context>
    <context id="ie1f41b51d09946cd9506096bc141a8db_I20220930">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM8Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-09-30</instant>
        </period>
    </context>
    <context id="i28e3705615444a73b234dd27139dc11f_I20221130">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022INV5Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-11-30</instant>
        </period>
    </context>
    <context id="i8b4a5fbec2ee4788977c0b0d9f736278_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:InvestmentSecondaryCategorizationAxis">nly:OBX2022NQM9Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i1a02593eeaaa4ed0ab53ec6bcd8c3524_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i29c4db11a8c74aeb844e1510c84085ad_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i994c29c355974d92b92781581a2be87a_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="srt:ConsolidationItemsAxis">srt:ConsolidationEliminationsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ifae3b3f3f54c443c92d0e54987e710a7_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="srt:ConsolidationItemsAxis">srt:ConsolidationEliminationsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ibb6bd86a7b34426eb07274d5ce748ac0_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="icd169a83205740adbef663fa7acf37fc_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBXTrustMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i13743ff584a341abac51ab3d69b77af3_D20170801-20170831">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:MSRSiloMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2017-08-01</startDate>
            <endDate>2017-08-31</endDate>
        </period>
    </context>
    <context id="id0d962eb3eda428d97662505068deb9c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis">nly:MortgageServicingRightsSilosMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i44b202a42950451593ab0f9ff80e928c_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis">nly:MortgageServicingRightsSilosMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ibfbb03fd740a4391a3e3c54d889b13fc_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i6003367fd0cf457a9344879661023ed1_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i2650fbb9c86b4f5786af0d0a2621175e_I20210325">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:CommercialRealEstateBusinessMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-03-25</instant>
        </period>
    </context>
    <context id="if5010aac59c9465398ad91ca9ce263f3_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:CommercialRealEstateBusinessMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i44dc3dfbc17a4b409f1f1bdd2c79f6e4_I20220430">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:MiddleMarketLendingPortfolioMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-04-30</instant>
        </period>
    </context>
    <context id="ifc722d3c3b524f2dbe8b902bb2b04896_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:MiddleMarketLendingPortfolioMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ia633f7b307a2404da36b66cf938b2bf1_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DisposalGroupClassificationAxis">us-gaap:DiscontinuedOperationsDisposedOfBySaleMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis">nly:MiddleMarketLendingPortfolioMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwaptionMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ibd5af9ec869d42f798f5994ed3b81530_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwaptionMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i71038c0a17b04c82a542b2fed142b564_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="idc1fc643b8404a6e904290495d86c032_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ic5a7506bc8614531890ed409d90eb685_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i48d92875665e48d9ad7dc5f35576342b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:LoanPurchaseCommitmentsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="idc3f180ca6704e54b0521023b5217573_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:LoanPurchaseCommitmentsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ic981697f9e8e4350aadc351b1c89f98b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:CreditRiskContractMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:CreditRiskContractMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="if557acf974fb4d9ba7448a01b1758d0a_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:CreditRiskContractMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i641b866c844e457fbba7b292d054222c_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:CreditRiskContractMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ic5f6405019374571877d495385450ffb_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodOneMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i528c1da4b7984ac8a41b816110c3b907_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodOneMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="iee0be1b357d74d4280e7206139879a16_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodTwoMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ic4737d4b23e34dfbafb36f303ae30371_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodTwoMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i44c8210676cc420994ce21694b5f3be2_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodThreeMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ic9e0ec2b2207460fb67dd176f7a38b2e_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodThreeMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i4e0ca2df786c41f5bd809495879a3615_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFourMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i067f210046d146038eef4a39a221f16e_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFourMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i7b7c74aaffae42d1bd62c739d2ec5b2c_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i120fd340bfc148d8805a79669f4a4656_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodOneMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i380ec3d968e545c5bcc550b114595be6_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodOneMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ied0a337fa8a445fc842e4c2d8d1ae5d0_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodTwoMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i159843cce3914c0c9b513f688572bc6e_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodTwoMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="if78c918d9f65470bb14398327dd845a9_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodThreeMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i931dcde5e965446a9274ec9446c94b63_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodThreeMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i158ed9243e1d4360a57bb9218422a62b_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFourMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ib476e2db5d4e4886899638d60a3c72eb_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFourMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i5a0a8633efd04d8cbd8a75fe73813c0e_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ia6c0fca56ea645b0937e61bda72879a9_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:LondonInterbankOfferedRateLIBORMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i273ebc2629814d93ae6a12d1ef5ba2d3_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:FederalFundsEffectiveSwapRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i9a89cb6fea36491692a5286f0a82732c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ieaeaf8e4aedf48cbb54f12b6b1b7d4ee_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:LondonInterbankOfferedRateLIBORMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i0230c14b23f64ff6baffc3d0c5919679_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:FederalFundsEffectiveSwapRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i75f6dd992da54199b961975150565887_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwapMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:VariableRateAxis">us-gaap:SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i3171147db3f1422cba32f25f970fb617_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ForwardStartingPayFixedSwapsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i3858a8cd1e26445db377205c600920ea_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ForwardStartingPayFixedSwapsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ib57eb268e94f4d0aaa095b55dc88d799_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionPayMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i4702a772347a44de97968f1e8f0a3d1d_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionPayMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ic197d51abf85454bb9c1c66e3dea55ad_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionReceiveMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i93449bff1fb14625901fe3edd33a952d_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionReceiveMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="iedcc073f5dbf4099a01b8981d39bd389_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionPayMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i2aa2d9c1eb9e4ab79687f23352f978a4_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionPayMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ie1c49327c55e40d190ef56fb530bf29f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionReceiveMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ica62655d8c494224870eabde9b6a7839_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:InterestRateSwaptionReceiveMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="iabfe8cca91ad4e2385e5a76d375f5e47_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i9043c141f5f74ef9889c3979cc30b34d_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="id1b17bcb6981462a8aa04e77080fe9f7_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ic76e541705f14450ac853b5327b9f8ca_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i9f0d1c25573b48e9a9b68440e0a5b01e_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ibf055974c74f40a8a1e8e908195ebc1b_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ic42bfaf8fcad456e85f1cbf9d37ada72_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesTwoYearMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i8dc2379002ec4c4e80e17ca873cbab00_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesTwoYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i546f43a76cdb406ba2154c7d6eb6dab8_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesTwoYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8c08dabbb1cf473da412ed16afc9044c_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i7b6cfa55da61411383b193a3d763e66e_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ibbcf8c1063f94b4081f8cd1007458de2_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="iaefdfafb5d774ccea4c11fd098420ca9_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i19f4459687af4b1c8012b1618dc9ad69_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="iee95f4e1cd474368be29a46f1ef442ad_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ida94004310654c2eb59ec959e71f2a61_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8ea90e09bca5493884d0d5b5c74c9517_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i5cabdfbbdf21408ca538dfe920d5df06_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ib70b2b83ee4942bcabe063d8d568c990_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFiveMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i6c9c19fa849d4a6285cf679ebba8d521_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFiveMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i0f9074d3c2244ccf9a2cbcfe727c9c79_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentRedemptionPeriodAxis">nly:MaturityPeriodFiveMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i94d3384b6cb448acaa28d2b9220d5951_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i237759e5f4434c34b4d24b0c79c0c51f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="idd904803333e463b85a94a780a81c39c_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesFiveYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i42fde8126abd4c42af5e61e310427040_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ib07338fe1dfd457fa487b468e71980ca_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i27ffa1701ed648ddb5d4e5c34687e194_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:USTreasuryFuturesTenYearMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i064625bb8c0e476b9f5bc1357d52d6ab_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:LongMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="if0c5f8251f1c48aba3ad1afc8853e947_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PositionAxis">us-gaap:ShortMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i81093ade6fa74dbf9c8ae8bf06c6bc58_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:FutureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i0ca7d92442da4192adde6a5c6e465384_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwaptionMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i6f51e5f47faf458aa2d1e6a23bdf175e_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i23cf0f705f9e497e9596b76f7dd0437c_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:LoanPurchaseCommitmentsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="idc9188a2e182487c8ed7561922d0e12c_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:CreditDerivativesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ifa8852416059440b9be6723f60586886_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:ToBeAnnouncedContractsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ib526074b87f74d598b5a5430cdbb8761_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">us-gaap:InterestRateSwaptionMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i4840bda5805945b4a8aff83dfb36cdf3_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:UsTreasuryFuturesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ifdbffaa41bf64b07a4a0e9536e68554c_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:LoanPurchaseCommitmentsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i53b76195b24948a0ac23a94e3fdb6dfb_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DerivativeInstrumentRiskAxis">nly:CreditDerivativesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i63fbb89737584a75880cdf3c26232db9_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ib01b8216347847e7963d15fcd7beabfd_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i560c8aa7a15348c694751e3563c73f2a_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8013377fdb0d41b8a800dcf44c77f0b1_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i00bb9bf9654341a38405633a98f7a477_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="idf6f4a5869034524ad9d136bfc0bb50a_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i9eb5bdb495c7426b858919d1feaeb899_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8a403ea2fcec405382b130394882bd3b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ic06239ce38fb4323a68b0ddf533a5038_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id8a71b2f11614a43af1b0aaecf246ec2_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ibe62bc03d57e4fbe9ef7f0557e7bf3da_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="iec7a901650504799a49c50ae7f5191dd_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i99b769758b8e457abdfb42ac8faf3c64_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="if1326d591f894c95985716c9359b3881_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i388d5c3bc1ac42f0a127728d913a661e_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ie5447a9365874c3992afffd7a905a3a1_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i949d8694a3b841048765c20485b1d055_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i20efd593461e4d159d7e9c31be9129bc_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ia671e5feb50d48ea815b270b3d92b82c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i103d231928b840278fbabc08887b7c8b_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i5d73f279a6eb416081e350d981e91ac2_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i7008d8cb9909467c94256b86ec776ec8_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i7164b1f4163f4e1cb3503dc6471b9f6c_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="if16a3ec1db994504952f44be91af1b60_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i858bafc64ad54f31b1bc0fdfc48a0534_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i6eeb7a7c50ef496d9af71d9c2bc8a40f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="iccb9e06a079f4293b444107c203dd37c_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ib6ce3750e37f4ae096881d8f42acb000_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ic031c943057c45a2a30747ad2570029e_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i426aa459134740daacef0dbfa49cf931_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i643e7a54c4374fe99a39a4022759dead_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i9b24f8c723a0454f96053994aab24487_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i1cd378f2bb01426cba6fabec8fee52cb_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i162ad38f06664fa49ed2812ab45574ea_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel1Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ifea3bf3c28aa4131ad301f7c84406720_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i287603f760fa42f298725fb2d0adc9f6_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i9f1dae94633844f8975fea8e5022e3e9_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:PledgedStatusAxis">nly:AssetTransferredOrPledgedMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i3469201e327a407bb7d239fef1273c06_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i888397da4c5245949c6a1981d4a12724_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ib9b1d5d575324a89880c634301a750dc_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="if623fb8925d24680b92098710172cdef_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ie0ab03a91c024a8082654f26ff9d0abc_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ie3fae5a118cf4adeb4884894afe6d434_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ie98fa190f015440f92114c106d3cb05b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i54eb8fe48b5e444d919c9c68ae656d4b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i1410cfb41fa44896b04b7a648183fec2_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ib80ead57fa5c4fd3b2d12a93ebbbaffa_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ide8ab9f6c009432faab8be73269c6a21_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ic4e0ba8d366447dca75cafeb2c2fa200_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="idffff1e3df5b4ba3898611002434b26e_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ifd21efebec014c02b352b3983f87b780_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ia0cb572eee784adf87eecfaa1530a6bd_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="id4007e1d1bca4e93a84b6e5fb50e3746_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i8f98319f53eb42bbb2be3b9a9d50894e_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i29fb366f193346ba8052617a7b852f94_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="iaa7398ea98084c56b725e9a08ec417f4_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i42d2351f90d74c71b6419df878fd8582_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i5a797c020fb8488b976f9eaaac269bae_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i99e53b339b3b4eb7bbd4f0ab4a3fe750_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ide68f4fccfee4b64bcede1bbc10ea5f7_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i5008841934504116be6081bca2ff4e3e_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:MortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="id2a3fcf3fcef4c10a9c78b39e639aa38_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="icbb66d657c5640968f4b59602e6e8f06_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i4478cc0d76e94c008a27932d5b1f3b5c_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputDiscountRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i520b9b23588e400e81173353ebbb3b11_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i060f5700d8b04093ad2b06e470924914_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i72faf16a5e70466eace6d81718c2d880_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">us-gaap:MeasurementInputPrepaymentRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ia085d4bd0788485e851ee95c3095397f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ib1b0d225e11e4e71a6e4fd1fb4e554ea_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i7639676bdc1443e2a217db1c725d732b_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:MeasurementInputTypeAxis">nly:MeasurementInputDelinquencyRateMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i476c80ca824b45aa94b442fca46df740_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i38740f7aa6ca425498b663355e9faee4_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i78b97c45e71d434e974f297311a3fb1b_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:WeightedAverageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByAssetClassAxis">nly:InterestsInMortgageServicingRightsMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementFrequencyAxis">us-gaap:FairValueMeasurementsRecurringMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i6a4509ffcee04e098d2cd07ad6ae3053_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:CarryingReportedAmountFairValueDisclosureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id780aa91cf7644fca7c22198e6890bd7_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:EstimateOfFairValueFairValueDisclosureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i806bf507ff174e588171ecf302773395_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:CarryingReportedAmountFairValueDisclosureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="icc342160a49749c1945c62c456c40272_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel3Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:EstimateOfFairValueFairValueDisclosureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="id6b4246668744186afccaebec98742b9_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:CarryingReportedAmountFairValueDisclosureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i4c9dcc6f211d46aa9fc4639ac90039e6_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:EstimateOfFairValueFairValueDisclosureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i689af9d1102c48cea18c3f337af8611b_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:CarryingReportedAmountFairValueDisclosureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i5f0a75c92ed64185b946e9a5b9efefe5_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByFairValueHierarchyLevelAxis">us-gaap:FairValueInputsLevel2Member</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FairValueByMeasurementBasisAxis">us-gaap:EstimateOfFairValueFairValueDisclosureMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i6ad26db08f984cc1868787569fc75662_D20200630-20200630">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FiniteLivedIntangibleAssetsByMajorClassAxis">us-gaap:EmploymentContractsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-06-30</startDate>
            <endDate>2020-06-30</endDate>
        </period>
    </context>
    <context id="ibd3eaaddaef44092916c35a424fa4bf7_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ica60325cb7e5418aabdaa4bf2cdfa22b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ida1bda8ecedf43f68ee2ed4ad914d16c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i90bc0179f489443a9c94058eadd8913e_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="idc0522df0eca41c2ba35c874c7f6df53_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i24e5c095c2e64c739c02c4a04ecacb46_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8735ac64061b4efeb70296b95c0b48b5_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i1563f33f17684193aaa390b6039aa44d_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="icc39e203cd7546e29a1a9eaed7405152_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i5fc3cb5669cd4ba28ee72d454a659091_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i27a7be4c6d314ec0a8e5a010499e9afe_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id5b5ccb9d0034ab1bed298a03895ee91_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i2155af1b845048cfb69ca7e73893c623_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i5b45e663fcbb4149beb7b9af9b80759c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i233712138179404da2aeb163b27d5b56_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i4991175052994a21b4b92f26b201314b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ic1f39e39c99642eeb6e84b62f65b6028_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i08338adaaebb467981803a0ecbdf49e5_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id60caca219564f7eabf58d214aa5beda_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8a884f2f87b64902b5e892432e249dd7_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i4e54e6042a7c4578a48ceda39372e927_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ic29543cd76f141928814e3edfaa31961_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i6bb81508fe1a4fcc832b43cedbf20fc6_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i4e0c153b6ec745dcb6318c523ccbdb42_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i76280b6ba03841b5a8e13b81fcdb7ee2_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i065d24675c9d4e1c9106b7dc964ac1dd_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ie89bee4d65d24921b8cf6cdf762fd82b_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ic9e4f2c7a024465bb3b596e8e37bb76c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i8959d600bc864d6990dfaddab1362808_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id5ef8aefa8d94850a653a1379f5c06d5_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id80122d8470943da83f6c7a706ecb1f4_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i66a3487ba7a4449c8aeaef941ca3683d_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i7cdd818268684db5ac30becb00c86d99_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ic23bf4ec5e5c445aaec7b2affb5be6a9_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ie0214bb77dc54c478b7e89ede712da03_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i05cb740bf4b64e36b0bd838c603445ef_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i27c0221a6d774f43a5fbc7742d51c454_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i548a02657a8f4bc9a5acebe866a9b0fb_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i16267ed73ad84b1286edc4ec0c4837db_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i397810a998fc4f13a23c9f275cacb238_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ibd27c6746116493b8e447691101140be_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i5f3e79873c8f4551bac7a88ced275561_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i1207cbdb9fd9404ebafa32c0a593cfc0_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">us-gaap:MaturityOvernightMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i75721baf46a64dc2a7432e5198219f6d_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ica71c847bdb24af686964f4ee43f9cb5_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i54245b0db7294102a7dfddb230348b14_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i17866c0448d747c6bf75d9002937549b_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ice267c10714e406b9555b410b0bf17e6_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i17d46aeb3de3432194e94f7ca0cbce81_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity2To29DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ic64a29a1d4e3416b9cacd52b6d044404_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i7b89d47404c84710a7918b3f0069c1f5_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i25513d07c3dc4c5bb71d1f9b03eebdb6_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i247ccb53786e468ba5da751e72d508ee_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i973585ba409745a1bcb02fa627788610_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="idb537b8f985c4b17bbd933bcab43529d_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity30To59DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="iecd57cb4bf2f468f9fa29d814e3ed91f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ie8916c187eab479a900b45409c6feb6b_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ibd2ad6995c7946369b58b89f344ad35f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i8f3d871e05684d1b990b92b697ae0dfd_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i111dc28e4289412e8bb47836cfa7ad83_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="if7b4d3ce89934d24b38a2da47d5eb476_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity60To89DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="if2ae1028b5604d818b642261e9aa32d3_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i21ab76da400648718eb2a031da2fab69_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ibd8feb71838c475591a430b4bbba5187_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i0bd6b2238e2444c08067ee2ed189ed72_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i197c19f790474f7abebcf0d7cf227a4e_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i11dea8527d3d49b691083985bee2117f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:Maturity90To119DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ib43ff40932154358a96dafa2f0173d0f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">nly:AgencyMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i435a160b0f97483a90b18663b25280bd_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:CreditRiskTransferSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i5bb383f5a87246e6aa06efc52d920356_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i5a982a7981614e10a4f91eab3d225b9f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:ResidentialMortgageLoansMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="id48f04c2e40b4662a111540cabd60552_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:UnderlyingAssetClassAxis">us-gaap:CommercialMortgageBackedSecuritiesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="id8d089396f0d427ea86b8dcbc5b73508_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis">nly:MaturityOver119DaysMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i7c887978594246b8b95f69a7e213e0da_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">nly:NonAgencyMbsMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="iab40f01b8bd14674948a64ddd092f81c_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentAxis">nly:MortgageServicingRightsCommittedCreditFacilityMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:LongtermDebtTypeAxis">us-gaap:LineOfCreditMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="ieaba532ca69f4288b40f799d833ba829_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i205a03da68bb4c84adef1a58acd432c3_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i062cfcf21f0648b2b7d8d9262d4e8bd8_I20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:ShareRepurchaseProgramAxis">nly:A20192020ShareRepurchaseProgramMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2020-12-31</instant>
        </period>
    </context>
    <context id="i13cce04320bd453a9d136413b050abcd_I20220131">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:ShareRepurchaseProgramAxis">nly:A2021ShareRepurchaseProgramMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-01-31</instant>
        </period>
    </context>
    <context id="i74291f3505374862b9bffe8b716b00bd_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:PublicOfferingMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i46cca9e584a74e52a226a86e11609f61_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:PublicOfferingAdditionalSharePurchaseOptionMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ic4a7e4c43a1e4aaab84b773013dc0172_D20200806-20200806">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:AtthemarketSaleProgramMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-08-06</startDate>
            <endDate>2020-08-06</endDate>
        </period>
    </context>
    <context id="i3e5cd63e9a72497da80b8019153aaabf_D20221001-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:AtthemarketSaleProgramMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-10-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i6e3cfe5f829840568839f51aebb9f27d_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:SubsidiarySaleOfStockAxis">nly:AtthemarketSaleProgramMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i37e4bde0febb424188e8b0da33e8eb11_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i0719d81ec93342139603a51dbefc783d_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i29ea28fa2d85458189cba5f5d67d8243_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="id8a91da812c449f1853c991947739d88_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="id2415da0391a4a16a8aec6917c249e2a_I20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2021-12-31</instant>
        </period>
    </context>
    <context id="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ic739e5a4a76b4921af09ef91824887cb_I20221103">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:PreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-11-03</instant>
        </period>
    </context>
    <context id="i84fcdac7658b4996852a96b55c229b53_I20221103">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-11-03</instant>
        </period>
    </context>
    <context id="i9063b69aaa314c37aa94b745f14f9c11_D20221103-20221103">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-11-03</startDate>
            <endDate>2022-11-03</endDate>
        </period>
    </context>
    <context id="ifea5bd7bc8f84009b83985225154f037_I20221103">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-11-03</instant>
        </period>
    </context>
    <context id="i89c11d7741834a5f83123e5d1d2c5874_D20221103-20221103">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-11-03</startDate>
            <endDate>2022-11-03</endDate>
        </period>
    </context>
    <context id="i730bd95a05be4ff3b1133a62c55c682d_I20221103">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-11-03</instant>
        </period>
    </context>
    <context id="i55fb64a7e0464de4ab3075dc8e257ecb_D20221103-20221103">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-11-03</startDate>
            <endDate>2022-11-03</endDate>
        </period>
    </context>
    <context id="i7cf457817a6647b1926c99b960dc19eb_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesFPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i9208b155a52d438a8315fac5faf67ac3_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">us-gaap:SeriesGPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i0fdd4ee28dfb4d268fff65110cac0c58_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:StatementClassOfStockAxis">nly:SeriesIPreferredStockMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="i992243b8f0cf4f0986fb4bcb44863c39_I20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:PlanNameAxis">nly:EquityIncentivePlan2020Member</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2022-12-31</instant>
        </period>
    </context>
    <context id="i6fd0b0396985434185a268e39d486807_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:AwardTypeAxis">us-gaap:PerformanceSharesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="idd43b2270f584a1fa851ed2f7bdcb508_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:AwardTypeAxis">us-gaap:PerformanceSharesMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ie5311f34d61b474a9595ed45f0bbc16b_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:TaxableREITSubsidiaryMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="ia2b5833fb5e04d1d917ef2f05059f1de_D20210101-20211231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:TaxableREITSubsidiaryMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2021-01-01</startDate>
            <endDate>2021-12-31</endDate>
        </period>
    </context>
    <context id="ieff5cefe0c844f8594eaf15dcf595be5_D20200101-20201231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:TaxableREITSubsidiaryMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-12-31</endDate>
        </period>
    </context>
    <context id="id0ee1ed8eddd476fb9d87fb7a8ee9d28_I20200212">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <instant>2020-02-12</instant>
        </period>
    </context>
    <context id="i95b8e3b07d97453187b1bcf8729ff3f3_I20200211">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <instant>2020-02-11</instant>
        </period>
    </context>
    <context id="i28af6559c5914da7a046140ad277d925_D20200211-20200211">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <startDate>2020-02-11</startDate>
            <endDate>2020-02-11</endDate>
        </period>
    </context>
    <context id="idde5ba474a1a4f9f80b505fbbbafb28a_D20200101-20200630">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-06-30</endDate>
        </period>
    </context>
    <context id="i32368e832785429f98a364ed40e042c1_D20200101-20200630">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:RelatedPartyTransactionAxis">nly:ManagementAgreementMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2020-01-01</startDate>
            <endDate>2020-06-30</endDate>
        </period>
    </context>
    <context id="ib40d41b2ec1b455e8da67b2dbe0b6f2f_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MinimumMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="i296056625e2343ddbaf5fb3e9e169217_D20220101-20221231">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:RangeAxis">srt:MaximumMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <startDate>2022-01-01</startDate>
            <endDate>2022-12-31</endDate>
        </period>
    </context>
    <context id="iaa31b793c5454e4b94b8b52c390bea8b_I20230131">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="srt:ConsolidatedEntitiesAxis">us-gaap:VariableInterestEntityPrimaryBeneficiaryMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:FinancialInstrumentAxis">us-gaap:ResidentialMortgageMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:SubsequentEventTypeAxis">us-gaap:SubsequentEventMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="dei:LegalEntityAxis">nly:OBX2022NQM1Member</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2023-01-31</instant>
        </period>
    </context>
    <context id="ifeadf2c3188046c0be11df1850d20335_I20230131">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentAxis">nly:MortgageServicingRightsCommittedCreditFacilityMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:LongtermDebtTypeAxis">us-gaap:LineOfCreditMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:SubsequentEventTypeAxis">us-gaap:SubsequentEventMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2023-01-31</instant>
        </period>
    </context>
    <context id="id542aa2518ab48d2a2db05d3dfe7fb7a_I20230228">
        <entity>
            <identifier scheme="http://www.sec.gov/CIK">0001043219</identifier>
            <segment>
                <xbrldi:explicitMember dimension="us-gaap:DebtInstrumentAxis">nly:MortgageServicingRightsIncrementalFacilityMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:LongtermDebtTypeAxis">us-gaap:LineOfCreditMember</xbrldi:explicitMember>
                <xbrldi:explicitMember dimension="us-gaap:SubsequentEventTypeAxis">us-gaap:SubsequentEventMember</xbrldi:explicitMember>
            </segment>
        </entity>
        <period>
            <instant>2023-02-28</instant>
        </period>
    </context>
    <unit id="usd">
        <measure>iso4217:USD</measure>
    </unit>
    <unit id="shares">
        <measure>shares</measure>
    </unit>
    <unit id="usdPerShare">
        <divide>
            <unitNumerator>
                <measure>iso4217:USD</measure>
            </unitNumerator>
            <unitDenominator>
                <measure>shares</measure>
            </unitDenominator>
        </divide>
    </unit>
    <unit id="investmentgroup">
        <measure>nly:investmentGroup</measure>
    </unit>
    <unit id="number">
        <measure>pure</measure>
    </unit>
    <unit id="security">
        <measure>nly:security</measure>
    </unit>
    <unit id="point">
        <measure>nly:point</measure>
    </unit>
    <dei:AmendmentFlag
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80L2ZyYWc6MDRkY2IwZTE1ZGNlNGRhMTg0Y2I0MjcyMGUxNTZhYjMvdGFibGU6YjExMDcwNWI3N2Y4NGEzNGIyZGRmOTIxOGRkMDQ5MjIvdGFibGVyYW5nZTpiMTEwNzA1Yjc3Zjg0YTM0YjJkZGY5MjE4ZGQwNDkyMl8xLTEtMS0xLTExMjE1Mg_c90b692b-0992-4ca7-b598-752a22a883ad">false</dei:AmendmentFlag>
    <dei:DocumentFiscalYearFocus
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80L2ZyYWc6MDRkY2IwZTE1ZGNlNGRhMTg0Y2I0MjcyMGUxNTZhYjMvdGFibGU6YjExMDcwNWI3N2Y4NGEzNGIyZGRmOTIxOGRkMDQ5MjIvdGFibGVyYW5nZTpiMTEwNzA1Yjc3Zjg0YTM0YjJkZGY5MjE4ZGQwNDkyMl8yLTEtMS0xLTExMjE1Mg_7d751649-5c12-4259-b205-edfbe512b924">2022</dei:DocumentFiscalYearFocus>
    <dei:DocumentFiscalPeriodFocus
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80L2ZyYWc6MDRkY2IwZTE1ZGNlNGRhMTg0Y2I0MjcyMGUxNTZhYjMvdGFibGU6YjExMDcwNWI3N2Y4NGEzNGIyZGRmOTIxOGRkMDQ5MjIvdGFibGVyYW5nZTpiMTEwNzA1Yjc3Zjg0YTM0YjJkZGY5MjE4ZGQwNDkyMl8zLTEtMS0xLTExMjE1Mg_e01656e0-9442-4b0c-aade-8da4c0a45f54">FY</dei:DocumentFiscalPeriodFocus>
    <dei:EntityCentralIndexKey
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80L2ZyYWc6MDRkY2IwZTE1ZGNlNGRhMTg0Y2I0MjcyMGUxNTZhYjMvdGFibGU6YjExMDcwNWI3N2Y4NGEzNGIyZGRmOTIxOGRkMDQ5MjIvdGFibGVyYW5nZTpiMTEwNzA1Yjc3Zjg0YTM0YjJkZGY5MjE4ZGQwNDkyMl80LTEtMS0xLTExMjE1Mg_4f1a4b7d-1760-4198-ad76-cb60e2f885e1">0001043219</dei:EntityCentralIndexKey>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i8deee8cbe9b24486bd79fa4199981eec_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzQ1L2ZyYWc6ZTI2ZDExOTFlN2E3NDM0Yzk3Y2QxMDA1YmIwYjc1MGYvdGV4dHJlZ2lvbjplMjZkMTE5MWU3YTc0MzRjOTdjZDEwMDViYjBiNzUwZl8zODQ4MjkwNjk3MjI0_174e7f21-066a-4d8a-a475-39a4f2fce282"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i7b2d46e0db3a4ce48f4506d5abbe919f_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzQ1L2ZyYWc6ZTI2ZDExOTFlN2E3NDM0Yzk3Y2QxMDA1YmIwYjc1MGYvdGV4dHJlZ2lvbjplMjZkMTE5MWU3YTc0MzRjOTdjZDEwMDViYjBiNzUwZl8zODQ4MjkwNjk3MjMy_3666771e-27cb-4bdc-8333-6971599f68bf"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:StockholdersEquityNoteStockSplitConversionRatio1
      contextRef="ib187820dbc484f5895547728ae34b90b_D20220908-20220908"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzEzL2ZyYWc6MGYyZTM4ODFhNGQxNGU4MGJjY2YzMjA1YmIwYTdmNWUvdGV4dHJlZ2lvbjowZjJlMzg4MWE0ZDE0ZTgwYmNjZjMyMDViYjBhN2Y1ZV8yNzQ4Nzc5MDY5NDY5_869a5ab3-e86b-4ffd-b66e-66c86203298e"
      unitRef="number">0.25</us-gaap:StockholdersEquityNoteStockSplitConversionRatio1>
    <us-gaap:DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzEtNS0xLTEtMTEyMTUy_c80e36bc-51c1-4ece-89c4-00673ecdca6e">http://annaly.com/20221231#DerivativeGainLossonDerivativeNetIncludingUSTreasuries</us-gaap:DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration>
    <us-gaap:ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzUtMC0xLTEtMTEyMTUy_5315bb52-9a6d-4403-947a-d4cdfa882ce7">http://fasb.org/us-gaap/2022#GainLossOnSaleOfBusiness</us-gaap:ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration>
    <nly:DebtInstrumentMaturity
      contextRef="ieaba532ca69f4288b40f799d833ba829_I20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzU0OTc1NTgxNzU3Nw_703bc674-1561-49c5-8e1c-08197695d618">P1Y</nly:DebtInstrumentMaturity>
    <nly:MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee
      contextRef="i28af6559c5914da7a046140ad277d925_D20200211-20200211"
      decimals="6"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzAvZnJhZzo4ODQ1NjEwZDZmOGI0YjdiYjI1OTNiMDExMDUwMjZkZi90YWJsZTpiYTcxZDU5MjY2NjU0ZTlhODI1YzIzNTE5ZjRlMmQ5Ny90YWJsZXJhbmdlOmJhNzFkNTkyNjY2NTRlOWE4MjVjMjM1MTlmNGUyZDk3XzAtMS0xLTEtMTEyMTUy_ef66dc82-f114-4282-ae86-ad0b6f5a3bbb"
      unitRef="number">0.000875</nly:MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee>
    <us-gaap:OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzMtMS0xLTEtMTEyMTUy_9594b59e-9bba-418e-b471-a7e7b0b9d8a7">http://fasb.org/us-gaap/2022#OtherAssets</us-gaap:OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList>
    <us-gaap:OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzYtMS0xLTEtMTEyMTUy_60097d50-cbdd-46c0-8873-9f3829f99931">http://fasb.org/us-gaap/2022#OtherLiabilities</us-gaap:OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList>
    <dei:DocumentType
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjcx_3022de0a-35f6-46b5-886c-a1c37096b538">10-K</dei:DocumentType>
    <dei:DocumentAnnualReport
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjYy_5f51fae6-5d92-4fe9-8674-ec68b09b72ee">true</dei:DocumentAnnualReport>
    <dei:DocumentPeriodEndDate
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8xMzY_867ce2a0-d974-4429-9fc7-aba1c9d075ad">2022-12-31</dei:DocumentPeriodEndDate>
    <dei:CurrentFiscalYearEndDate
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8xMzY_13fe81fd-f59a-4edd-8c68-1bd94af9270a">--12-31</dei:CurrentFiscalYearEndDate>
    <dei:DocumentTransitionReport
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY4_66c7ac2c-25e0-4037-bb6c-2560e7df549f">false</dei:DocumentTransitionReport>
    <dei:EntityFileNumber
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjU4_ca271451-5d8f-440d-8337-5d54496d1c47">1-13447</dei:EntityFileNumber>
    <dei:EntityRegistrantName
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY0_e893670e-a314-4b9f-a551-22e27dfe4fc9">ANNALY CAPITAL MANAGEMENT INC</dei:EntityRegistrantName>
    <dei:EntityIncorporationStateCountryCode
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV8wLTAtMS0xLTExMjE1Mg_08e2eb53-235b-4351-a0cf-8cbf118a0729">MD</dei:EntityIncorporationStateCountryCode>
    <dei:EntityTaxIdentificationNumber
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV8wLTItMS0xLTExMjE1Mg_8ed47eed-60e3-4d19-9f00-ed4cc7068876">22-3479661</dei:EntityTaxIdentificationNumber>
    <dei:EntityAddressAddressLine1
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV8zLTAtMS0xLTExMjE1Mg_6fb56403-cb71-4005-a0e7-322b017473d4">1211 Avenue of the Americas</dei:EntityAddressAddressLine1>
    <dei:EntityAddressCityOrTown
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV80LTAtMS0xLTExMjE1Mg_c1a9aac6-921a-4334-b4e5-5696041b9d0a">New York,</dei:EntityAddressCityOrTown>
    <dei:EntityAddressStateOrProvince
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV80LTEtMS0xLTExMjE1Mg_f24cdb05-4b9e-405a-809f-e3e111139389">NY</dei:EntityAddressStateOrProvince>
    <dei:EntityAddressPostalZipCode
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6ZDczMGI0MTVhZmMyNDI1ZmFhYjdlNWVkMjQwMWRmOGEvdGFibGVyYW5nZTpkNzMwYjQxNWFmYzI0MjVmYWFiN2U1ZWQyNDAxZGY4YV80LTItMS0xLTExMjE1Mg_2a87fcb6-fcfc-4e88-9641-cf9416ed2431">10036</dei:EntityAddressPostalZipCode>
    <dei:CityAreaCode
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY5_326d6945-ebba-4adb-b298-72d29c168181">212</dei:CityAreaCode>
    <dei:LocalPhoneNumber
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY1_7c2df6aa-22f3-4999-a2d2-a73ad2ccf23c">696-0100</dei:LocalPhoneNumber>
    <dei:Security12bTitle
      contextRef="i323e84ce32fc46409077cfb21bae3e29_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY18yLTAtMS0xLTExMjE1Mg_9e2ad005-bbc0-45ff-95ba-57ee0489bb91">Common Stock, par value $0.01 per share</dei:Security12bTitle>
    <dei:TradingSymbol
      contextRef="i323e84ce32fc46409077cfb21bae3e29_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY18yLTEtMS0xLTExMjE1Mg_88e2650e-7490-43be-994f-e2ba617ef639">NLY</dei:TradingSymbol>
    <dei:SecurityExchangeName
      contextRef="i323e84ce32fc46409077cfb21bae3e29_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY18yLTItMS0xLTExMjE1Mg_604e0794-e6f8-469a-9705-8c236724c4ca">NYSE</dei:SecurityExchangeName>
    <dei:Security12bTitle
      contextRef="ice77f9ce03754fd7b796dfcc75468470_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY183LTAtMS0xLTExMjE1Mg_ab432ba0-4a00-4b29-8411-7f8590f0e3ea">6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</dei:Security12bTitle>
    <dei:TradingSymbol
      contextRef="ice77f9ce03754fd7b796dfcc75468470_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY183LTEtMS0xLTExMjE1Mg_01748838-d02e-44ae-a40b-2f14dd82ac4d">NLY.F</dei:TradingSymbol>
    <dei:SecurityExchangeName
      contextRef="ice77f9ce03754fd7b796dfcc75468470_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY183LTItMS0xLTExMjE1Mg_e20e115f-6698-470f-9cb2-5f0db7f24d8a">NYSE</dei:SecurityExchangeName>
    <dei:Security12bTitle
      contextRef="i06548076c5d6464ab5affa65c9212fb6_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY184LTAtMS0xLTExMjE1Mg_769f5ea1-d152-44a0-a5c6-ce9c07401d9f">6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</dei:Security12bTitle>
    <dei:TradingSymbol
      contextRef="i06548076c5d6464ab5affa65c9212fb6_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY184LTEtMS0xLTExMjE1Mg_bef81185-0a51-466b-b5c1-f877e6645eff">NLY.G</dei:TradingSymbol>
    <dei:SecurityExchangeName
      contextRef="i06548076c5d6464ab5affa65c9212fb6_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY184LTItMS0xLTExMjE1Mg_8bfdbc10-0147-4660-9edb-f59926a79f35">NYSE</dei:SecurityExchangeName>
    <dei:Security12bTitle
      contextRef="i2b8893deb36949ada57d9f6596b3cb8a_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY185LTAtMS0xLTExMjE1Mg_11b1b9f9-f2ce-48c0-a1ee-6a0fee2e7ea5">6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock</dei:Security12bTitle>
    <dei:TradingSymbol
      contextRef="i2b8893deb36949ada57d9f6596b3cb8a_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY185LTEtMS0xLTExMjE1Mg_6d902459-4592-4e66-9979-f9e58f4bfb97">NLY.I</dei:TradingSymbol>
    <dei:SecurityExchangeName
      contextRef="i2b8893deb36949ada57d9f6596b3cb8a_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6NDBjNDA3YzJmZDQ5NDg4MThlNGU4ZjhmNWI4MTQwY2MvdGFibGVyYW5nZTo0MGM0MDdjMmZkNDk0ODgxOGU0ZThmOGY1YjgxNDBjY185LTItMS0xLTExMjE1Mg_26eba87f-a431-4358-90f0-e3d82cc7e851">NYSE</dei:SecurityExchangeName>
    <dei:EntityWellKnownSeasonedIssuer
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjU5_18d6ee89-dac0-45d4-aaf9-89ed0d320b3f">Yes</dei:EntityWellKnownSeasonedIssuer>
    <dei:EntityVoluntaryFilers
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjYw_b8eb5232-30b8-4d0c-be75-09ed369f9709">No</dei:EntityVoluntaryFilers>
    <dei:EntityCurrentReportingStatus
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY2_6136e7c9-884a-4a42-994e-a16a643f1722">Yes</dei:EntityCurrentReportingStatus>
    <dei:EntityInteractiveDataCurrent
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjY3_7dfcfb4e-4b00-4117-874d-bf521d2a239b">Yes</dei:EntityInteractiveDataCurrent>
    <dei:EntityFilerCategory
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6MjJkMTgzNGM3OGVlNGExOTg1OTlhYzUzNTdmNzJmZGUvdGFibGVyYW5nZToyMmQxODM0Yzc4ZWU0YTE5ODU5OWFjNTM1N2Y3MmZkZV8wLTAtMS0xLTExMjE1Mg_faff33c1-8ddd-458c-922e-3d67e013e46a">Large Accelerated Filer</dei:EntityFilerCategory>
    <dei:EntitySmallBusiness
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6MjJkMTgzNGM3OGVlNGExOTg1OTlhYzUzNTdmNzJmZGUvdGFibGVyYW5nZToyMmQxODM0Yzc4ZWU0YTE5ODU5OWFjNTM1N2Y3MmZkZV8wLTEwLTEtMS0xMTIxNTI_4aeffce8-ea14-4c4b-b7ee-e942afde2b56">false</dei:EntitySmallBusiness>
    <dei:EntityEmergingGrowthCompany
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGFibGU6MjJkMTgzNGM3OGVlNGExOTg1OTlhYzUzNTdmNzJmZGUvdGFibGVyYW5nZToyMmQxODM0Yzc4ZWU0YTE5ODU5OWFjNTM1N2Y3MmZkZV8wLTEzLTEtMS0xMTIxNTI_5fa1ea20-78aa-490c-9165-f785c878c3e1">false</dei:EntityEmergingGrowthCompany>
    <dei:IcfrAuditorAttestationFlag
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjYz_dcca1b5b-266c-46b6-b2f9-9f1f1bedbe2d">true</dei:IcfrAuditorAttestationFlag>
    <dei:EntityShellCompany
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjcw_25977018-35e0-4b85-889c-2297cbff0ae5">false</dei:EntityShellCompany>
    <dei:EntityPublicFloat
      contextRef="i533d8a890fc74cfaa189b60b72bd3d52_I20220630"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8yNzc2_f476bab8-f0c5-4221-b723-12778dec4da0"
      unitRef="usd">9500000000</dei:EntityPublicFloat>
    <dei:EntityCommonStockSharesOutstanding
      contextRef="i84012f7a9a0948658a25bb2e6022e9b0_I20230131"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8yOTc5_9a8348e1-cac6-4374-a998-35352e092352"
      unitRef="shares">493615144</dei:EntityCommonStockSharesOutstanding>
    <dei:DocumentsIncorporatedByReferenceTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8xL2ZyYWc6NzY5YzBhZDEwNWViNDVhMjg3MmNlNzhiN2UyMzA5YTgvdGV4dHJlZ2lvbjo3NjljMGFkMTA1ZWI0NWEyODcyY2U3OGI3ZTIzMDlhOF8zMjYx_ccd4d263-a5de-4083-ad82-14356dc36a25">The registrant intends to file a definitive proxy statement pursuant to Regulation 14A within 120 days of the end of the fiscal year ended December 31, 2022.&#160; Portions of such proxy statement are incorporated by reference into Part III of this Form 10-K.</dei:DocumentsIncorporatedByReferenceTextBlock>
    <us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80My9mcmFnOmYyNGIzOGRiMzcxMjQ2YTc4N2Y4OTliYzM4MGZmMTg5L3RleHRyZWdpb246ZjI0YjM4ZGIzNzEyNDZhNzg3Zjg5OWJjMzgwZmYxODlfMjAyMQ_dc461176-aa23-4186-b562-295ac6f13a7c">P27D</us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1>
    <dei:AuditorFirmId
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNDkvZnJhZzoyMTZiOTk3ZWU3N2Y0MDE1YjkyYjNmNWFhZWRlNDIxZi90YWJsZTo4M2Y5ZmRhNzA4Y2U0Y2RhYTRmYzcxMTUyNjQyMzZiMy90YWJsZXJhbmdlOjgzZjlmZGE3MDhjZTRjZGFhNGZjNzExNTI2NDIzNmIzXzEtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246ODNlNTVhNTZkMTQyNDNiN2IyZDJlN2NjMWQ4OGYwYTNfNzE_8045de4d-97dc-487a-bf34-d8d7f7aae7f7">42</dei:AuditorFirmId>
    <dei:AuditorName
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTIvZnJhZzpjZjQwNDg0MDY2YjU0ZGU5OGIxNWRiNjEyYmZiMzE5NC90ZXh0cmVnaW9uOmNmNDA0ODQwNjZiNTRkZTk4YjE1ZGI2MTJiZmIzMTk0XzM1OTc_47edeb3c-4ff8-4940-adc5-e1d08f843668">Ernst &amp; Young LLP</dei:AuditorName>
    <dei:AuditorLocation
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTIvZnJhZzpjZjQwNDg0MDY2YjU0ZGU5OGIxNWRiNjEyYmZiMzE5NC90ZXh0cmVnaW9uOmNmNDA0ODQwNjZiNTRkZTk4YjE1ZGI2MTJiZmIzMTk0XzM1OTg_a7def6bb-8d04-444e-a00f-57ed738c4830">New York, NY</dei:AuditorLocation>
    <us-gaap:CashCollateralForBorrowedSecurities
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MDQyYzcxNmZjZGU3NGUyODkxZWI2ZDIyODI2MjRmZWNfNTg_d95f2d8d-f2b4-4cc3-adbd-87e463f93538"
      unitRef="usd">1424160000</us-gaap:CashCollateralForBorrowedSecurities>
    <us-gaap:CashCollateralForBorrowedSecurities
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MDQyYzcxNmZjZGU3NGUyODkxZWI2ZDIyODI2MjRmZWNfNjU_8cfb6e44-cee8-4071-bb2f-4dc2b2b51ece"
      unitRef="usd">1222505000</us-gaap:CashCollateralForBorrowedSecurities>
    <us-gaap:CashAndCashEquivalentsAtCarryingValue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMS0xLTEtMTEyMTUy_9b2ea377-4b5b-4cb2-8589-d7a0445f58a8"
      unitRef="usd">1576714000</us-gaap:CashAndCashEquivalentsAtCarryingValue>
    <us-gaap:CashAndCashEquivalentsAtCarryingValue
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMy0xLTEtMTEyMTUy_06c9b9f5-6e1e-48cc-bb26-96dece784204"
      unitRef="usd">1342090000</us-gaap:CashAndCashEquivalentsAtCarryingValue>
    <us-gaap:AvailableForSaleSecuritiesDebtSecurities
      contextRef="i4fa6e9620bc6410e83a2688d49bb246c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246Yjc3ZGRhMzc3ZDUwNDY2YjkzYzAwZDMxZWRiYWJiNDhfNDM_bbfca4ac-10bd-4d3a-a9bf-9716c617f019"
      unitRef="usd">60660121000</us-gaap:AvailableForSaleSecuritiesDebtSecurities>
    <us-gaap:AvailableForSaleSecuritiesDebtSecurities
      contextRef="i6599002f99b1424a89fecb1b572b358a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246Yjc3ZGRhMzc3ZDUwNDY2YjkzYzAwZDMxZWRiYWJiNDhfNTA_500c5448-5f22-4d05-9608-d921789c1361"
      unitRef="usd">56675447000</us-gaap:AvailableForSaleSecuritiesDebtSecurities>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMS0xLTEtMTEyMTUy_b6518272-3a46-431d-865f-b66d77fad84f"
      unitRef="usd">65789907000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMy0xLTEtMTEyMTUy_53a59709-8289-4ef7-9d97-9f8217ae0633"
      unitRef="usd">63655674000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:DebtSecurities
      contextRef="i035d2a134c7443bdae4c38ced897f36f_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246OGE2OTZmODQwYzFkNDllNjgyYTlhZWU3MjdiOWNhMjJfNDM_8d1129c2-75cc-4b6e-9af0-c0834fb21fce"
      unitRef="usd">1653464000</us-gaap:DebtSecurities>
    <us-gaap:DebtSecurities
      contextRef="if83c3063368549089df1c3d915754763_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246OGE2OTZmODQwYzFkNDllNjgyYTlhZWU3MjdiOWNhMjJfNTA_a7cf33cd-b768-4be4-8705-9fce7aafd10d"
      unitRef="usd">2462776000</us-gaap:DebtSecurities>
    <us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMS0xLTEtMTEyMTUy_f3a38e3b-c56e-4062-bca8-7de52ae268ad"
      unitRef="usd">1809832000</us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMy0xLTEtMTEyMTUy_d1e9feca-2671-4e15-8381-f9aeea71b49e"
      unitRef="usd">4242043000</us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:ServicingAsset
      contextRef="i434f5ede3b7f4fe4bccf5cdf8f74202c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzctMC0xLTEtMTEyMTUyL3RleHRyZWdpb246NTkxY2I5NzdhODI1NGRkYTgzZTg5M2M1Y2E3YWE0NjBfNTg_15d84149-74c4-4e32-a7a3-39196113b035"
      unitRef="usd">684703000</us-gaap:ServicingAsset>
    <us-gaap:ServicingAsset
      contextRef="i99997957348c42d2aded99daac89a170_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzctMC0xLTEtMTEyMTUyL3RleHRyZWdpb246NTkxY2I5NzdhODI1NGRkYTgzZTg5M2M1Y2E3YWE0NjBfNjU_09bc35c1-dfd8-4cbb-bb4f-47972df6d247"
      unitRef="usd">0</us-gaap:ServicingAsset>
    <us-gaap:ServicingAsset
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzctMS0xLTEtMTEyMTUy_8e6a222c-8c88-4be6-8a54-fae35a455661"
      unitRef="usd">1748209000</us-gaap:ServicingAsset>
    <us-gaap:ServicingAsset
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzctMy0xLTEtMTEyMTUy_d68831de-afc2-4978-9408-120d3b9fae35"
      unitRef="usd">544562000</us-gaap:ServicingAsset>
    <nly:InterestInMortgageServicingRights
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzgtMS0xLTEtMTEyMTUy_40858b91-e258-43c7-967b-aed73a5b1f8a"
      unitRef="usd">0</nly:InterestInMortgageServicingRights>
    <nly:InterestInMortgageServicingRights
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzgtMy0xLTEtMTEyMTUy_5329c5e9-7bb5-43a5-b692-75d7f97202b5"
      unitRef="usd">69316000</nly:InterestInMortgageServicingRights>
    <us-gaap:TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzktMS0xLTEtMTEyMTUy_2e4fd0c4-4055-40b1-8945-b26390114c59"
      unitRef="usd">9121912000</us-gaap:TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds>
    <us-gaap:TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzktMy0xLTEtMTEyMTUy_b6893d7c-5705-4ef0-857c-73264ceecd27"
      unitRef="usd">6086308000</us-gaap:TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds>
    <us-gaap:AssetsOfDisposalGroupIncludingDiscontinuedOperation
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzExLTEtMS0xLTExMjE1Mg_2ca0e8d7-709f-4bad-8638-34fdef0607a0"
      unitRef="usd">0</us-gaap:AssetsOfDisposalGroupIncludingDiscontinuedOperation>
    <us-gaap:AssetsOfDisposalGroupIncludingDiscontinuedOperation
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzExLTMtMS0xLTExMjE1Mg_6d82fc1d-8f5b-46ac-9caa-881823fa188e"
      unitRef="usd">194138000</us-gaap:AssetsOfDisposalGroupIncludingDiscontinuedOperation>
    <us-gaap:DerivativeAssets
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE0LTEtMS0xLTExMjE1Mg_d4725d92-ce92-453a-b46f-dc58746707b9"
      unitRef="usd">342064000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeAssets
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE0LTMtMS0xLTExMjE1Mg_06091db3-2af3-4278-8bf6-e102654b2067"
      unitRef="usd">170370000</us-gaap:DerivativeAssets>
    <nly:ReceivableForInvestmentSecuritiesSold
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE3LTEtMS0xLTExMjE1Mg_a4bc5b65-e8de-4b56-b7e0-ce5aca2c969f"
      unitRef="usd">575091000</nly:ReceivableForInvestmentSecuritiesSold>
    <nly:ReceivableForInvestmentSecuritiesSold
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE3LTMtMS0xLTExMjE1Mg_a7947cfa-8a06-4f22-bc54-f6742ef8ea52"
      unitRef="usd">2656000</nly:ReceivableForInvestmentSecuritiesSold>
    <nly:FinancingAndAccruedInvestmentIncomeReceivable
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE4LTEtMS0xLTExMjE1Mg_131ef897-bbf7-40ad-b6ed-0ca2d3f7ef80"
      unitRef="usd">637301000</nly:FinancingAndAccruedInvestmentIncomeReceivable>
    <nly:FinancingAndAccruedInvestmentIncomeReceivable
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzE4LTMtMS0xLTExMjE1Mg_7bc659a1-7d70-4a33-bbe8-e5d302b33d7f"
      unitRef="usd">234983000</nly:FinancingAndAccruedInvestmentIncomeReceivable>
    <us-gaap:IntangibleAssetsNetIncludingGoodwill
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzIxLTEtMS0xLTExMjE1Mg_330f9bb4-a967-45ac-9b81-7bf92861ff04"
      unitRef="usd">16679000</us-gaap:IntangibleAssetsNetIncludingGoodwill>
    <us-gaap:IntangibleAssetsNetIncludingGoodwill
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzIxLTMtMS0xLTExMjE1Mg_a2302c7a-4da6-4f73-825e-6bdfa970be40"
      unitRef="usd">24241000</us-gaap:IntangibleAssetsNetIncludingGoodwill>
    <us-gaap:OtherAssets
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzIyLTEtMS0xLTExMjE1Mg_dfba212b-083c-4bb1-b7ef-f590e31f7934"
      unitRef="usd">233003000</us-gaap:OtherAssets>
    <us-gaap:OtherAssets
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzIyLTMtMS0xLTExMjE1Mg_a6f35727-5996-4739-8ae4-83fe6d900a77"
      unitRef="usd">197683000</us-gaap:OtherAssets>
    <us-gaap:Assets
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI0LTEtMS0xLTExMjE1Mg_654709c8-6f44-4142-9a0c-d2b89c818064"
      unitRef="usd">81850712000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI0LTMtMS0xLTExMjE1Mg_14d9c498-d3a0-46cb-a876-65020ec020d9"
      unitRef="usd">76764064000</us-gaap:Assets>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI3LTEtMS0xLTExMjE1Mg_f6e9a313-51df-4624-be7a-d8ad36dc061c"
      unitRef="usd">59512597000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI3LTMtMS0xLTExMjE1Mg_cf2d7ef3-5237-488a-97af-6e592937cd48"
      unitRef="usd">54769643000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:OtherSecuredFinancings
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI4LTEtMS0xLTExMjE1Mg_25a73f97-3239-4859-9cf6-0c0fdbde84c9"
      unitRef="usd">250000000</us-gaap:OtherSecuredFinancings>
    <us-gaap:OtherSecuredFinancings
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzI4LTMtMS0xLTExMjE1Mg_016c2523-8980-4206-9fe3-81e554239eaf"
      unitRef="usd">903255000</us-gaap:OtherSecuredFinancings>
    <nly:SecuritizedDebtOfConsolidatedVie
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMwLTEtMS0xLTExMjE1Mg_23c7ca36-e99d-4870-864e-d2f7c52bd690"
      unitRef="usd">7744160000</nly:SecuritizedDebtOfConsolidatedVie>
    <nly:SecuritizedDebtOfConsolidatedVie
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMwLTMtMS0xLTExMjE1Mg_3bb80844-5a46-4d2c-bb6a-5509d85354a7"
      unitRef="usd">5155633000</nly:SecuritizedDebtOfConsolidatedVie>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMxLTEtMS0xLTExMjE1Mg_4f73880c-5b79-4cfa-9791-d510a45ee144"
      unitRef="usd">800849000</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMxLTMtMS0xLTExMjE1Mg_1ddddce1-36cb-44a1-b908-057fed37e265"
      unitRef="usd">1049066000</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMzLTEtMS0xLTExMjE1Mg_302d06a7-dd68-46f3-b997-186cbeeb0470"
      unitRef="usd">0</us-gaap:LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation>
    <us-gaap:LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzMzLTMtMS0xLTExMjE1Mg_2124de60-cb26-476b-9330-2cd5f3125024"
      unitRef="usd">154956000</us-gaap:LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation>
    <us-gaap:DerivativeLiabilities
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM2LTEtMS0xLTExMjE1Mg_0b8c6d31-4c39-4624-85c9-690032d64869"
      unitRef="usd">204172000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeLiabilities
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM2LTMtMS0xLTExMjE1Mg_3b3e99e7-2f0c-4040-9886-4bb06320e167"
      unitRef="usd">881537000</us-gaap:DerivativeLiabilities>
    <nly:PayableForInvestmentSecuritiesPurchased
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM3LTEtMS0xLTExMjE1Mg_3d5b617f-8713-487a-808c-ecd19b20f6f0"
      unitRef="usd">1157846000</nly:PayableForInvestmentSecuritiesPurchased>
    <nly:PayableForInvestmentSecuritiesPurchased
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM3LTMtMS0xLTExMjE1Mg_70b6d2f0-cd57-45c7-b327-3a6ebfd5d49a"
      unitRef="usd">147908000</nly:PayableForInvestmentSecuritiesPurchased>
    <us-gaap:InterestPayableCurrentAndNoncurrent
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM4LTEtMS0xLTExMjE1Mg_46f20819-62ea-45d0-ab46-4674a213c79b"
      unitRef="usd">325280000</us-gaap:InterestPayableCurrentAndNoncurrent>
    <us-gaap:InterestPayableCurrentAndNoncurrent
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzM4LTMtMS0xLTExMjE1Mg_6e714ec2-813d-4fee-84e1-7834c24470cc"
      unitRef="usd">91176000</us-gaap:InterestPayableCurrentAndNoncurrent>
    <us-gaap:DividendsPayableCurrentAndNoncurrent
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQwLTEtMS0xLTExMjE1Mg_7ba3cf4d-f570-4e81-8077-57b0a23e46bc"
      unitRef="usd">412113000</us-gaap:DividendsPayableCurrentAndNoncurrent>
    <us-gaap:DividendsPayableCurrentAndNoncurrent
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQwLTMtMS0xLTExMjE1Mg_844e6512-92e8-4db2-8c4d-a2617d073bbb"
      unitRef="usd">321142000</us-gaap:DividendsPayableCurrentAndNoncurrent>
    <us-gaap:AccountsPayableAndOtherAccruedLiabilities
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQxLTEtMS0xLTExMjE1Mg_e2469a1d-e49c-499b-90bf-cd53667d5125"
      unitRef="usd">74269000</us-gaap:AccountsPayableAndOtherAccruedLiabilities>
    <us-gaap:AccountsPayableAndOtherAccruedLiabilities
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQxLTMtMS0xLTExMjE1Mg_f84613c6-ac10-4fb8-844a-d549a912f04c"
      unitRef="usd">94423000</us-gaap:AccountsPayableAndOtherAccruedLiabilities>
    <us-gaap:Liabilities
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQyLTEtMS0xLTExMjE1Mg_c938e960-fa7d-4939-8828-b4c07433ac94"
      unitRef="usd">70481286000</us-gaap:Liabilities>
    <us-gaap:Liabilities
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQyLTMtMS0xLTExMjE1Mg_5d66d2cb-2640-4236-a9e0-a1ebbdfd9589"
      unitRef="usd">63568739000</us-gaap:Liabilities>
    <us-gaap:PreferredStockParOrStatedValuePerShare
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjhkOTU1ODMzZTRkODRmOTVhZGI3YTczY2Y0N2U2MDg3XzMx_30f57a2f-5155-4525-aa04-86240e15b85e"
      unitRef="usdPerShare">0.01</us-gaap:PreferredStockParOrStatedValuePerShare>
    <us-gaap:PreferredStockParOrStatedValuePerShare
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjhkOTU1ODMzZTRkODRmOTVhZGI3YTczY2Y0N2U2MDg3XzMx_e0c691ed-fba6-498b-ba9e-5ca52cd70e8c"
      unitRef="usdPerShare">0.01</us-gaap:PreferredStockParOrStatedValuePerShare>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjhkOTU1ODMzZTRkODRmOTVhZGI3YTczY2Y0N2U2MDg3XzQ1_384d82a8-9fc1-4c33-9e50-c68e39165763"
      unitRef="shares">63500000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjhkOTU1ODMzZTRkODRmOTVhZGI3YTczY2Y0N2U2MDg3XzQ1_fd51ceb6-760c-447e-b2f0-e3c94d3c4aa9"
      unitRef="shares">63500000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockValue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTEtMS0xLTExMjE1Mg_2df29d5b-1bf6-46c2-b93e-01724b7bb965"
      unitRef="usd">1536569000</us-gaap:PreferredStockValue>
    <us-gaap:PreferredStockValue
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUxLTMtMS0xLTExMjE1Mg_d7aea477-df25-4850-bab6-0620ae69cdea"
      unitRef="usd">1536569000</us-gaap:PreferredStockValue>
    <us-gaap:CommonStockParOrStatedValuePerShare
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzI4_3be962d1-78ed-4412-9430-39ae117d6b40"
      unitRef="usdPerShare">0.01</us-gaap:CommonStockParOrStatedValuePerShare>
    <us-gaap:CommonStockParOrStatedValuePerShare
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzI4_62bb31e0-1f6a-4223-9067-b88608746f0c"
      unitRef="usdPerShare">0.01</us-gaap:CommonStockParOrStatedValuePerShare>
    <us-gaap:CommonStockSharesAuthorized
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzQy_738c6c71-e63b-459f-8cf4-a5be6ceafd08"
      unitRef="shares">2936500000</us-gaap:CommonStockSharesAuthorized>
    <us-gaap:CommonStockSharesAuthorized
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzQ5_ea91f9e3-16d0-42d4-9fe6-b7d64000e09e"
      unitRef="shares">2936500000</us-gaap:CommonStockSharesAuthorized>
    <us-gaap:CommonStockSharesIssued
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzc4_4777e32d-f422-43a9-918a-5e482234103a"
      unitRef="shares">468309810</us-gaap:CommonStockSharesIssued>
    <us-gaap:CommonStockSharesOutstanding
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzc4_549f0cd6-1580-4de5-b0bd-1a1c31775b00"
      unitRef="shares">468309810</us-gaap:CommonStockSharesOutstanding>
    <us-gaap:CommonStockSharesOutstanding
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzg1_bf0a59a2-73e7-426b-b534-324b04c2eb21"
      unitRef="shares">364934065</us-gaap:CommonStockSharesOutstanding>
    <us-gaap:CommonStockSharesIssued
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM1NjExZGY2ZWZlNDRkOTVhZmY1MTBiMzI5NzY3NzgzXzg1_db905e23-e506-4e03-a79f-21a7797439ba"
      unitRef="shares">364934065</us-gaap:CommonStockSharesIssued>
    <us-gaap:CommonStockValue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTEtMS0xLTExMjE1Mg_48eddf21-f19e-4ddf-844f-f5859da9ed25"
      unitRef="usd">4683000</us-gaap:CommonStockValue>
    <us-gaap:CommonStockValue
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUyLTMtMS0xLTExMjE1Mg_373d43e3-8bfd-446f-a118-f55eb88bc127"
      unitRef="usd">3649000</us-gaap:CommonStockValue>
    <us-gaap:AdditionalPaidInCapital
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUzLTEtMS0xLTExMjE1Mg_6c02e7f6-c45a-49d3-9b80-964e175e401f"
      unitRef="usd">22981320000</us-gaap:AdditionalPaidInCapital>
    <us-gaap:AdditionalPaidInCapital
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUzLTMtMS0xLTExMjE1Mg_5f8fb539-22bc-437b-9a9b-ec7661e89fd7"
      unitRef="usd">20324780000</us-gaap:AdditionalPaidInCapital>
    <us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU0LTEtMS0xLTExMjE1Mg_df3d35fa-9b21-4299-b6c9-f3207f629f87"
      unitRef="usd">-3708896000</us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax>
    <us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU0LTMtMS0xLTExMjE1Mg_21b6aeda-0742-4fec-945c-777b89013216"
      unitRef="usd">958410000</us-gaap:AccumulatedOtherComprehensiveIncomeLossNetOfTax>
    <us-gaap:RetainedEarningsAccumulatedDeficit
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU1LTEtMS0xLTExMjE1Mg_dd87ac26-224e-4923-bd54-cec006634ace"
      unitRef="usd">-9543233000</us-gaap:RetainedEarningsAccumulatedDeficit>
    <us-gaap:RetainedEarningsAccumulatedDeficit
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU1LTMtMS0xLTExMjE1Mg_d3dd9741-f0c4-42a0-be1e-bc32ee0273d0"
      unitRef="usd">-9653582000</us-gaap:RetainedEarningsAccumulatedDeficit>
    <us-gaap:StockholdersEquity
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU2LTEtMS0xLTExMjE1Mg_01d01dbd-c38a-4cc9-9ead-f9bf9533434b"
      unitRef="usd">11270443000</us-gaap:StockholdersEquity>
    <us-gaap:StockholdersEquity
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU2LTMtMS0xLTExMjE1Mg_94aa7ea9-dd27-410a-ab30-10cca10d7249"
      unitRef="usd">13169826000</us-gaap:StockholdersEquity>
    <us-gaap:MinorityInterest
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU3LTEtMS0xLTExMjE1Mg_f09e8775-dade-4f54-b7c1-9d9e6ad1ec95"
      unitRef="usd">98983000</us-gaap:MinorityInterest>
    <us-gaap:MinorityInterest
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU3LTMtMS0xLTExMjE1Mg_1cfc0778-a2aa-486c-9280-76738a963cae"
      unitRef="usd">25499000</us-gaap:MinorityInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU4LTEtMS0xLTExMjE1Mg_b31eaad9-8d16-46fb-bf67-84d56f8c940f"
      unitRef="usd">11369426000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU4LTMtMS0xLTExMjE1Mg_56a0d6a6-c28d-4324-9bc9-2f68848cb4e3"
      unitRef="usd">13195325000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:LiabilitiesAndStockholdersEquity
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU5LTEtMS0xLTExMjE1Mg_92ec8a11-857b-4b2a-804f-0527b066c966"
      unitRef="usd">81850712000</us-gaap:LiabilitiesAndStockholdersEquity>
    <us-gaap:LiabilitiesAndStockholdersEquity
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzU5LTMtMS0xLTExMjE1Mg_697b9680-92b5-4d97-a68e-6edd9f40c792"
      unitRef="usd">76764064000</us-gaap:LiabilitiesAndStockholdersEquity>
    <us-gaap:CashAndCashEquivalentsAtCarryingValue
      contextRef="i29ccddc88f984e98b8f579f3f605ea8e_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmFlNTJkY2JlN2Y4MDQzZWQ4MTg2NGRiMWNjZDU0YTc4Xzc3_a5f2bfb0-fe76-4f43-b5a5-7e7c712376c4"
      unitRef="usd">2200000</us-gaap:CashAndCashEquivalentsAtCarryingValue>
    <us-gaap:CashAndCashEquivalentsAtCarryingValue
      contextRef="i2274fa962d18442c91efb2130f982a6d_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmFlNTJkY2JlN2Y4MDQzZWQ4MTg2NGRiMWNjZDU0YTc4Xzg0_32efc1eb-04ea-404d-a831-e1046d95025f"
      unitRef="usd">16200000</us-gaap:CashAndCashEquivalentsAtCarryingValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i414044f432914aabb6ad1f72da07ed82_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjIzZjI3Y2ZiZDEyMDQ4NzU4YWIzNTNkMWRiYmU2NzY3XzE3_a43e430d-1893-448a-8c46-acae38fef9c3"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i1128008f76754d289442dfd1023626fa_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjIzZjI3Y2ZiZDEyMDQ4NzU4YWIzNTNkMWRiYmU2NzY3XzI0_4948ee82-3fc3-4121-b818-4eb7d223813d"
      unitRef="usd">44200000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i2d7ae28c21d5405bbb2c877079b29828_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjIzZjI3Y2ZiZDEyMDQ4NzU4YWIzNTNkMWRiYmU2NzY3Xzkz_c547034c-93f1-41fc-a38a-cd9907b240e9"
      unitRef="usd">1000000000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i5cd3ab17514045e7acd36b8295b64a12_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjIzZjI3Y2ZiZDEyMDQ4NzU4YWIzNTNkMWRiYmU2NzY3XzEwMA_ad344d58-d93a-43ab-bf72-beb33a9bb168"
      unitRef="usd">350400000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:LoansReceivableHeldForSaleAmount
      contextRef="ie3990415b64a4858b1074888ea943c72_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmQ2NzQ5Nzc0MTMwMzQyODhhMTlkMDNjZWI3ZDdjNDUxXzE4_4583b70f-bc9f-4c4e-b5ae-0ae335caf8e9"
      unitRef="usd">1300000</us-gaap:LoansReceivableHeldForSaleAmount>
    <us-gaap:LoansReceivableHeldForSaleAmount
      contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmQ2NzQ5Nzc0MTMwMzQyODhhMTlkMDNjZWI3ZDdjNDUxXzI1_52f24e63-7bc8-4370-9eac-7de7f0911425"
      unitRef="usd">2300000</us-gaap:LoansReceivableHeldForSaleAmount>
    <us-gaap:InterestIncomeOperating
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQtMS0xLTEtMTEyMTUy_67936f9a-d379-4271-b341-e5ee44f73aec"
      unitRef="usd">2778887000</us-gaap:InterestIncomeOperating>
    <us-gaap:InterestIncomeOperating
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQtMy0xLTEtMTEyMTUy_71c659f2-b59c-4b80-87f2-7fe0fa21aa3b"
      unitRef="usd">1983036000</us-gaap:InterestIncomeOperating>
    <us-gaap:InterestIncomeOperating
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQtNS0xLTEtMTEyMTUy_188b66db-b1be-46c9-8a71-10228eb2c241"
      unitRef="usd">2229625000</us-gaap:InterestIncomeOperating>
    <us-gaap:InterestExpense
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUtMS0xLTEtMTEyMTUy_00417b48-bc85-4297-90af-402c32352ccb"
      unitRef="usd">1309735000</us-gaap:InterestExpense>
    <us-gaap:InterestExpense
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUtMy0xLTEtMTEyMTUy_a39b7822-e691-4008-9d29-84e56e1b04e0"
      unitRef="usd">249243000</us-gaap:InterestExpense>
    <us-gaap:InterestExpense
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUtNS0xLTEtMTEyMTUy_2676c837-e42c-491b-aa15-6442a347b825"
      unitRef="usd">899112000</us-gaap:InterestExpense>
    <us-gaap:InterestIncomeExpenseNet
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYtMS0xLTEtMTEyMTUy_7efab205-62de-496c-aa99-3e0c7e924631"
      unitRef="usd">1469152000</us-gaap:InterestIncomeExpenseNet>
    <us-gaap:InterestIncomeExpenseNet
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYtMy0xLTEtMTEyMTUy_50ce4abd-a377-4388-b123-3e73aa16080f"
      unitRef="usd">1733793000</us-gaap:InterestIncomeExpenseNet>
    <us-gaap:InterestIncomeExpenseNet
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYtNS0xLTEtMTEyMTUy_f0ac3450-da03-41c1-9b83-5bafcd3ff324"
      unitRef="usd">1330513000</us-gaap:InterestIncomeExpenseNet>
    <us-gaap:FeesAndCommissionsMortgageBankingAndServicing
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzgtMS0xLTEtMTEyMTUy_e543ca45-5d27-418c-bdcc-af6c78c04e05"
      unitRef="usd">246926000</us-gaap:FeesAndCommissionsMortgageBankingAndServicing>
    <us-gaap:FeesAndCommissionsMortgageBankingAndServicing
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzgtMy0xLTEtMTEyMTUy_f0d5cf3c-981d-4896-9c85-f26aa6b601a6"
      unitRef="usd">69018000</us-gaap:FeesAndCommissionsMortgageBankingAndServicing>
    <us-gaap:FeesAndCommissionsMortgageBankingAndServicing
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzgtNS0xLTEtMTEyMTUy_04b1d507-0ed1-4156-83a8-c8b8f8fa329d"
      unitRef="usd">94190000</us-gaap:FeesAndCommissionsMortgageBankingAndServicing>
    <nly:ServicingAndRelatedExpense
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzktMS0xLTEtMTEyMTUy_1e35d3f8-e3fb-4662-9135-541b76603c26"
      unitRef="usd">25145000</nly:ServicingAndRelatedExpense>
    <nly:ServicingAndRelatedExpense
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzktMy0xLTEtMTEyMTUy_8298edec-edde-4aac-9fec-9861d12dda8c"
      unitRef="usd">12202000</nly:ServicingAndRelatedExpense>
    <nly:ServicingAndRelatedExpense
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzktNS0xLTEtMTEyMTUy_7e1e2680-8650-4bec-ae38-a0b680cdeb58"
      unitRef="usd">26437000</nly:ServicingAndRelatedExpense>
    <nly:NetServicingIncome
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEwLTEtMS0xLTExMjE1Mg_82058c1a-8ddd-46ac-a22f-46d37e0fb737"
      unitRef="usd">221781000</nly:NetServicingIncome>
    <nly:NetServicingIncome
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEwLTMtMS0xLTExMjE1Mg_ecdea3c0-76cf-41f0-a878-2481782402f8"
      unitRef="usd">56816000</nly:NetServicingIncome>
    <nly:NetServicingIncome
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEwLTUtMS0xLTExMjE1Mg_016f2f48-1bf4-4f06-9936-4fbc3d936b2e"
      unitRef="usd">67753000</nly:NetServicingIncome>
    <us-gaap:GainLossOnInvestments
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEyLTEtMS0xLTExMjE1Mg_77b2f3c5-008b-4f74-a84e-0b3727981194"
      unitRef="usd">-4602456000</us-gaap:GainLossOnInvestments>
    <us-gaap:GainLossOnInvestments
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEyLTMtMS0xLTExMjE1Mg_7ce3fd61-3dda-4221-aca7-6d3caaeb0c5b"
      unitRef="usd">120958000</us-gaap:GainLossOnInvestments>
    <us-gaap:GainLossOnInvestments
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEyLTUtMS0xLTExMjE1Mg_428343fe-7b1a-4a66-9c6d-afade348bef4"
      unitRef="usd">358489000</us-gaap:GainLossOnInvestments>
    <nly:DerivativeGainLossonDerivativeNetIncludingUSTreasuries
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEzLTEtMS0xLTExMjE1Mg_495d51e3-0c3e-4244-a7a9-a3fe876de8d9"
      unitRef="usd">4859174000</nly:DerivativeGainLossonDerivativeNetIncludingUSTreasuries>
    <nly:DerivativeGainLossonDerivativeNetIncludingUSTreasuries
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEzLTMtMS0xLTExMjE1Mg_74519067-bb29-4208-8522-23c8a87e8e5f"
      unitRef="usd">807730000</nly:DerivativeGainLossonDerivativeNetIncludingUSTreasuries>
    <nly:DerivativeGainLossonDerivativeNetIncludingUSTreasuries
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzEzLTUtMS0xLTExMjE1Mg_7903e922-693e-450b-8875-ac9ad2e04f05"
      unitRef="usd">-2273732000</nly:DerivativeGainLossonDerivativeNetIncludingUSTreasuries>
    <us-gaap:ProvisionForLoanLossesExpensed
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE0LTEtMS0xLTExMjE1Mg_a2e85abf-491f-40fd-8ac6-7aab54b4360a"
      unitRef="usd">-20660000</us-gaap:ProvisionForLoanLossesExpensed>
    <us-gaap:ProvisionForLoanLossesExpensed
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE0LTMtMS0xLTExMjE1Mg_081aee10-e25e-42d6-8fcf-a55893c89110"
      unitRef="usd">-145066000</us-gaap:ProvisionForLoanLossesExpensed>
    <us-gaap:ProvisionForLoanLossesExpensed
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE0LTUtMS0xLTExMjE1Mg_3f6c496d-e324-4452-b23a-6690ad35f382"
      unitRef="usd">147581000</us-gaap:ProvisionForLoanLossesExpensed>
    <us-gaap:GainLossOnSaleOfBusiness
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE1LTEtMS0xLTExMjE1Mg_6f25604f-3e0e-401e-b9ef-34a892cdebc0"
      unitRef="usd">-40258000</us-gaap:GainLossOnSaleOfBusiness>
    <us-gaap:GainLossOnSaleOfBusiness
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE1LTMtMS0xLTExMjE1Mg_24eeb1bf-3ef5-4417-b798-42f16627692c"
      unitRef="usd">-278559000</us-gaap:GainLossOnSaleOfBusiness>
    <us-gaap:GainLossOnSaleOfBusiness
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE1LTUtMS0xLTExMjE1Mg_4c373120-12c6-43d8-82ff-c284ebdd8450"
      unitRef="usd">0</us-gaap:GainLossOnSaleOfBusiness>
    <us-gaap:OtherNonoperatingIncomeExpense
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE4LTEtMS0xLTExMjE1Mg_306db030-d2fb-459e-9c15-91a8f513fad0"
      unitRef="usd">6667000</us-gaap:OtherNonoperatingIncomeExpense>
    <us-gaap:OtherNonoperatingIncomeExpense
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE4LTMtMS0xLTExMjE1Mg_0f53a4f4-ced6-4424-bdee-648d2d68b5f2"
      unitRef="usd">1165000</us-gaap:OtherNonoperatingIncomeExpense>
    <us-gaap:OtherNonoperatingIncomeExpense
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE4LTUtMS0xLTExMjE1Mg_96d3d0d2-9086-4929-9e48-c4e4ca7b76a8"
      unitRef="usd">-31442000</us-gaap:OtherNonoperatingIncomeExpense>
    <us-gaap:NonoperatingIncomeExpense
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE5LTEtMS0xLTExMjE1Mg_eea4d282-0dba-482f-9fd2-965d73bc8665"
      unitRef="usd">243787000</us-gaap:NonoperatingIncomeExpense>
    <us-gaap:NonoperatingIncomeExpense
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE5LTMtMS0xLTExMjE1Mg_eca5be76-96f2-459d-8beb-556afbee70f8"
      unitRef="usd">796360000</us-gaap:NonoperatingIncomeExpense>
    <us-gaap:NonoperatingIncomeExpense
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzE5LTUtMS0xLTExMjE1Mg_1fac8e94-f369-470c-90a3-0c6ab26ed1d1"
      unitRef="usd">-2094266000</us-gaap:NonoperatingIncomeExpense>
    <us-gaap:LaborAndRelatedExpense
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM2LTEtMS0xLTExMjE1Mg_9a667e5b-6b17-4d09-9eea-b445bb5c9ae6"
      unitRef="usd">112703000</us-gaap:LaborAndRelatedExpense>
    <us-gaap:LaborAndRelatedExpense
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM2LTMtMS0xLTExMjE1Mg_1b1ba688-aaf3-436f-9ce4-642a43a55dc6"
      unitRef="usd">118451000</us-gaap:LaborAndRelatedExpense>
    <us-gaap:LaborAndRelatedExpense
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM2LTUtMS0xLTExMjE1Mg_8a12f9a7-6f83-4529-b0d2-dae439a8cbef"
      unitRef="usd">131685000</us-gaap:LaborAndRelatedExpense>
    <us-gaap:OtherGeneralAndAdministrativeExpense
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM3LTEtMS0xLTExMjE1Mg_2453376b-4d2d-4306-a290-740fc2933a2e"
      unitRef="usd">50026000</us-gaap:OtherGeneralAndAdministrativeExpense>
    <us-gaap:OtherGeneralAndAdministrativeExpense
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM3LTMtMS0xLTExMjE1Mg_58efa907-e561-4528-963d-6249e991d1dc"
      unitRef="usd">67563000</us-gaap:OtherGeneralAndAdministrativeExpense>
    <us-gaap:OtherGeneralAndAdministrativeExpense
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM3LTUtMS0xLTExMjE1Mg_887796b8-4859-4ff4-bd5d-18a374073a53"
      unitRef="usd">90510000</us-gaap:OtherGeneralAndAdministrativeExpense>
    <us-gaap:GeneralAndAdministrativeExpense
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM4LTEtMS0xLTExMjE1Mg_95f6f77c-6a46-434e-bc36-e83a36cf1f95"
      unitRef="usd">162729000</us-gaap:GeneralAndAdministrativeExpense>
    <us-gaap:GeneralAndAdministrativeExpense
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM4LTMtMS0xLTExMjE1Mg_42ee969e-d0f0-4fcb-a6d0-586d5f853daa"
      unitRef="usd">186014000</us-gaap:GeneralAndAdministrativeExpense>
    <us-gaap:GeneralAndAdministrativeExpense
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM4LTUtMS0xLTExMjE1Mg_b3c91e4b-e608-477b-90e8-bfb2959dd60d"
      unitRef="usd">222195000</us-gaap:GeneralAndAdministrativeExpense>
    <us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM5LTEtMS0xLTExMjE1Mg_e45eb379-cc3f-4536-9bdc-8753e1c24c31"
      unitRef="usd">1771991000</us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
    <us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM5LTMtMS0xLTExMjE1Mg_a933053e-336e-4c31-a236-fc330069a757"
      unitRef="usd">2400955000</us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
    <us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzM5LTUtMS0xLTExMjE1Mg_881e7f98-9ad5-4997-b0cf-a8608d77ca5a"
      unitRef="usd">-918195000</us-gaap:IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest>
    <us-gaap:IncomeTaxExpenseBenefit
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQwLTEtMS0xLTExMjE1Mg_03ee562c-e3e6-49aa-baa1-0488c67cb338"
      unitRef="usd">45571000</us-gaap:IncomeTaxExpenseBenefit>
    <us-gaap:IncomeTaxExpenseBenefit
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQwLTMtMS0xLTExMjE1Mg_8ec1b67d-db42-4022-9038-27e07002d22d"
      unitRef="usd">4675000</us-gaap:IncomeTaxExpenseBenefit>
    <us-gaap:IncomeTaxExpenseBenefit
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQwLTUtMS0xLTExMjE1Mg_d045031b-a8d4-4d9e-8af4-3b8b36ce0620"
      unitRef="usd">-28423000</us-gaap:IncomeTaxExpenseBenefit>
    <us-gaap:ProfitLoss
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQxLTEtMS0xLTExMjE1Mg_0d9a3008-bbcd-4236-b36f-09fe426b950f"
      unitRef="usd">1726420000</us-gaap:ProfitLoss>
    <us-gaap:ProfitLoss
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQxLTMtMS0xLTExMjE1Mg_9610b319-5203-44ec-851f-f1acc7d67d88"
      unitRef="usd">2396280000</us-gaap:ProfitLoss>
    <us-gaap:ProfitLoss
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQxLTUtMS0xLTExMjE1Mg_db3a8deb-a141-4545-a2a2-c3c1138454a6"
      unitRef="usd">-889772000</us-gaap:ProfitLoss>
    <us-gaap:NetIncomeLossAttributableToNoncontrollingInterest
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQyLTEtMS0xLTExMjE1Mg_472b8c49-a5a7-4ba4-8cac-365a935b2d86"
      unitRef="usd">1095000</us-gaap:NetIncomeLossAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLossAttributableToNoncontrollingInterest
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQyLTMtMS0xLTExMjE1Mg_890c53e8-f24e-4c27-b4f9-3fefd305e718"
      unitRef="usd">6384000</us-gaap:NetIncomeLossAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLossAttributableToNoncontrollingInterest
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQyLTUtMS0xLTExMjE1Mg_7ffed91b-c700-4ec3-b37a-839650e62d0c"
      unitRef="usd">1391000</us-gaap:NetIncomeLossAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLoss
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQzLTEtMS0xLTExMjE1Mg_d7641d20-afb4-4caa-9c16-675799d81b2f"
      unitRef="usd">1725325000</us-gaap:NetIncomeLoss>
    <us-gaap:NetIncomeLoss
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQzLTMtMS0xLTExMjE1Mg_689b6648-efe1-4978-a27a-763a2cef0ce1"
      unitRef="usd">2389896000</us-gaap:NetIncomeLoss>
    <us-gaap:NetIncomeLoss
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQzLTUtMS0xLTExMjE1Mg_a0a55e96-eef1-425b-b593-f7bf3ffbc7d6"
      unitRef="usd">-891163000</us-gaap:NetIncomeLoss>
    <us-gaap:PreferredStockDividendsAndOtherAdjustments
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ0LTEtMS0xLTExMjE1Mg_76580d43-ec25-432d-86b8-e1baf637c57e"
      unitRef="usd">110623000</us-gaap:PreferredStockDividendsAndOtherAdjustments>
    <us-gaap:PreferredStockDividendsAndOtherAdjustments
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ0LTMtMS0xLTExMjE1Mg_959db8da-8578-4645-977c-b71555fa8526"
      unitRef="usd">107532000</us-gaap:PreferredStockDividendsAndOtherAdjustments>
    <us-gaap:PreferredStockDividendsAndOtherAdjustments
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ0LTUtMS0xLTExMjE1Mg_f4a1c40c-81b4-408b-ab82-8a8ec295cd0c"
      unitRef="usd">142036000</us-gaap:PreferredStockDividendsAndOtherAdjustments>
    <us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ1LTEtMS0xLTExMjE1Mg_faf95766-de44-4156-84c7-c8e7e435cfb0"
      unitRef="usd">1614702000</us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic>
    <us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ1LTMtMS0xLTExMjE1Mg_64b4f2ea-2653-4912-a757-4bea0cb482cf"
      unitRef="usd">2282364000</us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic>
    <us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ1LTUtMS0xLTExMjE1Mg_105b8d01-cc6d-4384-bb86-1c6d5efc3f9b"
      unitRef="usd">-1033199000</us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic>
    <us-gaap:EarningsPerShareBasic
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ3LTEtMS0xLTExMjE1Mg_437f7fdb-b29f-4952-978e-960e2b347978"
      unitRef="usdPerShare">3.93</us-gaap:EarningsPerShareBasic>
    <us-gaap:EarningsPerShareBasic
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ3LTMtMS0xLTExMjE1Mg_fe9e48ff-0af1-43bb-8550-fbe895be9486"
      unitRef="usdPerShare">6.40</us-gaap:EarningsPerShareBasic>
    <us-gaap:EarningsPerShareBasic
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ3LTUtMS0xLTExMjE1Mg_54d28c64-ec10-4ee3-a6c4-db18c3be9a3f"
      unitRef="usdPerShare">-2.92</us-gaap:EarningsPerShareBasic>
    <us-gaap:EarningsPerShareDiluted
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ4LTEtMS0xLTExMjE1Mg_c81aa78a-dede-40d9-8967-8d2ee01e6487"
      unitRef="usdPerShare">3.92</us-gaap:EarningsPerShareDiluted>
    <us-gaap:EarningsPerShareDiluted
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ4LTMtMS0xLTExMjE1Mg_6da03508-a5f9-4d21-95c8-f7c292eb8a72"
      unitRef="usdPerShare">6.39</us-gaap:EarningsPerShareDiluted>
    <us-gaap:EarningsPerShareDiluted
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzQ4LTUtMS0xLTExMjE1Mg_de2a6962-f692-4cc2-abe3-cfe3d0a18e3c"
      unitRef="usdPerShare">-2.92</us-gaap:EarningsPerShareDiluted>
    <us-gaap:WeightedAverageNumberOfSharesOutstandingBasic
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUwLTEtMS0xLTExMjE1Mg_5550f0f1-6f55-4249-aac2-de9753f612bd"
      unitRef="shares">411348484</us-gaap:WeightedAverageNumberOfSharesOutstandingBasic>
    <us-gaap:WeightedAverageNumberOfSharesOutstandingBasic
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUwLTMtMS0xLTExMjE1Mg_b5e3f0dd-9a2a-4805-bf37-1f0503977b95"
      unitRef="shares">356856520</us-gaap:WeightedAverageNumberOfSharesOutstandingBasic>
    <us-gaap:WeightedAverageNumberOfSharesOutstandingBasic
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUwLTUtMS0xLTExMjE1Mg_e1d76aab-f371-4940-ab2c-ea770c73efa4"
      unitRef="shares">353664860</us-gaap:WeightedAverageNumberOfSharesOutstandingBasic>
    <us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUxLTEtMS0xLTExMjE1Mg_b6030302-e314-472b-8dcf-66f5072aac8a"
      unitRef="shares">411621758</us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding>
    <us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUxLTMtMS0xLTExMjE1Mg_2eba9621-5137-431b-b787-21c2ebaa6257"
      unitRef="shares">357142251</us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding>
    <us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUxLTUtMS0xLTExMjE1Mg_e8ea84d9-bb73-4445-bcd7-100a56e7e96d"
      unitRef="shares">353664860</us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding>
    <us-gaap:ProfitLoss
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUzLTEtMS0xLTExMjE1Mg_c484a4b9-eb2c-4ae2-9521-263454bf6578"
      unitRef="usd">1726420000</us-gaap:ProfitLoss>
    <us-gaap:ProfitLoss
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUzLTMtMS0xLTExMjE1Mg_d7d4a472-7474-4841-8026-9dfe33cc45e5"
      unitRef="usd">2396280000</us-gaap:ProfitLoss>
    <us-gaap:ProfitLoss
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzUzLTUtMS0xLTExMjE1Mg_5c61eccf-3da5-4c89-86b9-1271ea7ae8c3"
      unitRef="usd">-889772000</us-gaap:ProfitLoss>
    <us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU0LTEtMS0xLTExMjE1Mg_bf40009e-f859-466d-88d7-0e48851b20c2"
      unitRef="usd">-8204542000</us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax>
    <us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU0LTMtMS0xLTExMjE1Mg_5ca4704d-44ff-4d84-9af8-fab27d963fa6"
      unitRef="usd">-2419618000</us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax>
    <us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU0LTUtMS0xLTExMjE1Mg_2fd6967f-ac52-463a-9c09-5625e4ca44c1"
      unitRef="usd">2012878000</us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU1LTEtMS0xLTExMjE1Mg_3c784a8f-ab4d-4c2c-aac9-81939edd057d"
      unitRef="usd">-3537236000</us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU1LTMtMS0xLTExMjE1Mg_dddc2877-6ea4-4bfe-85c1-1fbd7ba83a56"
      unitRef="usd">-3693000</us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU1LTUtMS0xLTExMjE1Mg_82e5d559-dd62-4c91-9345-298bf83e7fcc"
      unitRef="usd">776734000</us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU2LTEtMS0xLTExMjE1Mg_3894f04a-7a84-4b9f-8fea-d73e279e778c"
      unitRef="usd">-4667306000</us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent>
    <us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU2LTMtMS0xLTExMjE1Mg_4a5d15fa-5fe2-4213-9418-20bdbef165b2"
      unitRef="usd">-2415925000</us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent>
    <us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU2LTUtMS0xLTExMjE1Mg_1703d3a9-57fc-4976-992a-b5567e746b95"
      unitRef="usd">1236144000</us-gaap:OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent>
    <us-gaap:ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU3LTEtMS0xLTExMjE1Mg_6d1ff6ba-0ab1-4ad5-984c-bc581133ec45"
      unitRef="usd">-2940886000</us-gaap:ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU3LTMtMS0xLTExMjE1Mg_a3c558e6-6f08-4c95-821f-16ba0f04eca1"
      unitRef="usd">-19645000</us-gaap:ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU3LTUtMS0xLTExMjE1Mg_694762bb-2190-45cc-aa11-9a32ff34abf7"
      unitRef="usd">346372000</us-gaap:ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU4LTEtMS0xLTExMjE1Mg_e9713cff-12aa-4ee7-8af1-0f899beb7372"
      unitRef="usd">1095000</us-gaap:ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest>
    <us-gaap:ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU4LTMtMS0xLTExMjE1Mg_ea6eff16-4e8c-4d70-b640-e9c24e8d39bc"
      unitRef="usd">6384000</us-gaap:ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest>
    <us-gaap:ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU4LTUtMS0xLTExMjE1Mg_a8680fbd-1153-4c6d-b8b2-1cdb4758e79c"
      unitRef="usd">1391000</us-gaap:ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest>
    <us-gaap:ComprehensiveIncomeNetOfTax
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU5LTEtMS0xLTExMjE1Mg_2533f6fc-5778-4803-aaa2-f8bef6426b06"
      unitRef="usd">-2941981000</us-gaap:ComprehensiveIncomeNetOfTax>
    <us-gaap:ComprehensiveIncomeNetOfTax
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU5LTMtMS0xLTExMjE1Mg_90957386-fd02-4ec7-b32a-17880a3e5de3"
      unitRef="usd">-26029000</us-gaap:ComprehensiveIncomeNetOfTax>
    <us-gaap:ComprehensiveIncomeNetOfTax
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzU5LTUtMS0xLTExMjE1Mg_98b65c7d-b054-4dc2-9134-9ae0a201788c"
      unitRef="usd">344981000</us-gaap:ComprehensiveIncomeNetOfTax>
    <us-gaap:PreferredStockDividendsAndOtherAdjustments
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYwLTEtMS0xLTExMjE1Mg_ff75eb39-e8b5-4538-b6b2-aec0a55c9f24"
      unitRef="usd">110623000</us-gaap:PreferredStockDividendsAndOtherAdjustments>
    <us-gaap:PreferredStockDividendsAndOtherAdjustments
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYwLTMtMS0xLTExMjE1Mg_f0a33a08-e05d-49b8-863f-f2cf4661b823"
      unitRef="usd">107532000</us-gaap:PreferredStockDividendsAndOtherAdjustments>
    <us-gaap:PreferredStockDividendsAndOtherAdjustments
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYwLTUtMS0xLTExMjE1Mg_4c8d4963-9910-457a-b539-d438fc7ccfca"
      unitRef="usd">142036000</us-gaap:PreferredStockDividendsAndOtherAdjustments>
    <nly:ComprehensiveIncomeLossAttributableToCommonStockHolders
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYxLTEtMS0xLTExMjE1Mg_789f472f-6462-45fb-b6ec-619c94fe506b"
      unitRef="usd">-3052604000</nly:ComprehensiveIncomeLossAttributableToCommonStockHolders>
    <nly:ComprehensiveIncomeLossAttributableToCommonStockHolders
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYxLTMtMS0xLTExMjE1Mg_3ce959d2-cedd-443a-ae46-f28a1f7abe9e"
      unitRef="usd">-133561000</nly:ComprehensiveIncomeLossAttributableToCommonStockHolders>
    <nly:ComprehensiveIncomeLossAttributableToCommonStockHolders
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTgvZnJhZzo0YmJjN2ExNWQ2Nzg0NWZhOTU4ZTBlOTNhNjFiNmQzNy90YWJsZTpmMTE4ZTQ4NTlhZWY0MjlkOGViZDkzODQ3NzM4NzQ1NS90YWJsZXJhbmdlOmYxMThlNDg1OWFlZjQyOWQ4ZWJkOTM4NDc3Mzg3NDU1XzYxLTUtMS0xLTExMjE1Mg_545dad2a-74a5-40fc-9e2e-a9758272f215"
      unitRef="usd">202945000</nly:ComprehensiveIncomeLossAttributableToCommonStockHolders>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="iaafd65330ef4426cab1a525dc1d12d07_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzUtMi0xLTEtMTEyMTUy_da1f1158-3545-4c49-9ede-453e194c785c"
      unitRef="usd">1536569000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i3eac4d3c06d947839f51afcde806325b_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzUtNC0xLTEtMTEyMTUy_4517ae0d-3af2-41f4-8e80-bb43a3988ba2"
      unitRef="usd">1536569000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i21e2cc66fd7f47fa89351a4c7088b7ce_I20191231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzUtNi0xLTEtMTEyMTUy_36eed0d7-72cb-4173-92dc-3b3c0c548796"
      unitRef="usd">1982026000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockRedeemedOrCalledDuringPeriodValue
      contextRef="i0cc54b183a06443aa94ab381541e9802_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzgtMi0xLTEtMTEyMTUy_6fd9e482-8935-43d1-95e3-1a8e60d106eb"
      unitRef="usd">0</us-gaap:StockRedeemedOrCalledDuringPeriodValue>
    <us-gaap:StockRedeemedOrCalledDuringPeriodValue
      contextRef="i77517b9f6d3f4a06ac5fb18991df6dce_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzgtNC0xLTEtMTEyMTUy_216461f5-b252-4a83-953a-8888abe5cff9"
      unitRef="usd">0</us-gaap:StockRedeemedOrCalledDuringPeriodValue>
    <us-gaap:StockRedeemedOrCalledDuringPeriodValue
      contextRef="ib099fca9239f4709be11a60c232b0c39_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzgtNi0xLTEtMTEyMTUy_b1d533b9-8870-4ca8-aa1f-5f3ed7a63cab"
      unitRef="usd">445457000</us-gaap:StockRedeemedOrCalledDuringPeriodValue>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i622f37d064b64b5a98373b4a7ab51c99_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzktMi0xLTEtMTEyMTUy_a20f3267-525e-4dc4-984e-27af5a0a9b9b"
      unitRef="usd">1536569000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="iaafd65330ef4426cab1a525dc1d12d07_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzktNC0xLTEtMTEyMTUy_bb89dd84-ba27-4291-89d3-a815579d7e41"
      unitRef="usd">1536569000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i3eac4d3c06d947839f51afcde806325b_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzktNi0xLTEtMTEyMTUy_aff612d4-170a-4786-b15b-c13a8de70cf8"
      unitRef="usd">1536569000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="iff0a234d3cdc438a84805c2e2c0376d4_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzExLTItMS0xLTExMjE1Mg_ac9d4bf2-c7a9-47a9-a9cd-7ce47eed58a4"
      unitRef="usd">3649000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i1833150a97c54e958f99fd97f44227f0_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzExLTQtMS0xLTExMjE1Mg_440fa7a4-7549-4082-a1f9-8511416d9277"
      unitRef="usd">3496000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="ia82135b5e6cd4925976658d70df99600_I20191231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzExLTYtMS0xLTExMjE1Mg_d104b20a-a977-49a3-b0d1-86bc2922ab06"
      unitRef="usd">3575000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockIssuedDuringPeriodValueNewIssues
      contextRef="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEyLTItMS0xLTExMjE1Mg_241a6f5c-2cd1-4568-83bf-7adf29727ebc"
      unitRef="usd">1031000</us-gaap:StockIssuedDuringPeriodValueNewIssues>
    <us-gaap:StockIssuedDuringPeriodValueNewIssues
      contextRef="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEyLTQtMS0xLTExMjE1Mg_51d5e86b-afe3-4399-9ae4-0aaa5cb35de9"
      unitRef="usd">152000</us-gaap:StockIssuedDuringPeriodValueNewIssues>
    <us-gaap:StockIssuedDuringPeriodValueNewIssues
      contextRef="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEyLTYtMS0xLTExMjE1Mg_3cf1bc3f-ed5e-4089-8738-8c176510c6e0"
      unitRef="usd">0</us-gaap:StockIssuedDuringPeriodValueNewIssues>
    <us-gaap:StockRepurchasedAndRetiredDuringPeriodValue
      contextRef="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEzLTItMS0xLTExMjE1Mg_810fd138-c3a8-47e5-ac38-b62c32caa5fb"
      unitRef="usd">0</us-gaap:StockRepurchasedAndRetiredDuringPeriodValue>
    <us-gaap:StockRepurchasedAndRetiredDuringPeriodValue
      contextRef="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEzLTQtMS0xLTExMjE1Mg_872d0ad9-c997-4329-987f-e9355909d010"
      unitRef="usd">0</us-gaap:StockRepurchasedAndRetiredDuringPeriodValue>
    <us-gaap:StockRepurchasedAndRetiredDuringPeriodValue
      contextRef="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzEzLTYtMS0xLTExMjE1Mg_76e7d813-1a50-42a6-b8c3-c0592ce1df53"
      unitRef="usd">80000</us-gaap:StockRepurchasedAndRetiredDuringPeriodValue>
    <us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue
      contextRef="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE1LTItMS0xLTExMjE1Mg_090d457d-b1f6-427c-b749-6f17460c6308"
      unitRef="usd">3000</us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue>
    <us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue
      contextRef="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE1LTQtMS0xLTExMjE1Mg_3aacc795-92f5-4278-a673-fbeef68d1b6c"
      unitRef="usd">1000</us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue>
    <us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue
      contextRef="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE1LTYtMS0xLTExMjE1Mg_216fc6e3-37a9-4ea9-aa11-11a57f4835c7"
      unitRef="usd">0</us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue>
    <us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan
      contextRef="i692c5e45ae7e493bbf0f844d5e95e11c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE2LTItMS0xLTExMjE1Mg_915db67c-773b-44e6-beef-f7c2ee9042a6"
      unitRef="usd">0</us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan>
    <us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan
      contextRef="i5245e0c1f971409a9c7d6d2260976841_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE2LTQtMS0xLTExMjE1Mg_2ed7ccd5-750f-4f88-8167-3e734bb4cf24"
      unitRef="usd">0</us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan>
    <us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan
      contextRef="iba334b05448845e389e8d2d3aa42d19b_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE2LTYtMS0xLTExMjE1Mg_4f45ba82-4fb9-48e2-89aa-daee5e4329ed"
      unitRef="usd">1000</us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i2dbf1a78bfe6414aa2642ec48e8b8747_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE3LTItMS0xLTExMjE1Mg_2e4abf04-98a2-4fa7-8f31-c512b9a01394"
      unitRef="usd">4683000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="iff0a234d3cdc438a84805c2e2c0376d4_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE3LTQtMS0xLTExMjE1Mg_4975e756-9833-40d4-a318-bb12076ee5c7"
      unitRef="usd">3649000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i1833150a97c54e958f99fd97f44227f0_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE3LTYtMS0xLTExMjE1Mg_ce6dfb3e-04ae-4a04-be66-91130e5b63fe"
      unitRef="usd">3496000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="ie86bcbd954be4709bb4638e0b8dcaddd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE5LTItMS0xLTExMjE1Mg_c710d535-d1dc-4443-baaa-57c56837b6fc"
      unitRef="usd">20324780000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i6b5f2066f7a3427fa7adc0c7341d8aae_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE5LTQtMS0xLTExMjE1Mg_670ceffe-79a1-4fd6-b64d-a41e55f15fa4"
      unitRef="usd">19761304000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="ia0a16f5f30ff48e1b8246f0765747f94_I20191231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzE5LTYtMS0xLTExMjE1Mg_1c3aa318-0a09-4a3d-bde1-aa07e6582163"
      unitRef="usd">19977649000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockIssuedDuringPeriodValueNewIssues
      contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIxLTItMS0xLTExMjE1Mg_4a878d4a-62cc-40f4-aa4e-ef727de650d0"
      unitRef="usd">2634969000</us-gaap:StockIssuedDuringPeriodValueNewIssues>
    <us-gaap:StockIssuedDuringPeriodValueNewIssues
      contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIxLTQtMS0xLTExMjE1Mg_57b41cda-ec13-4f3b-ae02-8df5eb47c1a5"
      unitRef="usd">552063000</us-gaap:StockIssuedDuringPeriodValueNewIssues>
    <us-gaap:StockIssuedDuringPeriodValueNewIssues
      contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIxLTYtMS0xLTExMjE1Mg_5691425a-2074-4bdd-857e-9db978b8c116"
      unitRef="usd">-93000</us-gaap:StockIssuedDuringPeriodValueNewIssues>
    <us-gaap:StockRepurchasedAndRetiredDuringPeriodValue
      contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIyLTItMS0xLTExMjE1Mg_51c62493-dba2-444f-8728-a08227336f42"
      unitRef="usd">0</us-gaap:StockRepurchasedAndRetiredDuringPeriodValue>
    <us-gaap:StockRepurchasedAndRetiredDuringPeriodValue
      contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIyLTQtMS0xLTExMjE1Mg_b2debfc8-bfd9-4674-bb11-e86c2c5511de"
      unitRef="usd">0</us-gaap:StockRepurchasedAndRetiredDuringPeriodValue>
    <us-gaap:StockRepurchasedAndRetiredDuringPeriodValue
      contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzIyLTYtMS0xLTExMjE1Mg_0e973454-dc36-41a3-a39b-c64c33418fdf"
      unitRef="usd">209338000</us-gaap:StockRepurchasedAndRetiredDuringPeriodValue>
    <us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue
      contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI0LTItMS0xLTExMjE1Mg_4dd6b7b5-afd9-442b-a092-9d39bc8ade60"
      unitRef="usd">21571000</us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue>
    <us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue
      contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI0LTQtMS0xLTExMjE1Mg_61084d68-969c-49cb-8ffc-59501810c25c"
      unitRef="usd">11413000</us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue>
    <us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue
      contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI0LTYtMS0xLTExMjE1Mg_71aaec0b-278c-45d4-81f0-691dcfbe5064"
      unitRef="usd">6452000</us-gaap:AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue>
    <us-gaap:StockRedeemedOrCalledDuringPeriodValue
      contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI1LTItMS0xLTExMjE1Mg_c7a71e8f-f5f5-4259-ad4d-ad849de43d17"
      unitRef="usd">0</us-gaap:StockRedeemedOrCalledDuringPeriodValue>
    <us-gaap:StockRedeemedOrCalledDuringPeriodValue
      contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI1LTQtMS0xLTExMjE1Mg_e9ed4211-7491-4323-897d-32cd4d2c25f3"
      unitRef="usd">0</us-gaap:StockRedeemedOrCalledDuringPeriodValue>
    <us-gaap:StockRedeemedOrCalledDuringPeriodValue
      contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI1LTYtMS0xLTExMjE1Mg_d24a4f43-1770-4933-ab9c-32f7052bcaee"
      unitRef="usd">14543000</us-gaap:StockRedeemedOrCalledDuringPeriodValue>
    <us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan
      contextRef="i546d0496d5724286942ea96ffff8ecbb_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI2LTItMS0xLTExMjE1Mg_c161f0a1-b941-443d-a2a7-ab1c0301df81"
      unitRef="usd">0</us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan>
    <us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan
      contextRef="i393ca9f188bd49f1b1830f915fe68b3c_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI2LTQtMS0xLTExMjE1Mg_fea3c45a-8d49-4a6c-8c42-4d793c762759"
      unitRef="usd">0</us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan>
    <us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan
      contextRef="ic0feee7d8a6e45f79032483e9e66a242_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI2LTYtMS0xLTExMjE1Mg_aa8a9e76-3b5a-4282-8afa-c7d8047e22a4"
      unitRef="usd">1177000</us-gaap:StockIssuedDuringPeriodValueDividendReinvestmentPlan>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i11d72f808506420d8c9bcb04ad63fa8b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI3LTItMS0xLTExMjE1Mg_92c05cbf-235d-4736-a54f-b3da3f6ff943"
      unitRef="usd">22981320000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="ie86bcbd954be4709bb4638e0b8dcaddd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI3LTQtMS0xLTExMjE1Mg_c4ca0fe6-2eca-4a5a-a9ba-4b72b1cd337c"
      unitRef="usd">20324780000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i6b5f2066f7a3427fa7adc0c7341d8aae_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI3LTYtMS0xLTExMjE1Mg_3b12bc7a-b183-4f29-803b-43bba73cf9f7"
      unitRef="usd">19761304000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="icf520e7c63054769b8d106510b70c19b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI5LTItMS0xLTExMjE1Mg_a7dba235-20a4-46f6-881d-e81384719b34"
      unitRef="usd">958410000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i1b1fc02776f14127ba211ce32b3461f9_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI5LTQtMS0xLTExMjE1Mg_fbaa541b-c9fe-4822-bc24-b8fbe9385bdd"
      unitRef="usd">3374335000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="if435e3d4479b45399b3435c4daed36f6_I20191231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzI5LTYtMS0xLTExMjE1Mg_31ce2034-9944-471b-a9cb-73def273608d"
      unitRef="usd">2138191000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
      contextRef="i2c9b7d59505642b3bd04a5836ccc01a5_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMwLTItMS0xLTExMjE1Mg_f43000af-d313-47ed-992c-15a3db932540"
      unitRef="usd">-8204542000</us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax>
    <us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
      contextRef="ie5a94cca203c4f87adc2e8ea6d7f86d6_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMwLTQtMS0xLTExMjE1Mg_a823413a-afd5-465e-bfa5-0f2f6252fc60"
      unitRef="usd">-2419618000</us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax>
    <us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
      contextRef="i84c2735b3478415a926f6d19a583036b_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMwLTYtMS0xLTExMjE1Mg_99d5d66f-cd78-4648-b31c-0397dfcfb49d"
      unitRef="usd">2012878000</us-gaap:OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
      contextRef="i2c9b7d59505642b3bd04a5836ccc01a5_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMxLTItMS0xLTExMjE1Mg_ad63207d-3f90-464a-9fd5-32b4e62de891"
      unitRef="usd">-3537236000</us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
      contextRef="ie5a94cca203c4f87adc2e8ea6d7f86d6_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMxLTQtMS0xLTExMjE1Mg_282bf25e-d063-4b99-a5ae-a2bf81e0fe27"
      unitRef="usd">-3693000</us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
      contextRef="i84c2735b3478415a926f6d19a583036b_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMxLTYtMS0xLTExMjE1Mg_da2ef057-ecc6-4da0-8840-3777e80e7e13"
      unitRef="usd">776734000</us-gaap:OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i21732d9c0ec149519fcb5de93b8f81fa_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMyLTItMS0xLTExMjE1Mg_f19b5f77-1a94-4b80-9f80-0cc0e7f6d35b"
      unitRef="usd">-3708896000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="icf520e7c63054769b8d106510b70c19b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMyLTQtMS0xLTExMjE1Mg_5d30052b-ce25-47b7-9eed-f1ba123bc2c7"
      unitRef="usd">958410000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i1b1fc02776f14127ba211ce32b3461f9_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzMyLTYtMS0xLTExMjE1Mg_2ec288dc-d495-499d-a577-96fad5023555"
      unitRef="usd">3374335000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i83043a3d84ea4b6a90fd9f64cd96f4c3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM0LTItMS0xLTExMjE1Mg_924805da-d4b0-4c1d-9140-93ec3744cf91"
      unitRef="usd">-9653582000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i4a3e622bfbaa43e8bf2307a38254ca19_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM0LTQtMS0xLTExMjE1Mg_2432a48c-5cb5-4c46-8b03-eaa3c9dc7344"
      unitRef="usd">-10667388000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i2532cbce88a84157aa132a9eab4bb3a9_I20191231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM0LTYtMS0xLTExMjE1Mg_f9a9d988-6512-4bdf-988f-d9a8788d5a13"
      unitRef="usd">-8309424000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="iad1c1c1248d34815a94b20b475691451_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM1LTItMS0xLTExMjE1Mg_bd93f2a2-8275-40b8-9569-114a25cabd17"
      unitRef="usd">0</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i2d1deb20160346f5b8a57fe0138352f0_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM1LTQtMS0xLTExMjE1Mg_4c296cc2-4c2c-42a5-938b-1263d7ed5d47"
      unitRef="usd">0</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="id51557df95944b7585db1f922f0c93c4_I20191231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM1LTYtMS0xLTExMjE1Mg_4f6a5d1e-3fbd-46a4-a5d8-4e8d92e4b0b0"
      unitRef="usd">-39641000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i5e37a5f699c947048adf2ca17b3dff29_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM2LTItMS0xLTExMjE1Mg_381ebaa1-7a7b-4b4b-8c95-23c3c30f4b9f"
      unitRef="usd">-9653582000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i63b4c7f9e7a843728fccf14724e1e015_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM2LTQtMS0xLTExMjE1Mg_3f703b53-3f1b-4fe5-9088-ee9f4dacfebf"
      unitRef="usd">-10667388000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i56ee41e7963749f8bfbb7179133ad7b2_I20191231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM2LTYtMS0xLTExMjE1Mg_47672b48-02ba-4844-9848-fecdbe839256"
      unitRef="usd">-8349065000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLoss
      contextRef="ia4590a6366434967a107006eb47868a1_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM3LTItMS0xLTExMjE1Mg_5a5f0024-bfd5-45e7-8f01-b26b6c97f50d"
      unitRef="usd">1725325000</us-gaap:NetIncomeLoss>
    <us-gaap:NetIncomeLoss
      contextRef="iacdbd0bffabc405b8835624dc5433111_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM3LTQtMS0xLTExMjE1Mg_75557f98-144b-41ba-85e3-cf73f7433864"
      unitRef="usd">2389896000</us-gaap:NetIncomeLoss>
    <us-gaap:NetIncomeLoss
      contextRef="ie845dda40a1f42979ed05d7f4c573f1f_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM3LTYtMS0xLTExMjE1Mg_50991016-fe56-455b-89c8-b6cf89ac3235"
      unitRef="usd">-891163000</us-gaap:NetIncomeLoss>
    <us-gaap:DividendsPreferredStockCash
      contextRef="ia4590a6366434967a107006eb47868a1_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTItMS0xLTExMjE1Mg_b1886e0d-28b3-4595-8dc1-0ec29a7a8c4d"
      unitRef="usd">110623000</us-gaap:DividendsPreferredStockCash>
    <us-gaap:DividendsPreferredStockCash
      contextRef="iacdbd0bffabc405b8835624dc5433111_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTQtMS0xLTExMjE1Mg_464ea255-86df-44a1-83ac-ad9c4bdf7053"
      unitRef="usd">107532000</us-gaap:DividendsPreferredStockCash>
    <us-gaap:DividendsPreferredStockCash
      contextRef="ie845dda40a1f42979ed05d7f4c573f1f_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTYtMS0xLTExMjE1Mg_5c202a13-31af-43c0-8136-a60673196e7a"
      unitRef="usd">142036000</us-gaap:DividendsPreferredStockCash>
    <us-gaap:DividendsCommonStockCash
      contextRef="ia4590a6366434967a107006eb47868a1_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTItMS0xLTExMjE1Mg_38a2729b-fdc6-4045-b5f9-76e57656551f"
      unitRef="usd">1504353000</us-gaap:DividendsCommonStockCash>
    <us-gaap:DividendsCommonStockCash
      contextRef="iacdbd0bffabc405b8835624dc5433111_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTQtMS0xLTExMjE1Mg_9ec71129-d3f9-456a-9ee8-983a044e5ccb"
      unitRef="usd">1268558000</us-gaap:DividendsCommonStockCash>
    <us-gaap:DividendsCommonStockCash
      contextRef="ie845dda40a1f42979ed05d7f4c573f1f_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTYtMS0xLTExMjE1Mg_c80af597-8d38-42a5-9cfd-d56f14c13df0"
      unitRef="usd">1285124000</us-gaap:DividendsCommonStockCash>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i9cc97e99b9b548c1b58b51a0d1368348_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQxLTItMS0xLTExMjE1Mg_70aca530-1bd2-422b-b1e5-2a05b8b5d520"
      unitRef="usd">-9543233000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i83043a3d84ea4b6a90fd9f64cd96f4c3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQxLTQtMS0xLTExMjE1Mg_1765e7de-11f6-427d-a7b1-a00a4486ff1a"
      unitRef="usd">-9653582000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i4a3e622bfbaa43e8bf2307a38254ca19_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQxLTYtMS0xLTExMjE1Mg_4d4ed4d9-d625-44d4-b2d4-5c4531d59600"
      unitRef="usd">-10667388000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i40e5cf072d6f4297b18ebc8432866d56_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQyLTItMS0xLTExMjE1Mg_d00bb048-b0cb-45aa-a41c-335062012dfe"
      unitRef="usd">11270443000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i661f31ce7c204133ab21fec09a084d26_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQyLTQtMS0xLTExMjE1Mg_fe8441c0-092f-4282-b87b-007137c6b13f"
      unitRef="usd">13169826000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="ia92634961c634e2bbe5a12c674f5c7ff_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQyLTYtMS0xLTExMjE1Mg_73c3b0ce-77e8-40a5-b252-4a69b9ebcc80"
      unitRef="usd">14008316000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i1ec89dba98ae46ef998d7f8ed701ce44_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ0LTItMS0xLTExMjE1Mg_c689d873-5576-4b8d-a083-ef2eae76cddf"
      unitRef="usd">25499000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i667c94ad27a04c7d8247e4d4604bdef9_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ0LTQtMS0xLTExMjE1Mg_bc1949e1-fbe7-4941-93bd-935000f34bc3"
      unitRef="usd">13480000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i672eeb80da344e2aaa6ab6e9157e28a9_I20191231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ0LTYtMS0xLTExMjE1Mg_421fb6af-d970-4099-aade-e0251802f77d"
      unitRef="usd">4327000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLossAttributableToNoncontrollingInterest
      contextRef="i0c75470116844805bb036e9b4b75a78f_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ1LTItMS0xLTExMjE1Mg_4dd46126-1d01-4a3d-bebe-2c7ad188cf1b"
      unitRef="usd">-1095000</us-gaap:NetIncomeLossAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLossAttributableToNoncontrollingInterest
      contextRef="i588001d04941479fb9831fb07c19189b_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ1LTQtMS0xLTExMjE1Mg_0efce1d7-b410-4a09-aba0-be7865670a6e"
      unitRef="usd">-6384000</us-gaap:NetIncomeLossAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLossAttributableToNoncontrollingInterest
      contextRef="if093a9222d0f4b34850534f34b1cf288_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ1LTYtMS0xLTExMjE1Mg_f2fd25b0-b8d9-4a7e-ac84-9aeb67338aab"
      unitRef="usd">-1391000</us-gaap:NetIncomeLossAttributableToNoncontrollingInterest>
    <us-gaap:MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders
      contextRef="i0c75470116844805bb036e9b4b75a78f_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ2LTItMS0xLTExMjE1Mg_9e48cdc5-2fc8-446f-9c56-d8c8f8d77bab"
      unitRef="usd">-72389000</us-gaap:MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders>
    <us-gaap:MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders
      contextRef="i588001d04941479fb9831fb07c19189b_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ2LTQtMS0xLTExMjE1Mg_d05124e9-ff94-46cb-b74f-5e3d26507032"
      unitRef="usd">-5635000</us-gaap:MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders>
    <us-gaap:MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders
      contextRef="if093a9222d0f4b34850534f34b1cf288_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ2LTYtMS0xLTExMjE1Mg_2cd18bf2-90b5-4244-8651-63b423ac907c"
      unitRef="usd">-7762000</us-gaap:MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i0069c41b6ec644a6bd3b13737031d4e2_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ3LTItMS0xLTExMjE1Mg_1a961ed9-a47e-4cc3-b31b-68868496078c"
      unitRef="usd">98983000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i1ec89dba98ae46ef998d7f8ed701ce44_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ3LTQtMS0xLTExMjE1Mg_d56ea239-4d32-47c4-91c0-465d873c2bb2"
      unitRef="usd">25499000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i667c94ad27a04c7d8247e4d4604bdef9_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ3LTYtMS0xLTExMjE1Mg_e94e7bbf-9cea-4330-8408-15e9c0b19f7a"
      unitRef="usd">13480000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ4LTItMS0xLTExMjE1Mg_0b1e5675-ff1b-49e3-8636-d866f1eaa133"
      unitRef="usd">11369426000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ4LTQtMS0xLTExMjE1Mg_b4c8be43-8b6c-4af8-8d0f-a6f59b8c5441"
      unitRef="usd">13195325000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest
      contextRef="i6c589c7729574f33a050cbce15906304_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ4LTYtMS0xLTExMjE1Mg_6ed58f94-a417-4a65-87f3-f6bbdb2095ae"
      unitRef="usd">14021796000</us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest>
    <us-gaap:ProfitLoss
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUtMS0xLTEtMTEyMTUy_26767441-b128-4254-a384-96b1bac56ef5"
      unitRef="usd">1726420000</us-gaap:ProfitLoss>
    <us-gaap:ProfitLoss
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUtMy0xLTEtMTEyMTUy_1ed8dad8-6f5f-4852-ae34-9bb7868bfb4f"
      unitRef="usd">2396280000</us-gaap:ProfitLoss>
    <us-gaap:ProfitLoss
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUtNS0xLTEtMTEyMTUy_20d936b7-2a49-4755-98a0-8ba4603b31b2"
      unitRef="usd">-889772000</us-gaap:ProfitLoss>
    <us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzctMS0xLTEtMTEyMTUy_c0b7f95a-e1c0-45ab-b7dd-4f62266c74be"
      unitRef="usd">-87154000</us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments>
    <us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzctMy0xLTEtMTEyMTUy_02daeeba-c958-4415-8407-7048c2dd3437"
      unitRef="usd">-784110000</us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments>
    <us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzctNS0xLTEtMTEyMTUy_dca9e8ff-eb31-4c55-88eb-ffa27960a6df"
      unitRef="usd">-1371178000</us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments>
    <nly:AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgtMS0xLTEtMTEyMTUy_12216ba7-b2e9-467c-9d7b-9abb3ff6051e"
      unitRef="usd">4733000</nly:AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet>
    <nly:AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgtMy0xLTEtMTEyMTUy_b2c749b7-05e0-430d-bc16-ee4c0e6d3f4d"
      unitRef="usd">6620000</nly:AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet>
    <nly:AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgtNS0xLTEtMTEyMTUy_ab3c5c7a-1943-47e0-9f4a-492479b8bce1"
      unitRef="usd">11576000</nly:AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet>
    <nly:DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzktMS0xLTEtMTEyMTUy_4037a353-df3e-40e6-8d4b-169fb9fbf50c"
      unitRef="usd">20506000</nly:DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments>
    <nly:DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzktMy0xLTEtMTEyMTUy_e88d1418-74af-4623-987b-7bd846ba15d5"
      unitRef="usd">24636000</nly:DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments>
    <nly:DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzktNS0xLTEtMTEyMTUy_4f67af2f-87c9-4060-b18c-055b79bf59fa"
      unitRef="usd">41357000</nly:DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments>
    <nly:GainLossOnInvestmentsDebtAndDerivatives
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEwLTEtMS0xLTExMjE1Mg_77a04c75-5ffc-4420-8e06-4eee10b71c21"
      unitRef="usd">-109443000</nly:GainLossOnInvestmentsDebtAndDerivatives>
    <nly:GainLossOnInvestmentsDebtAndDerivatives
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEwLTMtMS0xLTExMjE1Mg_eb9f704c-d69a-488b-b4a1-65ef853d65a8"
      unitRef="usd">1204830000</nly:GainLossOnInvestmentsDebtAndDerivatives>
    <nly:GainLossOnInvestmentsDebtAndDerivatives
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEwLTUtMS0xLTExMjE1Mg_97f7f67f-09f4-4f61-a886-b523908634de"
      unitRef="usd">-1707366000</nly:GainLossOnInvestmentsDebtAndDerivatives>
    <us-gaap:GainLossOnSaleOfBusiness
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzExLTEtMS0xLTExMjE1Mg_df037e5b-530c-476f-9b38-b017954d0f65"
      unitRef="usd">-40258000</us-gaap:GainLossOnSaleOfBusiness>
    <us-gaap:GainLossOnSaleOfBusiness
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzExLTMtMS0xLTExMjE1Mg_9153886d-bfb3-457f-a54f-b7343dcf4dc2"
      unitRef="usd">-278559000</us-gaap:GainLossOnSaleOfBusiness>
    <us-gaap:GainLossOnSaleOfBusiness
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzExLTUtMS0xLTExMjE1Mg_eec589fd-a287-428a-b770-bd2756e7d8aa"
      unitRef="usd">0</us-gaap:GainLossOnSaleOfBusiness>
    <us-gaap:IncomeLossFromEquityMethodInvestments
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEyLTEtMS0xLTExMjE1Mg_c682bf40-c5d8-47dd-a79a-67b0e5f3cd5b"
      unitRef="usd">11454000</us-gaap:IncomeLossFromEquityMethodInvestments>
    <us-gaap:IncomeLossFromEquityMethodInvestments
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEyLTMtMS0xLTExMjE1Mg_d4a71e3e-487c-4a2c-a894-a2738d5a87ee"
      unitRef="usd">-12181000</us-gaap:IncomeLossFromEquityMethodInvestments>
    <us-gaap:IncomeLossFromEquityMethodInvestments
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEyLTUtMS0xLTExMjE1Mg_dfcfa1f5-2c38-4b76-a7e1-bd135f14a9b4"
      unitRef="usd">-7072000</us-gaap:IncomeLossFromEquityMethodInvestments>
    <us-gaap:ProvisionForLoanLossesExpensed
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEzLTEtMS0xLTExMjE1Mg_54c5278e-27d6-4421-a4f2-2a15456f6974"
      unitRef="usd">-20660000</us-gaap:ProvisionForLoanLossesExpensed>
    <us-gaap:ProvisionForLoanLossesExpensed
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEzLTMtMS0xLTExMjE1Mg_75c5a774-d9ae-43c3-a6c2-1ff9743dbed2"
      unitRef="usd">-145066000</us-gaap:ProvisionForLoanLossesExpensed>
    <us-gaap:ProvisionForLoanLossesExpensed
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzEzLTUtMS0xLTExMjE1Mg_51da023a-6e81-48d6-99de-c8289ed0a5a6"
      unitRef="usd">147581000</us-gaap:ProvisionForLoanLossesExpensed>
    <nly:PaymentsForPurchaseOfLoansOperatingActivities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE1LTEtMS0xLTExMjE1Mg_e13adb5a-f886-4364-82a1-aac826590f80"
      unitRef="usd">0</nly:PaymentsForPurchaseOfLoansOperatingActivities>
    <nly:PaymentsForPurchaseOfLoansOperatingActivities
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE1LTMtMS0xLTExMjE1Mg_5f5489bc-9101-4e76-beff-e58d303ae9f5"
      unitRef="usd">51403000</nly:PaymentsForPurchaseOfLoansOperatingActivities>
    <nly:PaymentsForPurchaseOfLoansOperatingActivities
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE1LTUtMS0xLTExMjE1Mg_3f8af6a7-69e7-4fe5-8c42-ac230cd15427"
      unitRef="usd">147833000</nly:PaymentsForPurchaseOfLoansOperatingActivities>
    <us-gaap:ProceedsFromSaleOfLoansHeldForSale
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE3LTEtMS0xLTExMjE1Mg_e92f0e3b-87d4-47bd-a38f-f12b97c8037a"
      unitRef="usd">4597000</us-gaap:ProceedsFromSaleOfLoansHeldForSale>
    <us-gaap:ProceedsFromSaleOfLoansHeldForSale
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE3LTMtMS0xLTExMjE1Mg_05a49baf-a99f-43ac-8aa7-3c482fa8800e"
      unitRef="usd">90020000</us-gaap:ProceedsFromSaleOfLoansHeldForSale>
    <us-gaap:ProceedsFromSaleOfLoansHeldForSale
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzE3LTUtMS0xLTExMjE1Mg_e20b5e72-d8a4-4ae3-afb3-e32bc0357990"
      unitRef="usd">168716000</us-gaap:ProceedsFromSaleOfLoansHeldForSale>
    <nly:PaymentsForProceedsFromDerivativeInstrumentOperatingActivities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI0LTEtMS0xLTExMjE1Mg_65af1c95-5297-4c7b-8489-c2773e11bb3a"
      unitRef="usd">3643954000</nly:PaymentsForProceedsFromDerivativeInstrumentOperatingActivities>
    <nly:PaymentsForProceedsFromDerivativeInstrumentOperatingActivities
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI0LTMtMS0xLTExMjE1Mg_f5e7ed5c-ea7a-42d9-9126-5ca28052e0b1"
      unitRef="usd">932867000</nly:PaymentsForProceedsFromDerivativeInstrumentOperatingActivities>
    <nly:PaymentsForProceedsFromDerivativeInstrumentOperatingActivities
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI0LTUtMS0xLTExMjE1Mg_8b20c64c-970f-4095-9829-080fd2d3faf1"
      unitRef="usd">-1958131000</nly:PaymentsForProceedsFromDerivativeInstrumentOperatingActivities>
    <us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI3LTEtMS0xLTExMjE1Mg_791e309a-7848-4671-a01d-90be5a7cef20"
      unitRef="usd">11437000</us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets>
    <us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI3LTMtMS0xLTExMjE1Mg_1a45d964-65f4-4d88-8b42-39ef979c423b"
      unitRef="usd">-31044000</us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets>
    <us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI3LTUtMS0xLTExMjE1Mg_4b1fe936-58c5-49c0-a620-635864db5476"
      unitRef="usd">-249778000</us-gaap:IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets>
    <us-gaap:IncreaseDecreaseInInterestAndDividendsReceivable
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI4LTEtMS0xLTExMjE1Mg_144af42f-909c-4e2b-8c0b-bea473b2fefc"
      unitRef="usd">403613000</us-gaap:IncreaseDecreaseInInterestAndDividendsReceivable>
    <us-gaap:IncreaseDecreaseInInterestAndDividendsReceivable
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI4LTMtMS0xLTExMjE1Mg_08c6fe5d-f515-4d27-8145-7b61d545acd4"
      unitRef="usd">-32926000</us-gaap:IncreaseDecreaseInInterestAndDividendsReceivable>
    <us-gaap:IncreaseDecreaseInInterestAndDividendsReceivable
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI4LTUtMS0xLTExMjE1Mg_18f074a2-f863-462e-a3fd-8954f7e3745c"
      unitRef="usd">-159320000</us-gaap:IncreaseDecreaseInInterestAndDividendsReceivable>
    <us-gaap:IncreaseDecreaseInInterestPayableNet
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI5LTEtMS0xLTExMjE1Mg_7d1b618f-ed4d-464e-8757-d3241f33b128"
      unitRef="usd">233753000</us-gaap:IncreaseDecreaseInInterestPayableNet>
    <us-gaap:IncreaseDecreaseInInterestPayableNet
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI5LTMtMS0xLTExMjE1Mg_f070d689-4786-46c7-9e11-4bc4a4bca324"
      unitRef="usd">-99590000</us-gaap:IncreaseDecreaseInInterestPayableNet>
    <us-gaap:IncreaseDecreaseInInterestPayableNet
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzI5LTUtMS0xLTExMjE1Mg_16415b01-7491-4919-a997-5ac6ddf6574b"
      unitRef="usd">-285219000</us-gaap:IncreaseDecreaseInInterestPayableNet>
    <us-gaap:IncreaseDecreaseInAccountsPayableAndAccruedLiabilities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMwLTEtMS0xLTExMjE1Mg_81ed9ce3-5525-415d-a519-7a0b4d09c8f1"
      unitRef="usd">-41777000</us-gaap:IncreaseDecreaseInAccountsPayableAndAccruedLiabilities>
    <us-gaap:IncreaseDecreaseInAccountsPayableAndAccruedLiabilities
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMwLTMtMS0xLTExMjE1Mg_712a67ac-8a90-4003-ba61-cab45fe7ffa9"
      unitRef="usd">1725000</us-gaap:IncreaseDecreaseInAccountsPayableAndAccruedLiabilities>
    <us-gaap:IncreaseDecreaseInAccountsPayableAndAccruedLiabilities
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMwLTUtMS0xLTExMjE1Mg_9f64f05e-fe1c-4ea0-8697-c69b3e45ad76"
      unitRef="usd">-31870000</us-gaap:IncreaseDecreaseInAccountsPayableAndAccruedLiabilities>
    <us-gaap:NetCashProvidedByUsedInOperatingActivities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMxLTEtMS0xLTExMjE1Mg_121b1563-f4e2-40b7-b1a4-808b02091884"
      unitRef="usd">5372411000</us-gaap:NetCashProvidedByUsedInOperatingActivities>
    <us-gaap:NetCashProvidedByUsedInOperatingActivities
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMxLTMtMS0xLTExMjE1Mg_1b6a4320-20e6-4948-9e76-2f42431c92f5"
      unitRef="usd">3076839000</us-gaap:NetCashProvidedByUsedInOperatingActivities>
    <us-gaap:NetCashProvidedByUsedInOperatingActivities
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMxLTUtMS0xLTExMjE1Mg_835dab9f-95df-4614-9fed-8f31b9f19350"
      unitRef="usd">527967000</us-gaap:NetCashProvidedByUsedInOperatingActivities>
    <us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMzLTEtMS0xLTExMjE1Mg_b5155c36-35a6-473a-b410-c54bac7c30b4"
      unitRef="usd">45474466000</us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt>
    <us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMzLTMtMS0xLTExMjE1Mg_31691060-d132-4db3-82e1-2c167e51d405"
      unitRef="usd">22344751000</us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt>
    <us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzMzLTUtMS0xLTExMjE1Mg_fc2b9d01-debf-4bd9-9d55-009cfb82cc7f"
      unitRef="usd">32676856000</us-gaap:PaymentsToAcquireAvailableForSaleSecuritiesDebt>
    <us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM0LTEtMS0xLTExMjE1Mg_54fd86bd-4dbf-4d2b-bb98-9310b4bbaa06"
      unitRef="usd">25055929000</us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt>
    <us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM0LTMtMS0xLTExMjE1Mg_92b70595-4cd8-42b0-b9a9-075a3ceb0bf2"
      unitRef="usd">11670321000</us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt>
    <us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM0LTUtMS0xLTExMjE1Mg_7e50794e-fd00-494d-916c-497bd833c963"
      unitRef="usd">52639778000</us-gaap:ProceedsFromSaleOfAvailableForSaleSecuritiesDebt>
    <us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM1LTEtMS0xLTExMjE1Mg_e9ce045b-517e-41cf-b76e-731b1bad09e7"
      unitRef="usd">9541036000</us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities>
    <us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM1LTMtMS0xLTExMjE1Mg_9375b6b6-6ad0-47df-87bc-a252398de22a"
      unitRef="usd">18742951000</us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities>
    <us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM1LTUtMS0xLTExMjE1Mg_fd00f840-89b8-464a-9014-7d04ce3e2511"
      unitRef="usd">19571476000</us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities>
    <us-gaap:PaymentsToAcquireFinanceReceivables
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM2LTEtMS0xLTExMjE1Mg_ad31dd24-986c-4c7a-b6ae-e62c5772911b"
      unitRef="usd">6137067000</us-gaap:PaymentsToAcquireFinanceReceivables>
    <us-gaap:PaymentsToAcquireFinanceReceivables
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM2LTMtMS0xLTExMjE1Mg_06b3da47-0f3f-47fb-b84c-b8f54a19e264"
      unitRef="usd">7715200000</us-gaap:PaymentsToAcquireFinanceReceivables>
    <us-gaap:PaymentsToAcquireFinanceReceivables
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM2LTUtMS0xLTExMjE1Mg_10c51faf-830b-4605-920a-8c923723eab5"
      unitRef="usd">2257314000</us-gaap:PaymentsToAcquireFinanceReceivables>
    <us-gaap:ProceedsFromSaleOfHeldToMaturitySecurities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM3LTEtMS0xLTExMjE1Mg_416f0d58-4eb4-4658-8339-0ef9a55db4ff"
      unitRef="usd">1930367000</us-gaap:ProceedsFromSaleOfHeldToMaturitySecurities>
    <us-gaap:ProceedsFromSaleOfHeldToMaturitySecurities
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM3LTMtMS0xLTExMjE1Mg_79610dec-a17b-45b8-aa26-5c0886ae7458"
      unitRef="usd">1213745000</us-gaap:ProceedsFromSaleOfHeldToMaturitySecurities>
    <us-gaap:ProceedsFromSaleOfHeldToMaturitySecurities
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM3LTUtMS0xLTExMjE1Mg_75ba5eb5-f778-4a03-bf22-6e813fd2913e"
      unitRef="usd">624026000</us-gaap:ProceedsFromSaleOfHeldToMaturitySecurities>
    <us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM4LTEtMS0xLTExMjE1Mg_b1df60e0-c137-410e-b82b-d0476cb61863"
      unitRef="usd">1562308000</us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities>
    <us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM4LTMtMS0xLTExMjE1Mg_f796bb87-36e2-4d6c-b3c1-4fa5e2de48ea"
      unitRef="usd">2610912000</us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities>
    <us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM4LTUtMS0xLTExMjE1Mg_d9cc23c9-429f-4aef-a2f4-414d9dba4a09"
      unitRef="usd">2222500000</us-gaap:ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities>
    <us-gaap:PaymentsToAcquireMortgageServicingRightsMSR
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM5LTEtMS0xLTExMjE1Mg_0ca106d8-8728-4591-979f-76b936501d4d"
      unitRef="usd">1009349000</us-gaap:PaymentsToAcquireMortgageServicingRightsMSR>
    <us-gaap:PaymentsToAcquireMortgageServicingRightsMSR
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM5LTMtMS0xLTExMjE1Mg_ac3ed220-e933-4069-b6ce-306c7ae9e62d"
      unitRef="usd">473035000</us-gaap:PaymentsToAcquireMortgageServicingRightsMSR>
    <us-gaap:PaymentsToAcquireMortgageServicingRightsMSR
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzM5LTUtMS0xLTExMjE1Mg_9b5e88c2-abaa-4d3b-ba1a-0506d2cfc6b9"
      unitRef="usd">0</us-gaap:PaymentsToAcquireMortgageServicingRightsMSR>
    <us-gaap:ProceedsFromSaleOfMortgageServicingRightsMSR
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQwLTEtMS0xLTExMjE1Mg_486c44a7-542b-4c15-af28-9a0137d167e2"
      unitRef="usd">9085000</us-gaap:ProceedsFromSaleOfMortgageServicingRightsMSR>
    <us-gaap:ProceedsFromSaleOfMortgageServicingRightsMSR
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQwLTMtMS0xLTExMjE1Mg_889d516a-03c0-4b7a-b7d8-c8706ee83278"
      unitRef="usd">82175000</us-gaap:ProceedsFromSaleOfMortgageServicingRightsMSR>
    <us-gaap:ProceedsFromSaleOfMortgageServicingRightsMSR
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQwLTUtMS0xLTExMjE1Mg_0b6142b0-b081-4b3e-8bc8-8877414b64b6"
      unitRef="usd">72160000</us-gaap:ProceedsFromSaleOfMortgageServicingRightsMSR>
    <nly:PaymentsToAcquireInterestInMortgageServicingRights
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQxLTEtMS0xLTExMjE1Mg_54910ad5-1787-43bc-8d32-a1d3d5ec9a75"
      unitRef="usd">4913000</nly:PaymentsToAcquireInterestInMortgageServicingRights>
    <nly:PaymentsToAcquireInterestInMortgageServicingRights
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQxLTMtMS0xLTExMjE1Mg_6b235a21-73a0-47d2-afde-00ef684d85ec"
      unitRef="usd">65107000</nly:PaymentsToAcquireInterestInMortgageServicingRights>
    <nly:PaymentsToAcquireInterestInMortgageServicingRights
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQxLTUtMS0xLTExMjE1Mg_d36b49c7-952c-4660-90e1-bc77d1066be7"
      unitRef="usd">0</nly:PaymentsToAcquireInterestInMortgageServicingRights>
    <us-gaap:PaymentsToAcquireCommercialRealEstate
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQyLTEtMS0xLTExMjE1Mg_130d25e0-f74c-40fc-a222-545d3b8a3c04"
      unitRef="usd">0</us-gaap:PaymentsToAcquireCommercialRealEstate>
    <us-gaap:PaymentsToAcquireCommercialRealEstate
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQyLTMtMS0xLTExMjE1Mg_9c9ca3c0-ad4b-461f-8836-2380fe3dd82c"
      unitRef="usd">2329000</us-gaap:PaymentsToAcquireCommercialRealEstate>
    <us-gaap:PaymentsToAcquireCommercialRealEstate
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQyLTUtMS0xLTExMjE1Mg_a94fc398-fc68-4063-8637-c94da5cb462e"
      unitRef="usd">7450000</us-gaap:PaymentsToAcquireCommercialRealEstate>
    <us-gaap:ProceedsFromSaleOfRealEstateHeldforinvestment
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQzLTEtMS0xLTExMjE1Mg_ac3e72f5-de0c-4b77-8b68-43bba1119a2b"
      unitRef="usd">0</us-gaap:ProceedsFromSaleOfRealEstateHeldforinvestment>
    <us-gaap:ProceedsFromSaleOfRealEstateHeldforinvestment
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQzLTMtMS0xLTExMjE1Mg_86ea66c6-0e53-4b77-8601-90ad077fac2d"
      unitRef="usd">53910000</us-gaap:ProceedsFromSaleOfRealEstateHeldforinvestment>
    <us-gaap:ProceedsFromSaleOfRealEstateHeldforinvestment
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQzLTUtMS0xLTExMjE1Mg_7de16df5-79fa-4846-9d5d-8b6f7d84fa07"
      unitRef="usd">149600000</us-gaap:ProceedsFromSaleOfRealEstateHeldforinvestment>
    <us-gaap:ProceedsFromSecuritiesPurchasedUnderAgreementsToResell
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ0LTEtMS0xLTExMjE1Mg_bd5de5ae-4717-448e-87a7-d55f22e7e7a6"
      unitRef="usd">24500024000</us-gaap:ProceedsFromSecuritiesPurchasedUnderAgreementsToResell>
    <us-gaap:ProceedsFromSecuritiesPurchasedUnderAgreementsToResell
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ0LTMtMS0xLTExMjE1Mg_5c907ec7-4d75-47b7-a751-071e8ec564b2"
      unitRef="usd">16734313000</us-gaap:ProceedsFromSecuritiesPurchasedUnderAgreementsToResell>
    <us-gaap:ProceedsFromSecuritiesPurchasedUnderAgreementsToResell
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ0LTUtMS0xLTExMjE1Mg_d155a935-69a3-4271-99db-9346f5b330b3"
      unitRef="usd">58800000000</us-gaap:ProceedsFromSecuritiesPurchasedUnderAgreementsToResell>
    <us-gaap:PaymentsForSecuritiesPurchasedUnderAgreementsToResell
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ1LTEtMS0xLTExMjE1Mg_895edbc6-8b2e-4942-a339-aba385e8fc1c"
      unitRef="usd">24500024000</us-gaap:PaymentsForSecuritiesPurchasedUnderAgreementsToResell>
    <us-gaap:PaymentsForSecuritiesPurchasedUnderAgreementsToResell
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ1LTMtMS0xLTExMjE1Mg_0c061a5e-adb9-4a26-9871-b25cdf7155eb"
      unitRef="usd">16734313000</us-gaap:PaymentsForSecuritiesPurchasedUnderAgreementsToResell>
    <us-gaap:PaymentsForSecuritiesPurchasedUnderAgreementsToResell
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ1LTUtMS0xLTExMjE1Mg_61136447-04d1-458b-9bae-bb18a350dafb"
      unitRef="usd">58800000000</us-gaap:PaymentsForSecuritiesPurchasedUnderAgreementsToResell>
    <nly:ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ2LTEtMS0xLTExMjE1Mg_b664ea62-d5d4-400e-9c62-830799ed15a4"
      unitRef="usd">0</nly:ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings>
    <nly:ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ2LTMtMS0xLTExMjE1Mg_6b32b957-eb50-419d-aaba-2621ef915523"
      unitRef="usd">290000</nly:ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings>
    <nly:ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ2LTUtMS0xLTExMjE1Mg_0537102f-3dc7-46e0-b96d-73e1a18831a4"
      unitRef="usd">7590000</nly:ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings>
    <us-gaap:ProceedsFromSaleOfEquitySecuritiesFvNi
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ4LTEtMS0xLTExMjE1Mg_2edf2109-6c5e-4675-b87c-153b7375c7dd"
      unitRef="usd">0</us-gaap:ProceedsFromSaleOfEquitySecuritiesFvNi>
    <us-gaap:ProceedsFromSaleOfEquitySecuritiesFvNi
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ4LTMtMS0xLTExMjE1Mg_497703ac-cfec-4407-8def-b2a823be85f2"
      unitRef="usd">6957000</us-gaap:ProceedsFromSaleOfEquitySecuritiesFvNi>
    <us-gaap:ProceedsFromSaleOfEquitySecuritiesFvNi
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ4LTUtMS0xLTExMjE1Mg_63c4bd18-3e97-4715-9ad9-d841bfcceb20"
      unitRef="usd">0</us-gaap:ProceedsFromSaleOfEquitySecuritiesFvNi>
    <us-gaap:CashAcquiredFromAcquisition
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ5LTEtMS0xLTExMjE1Mg_953ad8cb-6ae2-4751-afa8-5ad4e5e6e860"
      unitRef="usd">0</us-gaap:CashAcquiredFromAcquisition>
    <us-gaap:CashAcquiredFromAcquisition
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ5LTMtMS0xLTExMjE1Mg_c9ef731f-9906-4899-a7e3-6e655b9d4617"
      unitRef="usd">0</us-gaap:CashAcquiredFromAcquisition>
    <us-gaap:CashAcquiredFromAcquisition
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzQ5LTUtMS0xLTExMjE1Mg_208da8c5-e073-4ce5-aac5-0f9c3a654471"
      unitRef="usd">6264000</us-gaap:CashAcquiredFromAcquisition>
    <us-gaap:ProceedsFromDivestitureOfBusinessesNetOfCashDivested
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUwLTEtMS0xLTExMjE1Mg_5f73dcf5-cc23-4029-9f8a-c4cdc790b14f"
      unitRef="usd">0</us-gaap:ProceedsFromDivestitureOfBusinessesNetOfCashDivested>
    <us-gaap:ProceedsFromDivestitureOfBusinessesNetOfCashDivested
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUwLTMtMS0xLTExMjE1Mg_5ad55950-946a-4173-a569-4879f2fcc49c"
      unitRef="usd">1118440000</us-gaap:ProceedsFromDivestitureOfBusinessesNetOfCashDivested>
    <us-gaap:ProceedsFromDivestitureOfBusinessesNetOfCashDivested
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUwLTUtMS0xLTExMjE1Mg_f2853428-c3f5-4bf8-aa34-d18579a13c0b"
      unitRef="usd">0</us-gaap:ProceedsFromDivestitureOfBusinessesNetOfCashDivested>
    <us-gaap:NetCashProvidedByUsedInInvestingActivities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUxLTEtMS0xLTExMjE1Mg_25a2afad-fa9c-4286-a483-4066e94f6e72"
      unitRef="usd">-14527070000</us-gaap:NetCashProvidedByUsedInInvestingActivities>
    <us-gaap:NetCashProvidedByUsedInInvestingActivities
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUxLTMtMS0xLTExMjE1Mg_8c26c0b7-83c4-483b-b963-9a6f157f8e1f"
      unitRef="usd">4899279000</us-gaap:NetCashProvidedByUsedInInvestingActivities>
    <us-gaap:NetCashProvidedByUsedInInvestingActivities
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUxLTUtMS0xLTExMjE1Mg_eacc156d-7ccf-4b84-9260-3144dcc31e3a"
      unitRef="usd">40351774000</us-gaap:NetCashProvidedByUsedInInvestingActivities>
    <nly:ProceedsFromRepurchaseAgreements
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUzLTEtMS0xLTExMjE1Mg_f4badda6-d5a4-472c-b806-be5f8f39e3cf"
      unitRef="usd">3571043066000</nly:ProceedsFromRepurchaseAgreements>
    <nly:ProceedsFromRepurchaseAgreements
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUzLTMtMS0xLTExMjE1Mg_915381d0-7f81-4398-b32e-f698425b3ed4"
      unitRef="usd">2288704788000</nly:ProceedsFromRepurchaseAgreements>
    <nly:ProceedsFromRepurchaseAgreements
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzUzLTUtMS0xLTExMjE1Mg_53d06ffa-8a1b-435b-b7bc-34dfbe459c0c"
      unitRef="usd">2776331362000</nly:ProceedsFromRepurchaseAgreements>
    <nly:PrincipalPaymentsOnRepurchaseAgreements
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU0LTEtMS0xLTExMjE1Mg_c33873d6-a18f-4497-8c69-a4cea1325cac"
      unitRef="usd">3566953367000</nly:PrincipalPaymentsOnRepurchaseAgreements>
    <nly:PrincipalPaymentsOnRepurchaseAgreements
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU0LTMtMS0xLTExMjE1Mg_3aa1efbb-fbe6-470e-87c1-4e4cca294dee"
      unitRef="usd">2298775005000</nly:PrincipalPaymentsOnRepurchaseAgreements>
    <nly:PrincipalPaymentsOnRepurchaseAgreements
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU0LTUtMS0xLTExMjE1Mg_cdbeafa7-de9e-401a-bef0-5338070a3d4e"
      unitRef="usd">2816805618000</nly:PrincipalPaymentsOnRepurchaseAgreements>
    <us-gaap:ProceedsFromIssuanceOfSecuredDebt
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU2LTEtMS0xLTExMjE1Mg_71b1ce37-69f9-46b7-9357-103b40e716c7"
      unitRef="usd">5473311000</us-gaap:ProceedsFromIssuanceOfSecuredDebt>
    <us-gaap:ProceedsFromIssuanceOfSecuredDebt
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU2LTMtMS0xLTExMjE1Mg_7c78effd-f5b8-4e49-9a0f-a0e6431b9ed0"
      unitRef="usd">3719027000</us-gaap:ProceedsFromIssuanceOfSecuredDebt>
    <us-gaap:ProceedsFromIssuanceOfSecuredDebt
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU2LTUtMS0xLTExMjE1Mg_8ba70a78-e2e4-473d-99c7-dfbb6ed7e020"
      unitRef="usd">2385374000</us-gaap:ProceedsFromIssuanceOfSecuredDebt>
    <us-gaap:RepaymentsOfSecuredDebt
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU3LTEtMS0xLTExMjE1Mg_0af39cdb-a3a0-4068-8745-7a8a9cfcb68e"
      unitRef="usd">1234090000</us-gaap:RepaymentsOfSecuredDebt>
    <us-gaap:RepaymentsOfSecuredDebt
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU3LTMtMS0xLTExMjE1Mg_de05201b-db86-4dea-87da-8881960255a6"
      unitRef="usd">1716196000</us-gaap:RepaymentsOfSecuredDebt>
    <us-gaap:RepaymentsOfSecuredDebt
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU3LTUtMS0xLTExMjE1Mg_ecc5a891-fab2-43ab-abc6-57ec78c5bf28"
      unitRef="usd">1238962000</us-gaap:RepaymentsOfSecuredDebt>
    <nly:PaymentsFromReliefOfSecuritizedDebt
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU4LTEtMS0xLTExMjE1Mg_aa3cdf98-9aef-4fea-a195-4add5597dfbc"
      unitRef="usd">8495000</nly:PaymentsFromReliefOfSecuritizedDebt>
    <nly:PaymentsFromReliefOfSecuritizedDebt
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU4LTMtMS0xLTExMjE1Mg_abf3f044-c47c-4985-87e8-f689c966c5ed"
      unitRef="usd">0</nly:PaymentsFromReliefOfSecuritizedDebt>
    <nly:PaymentsFromReliefOfSecuritizedDebt
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU4LTUtMS0xLTExMjE1Mg_bf9b9f4a-39fc-4318-9847-602ef738365e"
      unitRef="usd">0</nly:PaymentsFromReliefOfSecuritizedDebt>
    <us-gaap:PaymentsOfFinancingCosts
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU5LTEtMS0xLTExMjE1Mg_a0768833-3512-4e43-9a92-9f0a057a36b3"
      unitRef="usd">0</us-gaap:PaymentsOfFinancingCosts>
    <us-gaap:PaymentsOfFinancingCosts
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU5LTMtMS0xLTExMjE1Mg_c375c191-c931-4926-a846-62f02932669a"
      unitRef="usd">9279000</us-gaap:PaymentsOfFinancingCosts>
    <us-gaap:PaymentsOfFinancingCosts
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzU5LTUtMS0xLTExMjE1Mg_65f4bd27-1118-4af4-b22d-6b89268e3ddd"
      unitRef="usd">553000</us-gaap:PaymentsOfFinancingCosts>
    <us-gaap:ProceedsFromIssuanceOfCommonStock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYwLTEtMS0xLTExMjE1Mg_1422ff1d-11c9-4b54-9245-f93625ff8b64"
      unitRef="usd">2636000000</us-gaap:ProceedsFromIssuanceOfCommonStock>
    <us-gaap:ProceedsFromIssuanceOfCommonStock
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYwLTMtMS0xLTExMjE1Mg_b56397b9-5989-48dd-ba6c-52f15076153d"
      unitRef="usd">552215000</us-gaap:ProceedsFromIssuanceOfCommonStock>
    <us-gaap:ProceedsFromIssuanceOfCommonStock
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYwLTUtMS0xLTExMjE1Mg_eb6cbec1-c9c8-4571-81a1-f9dcf5278de0"
      unitRef="usd">1175000</us-gaap:ProceedsFromIssuanceOfCommonStock>
    <us-gaap:PaymentsForRepurchaseOfPreferredStockAndPreferenceStock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYxLTEtMS0xLTExMjE1Mg_96cdc6e0-bf05-42aa-8430-841010925212"
      unitRef="usd">0</us-gaap:PaymentsForRepurchaseOfPreferredStockAndPreferenceStock>
    <us-gaap:PaymentsForRepurchaseOfPreferredStockAndPreferenceStock
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYxLTMtMS0xLTExMjE1Mg_607f7174-d1b7-4383-8652-e97078e5c850"
      unitRef="usd">0</us-gaap:PaymentsForRepurchaseOfPreferredStockAndPreferenceStock>
    <us-gaap:PaymentsForRepurchaseOfPreferredStockAndPreferenceStock
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYxLTUtMS0xLTExMjE1Mg_8d12a2b8-c9c8-4ad5-99ba-c154d09bd82f"
      unitRef="usd">460000000</us-gaap:PaymentsForRepurchaseOfPreferredStockAndPreferenceStock>
    <nly:ProceedsFromParticipatingMortgageLoans
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYyLTEtMS0xLTExMjE1Mg_3c50d20e-9594-458b-b882-f78e7f82e99c"
      unitRef="usd">1908204000</nly:ProceedsFromParticipatingMortgageLoans>
    <nly:ProceedsFromParticipatingMortgageLoans
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYyLTMtMS0xLTExMjE1Mg_e6d60f50-50c1-4c17-ac5d-e33c51ad20ec"
      unitRef="usd">1847821000</nly:ProceedsFromParticipatingMortgageLoans>
    <nly:ProceedsFromParticipatingMortgageLoans
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYyLTUtMS0xLTExMjE1Mg_6d1b5153-b147-48f0-81cf-73724de2511d"
      unitRef="usd">38741000</nly:ProceedsFromParticipatingMortgageLoans>
    <nly:PaymentsOnRepurchaseOfParticipatingMortgageLoans
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYzLTEtMS0xLTExMjE1Mg_5ae88c7b-93e4-4c6f-83a0-9bd6c24dd1fd"
      unitRef="usd">1973666000</nly:PaymentsOnRepurchaseOfParticipatingMortgageLoans>
    <nly:PaymentsOnRepurchaseOfParticipatingMortgageLoans
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYzLTMtMS0xLTExMjE1Mg_930b46c3-563b-47f5-8b95-b2771995992d"
      unitRef="usd">818575000</nly:PaymentsOnRepurchaseOfParticipatingMortgageLoans>
    <nly:PaymentsOnRepurchaseOfParticipatingMortgageLoans
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzYzLTUtMS0xLTExMjE1Mg_21945675-01a7-4dda-a597-230bfaa7885c"
      unitRef="usd">0</nly:PaymentsOnRepurchaseOfParticipatingMortgageLoans>
    <nly:PrincipalPaymentsOnParticipationMortgageLoansIssued
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY0LTEtMS0xLTExMjE1Mg_7e242320-e63b-42d3-ad42-398f8fe24407"
      unitRef="usd">50712000</nly:PrincipalPaymentsOnParticipationMortgageLoansIssued>
    <nly:PrincipalPaymentsOnParticipationMortgageLoansIssued
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY0LTMtMS0xLTExMjE1Mg_980af5b0-c8d6-40ba-ae74-052b73cfc1dd"
      unitRef="usd">23374000</nly:PrincipalPaymentsOnParticipationMortgageLoansIssued>
    <nly:PrincipalPaymentsOnParticipationMortgageLoansIssued
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY0LTUtMS0xLTExMjE1Mg_3c3f3014-1a22-4cce-b40e-4cc7fdf08b69"
      unitRef="usd">0</nly:PrincipalPaymentsOnParticipationMortgageLoansIssued>
    <us-gaap:ProceedsFromRepaymentsOfOtherLongTermDebt
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY1LTEtMS0xLTExMjE1Mg_59c6a7f9-cd81-453d-9ce5-04dde1dbb79a"
      unitRef="usd">0</us-gaap:ProceedsFromRepaymentsOfOtherLongTermDebt>
    <us-gaap:ProceedsFromRepaymentsOfOtherLongTermDebt
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY1LTMtMS0xLTExMjE1Mg_746298ef-3f45-4edd-ba12-e20421ad3b94"
      unitRef="usd">-2237000</us-gaap:ProceedsFromRepaymentsOfOtherLongTermDebt>
    <us-gaap:ProceedsFromRepaymentsOfOtherLongTermDebt
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY1LTUtMS0xLTExMjE1Mg_b25900f9-8533-4ad1-ab2c-1f48457ab00a"
      unitRef="usd">-60980000</us-gaap:ProceedsFromRepaymentsOfOtherLongTermDebt>
    <us-gaap:ProceedsFromPaymentsToMinorityShareholders
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY2LTEtMS0xLTExMjE1Mg_5268839b-8d1d-42ba-89f9-c163755a8afd"
      unitRef="usd">72389000</us-gaap:ProceedsFromPaymentsToMinorityShareholders>
    <us-gaap:ProceedsFromPaymentsToMinorityShareholders
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY2LTMtMS0xLTExMjE1Mg_d5f5cc18-e244-4647-b5c6-cd7d8bdd6cde"
      unitRef="usd">5635000</us-gaap:ProceedsFromPaymentsToMinorityShareholders>
    <us-gaap:ProceedsFromPaymentsToMinorityShareholders
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY2LTUtMS0xLTExMjE1Mg_3c62db8a-3ced-4640-bc0a-e899007b7a7f"
      unitRef="usd">7762000</us-gaap:ProceedsFromPaymentsToMinorityShareholders>
    <us-gaap:PaymentsForRepurchaseOfCommonStock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY3LTEtMS0xLTExMjE1Mg_e766bc34-07bb-41a7-abc3-c51a231e1544"
      unitRef="usd">0</us-gaap:PaymentsForRepurchaseOfCommonStock>
    <us-gaap:PaymentsForRepurchaseOfCommonStock
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY3LTMtMS0xLTExMjE1Mg_82e52825-aa00-4bc9-b879-8559f20a1480"
      unitRef="usd">0</us-gaap:PaymentsForRepurchaseOfCommonStock>
    <us-gaap:PaymentsForRepurchaseOfCommonStock
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY3LTUtMS0xLTExMjE1Mg_c02345a7-1a59-486e-88dc-1e58134af413"
      unitRef="usd">209418000</us-gaap:PaymentsForRepurchaseOfCommonStock>
    <us-gaap:PaymentsRelatedToTaxWithholdingForShareBasedCompensation
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY4LTEtMS0xLTExMjE1Mg_4d71f3e4-4c36-4522-93ba-baeb1bebe992"
      unitRef="usd">4108000</us-gaap:PaymentsRelatedToTaxWithholdingForShareBasedCompensation>
    <us-gaap:PaymentsRelatedToTaxWithholdingForShareBasedCompensation
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY4LTMtMS0xLTExMjE1Mg_21ae85fc-0eb8-4b20-b153-675c45d5f8e3"
      unitRef="usd">2830000</us-gaap:PaymentsRelatedToTaxWithholdingForShareBasedCompensation>
    <us-gaap:PaymentsRelatedToTaxWithholdingForShareBasedCompensation
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY4LTUtMS0xLTExMjE1Mg_36371331-be15-48bb-b663-9e60b8282f57"
      unitRef="usd">0</us-gaap:PaymentsRelatedToTaxWithholdingForShareBasedCompensation>
    <us-gaap:PaymentsOfDividends
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY5LTEtMS0xLTExMjE1Mg_41920f02-b57b-45a8-976f-2d6480db9d49"
      unitRef="usd">1519249000</us-gaap:PaymentsOfDividends>
    <us-gaap:PaymentsOfDividends
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY5LTMtMS0xLTExMjE1Mg_9ef03e1e-ad84-41d0-980b-ce9b4b598303"
      unitRef="usd">1359721000</us-gaap:PaymentsOfDividends>
    <us-gaap:PaymentsOfDividends
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzY5LTUtMS0xLTExMjE1Mg_8bb23fed-0b4d-45c8-a8e7-c99114576dc0"
      unitRef="usd">1475650000</us-gaap:PaymentsOfDividends>
    <us-gaap:NetCashProvidedByUsedInFinancingActivities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcwLTEtMS0xLTExMjE1Mg_4091be82-4580-465e-ae13-c6f40e1c9bd8"
      unitRef="usd">9389283000</us-gaap:NetCashProvidedByUsedInFinancingActivities>
    <us-gaap:NetCashProvidedByUsedInFinancingActivities
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcwLTMtMS0xLTExMjE1Mg_bdd0e149-eba2-440c-a12b-2268d58e6b00"
      unitRef="usd">-7877731000</us-gaap:NetCashProvidedByUsedInFinancingActivities>
    <us-gaap:NetCashProvidedByUsedInFinancingActivities
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcwLTUtMS0xLTExMjE1Mg_1eefc23b-ed1f-4fd0-a5c1-f71e59b980c7"
      unitRef="usd">-41486767000</us-gaap:NetCashProvidedByUsedInFinancingActivities>
    <us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcxLTEtMS0xLTExMjE1Mg_8f7e068c-23dd-4ea1-80c1-dc624c154add"
      unitRef="usd">234624000</us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect>
    <us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcxLTMtMS0xLTExMjE1Mg_25db43bb-2bf1-4cb6-99c4-6363f341f29f"
      unitRef="usd">98387000</us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect>
    <us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcxLTUtMS0xLTExMjE1Mg_b0e22430-053b-428c-ad96-79baedbf161c"
      unitRef="usd">-607026000</us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect>
    <us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcyLTEtMS0xLTExMjE1Mg_7c9f2932-08eb-4115-aed6-b7f76a1d517e"
      unitRef="usd">1342090000</us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents>
    <us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
      contextRef="i6c589c7729574f33a050cbce15906304_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcyLTMtMS0xLTExMjE1Mg_53ec96df-e8c0-4b57-9d68-918dd0cb4eea"
      unitRef="usd">1243703000</us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents>
    <us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
      contextRef="i7fd95b1d1c71441a92d393531523717b_I20191231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzcyLTUtMS0xLTExMjE1Mg_fc1b2d41-8538-4b03-be11-e69b922e605f"
      unitRef="usd">1850729000</us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents>
    <us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzczLTEtMS0xLTExMjE1Mg_ed3b3099-f6a8-45eb-b732-dd512a21effb"
      unitRef="usd">1576714000</us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents>
    <us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzczLTMtMS0xLTExMjE1Mg_d2c1e320-f7b5-4428-af53-88dd04165845"
      unitRef="usd">1342090000</us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents>
    <us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents
      contextRef="i6c589c7729574f33a050cbce15906304_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzczLTUtMS0xLTExMjE1Mg_b7e843b1-acd3-4b29-bcdc-35a750485ad1"
      unitRef="usd">1243703000</us-gaap:CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents>
    <us-gaap:ProceedsFromInterestReceived
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc1LTEtMS0xLTExMjE1Mg_0e921b0c-1e7e-462b-916d-99b4aadafa6f"
      unitRef="usd">2459012000</us-gaap:ProceedsFromInterestReceived>
    <us-gaap:ProceedsFromInterestReceived
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc1LTMtMS0xLTExMjE1Mg_9ccbd433-38f3-4128-bf79-d4a7c986a505"
      unitRef="usd">2701381000</us-gaap:ProceedsFromInterestReceived>
    <us-gaap:ProceedsFromInterestReceived
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc1LTUtMS0xLTExMjE1Mg_11d2543c-3544-4e5d-b003-d98be53be75b"
      unitRef="usd">3681826000</us-gaap:ProceedsFromInterestReceived>
    <us-gaap:ProceedsFromDividendsReceived
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc2LTEtMS0xLTExMjE1Mg_c1f664c2-4cd6-4fed-8bfe-2e7639de0e9b"
      unitRef="usd">0</us-gaap:ProceedsFromDividendsReceived>
    <us-gaap:ProceedsFromDividendsReceived
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc2LTMtMS0xLTExMjE1Mg_eaad39db-ce86-48c4-88fe-a99e5d13d03a"
      unitRef="usd">51000</us-gaap:ProceedsFromDividendsReceived>
    <us-gaap:ProceedsFromDividendsReceived
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc2LTUtMS0xLTExMjE1Mg_af2e1fa2-b668-4279-a8c4-4363aea220b4"
      unitRef="usd">4643000</us-gaap:ProceedsFromDividendsReceived>
    <nly:InterestPaidExcludingInterestPaidOnInterestRateSwaps
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc5LTEtMS0xLTExMjE1Mg_aa0bf310-fd04-4967-b817-fcc4b483592a"
      unitRef="usd">866829000</nly:InterestPaidExcludingInterestPaidOnInterestRateSwaps>
    <nly:InterestPaidExcludingInterestPaidOnInterestRateSwaps
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc5LTMtMS0xLTExMjE1Mg_6babb4ff-3c1a-4947-b86e-22d1dc6d0cf6"
      unitRef="usd">269244000</nly:InterestPaidExcludingInterestPaidOnInterestRateSwaps>
    <nly:InterestPaidExcludingInterestPaidOnInterestRateSwaps
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzc5LTUtMS0xLTExMjE1Mg_03308220-16a2-4a03-aa43-14f83c65f890"
      unitRef="usd">1166977000</nly:InterestPaidExcludingInterestPaidOnInterestRateSwaps>
    <nly:InterestPaidNetInterestRateDerivative
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgwLTEtMS0xLTExMjE1Mg_bb3ce549-4295-4a6f-9d34-0ce6e5d23413"
      unitRef="usd">15621000</nly:InterestPaidNetInterestRateDerivative>
    <nly:InterestPaidNetInterestRateDerivative
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgwLTMtMS0xLTExMjE1Mg_bad5c834-c336-4fdf-86dc-d5aeed9d496c"
      unitRef="usd">-340738000</nly:InterestPaidNetInterestRateDerivative>
    <nly:InterestPaidNetInterestRateDerivative
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgwLTUtMS0xLTExMjE1Mg_0c90cc71-5eff-482b-b9fa-1c88cfa740c8"
      unitRef="usd">296621000</nly:InterestPaidNetInterestRateDerivative>
    <us-gaap:IncomeTaxesPaidNet
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgxLTEtMS0xLTExMjE1Mg_019bb9ff-510e-4e38-9e4b-54b5a880f8f3"
      unitRef="usd">-492000</us-gaap:IncomeTaxesPaidNet>
    <us-gaap:IncomeTaxesPaidNet
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgxLTMtMS0xLTExMjE1Mg_90137802-65f8-47a9-b93e-b35e1d2fa15c"
      unitRef="usd">-3797000</us-gaap:IncomeTaxesPaidNet>
    <us-gaap:IncomeTaxesPaidNet
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgxLTUtMS0xLTExMjE1Mg_872615dc-b7a9-452e-a90e-2803a6812611"
      unitRef="usd">1515000</us-gaap:IncomeTaxesPaidNet>
    <nly:ReceivableForInvestmentSecuritiesSold
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgzLTEtMS0xLTExMjE1Mg_b7c7d2ea-8b79-4f9c-9dc1-18b28be20393"
      unitRef="usd">575091000</nly:ReceivableForInvestmentSecuritiesSold>
    <nly:ReceivableForInvestmentSecuritiesSold
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgzLTMtMS0xLTExMjE1Mg_d6a0d314-d094-48a7-8e21-2b89e2e3db52"
      unitRef="usd">2656000</nly:ReceivableForInvestmentSecuritiesSold>
    <nly:ReceivableForInvestmentSecuritiesSold
      contextRef="i6c589c7729574f33a050cbce15906304_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzgzLTUtMS0xLTExMjE1Mg_d7435b83-3bad-4f01-8d75-da7b0c766c31"
      unitRef="usd">15912000</nly:ReceivableForInvestmentSecuritiesSold>
    <nly:PayableForInvestmentSecuritiesPurchased
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg0LTEtMS0xLTExMjE1Mg_bad9e386-f18b-429a-b81b-e157df594588"
      unitRef="usd">1157846000</nly:PayableForInvestmentSecuritiesPurchased>
    <nly:PayableForInvestmentSecuritiesPurchased
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg0LTMtMS0xLTExMjE1Mg_4e6f5509-555a-4d03-91ed-28eb1274db5f"
      unitRef="usd">147908000</nly:PayableForInvestmentSecuritiesPurchased>
    <nly:PayableForInvestmentSecuritiesPurchased
      contextRef="i6c589c7729574f33a050cbce15906304_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg0LTUtMS0xLTExMjE1Mg_aec5c1cd-4919-48e3-9a25-e7ee86f542e3"
      unitRef="usd">884069000</nly:PayableForInvestmentSecuritiesPurchased>
    <nly:NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg1LTEtMS0xLTExMjE1Mg_3d81d1da-f8be-42e2-be93-e5e03d00eb09"
      unitRef="usd">-4667306000</nly:NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment>
    <nly:NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg1LTMtMS0xLTExMjE1Mg_1d1811d0-c6ae-454a-b710-58079785ce9f"
      unitRef="usd">-2415925000</nly:NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment>
    <nly:NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg1LTUtMS0xLTExMjE1Mg_9a838c26-1368-4578-9896-275f0891ea86"
      unitRef="usd">1236144000</nly:NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment>
    <us-gaap:DividendsPayableCurrentAndNoncurrent
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg4LTEtMS0xLTExMjE1Mg_2aa291e1-8459-480e-894b-0ee570f7b2f2"
      unitRef="usd">412113000</us-gaap:DividendsPayableCurrentAndNoncurrent>
    <us-gaap:DividendsPayableCurrentAndNoncurrent
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg4LTMtMS0xLTExMjE1Mg_3fcd1d24-2b18-424b-9c5e-6f71b8e57f84"
      unitRef="usd">321142000</us-gaap:DividendsPayableCurrentAndNoncurrent>
    <us-gaap:DividendsPayableCurrentAndNoncurrent
      contextRef="i6c589c7729574f33a050cbce15906304_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg4LTUtMS0xLTExMjE1Mg_f6f7ccff-afbc-4f41-b0d6-89f5ee4987b7"
      unitRef="usd">307613000</us-gaap:DividendsPayableCurrentAndNoncurrent>
    <nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg5LTEtMS0xLTExMjE1Mg_e5ba9334-cce6-4852-8151-81acfc6f811a"
      unitRef="usd">424005000</nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets>
    <nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg5LTMtMS0xLTExMjE1Mg_e61b82b2-52ed-4d34-a292-f3def6051917"
      unitRef="usd">3075961000</nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets>
    <nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5Xzg5LTUtMS0xLTExMjE1Mg_643a2129-5f0a-4e06-bda8-0116f9a0aa4e"
      unitRef="usd">1222221000</nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets>
    <nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkwLTEtMS0xLTExMjE1Mg_ed63f4d3-5aaa-4eeb-8560-7a9926933c0d"
      unitRef="usd">391928000</nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt>
    <nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkwLTMtMS0xLTExMjE1Mg_22e2fee4-3037-4702-b45a-9983f6b26e5e"
      unitRef="usd">2506799000</nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt>
    <nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkwLTUtMS0xLTExMjE1Mg_f8e040d5-b048-49f1-8541-23d28f663b1f"
      unitRef="usd">1141311000</nly:NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt>
    <nly:NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkxLTEtMS0xLTExMjE1Mg_1c9d38de-5d3f-45e4-90f5-30cb12257232"
      unitRef="usd">0</nly:NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable>
    <nly:NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkxLTMtMS0xLTExMjE1Mg_ff803f96-15bb-4239-803b-2cfc5cf0f36f"
      unitRef="usd">314485000</nly:NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable>
    <nly:NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjQvZnJhZzpkNzZmM2FkMGZmYjU0MTE2YWFmNDU1OGY4NTcxM2FiMy90YWJsZTo2NjU2YTcyNWY0Mjk0MGQxODI4NDIxMDNlZjExY2VhOS90YWJsZXJhbmdlOjY2NTZhNzI1ZjQyOTQwZDE4Mjg0MjEwM2VmMTFjZWE5XzkxLTUtMS0xLTExMjE1Mg_8a5055ee-c2b1-44d8-9292-498572702c5c"
      unitRef="usd">0</nly:NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable>
    <us-gaap:BusinessDescriptionAndBasisOfPresentationTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzAvZnJhZzowZTljYzA3MmFlMTE0NzQ3ODM0YTIxMjAwZTdjNDQ2MS90ZXh0cmVnaW9uOjBlOWNjMDcyYWUxMTQ3NDc4MzRhMjEyMDBlN2M0NDYxXzE4MDM_c73a4fca-1aae-47ec-9f80-c753743da4c2">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.853%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;1. DESCRIPTION OF BUSINESS&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Annaly Capital Management, Inc. (the &#x201c;Company&#x201d; or &#x201c;Annaly&#x201d;) is a Maryland corporation that commenced operations on February 18, 1997. The Company is a leading diversified capital manager with investment strategies across mortgage finance. The Company owns a portfolio of real estate related investments, including mortgage pass-through certificates, collateralized mortgage obligations, credit risk transfer (&#x201c;CRT&#x201d;) securities, other securities representing interests in or obligations backed by pools of mortgage loans, residential mortgage loans and mortgage servicing rights (&#x201c;MSR&#x201d;). The Company&#x2019;s principal business objective is to generate net income for distribution to its stockholders and optimize its returns through prudent management of its diversified investment strategies.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company is an internally-managed company that has elected to be taxed as a Real Estate Investment Trust (&#x201c;REIT&#x201d;) as defined under the Internal Revenue Code of 1986, as amended, and regulations promulgated thereunder (the &#x201c;Code&#x201d;). Prior to the closing of the Internalization (as defined in &#x201c;Related Party Transactions&#x201d; Note) on June 30, 2020, the Company was externally managed by Annaly Management Company LLC (the &#x201c;Former Manager&#x201d;).&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company&#x2019;s three investment groups are primarily comprised of the following:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:31.694%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:66.106%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Investment Groups&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Description&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Annaly Agency Group&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"&gt;Invests in Agency mortgage-backed securities (&#x201c;MBS&#x201d;) collateralized by residential mortgages which are guaranteed by Fannie Mae, Freddie Mac or Ginnie Mae and complementary investments within the Agency market, including  Agency commercial mortgage-backed securities.&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Annaly Residential Credit Group&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"&gt;Invests primarily in non-Agency residential whole loans and securitized products within the residential and commercial markets.&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Annaly Mortgage Servicing Rights Group&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"&gt;Invests in MSR, which provide the right to service residential mortgage loans in exchange for a portion of the interest payments made on the loans.&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In April 2022, the Company announced that it had entered into a definitive agreement to sell substantially all of the assets that comprise the Annaly Middle Market Lending (&#x201c;MML&#x201d;) portfolio, including assets held on balance sheet as well as assets managed for third parties. The vast majority of these assets were legally transferred at the end of the third quarter of 2022 and the remaining assets were transferred by the end of the fourth quarter of 2022. Refer to the &#x201c;Sale of Middle Market Lending Portfolio&#x201d; Note for additional information on the transaction.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In March 2021, the Company announced that it had entered into a definitive agreement to sell and exit its Commercial Real Estate (&#x201c;CRE&#x201d;) business. During the year ended December 31, 2021, the platform and the significant majority of the assets were transferred with the remaining assets transferred by the end of the year ended December 31, 2022. Refer to the &#x201c;Sale of Commercial Real Estate Business&#x201d; Note for additional information.&lt;/span&gt;&lt;/div&gt;</us-gaap:BusinessDescriptionAndBasisOfPresentationTextBlock>
    <nly:ScheduleOfInvestmentGroupsTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzAvZnJhZzowZTljYzA3MmFlMTE0NzQ3ODM0YTIxMjAwZTdjNDQ2MS90ZXh0cmVnaW9uOjBlOWNjMDcyYWUxMTQ3NDc4MzRhMjEyMDBlN2M0NDYxXzE3OTk_445a04c5-3e6e-45f3-95ae-f2f25769e8b6">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company&#x2019;s three investment groups are primarily comprised of the following:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:31.694%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:66.106%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Investment Groups&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Description&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Annaly Agency Group&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"&gt;Invests in Agency mortgage-backed securities (&#x201c;MBS&#x201d;) collateralized by residential mortgages which are guaranteed by Fannie Mae, Freddie Mac or Ginnie Mae and complementary investments within the Agency market, including  Agency commercial mortgage-backed securities.&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Annaly Residential Credit Group&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"&gt;Invests primarily in non-Agency residential whole loans and securitized products within the residential and commercial markets.&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:700;line-height:100%"&gt;Annaly Mortgage Servicing Rights Group&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1.75pt 2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:9pt;font-weight:400;line-height:100%"&gt;Invests in MSR, which provide the right to service residential mortgage loans in exchange for a portion of the interest payments made on the loans.&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:ScheduleOfInvestmentGroupsTableTextBlock>
    <nly:NumberOfInvestmentGroups
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzAvZnJhZzowZTljYzA3MmFlMTE0NzQ3ODM0YTIxMjAwZTdjNDQ2MS90ZXh0cmVnaW9uOjBlOWNjMDcyYWUxMTQ3NDc4MzRhMjEyMDBlN2M0NDYxXzEyNjI_f4c0f5f8-1108-43e3-80f4-d16cf0bf3dbb"
      unitRef="investmentgroup">3</nly:NumberOfInvestmentGroups>
    <us-gaap:BasisOfAccounting
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzMvZnJhZzo3NGNiZGJkNWQwM2Q0YzgxOTUyOGRjZTVlMWFjMTViYi90ZXh0cmVnaW9uOjc0Y2JkYmQ1ZDAzZDRjODE5NTI4ZGNlNWUxYWMxNWJiXzQwNDM_b486c11c-f4dd-432e-818d-dea1781e20dd">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;2. BASIS OF PRESENTATION&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The accompanying consolidated financial statements and related notes of the Company have been prepared in accordance with U.S. generally accepted accounting principles (&#x201c;GAAP&#x201d;). &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The preparation of the consolidated financial statements requires management to make estimates and assumptions that affect the reported balance sheet amounts and/or disclosures at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ materially from those estimates. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Certain line items in the Company&#x2019;s Consolidated Statements of Cash Flows were aggregated to simplify presentation. Prior periods have been adjusted to conform to the current presentation.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Beginning with the quarter ended March 31, 2022, in light of the continued growth of its mortgage servicing rights portfolio the Company enhanced its financial disclosures by separately reporting servicing income and servicing expense in its Consolidated Statements of Comprehensive Income (Loss). Servicing income and servicing expense were previously included within Other income (loss). As a result of this change, prior periods have been adjusted to conform to the current presentation.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In addition, beginning with the quarter ended March 31, 2022, the Company consolidated certain line items in its Consolidated Statements of Comprehensive Income (Loss) in an effort to streamline and simplify its financial presentation. Amounts previously reported under Net interest component of interest rate swaps, Realized gains (losses) on termination or maturity of interest rate swaps, Unrealized gains (losses) on interest rate swaps and Net gains (losses) on other derivatives are combined &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;into a single line item titled Net gains (losses) on derivatives. Similarly, amounts previously reported under Net gains (losses) on disposal of investments and other and Net unrealized gains (losses) on instruments measured at fair value through earnings are combined into a single line item titled Net gains (losses) on investments and other. As a result of these changes, prior periods have been adjusted to conform to the current presentation.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%"&gt;Reverse Stock Split&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;On September 8, 2022, the Company announced that its Board had unanimously approved a reverse stock split of the Company&#x2019;s common stock at a ratio of 1-for-4 (the &#x201c;Reverse Stock Split&#x201d;). The Reverse Stock Split was effective following the close of business on September 23, 2022 (the &#x201c;Effective Time&#x201d;). Accordingly, at the Effective Time, every four issued and outstanding shares of the Company&#x2019;s common stock were converted into one share of the Company&#x2019;s common stock. No fractional shares were issued in connection with the Reverse Stock Split. Instead, each stockholder that would have held fractional shares as a result of the Reverse Stock Split received cash in lieu of such fractional shares. The par value per share of the Company&#x2019;s common stock remained unchanged at $0.01 per share after the Reverse Stock Split. Accordingly, for all historical periods presented, an amount equal to the par value of the reduced number of shares resulting from the Reverse Stock Split was reclassified from Common stock to Additional paid in capital in the Company&#x2019;s Consolidated Statements of Financial Condition. All references made to share or per share amounts in the accompanying consolidated financial statements and applicable disclosures have been retroactively adjusted to reflect the effects of the Reverse Stock Split.&lt;/span&gt;&lt;/div&gt;</us-gaap:BasisOfAccounting>
    <us-gaap:BasisOfAccountingPolicyPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzMvZnJhZzo3NGNiZGJkNWQwM2Q0YzgxOTUyOGRjZTVlMWFjMTViYi90ZXh0cmVnaW9uOjc0Y2JkYmQ1ZDAzZDRjODE5NTI4ZGNlNWUxYWMxNWJiXzQwMzg_1ad3b525-77ca-4955-a624-6f4c25fd5bba">The accompanying consolidated financial statements and related notes of the Company have been prepared in accordance with U.S. generally accepted accounting principles (&#x201c;GAAP&#x201d;).</us-gaap:BasisOfAccountingPolicyPolicyTextBlock>
    <us-gaap:CommonStockParOrStatedValuePerShare
      contextRef="idec7d8a3638c4527bd18e87515ca5eda_I20220908"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzMvZnJhZzo3NGNiZGJkNWQwM2Q0YzgxOTUyOGRjZTVlMWFjMTViYi90ZXh0cmVnaW9uOjc0Y2JkYmQ1ZDAzZDRjODE5NTI4ZGNlNWUxYWMxNWJiXzI3NDg3NzkwNzQ0MTU_71b3fd4e-4b24-4e0b-859d-f970f68faf9b"
      unitRef="usdPerShare">0.01</us-gaap:CommonStockParOrStatedValuePerShare>
    <us-gaap:SignificantAccountingPoliciesTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDU2_0dac491d-f879-43da-b20a-28a5765f5e57">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;3. SIGNIFICANT ACCOUNTING POLICIES&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company&#x2019;s significant accounting policies are described below or are included elsewhere in these notes to the consolidated financial statements.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Principles of Consolidation&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The consolidated financial statements include the accounts of the entities where the Company has a controlling financial interest. In order to determine whether the Company has a controlling financial interest, it first evaluates whether an entity is a voting interest entity (&#x201c;VOE&#x201d;) or a variable interest entity (&#x201c;VIE&#x201d;).  All intercompany balances and transactions have been eliminated in consolidation.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Voting Interest Entities &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;&#x2013; A VOE is an entity that has sufficient equity and in which equity investors have a controlling financial interest. The Company consolidates VOEs where it has a majority of the voting equity of such VOE.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Variable Interest Entities&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013;  A VIE is defined as an entity in which equity investors (i) do not have the characteristics of a controlling financial interest, and/or (ii) do not have sufficient equity at risk for the entity to finance its activities without additional subordinated financial support from other parties. A VIE is required to be consolidated by its primary beneficiary, which is defined as the party that has both (i) the power to control the activities that most significantly impact the VIE&#x2019;s economic performance and (ii) the obligation to absorb losses or the right to receive benefits from the VIE that could potentially be significant to the VIE.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company performs ongoing reassessments of whether changes in the facts and circumstances regarding the Company&#x2019;s involvement with a VIE causes the Company&#x2019;s consolidation conclusion to change. Refer to the &#x201c;Variable Interest Entities&#x201d; Note for further information.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Equity Method Investments&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; - For entities that are not consolidated, but where the Company has significant influence over the operating or financial decisions of the entity, the Company accounts for the investment under the equity method of accounting. In accordance with the equity method of accounting, the Company will recognize its share of earnings or losses of the investee in the period in which they are reported by the investee.  The Company also considers whether there are any indicators of other-than-temporary impairment of joint ventures accounted for under the equity method. These investments are included in Other assets with income or loss included in Other, net. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Cash and Cash Equivalents &#x2013;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; Cash and cash equivalents include cash on hand, cash held in money market funds on an overnight basis and cash pledged as collateral with counterparties. Cash deposited with clearing organizations is carried at cost, which approximates fair value. Cash and securities deposited with clearing organizations and collateral held in the form of cash on margin with counterparties to the Company&#x2019;s interest rate swaps and other derivatives totaled $1.4 billion and $1.2 billion at December 31, 2022 and December 31, 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Fair Value Measurements and the Fair Value Option&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The Company reports various investments at fair value, including certain eligible financial instruments elected to be accounted for under the fair value option (&#x201c;FVO&#x201d;). The Company chooses to elect the FVO in order to simplify the accounting treatment for certain financial instruments. Items for which the FVO has been elected are presented at fair value in the Consolidated Statements of Financial Condition and any change in fair value is recorded in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). For &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;additional information regarding financial instruments for which the Company has elected the FVO see the table in the &#x201c;Financial Instruments&#x201d; Note.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Refer to the &#x201c;Fair Value Measurements&#x201d; Note for a complete discussion on the methodology utilized by the Company to estimate the fair value of certain financial instruments. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Offsetting Assets and Liabilities - &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company elected to present all derivative instruments on a gross basis as discussed in the &#x201c;Derivative Instruments&#x201d; Note. Reverse repurchase and repurchase agreements are presented net in the Consolidated Statements of Financial Condition if they meet the offsetting criteria. Please see below and refer to the &#x201c;Secured Financing&#x201d;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt; &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Note for further discussion on reverse repurchase and repurchase agreements.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Derivative Instruments &#x2013;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; Derivatives are recognized as either assets or liabilities at fair value in the Consolidated Statements of Financial Condition with changes in fair value recognized in the Consolidated Statements of Comprehensive Income (Loss). The changes in the estimated fair value are presented within Net gains (losses) on derivatives. None of the Company&#x2019;s derivative transactions have been designated as hedging instruments for accounting purposes. Refer to the &#x201c;Derivative Instruments&#x201d; Note for further discussion.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Stock-Based Compensation&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The Company measures compensation expense for stock-based awards at fair value, which is generally based on the grant-date fair value of the Company&#x2019;s common stock. Compensation expense is recognized ratably over the vesting or requisite service period of the award. Stock-based awards that contain market-based conditions are valued using a model.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Compensation expense for awards with performance conditions is recognized based on the probable outcome of the performance condition at each reporting date.&#160;Compensation expense for awards with market conditions is recognized irrespective of the probability of the market condition being achieved and is not reversed if the market condition is not met. Stock-based awards that do not require future service (i.e., vested awards) are expensed immediately. Forfeitures are recorded when they occur. The Company generally issues new shares of common stock upon delivery of stock-based awards.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Interest Income - &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company recognizes interest income primarily on Residential Securities (as defined in the &#x201c;Securities&#x201d; Note), residential mortgage loans, commercial investments and reverse repurchase agreements. Interest accrued but not received is recognized as Interest receivable on the Consolidated Statements of Financial Condition. Interest income is presented as a separate line item on the Consolidated Statements of Comprehensive Income (Loss). Refer to the &#x201c;Interest Income and Interest Expense&#x201d; Note for further discussion.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;For its securities, the Company recognizes coupon income, which is a component of interest income, based upon the outstanding principal amounts of the financial instruments and their contractual terms. In addition, the Company amortizes or accretes premiums or discounts into interest income for its Agency mortgage-backed securities (other than interest-only securities, multifamily and reverse mortgages), taking into account estimates of future principal prepayments in the calculation of the effective yield.&#160; The Company recalculates the effective yield as differences between anticipated and actual prepayments occur. Using third party model and market information to project future cash flows and expected remaining lives of securities, the effective interest rate determined for each security is applied as if it had been in place from the date of the security&#x2019;s acquisition. The amortized cost of the security is then adjusted to the amount that would have existed had the new effective yield been applied since the acquisition date, which results in a cumulative premium amortization adjustment in each period. The adjustment to amortized cost is offset with a charge or credit to interest income. Changes in interest rates and other market factors will impact prepayment speed projections and the amount of premium amortization recognized in any given period.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Premiums or discounts associated with the purchase of Agency interest-only securities, reverse mortgages and residential credit securities are amortized or accreted into interest income based upon current expected future cash flows with any adjustment to yield made on a prospective basis.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Premiums and discounts associated with the purchase of residential mortgage loans and with those transferred or pledged to securitization trusts are primarily amortized or accreted into interest income over their estimated remaining lives using the effective interest rates inherent in the estimated cash flows from the mortgage loans. Amortization of premiums and accretion of discounts are presented in Interest income in the Consolidated Statements of Comprehensive Income (Loss). &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;If collection of a loan&#x2019;s principal or interest is in doubt or the loan is 90 days or more past due, interest income is not accrued. For nonaccrual status loans carried at fair value or held for sale, interest is not accrued but is recognized on a cash basis. For nonaccrual status loans carried at amortized cost, if collection of principal is not in doubt but collection of interest is in doubt, interest income is recognized on a cash basis. If collection of principal is in doubt, any interest received is applied against principal until collectability of the remaining balance is no longer in doubt; at that point, any interest income is recognized on a cash basis. Generally, a loan is returned to accrual status when the borrower has resumed paying the full amount of the scheduled contractual obligation, if all principal and interest amounts contractually due are reasonably assured of repayment within a reasonable period of time and there is a sustained period of repayment performance by the borrower. Refer to the  &#x201c;Interest Income and Interest Expense&#x201d; Note for further discussion on interest.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company has made an accounting policy election not to measure an allowance for loans losses for accrued interest receivable. If interest receivable is deemed to be uncollectible or not collected within 90 days of its contractual due date for commercial loans or 120 days for corporate debt carried at amortized cost, it is written off through a reversal of interest income. Any interest written off that is recovered is recognized as interest income.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Refer to the &#x201c;Interest Income and Interest Expense&#x201d; Note for further discussion of interest income.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Income Taxes&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The Company has elected to be taxed as a REIT and intends to comply with the provisions of the Code, with respect thereto.&#160;As a REIT, the Company will not incur federal income tax to the extent that it distributes its taxable income to its stockholders.&#160;The Company and certain of its direct and indirect subsidiaries have made separate joint elections to treat these subsidiaries as taxable REIT subsidiaries (&#x201c;TRSs&#x201d;).&#160; As such, each of these TRSs is taxable as a domestic C corporation and subject to federal, state and local income taxes based upon its taxable income. Refer to the &#x201c;Income Taxes&#x201d; Note for further discussion on income taxes.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span&gt;&lt;br/&gt;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%"&gt;Recent Accounting Pronouncements&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company considers the applicability and impact of all Accounting Standards Updates (&#x201c;ASUs&#x201d;).&#160;There were no recent ASUs that are expected to have a significant impact on the Company's consolidated financial statements when adopted or had a significant impact on the Company's consolidated financial statements upon adoption.&lt;/span&gt;&lt;/div&gt;</us-gaap:SignificantAccountingPoliciesTextBlock>
    <us-gaap:ConsolidationPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDc2_01a92bf4-2d9b-4257-a3a6-eedc0a12c743">&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Principles of Consolidation&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The consolidated financial statements include the accounts of the entities where the Company has a controlling financial interest. In order to determine whether the Company has a controlling financial interest, it first evaluates whether an entity is a voting interest entity (&#x201c;VOE&#x201d;) or a variable interest entity (&#x201c;VIE&#x201d;).  All intercompany balances and transactions have been eliminated in consolidation.&lt;/span&gt;</us-gaap:ConsolidationPolicyTextBlock>
    <nly:ConsolidationVotingInterestEntityPolicyPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDg0_8db06571-8d69-4bf7-9e30-735aa4c01f2d">&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Voting Interest Entities &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;&#x2013; A VOE is an entity that has sufficient equity and in which equity investors have a controlling financial interest. The Company consolidates VOEs where it has a majority of the voting equity of such VOE.&lt;/span&gt;</nly:ConsolidationVotingInterestEntityPolicyPolicyTextBlock>
    <us-gaap:ConsolidationVariableInterestEntityPolicy
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDI0_237ab9ff-19f7-47e7-8889-e0ac0c0d65b6">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Variable Interest Entities&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013;  A VIE is defined as an entity in which equity investors (i) do not have the characteristics of a controlling financial interest, and/or (ii) do not have sufficient equity at risk for the entity to finance its activities without additional subordinated financial support from other parties. A VIE is required to be consolidated by its primary beneficiary, which is defined as the party that has both (i) the power to control the activities that most significantly impact the VIE&#x2019;s economic performance and (ii) the obligation to absorb losses or the right to receive benefits from the VIE that could potentially be significant to the VIE.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company performs ongoing reassessments of whether changes in the facts and circumstances regarding the Company&#x2019;s involvement with a VIE causes the Company&#x2019;s consolidation conclusion to change. Refer to the &#x201c;Variable Interest Entities&#x201d; Note for further information.&lt;/span&gt;&lt;/div&gt;</us-gaap:ConsolidationVariableInterestEntityPolicy>
    <us-gaap:EquityMethodInvestmentsPolicy
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDY0_d907ebed-0605-4965-a3e8-a05249c98a1f">Equity Method Investments - For entities that are not consolidated, but where the Company has significant influence over the operating or financial decisions of the entity, the Company accounts for the investment under the equity method of accounting. In accordance with the equity method of accounting, the Company will recognize its share of earnings or losses of the investee in the period in which they are reported by the investee.  The Company also considers whether there are any indicators of other-than-temporary impairment of joint ventures accounted for under the equity method. These investments are included in Other assets with income or loss included in Other, net.</us-gaap:EquityMethodInvestmentsPolicy>
    <us-gaap:CashAndCashEquivalentsPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDY1_c19b4953-bdac-4a0e-9b40-b52c5eff02ce">Cash and Cash Equivalents &#x2013; Cash and cash equivalents include cash on hand, cash held in money market funds on an overnight basis and cash pledged as collateral with counterparties. Cash deposited with clearing organizations is carried at cost, which approximates fair value.</us-gaap:CashAndCashEquivalentsPolicyTextBlock>
    <us-gaap:MarginDepositAssets
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzI5NDI_a6f1da45-afa1-42e7-b37c-6aec2126924a"
      unitRef="usd">1400000000</us-gaap:MarginDepositAssets>
    <us-gaap:MarginDepositAssets
      contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzI5NDk_d257ab6c-75cc-44a4-846f-9329182bf4db"
      unitRef="usd">1200000000</us-gaap:MarginDepositAssets>
    <us-gaap:FairValueMeasurementPolicyPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDM3_e9d71f68-23a8-4131-bc86-54a94d2e76a6">&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Fair Value Measurements and the Fair Value Option&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The Company reports various investments at fair value, including certain eligible financial instruments elected to be accounted for under the fair value option (&#x201c;FVO&#x201d;). The Company chooses to elect the FVO in order to simplify the accounting treatment for certain financial instruments. Items for which the FVO has been elected are presented at fair value in the Consolidated Statements of Financial Condition and any change in fair value is recorded in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). For &lt;/span&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;additional information regarding financial instruments for which the Company has elected the FVO see the table in the &#x201c;Financial Instruments&#x201d; Note.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Refer to the &#x201c;Fair Value Measurements&#x201d; Note for a complete discussion on the methodology utilized by the Company to estimate the fair value of certain financial instruments. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company follows fair value guidance in accordance with GAAP to account for its financial instruments and MSR that are accounted for at fair value. The fair value of a financial instrument and MSR is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;GAAP requires classification of financial instruments and MSR into a three-level hierarchy based on the priority of the inputs to the valuation technique. The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (Level&#160;1) and the lowest priority to unobservable inputs (Level&#160;3).&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;If the inputs used to measure the financial instrument and MSR fall within different levels of the hierarchy, the categorization is based on the lowest priority input that is significant to the fair value measurement of the instrument. Financial assets and liabilities recorded at fair value on the Consolidated Statements of Financial Condition or disclosed in the related notes are categorized based on the inputs to the valuation techniques as follows:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Level 1 &#x2013; inputs to the valuation methodology are quoted prices (unadjusted) for identical assets and liabilities in active markets.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Level 2 &#x2013; inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Level 3 &#x2013; inputs to the valuation methodology are unobservable and significant to overall fair value.&lt;/span&gt;&lt;/div&gt;</us-gaap:FairValueMeasurementPolicyPolicyTextBlock>
    <us-gaap:DerivativesOffsettingFairValueAmountsPolicy
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDcz_b2044705-1d6a-4ac0-8714-c7c55fc84e77">&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Offsetting Assets and Liabilities - &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company elected to present all derivative instruments on a gross basis as discussed in the &#x201c;Derivative Instruments&#x201d; Note. Reverse repurchase and repurchase agreements are presented net in the Consolidated Statements of Financial Condition if they meet the offsetting criteria. Please see below and refer to the &#x201c;Secured Financing&#x201d;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt; &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Note for further discussion on reverse repurchase and repurchase agreements.&lt;/span&gt;</us-gaap:DerivativesOffsettingFairValueAmountsPolicy>
    <us-gaap:DerivativesPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDg1_cd288386-6e6c-44ef-a2e1-563461750089">&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Derivative Instruments &#x2013;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; Derivatives are recognized as either assets or liabilities at fair value in the Consolidated Statements of Financial Condition with changes in fair value recognized in the Consolidated Statements of Comprehensive Income (Loss). The changes in the estimated fair value are presented within Net gains (losses) on derivatives. None of the Company&#x2019;s derivative transactions have been designated as hedging instruments for accounting purposes. Refer to the &#x201c;Derivative Instruments&#x201d; Note for further discussion.&lt;/span&gt;</us-gaap:DerivativesPolicyTextBlock>
    <us-gaap:CompensationRelatedCostsPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDI2_7b43cbf6-79a8-4e66-aca2-f054eb8decd4">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Stock-Based Compensation&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The Company measures compensation expense for stock-based awards at fair value, which is generally based on the grant-date fair value of the Company&#x2019;s common stock. Compensation expense is recognized ratably over the vesting or requisite service period of the award. Stock-based awards that contain market-based conditions are valued using a model.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Compensation expense for awards with performance conditions is recognized based on the probable outcome of the performance condition at each reporting date.&#160;Compensation expense for awards with market conditions is recognized irrespective of the probability of the market condition being achieved and is not reversed if the market condition is not met. Stock-based awards that do not require future service (i.e., vested awards) are expensed immediately. Forfeitures are recorded when they occur. The Company generally issues new shares of common stock upon delivery of stock-based awards.&lt;/span&gt;&lt;/div&gt;</us-gaap:CompensationRelatedCostsPolicyTextBlock>
    <us-gaap:RevenueRecognitionInterest
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDU5_24850f9e-4c3c-4c23-98fb-c81b97007290">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Interest Income - &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company recognizes interest income primarily on Residential Securities (as defined in the &#x201c;Securities&#x201d; Note), residential mortgage loans, commercial investments and reverse repurchase agreements. Interest accrued but not received is recognized as Interest receivable on the Consolidated Statements of Financial Condition. Interest income is presented as a separate line item on the Consolidated Statements of Comprehensive Income (Loss). Refer to the &#x201c;Interest Income and Interest Expense&#x201d; Note for further discussion.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;For its securities, the Company recognizes coupon income, which is a component of interest income, based upon the outstanding principal amounts of the financial instruments and their contractual terms. In addition, the Company amortizes or accretes premiums or discounts into interest income for its Agency mortgage-backed securities (other than interest-only securities, multifamily and reverse mortgages), taking into account estimates of future principal prepayments in the calculation of the effective yield.&#160; The Company recalculates the effective yield as differences between anticipated and actual prepayments occur. Using third party model and market information to project future cash flows and expected remaining lives of securities, the effective interest rate determined for each security is applied as if it had been in place from the date of the security&#x2019;s acquisition. The amortized cost of the security is then adjusted to the amount that would have existed had the new effective yield been applied since the acquisition date, which results in a cumulative premium amortization adjustment in each period. The adjustment to amortized cost is offset with a charge or credit to interest income. Changes in interest rates and other market factors will impact prepayment speed projections and the amount of premium amortization recognized in any given period.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Premiums or discounts associated with the purchase of Agency interest-only securities, reverse mortgages and residential credit securities are amortized or accreted into interest income based upon current expected future cash flows with any adjustment to yield made on a prospective basis.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Premiums and discounts associated with the purchase of residential mortgage loans and with those transferred or pledged to securitization trusts are primarily amortized or accreted into interest income over their estimated remaining lives using the effective interest rates inherent in the estimated cash flows from the mortgage loans. Amortization of premiums and accretion of discounts are presented in Interest income in the Consolidated Statements of Comprehensive Income (Loss). &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;If collection of a loan&#x2019;s principal or interest is in doubt or the loan is 90 days or more past due, interest income is not accrued. For nonaccrual status loans carried at fair value or held for sale, interest is not accrued but is recognized on a cash basis. For nonaccrual status loans carried at amortized cost, if collection of principal is not in doubt but collection of interest is in doubt, interest income is recognized on a cash basis. If collection of principal is in doubt, any interest received is applied against principal until collectability of the remaining balance is no longer in doubt; at that point, any interest income is recognized on a cash basis. Generally, a loan is returned to accrual status when the borrower has resumed paying the full amount of the scheduled contractual obligation, if all principal and interest amounts contractually due are reasonably assured of repayment within a reasonable period of time and there is a sustained period of repayment performance by the borrower. Refer to the  &#x201c;Interest Income and Interest Expense&#x201d; Note for further discussion on interest.&lt;/span&gt;&lt;/div&gt;The Company has made an accounting policy election not to measure an allowance for loans losses for accrued interest receivable. If interest receivable is deemed to be uncollectible or not collected within 90 days of its contractual due date for commercial loans or 120 days for corporate debt carried at amortized cost, it is written off through a reversal of interest income. Any interest written off that is recovered is recognized as interest income.</us-gaap:RevenueRecognitionInterest>
    <us-gaap:IncomeTaxPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDUy_77779ad3-ebb2-493f-a3c9-393100775646">Income Taxes &#x2013; The Company has elected to be taxed as a REIT and intends to comply with the provisions of the Code, with respect thereto.&#160;As a REIT, the Company will not incur federal income tax to the extent that it distributes its taxable income to its stockholders.&#160;The Company and certain of its direct and indirect subsidiaries have made separate joint elections to treat these subsidiaries as taxable REIT subsidiaries (&#x201c;TRSs&#x201d;).&#160; As such, each of these TRSs is taxable as a domestic C corporation and subject to federal, state and local income taxes based upon its taxable income.</us-gaap:IncomeTaxPolicyTextBlock>
    <us-gaap:NewAccountingPronouncementsPolicyPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzYvZnJhZzowNDZiYWQ0M2MyM2Y0MTM0YWJkMWE3YTIyZWRhMjYyZC90ZXh0cmVnaW9uOjA0NmJhZDQzYzIzZjQxMzRhYmQxYTdhMjJlZGEyNjJkXzExNDc0_b08cf4d2-a4c9-459a-8d0e-e3ffe709b34d">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%"&gt;Recent Accounting Pronouncements&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company considers the applicability and impact of all Accounting Standards Updates (&#x201c;ASUs&#x201d;).&#160;There were no recent ASUs that are expected to have a significant impact on the Company's consolidated financial statements when adopted or had a significant impact on the Company's consolidated financial statements upon adoption.&lt;/span&gt;&lt;/div&gt;</us-gaap:NewAccountingPronouncementsPolicyPolicyTextBlock>
    <us-gaap:FinancialInstrumentsDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90ZXh0cmVnaW9uOjZlZDRmYjE1MWFjZTRiZDY5NjI2NzgzZjI1NzUzZGU3XzEyMQ_fcf08c80-3fbd-4a50-a1b0-ff77234fc76b">&lt;div style="margin-bottom:3pt;margin-top:12pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;4. FINANCIAL INSTRUMENTS&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents characteristics for certain of the Company&#x2019;s financial instruments at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:20.976%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.408%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.823%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.987%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.115%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.991%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial Instruments &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Balance Sheet Line Item&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Type / Form&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Measurement Basis&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through other comprehensive income&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;34,528,515&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;59,939,383&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;27,746,380&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;586,222&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential credit risk transfer securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;997,557&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;936,228&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Non-agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,991,146&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,663,336&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial real estate debt investments - CMBS&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;508,406&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;521,440&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial real estate debt investments - credit risk transfer securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;17,903&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,065&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,789,907&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;63,655,674&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans, net&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,272,072&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans, net&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loan warehouse facility&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;980&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans, net&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Corporate debt, held for investment&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Amortized cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,968,991&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total loans, net&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,242,043&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest in net servicing cash flows&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,316&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through other comprehensive income&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;589,873&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,121,912&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,496,435&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,121,912&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,086,308&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Amortized cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,512,597&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,769,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other secured financing&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Amortized cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;250,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;903,255&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Debt issued by securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,744,160&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,155,633&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;800,849&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,049,066&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Receivable for unsettled trades, Principal and interest receivable, Payable for unsettled trades, Interest payable and Dividends payable are accounted for at cost. Interests in MSR are considered financial assets whereas directly held MSR are servicing assets or obligations.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes Agency pass-through, collateralized mortgage obligation (&#x201c;CMO&#x201d;) and multifamily securities purchased prior to July 1, 2022.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes interest-only securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#x201c;CMO&#x201d;) and multifamily securities.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:FinancialInstrumentsDisclosureTextBlock>
    <us-gaap:TradingSecuritiesAndCertainTradingAssetsTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90ZXh0cmVnaW9uOjZlZDRmYjE1MWFjZTRiZDY5NjI2NzgzZjI1NzUzZGU3XzEyNA_212379cd-b374-45f9-8210-e1503972f077">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents characteristics for certain of the Company&#x2019;s financial instruments at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:20.976%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.408%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.823%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.987%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.115%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.991%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial Instruments &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Balance Sheet Line Item&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Type / Form&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Measurement Basis&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through other comprehensive income&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;34,528,515&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;59,939,383&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;27,746,380&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;586,222&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential credit risk transfer securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;997,557&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;936,228&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Non-agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,991,146&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,663,336&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial real estate debt investments - CMBS&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;508,406&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;521,440&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial real estate debt investments - credit risk transfer securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;17,903&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,065&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,789,907&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;63,655,674&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans, net&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,272,072&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans, net&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loan warehouse facility&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;980&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans, net&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Corporate debt, held for investment&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Amortized cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,968,991&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total loans, net&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,242,043&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest in net servicing cash flows&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,316&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through other comprehensive income&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;589,873&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,121,912&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,496,435&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,121,912&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,086,308&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Amortized cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,512,597&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,769,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other secured financing&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Amortized cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;250,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;903,255&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Debt issued by securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,744,160&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,155,633&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, with unrealized gains (losses) through earnings&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;800,849&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,049,066&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Receivable for unsettled trades, Principal and interest receivable, Payable for unsettled trades, Interest payable and Dividends payable are accounted for at cost. Interests in MSR are considered financial assets whereas directly held MSR are servicing assets or obligations.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes Agency pass-through, collateralized mortgage obligation (&#x201c;CMO&#x201d;) and multifamily securities purchased prior to July 1, 2022.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes interest-only securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#x201c;CMO&#x201d;) and multifamily securities.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:TradingSecuritiesAndCertainTradingAssetsTextBlock>
    <us-gaap:Assets
      contextRef="i34acb9e21e544e23b0768a49ffd33a0d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzQtMy0xLTEtMTEyMTUy_d5c018fd-bf7a-4fda-9dd8-96b5d33fc5f0"
      unitRef="usd">34528515000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="ic3de02b482d44fcdbb6c3423483e3438_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzQtNS0xLTEtMTEyMTUy_9c0d8c59-ac2c-4f02-b078-4537b98d5b03"
      unitRef="usd">59939383000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i3a258192084b4c43b84f2e5f4b4623a7_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzUtMy0xLTEtMTEyMTUy_550adba5-436d-4c03-baff-6c4a11345773"
      unitRef="usd">27746380000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i830ee6417ee743a5ad17e6e7bcb808dd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzUtNS0xLTEtMTEyMTUy_cfa9c048-89de-43fe-bfe7-8c913d55c9fe"
      unitRef="usd">586222000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i26d4657ce6184ca7a486cd5f18ba70a2_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzctMy0xLTEtMTEyMTUy_0d8cf634-2d22-484b-a0dd-fce773a9134e"
      unitRef="usd">997557000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="ie4a7af10b14546dc907c4bd37e4d682d_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzctNS0xLTEtMTEyMTUy_36aa18db-9f3f-4f46-80ab-7d8d50b7626d"
      unitRef="usd">936228000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i30b89f4d49594947b19e0c2a69af51a5_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzgtMy0xLTEtMTEyMTUy_195c0e71-2a74-42ce-93cd-8a5dd4208e79"
      unitRef="usd">1991146000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i74d4260b17fe4036bf04f5e5ffcd88cc_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzgtNS0xLTEtMTEyMTUy_2ea5f8e9-94ac-45bf-8f69-0306b0367f68"
      unitRef="usd">1663336000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="ibf7a5ba5a6354e00925bbe8c6d78e524_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzEwLTMtMS0xLTExMjE1Mg_46971749-a292-434a-b298-7f876d8338a8"
      unitRef="usd">508406000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="if1973c2aea35441aaa467971e7aa5d94_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzEwLTUtMS0xLTExMjE1Mg_a5c909b5-8b53-47c2-99c5-1261bd1cbe45"
      unitRef="usd">521440000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="ic3cec4e06f0b46eca833edcf09480e66_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzExLTMtMS0xLTExMjE1Mg_1526952e-4f31-4377-9cb2-e4884217747e"
      unitRef="usd">17903000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i8b64c246c321443e9a8a6c388b4e2373_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzExLTUtMS0xLTExMjE1Mg_2ebca57f-b64f-4589-a40d-2c442b7ad735"
      unitRef="usd">9065000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i39663b06b19744e896bea62c61b52f5a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzEyLTMtMS0xLTExMjE1Mg_023a54c8-f063-40b5-ba54-57ea4ab81b0f"
      unitRef="usd">65789907000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="id188a864d114410989ceffb15dbfc59f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzEyLTUtMS0xLTExMjE1Mg_cb64d18b-f6d5-4b79-9c47-f66b4004308e"
      unitRef="usd">63655674000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="ia9c461be57754a3aa4346792a9c14623_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE0LTMtMS0xLTExMjE1Mg_e08286cc-01f0-4b9c-8cc1-76af5b2e1c66"
      unitRef="usd">1809832000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i808258adf40b4e028659d92a76170c1d_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE0LTUtMS0xLTExMjE1Mg_84cfee22-26ff-4b14-b53c-90743b4d375b"
      unitRef="usd">2272072000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="iacb53a6ed38a4e24bbc1a32430261b3f_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE1LTMtMS0xLTExMjE1Mg_1afc170c-874e-4cfe-886b-026102d34a81"
      unitRef="usd">0</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="ib0dbfc8961c54fffab685b26757b2690_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE1LTUtMS0xLTExMjE1Mg_7ab72f99-6e42-493a-833d-703e4468436f"
      unitRef="usd">980000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="ib29731c8a53b43168dfbfba459e5e285_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE4LTMtMS0xLTExMjE1Mg_9facb741-aba3-4bb0-9b2d-84be3304f9cc"
      unitRef="usd">0</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i752d2d74c73c40aab179856b3dfca289_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzE4LTUtMS0xLTExMjE1Mg_cfa84d3f-05fb-44ed-b0b5-e8c26b947440"
      unitRef="usd">1968991000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i7b8e859f35f94268913f626a02713e88_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIwLTMtMS0xLTExMjE1Mg_90173aa7-ed09-4bc5-af90-86fd31649637"
      unitRef="usd">1809832000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i1d4d31dcdfd04d0ba5f10339f707af0a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIwLTUtMS0xLTExMjE1Mg_6ec0cfbe-6d69-4d3c-bb5c-bdf6cd4e1a4f"
      unitRef="usd">4242043000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="idc5d1c038e3d443481c51e897c454e27_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIxLTMtMS0xLTExMjE1Mg_0544bac1-f0d2-469e-ad8a-f021453c0789"
      unitRef="usd">0</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i312697cd971c43dea180fd741c5f2926_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIxLTUtMS0xLTExMjE1Mg_aa6e2669-b592-447c-85ad-8bf0f0ccfb6f"
      unitRef="usd">69316000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="ic3af8809674645fc897d00bd7fa0a8be_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIyLTMtMS0xLTExMjE1Mg_08323040-7db6-4f7b-b11d-1571effdd293"
      unitRef="usd">0</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i94ec13d3193045088534c013ce9fc20b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIyLTUtMS0xLTExMjE1Mg_041a4db6-519a-4947-8fab-4f701126aa09"
      unitRef="usd">589873000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="icdca4db5c95c4c149ca1cc4cf639df61_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIzLTMtMS0xLTExMjE1Mg_a5ebb7f3-b8ee-44df-a219-eaf6d6f6e1c9"
      unitRef="usd">9121912000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="iac3121e1206b4ec7bf95f53aa5fa5b9f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzIzLTUtMS0xLTExMjE1Mg_e8027f0a-710e-4631-8192-48bf1d0dcca1"
      unitRef="usd">5496435000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i41fc884d7c4f49b5b1b52b49a6d6250c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzI2LTMtMS0xLTExMjE1Mg_0937d07a-2cc9-4e98-9798-31496689ba9a"
      unitRef="usd">9121912000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i99a3dd0f661f4c85a3661f26e16dd598_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzI2LTUtMS0xLTExMjE1Mg_db473f17-dd6b-40c7-9862-cd8426a4e2df"
      unitRef="usd">6086308000</us-gaap:Assets>
    <us-gaap:Liabilities
      contextRef="i8252b01520594e418328a332a662d558_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzI5LTMtMS0xLTExMjE1Mg_f61d74e3-4dac-41ab-9e05-7631f513e6a4"
      unitRef="usd">59512597000</us-gaap:Liabilities>
    <us-gaap:Liabilities
      contextRef="i734489a65cfb44b8b2a24fb194dd71da_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzI5LTUtMS0xLTExMjE1Mg_621a7211-c05e-416a-a822-2c3933011067"
      unitRef="usd">54769643000</us-gaap:Liabilities>
    <us-gaap:Liabilities
      contextRef="icdbb1cc9183140f79cbbe7f00b7742c4_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMwLTMtMS0xLTExMjE1Mg_5f1e749f-b061-4e31-b69b-76dd52f4434a"
      unitRef="usd">250000000</us-gaap:Liabilities>
    <us-gaap:Liabilities
      contextRef="i7729e5300c5d49aa9e58aacfb51ce61c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMwLTUtMS0xLTExMjE1Mg_1c762a55-1840-4796-a96b-76899ed06b2c"
      unitRef="usd">903255000</us-gaap:Liabilities>
    <us-gaap:Liabilities
      contextRef="i065d36b585884f2a9e2b4c3a404555ef_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMxLTMtMS0xLTExMjE1Mg_c48cd5cf-5348-48e1-8eff-dffb2707c34a"
      unitRef="usd">7744160000</us-gaap:Liabilities>
    <us-gaap:Liabilities
      contextRef="ieb8ad33e4d284e07a3e37bbb74e990f7_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMxLTUtMS0xLTExMjE1Mg_d7e9e650-8cb0-4589-9606-4338f0252910"
      unitRef="usd">5155633000</us-gaap:Liabilities>
    <us-gaap:Liabilities
      contextRef="if10cdbe6b7fa4893bf9d20994cc62b98_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMyLTMtMS0xLTExMjE1Mg_a67ace6e-7bdf-4288-8a5a-d1f26d833f83"
      unitRef="usd">800849000</us-gaap:Liabilities>
    <us-gaap:Liabilities
      contextRef="i67b54cdee02b4797bf2f38e1a8434ab2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNzkvZnJhZzo2ZWQ0ZmIxNTFhY2U0YmQ2OTYyNjc4M2YyNTc1M2RlNy90YWJsZTpmYmEzNDdkMDdjZjQ0YTc3YjhlZjQxMjVkMzlmYjNjOC90YWJsZXJhbmdlOmZiYTM0N2QwN2NmNDRhNzdiOGVmNDEyNWQzOWZiM2M4XzMyLTUtMS0xLTExMjE1Mg_f72d3287-e5aa-4410-af0e-1104914df26b"
      unitRef="usd">1049066000</us-gaap:Liabilities>
    <us-gaap:InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MTc_e0927bb1-5528-4651-88fc-a0e7240c8a62">&lt;div style="margin-bottom:3pt;margin-top:12pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;5. SECURITIES&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company&#x2019;s investments in securities include agency, credit risk transfer, non-agency and commercial mortgage-backed securities. All of the debt securities are classified as available-for-sale. Available-for-sale debt securities are carried at fair value, with changes in fair value recognized in other comprehensive income, unless the fair value option is elected in which case changes in fair value are recognized in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). Effective July 1, 2022, the Company elected the fair value option for any newly purchased Agency mortgage-backed securities in order to simplify the accounting for these securities. Agency mortgage-backed securities purchased prior to July 1, 2022, are still classified as available-for-sale with changes in fair value recognized in other comprehensive income. During the year ended December 31, 2022, ($665.6)&#160;million of unrealized gains (losses) on Agency mortgage-backed securities purchased on or after July 1, 2022, were reported in Net gains (losses) on investments and other in the Company&#x2019;s Consolidated Statements of Comprehensive Income (Loss). Transactions for regular-way securities are recorded on trade date, including to-be-announced (&#x201c;TBA&#x201d;) securities that meet the regular-way securities scope exception from &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;derivative accounting. Gains and losses on disposals of securities are recorded on trade date based on the specific identification method.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Impairment&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; Management evaluates available-for-sale securities where the fair value option has not been elected and held-to-maturity debt securities for impairment at least quarterly, and more frequently when economic or market conditions warrant such evaluation. When the fair value of an available-for-sale security is less than its amortized cost, the security is considered impaired. For securities that are impaired, the Company determines if it (1) has the intent to sell the security, (2) is more likely than not that it will be required to sell the security before recovery of its amortized cost basis, or (3) does not expect to recover the entire amortized cost basis of the security.&#160; Further, the security is analyzed for credit loss (the difference between the present value of cash flows expected to be collected and the amortized cost basis). The credit loss, if any, will then be recognized in the Consolidated Statements of Comprehensive Income (Loss) as a securities loss provision and reflected as an allowance for credit losses on securities on the Consolidated Statements of Financial Condition, while the balance of losses related to other factors will be recognized as a component of Other comprehensive income (loss).&#160; For the year ended December 31, 2021, the Company recognized a $0.4&#160;million impairment on a commercial mortgage-backed security that it intended to sell. There was no impairment recognized for the years ended December 31, 2022 and 2020. When the fair value of a held-to-maturity security is less than the cost, the Company performs an analysis to determine whether it expects to recover the entire cost basis of the security.  &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Agency Mortgage-Backed Securities &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%"&gt;- &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company invests in mortgage pass-through certificates, collateralized mortgage obligations and other MBS representing interests in or obligations backed by pools of residential or multifamily mortgage loans and certificates. Many of the underlying loans and certificates are guaranteed by the Government National Mortgage Association (&#x201c;Ginnie Mae&#x201d;), the Federal Home Loan Mortgage Corporation (&#x201c;Freddie Mac&#x201d;) or the Federal National Mortgage Association (&#x201c;Fannie Mae&#x201d;) (collectively, &#x201c;Agency mortgage-backed securities&#x201d;).&#160; &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Agency mortgage-backed securities may include forward contracts for Agency mortgage-backed securities purchases or sales of a generic pool, on a to-be-announced basis. TBA securities without intent to accept delivery (&#x201c;TBA derivatives&#x201d;) are accounted for as derivatives as discussed in the &#x201c;Derivative Instruments&#x201d; Note. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;CRT Securities - &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;CRT securities are risk sharing instruments issued by Fannie Mae and Freddie Mac, and similarly structured transactions arranged by third party market participants. CRT securities are designed to synthetically transfer mortgage credit risk from Fannie Mae and Freddie Mac to private investors. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Non-Agency Mortgage-Backed Securities &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:700;line-height:120%"&gt;- &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company invests in non-Agency mortgage-backed securities such as those issued in prime loan, prime jumbo loan, Alt-A loan, subprime loan, non-performing loan (&#x201c;NPL&#x201d;) and re-performing loan (&#x201c;RPL&#x201d;) securitizations.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Agency mortgage-backed securities, non-Agency mortgage-backed securities and residential CRT securities are referred to herein as &#x201c;Residential Securities.&#x201d; Although the Company generally intends to hold most of its Residential Securities until maturity, it may, from time to time, sell any of its Residential Securities as part of the overall management of its portfolio.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Commercial Mortgage-Backed Securities (&#x201c;Commercial Securities&#x201d;) - &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company invests in Commercial Securities such as conduit, credit CMBS, single-asset single borrower and collateralized loan obligations.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following represents a rollforward of the activity for the Company&#x2019;s securities, excluding securities transferred or pledged to securitization vehicles, for the year ended December 31, 2022:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.239%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.712%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.554%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.859%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.408%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.859%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.554%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.715%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential Credit Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Beginning balance January 1, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;60,525,605&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,599,564&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;530,505&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;63,655,674&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchases&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;44,470,550&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,728,916&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;262,634&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;46,462,100&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Sales and transfers&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(28,360,527)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(573,571)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(247,935)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(29,182,033)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Principal paydowns&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(8,942,437)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(520,743)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,375)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,467,555)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(Amortization) / accretion&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(53,880)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,403&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;827&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(45,650)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value adjustment&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,364,416)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(252,866)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(15,347)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,632,629)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Ending balance December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,988,703&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;526,309&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,789,907&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following tables present the Company&#x2019;s securities portfolio, excluding securities transferred or pledged to securitization vehicles, that were carried at their fair value at December 31, 2022 and 2021:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.561%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.744%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.738%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.889%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Principal /&lt;br/&gt;Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Remaining Premium&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Remaining Discount&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amortized&lt;br/&gt;Cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized&lt;br/&gt;Gains&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized&lt;br/&gt;Losses&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fixed-rate pass-through&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;63,232,479&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,105,813&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,003,225)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;64,335,067&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,060&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,367,369)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;60,029,758&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Adjustable-rate pass-through&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;232,028&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;17,065&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(85)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;249,008&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,138&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(16,759)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;234,387&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;CMO&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;101,543&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,781&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;103,324&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(13,714)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;89,610&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest-only&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,824,339&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;438,295&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;438,295&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;153&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(220,371)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;218,077&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Multifamily &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,801,375&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;311,785&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,021)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,750,737&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,588&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(84,160)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,674,165&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Reverse mortgages&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;28,478&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,379&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;31,857&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,959)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;28,898&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total agency securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;75,220,242&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,878,118&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,004,331)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;66,908,288&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;71,939&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,705,332)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential credit&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit risk transfer&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,013,368&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,790&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,828)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,015,330&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,629&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(24,402)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;997,557&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Alt-A&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;111,009&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,048)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;105,970&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(14,754)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;91,216&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Prime &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,946,186&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;19,496&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(17,375)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;240,694&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,528&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(44,352)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;197,870&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Subprime&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;202,304&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(32,188)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;170,116&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,275&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(15,078)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;156,313&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;NPL/RPL&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,426,616&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,624&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(15,500)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,412,740&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;87&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(95,673)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,317,154&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Prime jumbo (&amp;gt;=2010 vintage) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(4)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5,717,558&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;37,260&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(29,242)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;272,623&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,685&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(45,715)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;228,593&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total residential credit securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,417,041&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(104,181)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,217,473&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,204&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(239,974)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,988,703&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total residential securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;85,637,283&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,943,297&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,108,512)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;70,125,761&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;83,143&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,945,306)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,263,598&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial securities&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;546,499&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,405)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;544,094&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(17,785)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;526,309&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;86,183,782&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,943,297&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,110,917)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;70,669,855&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;83,143&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,963,091)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,789,907&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:6pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Principal /&lt;br/&gt;Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Remaining Premium&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Remaining Discount&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amortized&lt;br/&gt;Cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized&lt;br/&gt;Gains&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized&lt;br/&gt;Losses&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fixed-rate pass-through&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,432,252&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,008,185&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(18,314)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;57,422,123&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,349,125&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(474,643)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;58,296,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Adjustable-rate pass-through&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;305,211&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,965&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2,124)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;305,052&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,223&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;321,273&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;CMO&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;114,533&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,888&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;116,421&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,277&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;121,698&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest-only&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,912,415&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;456,683&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;456,683&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;428&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(163,197)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;293,914&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Multifamily &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,671,138&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;273,553&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,453,946&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;15,330&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(16,563)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,452,713&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Reverse mortgages&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;36,807&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,550&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;40,357&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(955)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;39,402&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total agency investments&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;62,472,356&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,745,824&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(20,438)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;59,794,582&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,386,383&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(655,360)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60,525,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential credit&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit risk transfer&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;924,101&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8,754&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,176)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;927,555&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,641&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(968)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;936,228&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Alt-A&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;83,213&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;31&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(17,133)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;66,111&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,627&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(251)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,487&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Prime &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;323,062&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,841&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(14,757)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;268,117&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10,853&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,529)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;275,441&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Subprime&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;170,671&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;349&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(16,111)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;154,909&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8,285&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(118)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;163,076&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;NPL/RPL&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;987,415&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;950&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,698)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;986,667&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,739&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(5,968)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;983,438&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Prime jumbo (&amp;gt;=2010 vintage) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(4)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;299,783&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,680&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(6,410)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;172,598&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,272&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(4,976)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;171,894&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total residential credit securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,788,245&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;25,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(57,285)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,575,957&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;39,417&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(15,810)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,599,564&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total residential securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;65,260,601&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,771,429&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(77,723)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;62,370,539&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,425,800&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(671,170)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;63,125,169&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial securities&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;533,071&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(127)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;532,944&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;165&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2,604)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;530,505&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;65,793,672&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,771,429&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(77,850)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;62,903,483&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,425,965&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(673,774)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;63,655,674&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="42" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principal/Notional amount includes $8.4 billion and $4.5 billion of Agency Multifamly interest-only securities as of December 31, 2022 and December 31, 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principal/Notional amount includes $0.0&#160;million and $4.1 million of a CRT interest-only security as of December 31, 2022 and December 31, 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principal/Notional amount includes $1.7&#160;billion and $50.0&#160;million of Prime interest-only securities as of December 31, 2022 and December 31, 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(4)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principal/Notional amount includes $5.5&#160;billion and $126.5&#160;million of Prime Jumbo interest-only securities as of December 31, 2022 and December 31, 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents the Company&#x2019;s Agency mortgage-backed securities portfolio, excluding securities transferred or pledged to securitization vehicles, by issuing Agency at December 31, 2022 and 2021:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:66.228%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:35.986%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:29.805%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.903%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:29.806%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Investment Type&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fannie Mae&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;54,043,015&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;48,404,991&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Freddie Mac&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,174,080&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10,880,033&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Ginnie Mae&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;57,800&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,240,581&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60,525,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Actual maturities of the Company&#x2019;s Residential Securities are generally shorter than stated contractual maturities because actual maturities of the portfolio are affected by periodic payments and prepayments of principal on the underlying mortgages.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes the Company&#x2019;s Residential Securities, excluding securities transferred or pledged to securitization vehicles, at December 31, 2022 and 2021, according to their estimated weighted average life classifications:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.847%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:37.417%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.813%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.704%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.632%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.704%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.462%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.704%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.464%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amortized&lt;br/&gt;Cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amortized&lt;br/&gt;Cost&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated weighted average life&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Less than one year&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;247,921&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;264,637&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;253,129&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;250,689&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than one year through five years&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,002,471&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,206,250&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,155,017&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;15,766,307&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than five years through ten years&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;55,593,990&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,658,578&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;45,470,212&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;45,102,607&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than ten years&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,419,216&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,996,296&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,246,811&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,250,936&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,263,598&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;70,125,761&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;63,125,169&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;62,370,539&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The estimated weighted average lives of the Residential Securities at December 31, 2022 and 2021 in the table above are based upon projected principal prepayment rates. The actual weighted average lives of the Residential Securities could be longer or shorter than projected.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents the gross unrealized losses and estimated fair value of the Company&#x2019;s Agency mortgage-backed securities, accounted for as available-for-sale where the fair value option has not been elected, by length of time that such securities have been in a continuous unrealized loss position at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.479%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.514%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.034%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:11.334%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:11.509%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.034%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:11.509%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.991%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Unrealized Losses &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Number of Securities &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Unrealized Losses &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Number of Securities &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="33" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Less than 12 months&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,061,267&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(3,448,120)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,481&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;22,828,156&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(475,064)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;571&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;12 Months or more&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,260,378&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(266,686)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;129&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;383,815&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(10,960)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;19&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;34,321,645&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(3,714,806)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,610&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;23,211,971&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(486,024)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;590&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="36" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Excludes interest-only mortgage-backed securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#x201c;CMO&#x201d;) and multifamily securities.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The decline in value of these securities is solely due to market conditions and not the quality of the assets.&#160;Substantially all of the Agency mortgage-backed securities have an actual or implied credit rating that is the same as that of the U.S. government.&#160;An impairment has not been recognized in earnings related to these investments because the decline in value is not related to credit quality, the Company currently has not made a decision to sell the securities nor is it more likely than not that the securities will be required to be sold before recovery.&#160; &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;During the years ended December 31, 2022 and 2021, the Company disposed of $28.9 billion and $11.5 billion, respectively, of Residential Securities. The following table presents the Company&#x2019;s net gains (losses) from the disposal of Residential Securities for the years ended December 31, 2022 and 2021, which is included in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;padding-left:18pt;padding-right:18pt;text-align:center;text-indent:36pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.625%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:36.137%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:19.004%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.023%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:19.004%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.023%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:19.009%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Realized Gains&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Realized Losses&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Realized Gains (Losses)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the year ended&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:1pt solid #929292;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;66,587&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(3,663,446)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(3,596,859)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-left:1pt solid #929292;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;102,567&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(105,646)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,079)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock>
    <nly:OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1
      contextRef="i3874e9cfd6d440938c91ed5a44b5a5ed_D20210101-20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzIxOTkwMjMyNjc3MTM_06b2e5f7-a8fe-4800-aebd-53861f2b6d50"
      unitRef="usd">400000</nly:OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1>
    <us-gaap:DebtSecuritiesAvailableForSaleTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc4OTk_4adefb9e-063a-4c20-bf28-82332e24f9b4">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following represents a rollforward of the activity for the Company&#x2019;s securities, excluding securities transferred or pledged to securitization vehicles, for the year ended December 31, 2022:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.239%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.712%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.554%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.859%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.408%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.859%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.554%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.715%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential Credit Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Beginning balance January 1, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;60,525,605&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,599,564&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;530,505&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;63,655,674&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchases&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;44,470,550&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,728,916&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;262,634&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;46,462,100&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Sales and transfers&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(28,360,527)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(573,571)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(247,935)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(29,182,033)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Principal paydowns&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(8,942,437)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(520,743)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,375)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,467,555)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(Amortization) / accretion&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(53,880)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,403&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;827&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(45,650)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value adjustment&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,364,416)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(252,866)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(15,347)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,632,629)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Ending balance December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,988,703&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;526,309&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,789,907&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:DebtSecuritiesAvailableForSaleTableTextBlock>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i6969e87cb93d4b7b84743bcbbb9e5cb1_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzItMS0xLTEtMTEyMTUy_4e0051eb-e0a1-4a82-a670-e46bb2dfae6f"
      unitRef="usd">60525605000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ice8c9263df2b4b148fa8f698fd4ec5e0_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzItMy0xLTEtMTEyMTUy_83ce1a24-8ac2-430a-b1b9-a5a4e4454582"
      unitRef="usd">2599564000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i1329b64292d248f1bc58910e4c05d485_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzItNS0xLTEtMTEyMTUy_63150bac-c789-48ea-b399-492b8b9e6434"
      unitRef="usd">530505000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzItNy0xLTEtMTEyMTUy_190fb516-4301-45b5-ab10-a6877edc41ad"
      unitRef="usd">63655674000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
      contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzMtMS0xLTEtMTEyMTUy_c56b10af-bd22-47a3-964e-c53b395b1227"
      unitRef="usd">44470550000</nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity>
    <nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
      contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzMtMy0xLTEtMTEyMTUy_a014d39f-a381-4ef6-9e2e-963da353bce3"
      unitRef="usd">1728916000</nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity>
    <nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
      contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzMtNS0xLTEtMTEyMTUy_10bb471e-0b96-4c0b-8138-422952e01336"
      unitRef="usd">262634000</nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity>
    <nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzMtNy0xLTEtMTEyMTUy_39177f89-d3d5-48b7-aded-67b7943d7bab"
      unitRef="usd">46462100000</nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity>
    <nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
      contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzQtMS0xLTEtMTEyMTUy_cd77700b-75fd-48bd-b2f3-fec689891e5e"
      unitRef="usd">28360527000</nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity>
    <nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
      contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzQtMy0xLTEtMTEyMTUy_5e302c53-846d-4532-bce6-cdf85d80116f"
      unitRef="usd">573571000</nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity>
    <nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
      contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzQtNS0xLTEtMTEyMTUy_43be8797-b02a-477d-b95e-5d7e8a7d0287"
      unitRef="usd">247935000</nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity>
    <nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzQtNy0xLTEtMTEyMTUy_9f48b490-3b6b-4bf7-9584-cdd2e5ca857d"
      unitRef="usd">29182033000</nly:ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity>
    <us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities
      contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzUtMS0xLTEtMTEyMTUy_6eaff3c4-2ed3-4b84-8d9b-d92e30cf723c"
      unitRef="usd">8942437000</us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities>
    <us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities
      contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzUtMy0xLTEtMTEyMTUy_1d5d7e70-ba68-4744-8ca1-9f96a1b89ca5"
      unitRef="usd">520743000</us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities>
    <us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities
      contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzUtNS0xLTEtMTEyMTUy_614f5221-1789-412d-87a1-5d4cd131b9e6"
      unitRef="usd">4375000</us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities>
    <us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzUtNy0xLTEtMTEyMTUy_94381706-2c23-4b70-ba0e-96024e036686"
      unitRef="usd">9467555000</us-gaap:ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities>
    <nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale
      contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzYtMS0xLTEtMTEyMTUy_9b503204-f0b4-4079-853a-f1f7ca90b25b"
      unitRef="usd">-53880000</nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale>
    <nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale
      contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzYtMy0xLTEtMTEyMTUy_0ebba352-4832-4ae9-87c7-1cb48171f025"
      unitRef="usd">7403000</nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale>
    <nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale
      contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzYtNS0xLTEtMTEyMTUy_5d7ad957-fe0b-4c7e-9f29-aba74874ccab"
      unitRef="usd">827000</nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale>
    <nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzYtNy0xLTEtMTEyMTUy_9ffd3bfb-8ae7-45fa-9aff-cce5526582c8"
      unitRef="usd">-45650000</nly:AccretionAmortizationOfDebtSecuritiesAvailableForSale>
    <us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
      contextRef="i4fa54b11ab0a45eaa41247c7e91b4d67_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzctMS0xLTEtMTEyMTUy_e8a4b32d-f6da-490c-8d85-72ee8d9de6ee"
      unitRef="usd">-5364416000</us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
      contextRef="icb2af5c117c149659d0e5f176876125b_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzctMy0xLTEtMTEyMTUy_958fcaf9-9c05-41a0-bc42-8085eae3a8be"
      unitRef="usd">-252866000</us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
      contextRef="i864c64c2f7654e1fbd8868e167414965_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzctNS0xLTEtMTEyMTUy_47caf964-7018-4337-8993-09d195fdf832"
      unitRef="usd">-15347000</us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax>
    <us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzctNy0xLTEtMTEyMTUy_cf1441c5-f66d-4dea-8db6-0e45512fafe0"
      unitRef="usd">-5632629000</us-gaap:OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i1324688cd8e740cb99c68c1f96eb6914_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzgtMS0xLTEtMTEyMTUy_af97da94-6ab8-483c-98e5-65777c519ac3"
      unitRef="usd">62274895000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ia77ca0377fea4e82a6e56e87bc260f03_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzgtMy0xLTEtMTEyMTUy_27c06a6d-b0b7-440a-8e3d-22128ac0724a"
      unitRef="usd">2988703000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ida3f2fd8af6a4d96b9dc4a2f147d4556_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzgtNS0xLTEtMTEyMTUy_ab79bd9e-209e-4136-945c-a2e24ac4448e"
      unitRef="usd">526309000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTplNjM2NzJjMjhiZmE0YThiYTUzY2FmM2E4MzBjM2VkZi90YWJsZXJhbmdlOmU2MzY3MmMyOGJmYTRhOGJhNTNjYWYzYTgzMGMzZWRmXzgtNy0xLTEtMTEyMTUy_b174b64b-bed1-47e2-93f1-0c466cbbae9e"
      unitRef="usd">65789907000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MTI_d6760bf9-a98a-44d5-8f95-5637da6e6800">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following tables present the Company&#x2019;s securities portfolio, excluding securities transferred or pledged to securitization vehicles, that were carried at their fair value at December 31, 2022 and 2021:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.561%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.744%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.738%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.885%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.534%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.889%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Principal /&lt;br/&gt;Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Remaining Premium&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Remaining Discount&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amortized&lt;br/&gt;Cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized&lt;br/&gt;Gains&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized&lt;br/&gt;Losses&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fixed-rate pass-through&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;63,232,479&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,105,813&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,003,225)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;64,335,067&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,060&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,367,369)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;60,029,758&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Adjustable-rate pass-through&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;232,028&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;17,065&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(85)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;249,008&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,138&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(16,759)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;234,387&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;CMO&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;101,543&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,781&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;103,324&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(13,714)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;89,610&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest-only&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,824,339&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;438,295&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;438,295&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;153&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(220,371)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;218,077&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Multifamily &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,801,375&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;311,785&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,021)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,750,737&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,588&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(84,160)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,674,165&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Reverse mortgages&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;28,478&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,379&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;31,857&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,959)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;28,898&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total agency securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;75,220,242&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,878,118&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,004,331)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;66,908,288&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;71,939&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,705,332)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential credit&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit risk transfer&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,013,368&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,790&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,828)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,015,330&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,629&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(24,402)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;997,557&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Alt-A&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;111,009&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,048)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;105,970&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(14,754)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;91,216&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Prime &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,946,186&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;19,496&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(17,375)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;240,694&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,528&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(44,352)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;197,870&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Subprime&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;202,304&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(32,188)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;170,116&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,275&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(15,078)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;156,313&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;NPL/RPL&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,426,616&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,624&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(15,500)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,412,740&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;87&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(95,673)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,317,154&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Prime jumbo (&amp;gt;=2010 vintage) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(4)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5,717,558&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;37,260&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(29,242)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;272,623&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,685&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(45,715)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;228,593&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total residential credit securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,417,041&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(104,181)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,217,473&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,204&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(239,974)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,988,703&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total residential securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;85,637,283&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,943,297&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,108,512)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;70,125,761&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;83,143&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,945,306)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,263,598&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial securities&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;546,499&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,405)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;544,094&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(17,785)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;526,309&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;86,183,782&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,943,297&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,110,917)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;70,669,855&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;83,143&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(4,963,091)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,789,907&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:6pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Principal /&lt;br/&gt;Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Remaining Premium&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Remaining Discount&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amortized&lt;br/&gt;Cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized&lt;br/&gt;Gains&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized&lt;br/&gt;Losses&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fixed-rate pass-through&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,432,252&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,008,185&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(18,314)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;57,422,123&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,349,125&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(474,643)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;58,296,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Adjustable-rate pass-through&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;305,211&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,965&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2,124)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;305,052&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,223&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;321,273&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;CMO&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;114,533&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,888&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;116,421&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,277&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;121,698&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest-only&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,912,415&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;456,683&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;456,683&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;428&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(163,197)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;293,914&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Multifamily &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,671,138&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;273,553&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,453,946&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;15,330&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(16,563)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,452,713&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Reverse mortgages&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;36,807&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,550&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;40,357&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(955)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;39,402&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total agency investments&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;62,472,356&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,745,824&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(20,438)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;59,794,582&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,386,383&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(655,360)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60,525,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential credit&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit risk transfer&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;924,101&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8,754&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,176)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;927,555&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,641&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(968)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;936,228&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Alt-A&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;83,213&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;31&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(17,133)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;66,111&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,627&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(251)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,487&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Prime &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;323,062&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,841&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(14,757)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;268,117&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10,853&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,529)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;275,441&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Subprime&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;170,671&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;349&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(16,111)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;154,909&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8,285&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(118)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;163,076&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;NPL/RPL&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;987,415&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;950&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,698)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;986,667&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,739&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(5,968)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;983,438&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Prime jumbo (&amp;gt;=2010 vintage) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(4)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;299,783&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,680&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(6,410)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;172,598&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,272&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(4,976)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;171,894&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total residential credit securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,788,245&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;25,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(57,285)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,575,957&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;39,417&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(15,810)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,599,564&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total residential securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;65,260,601&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,771,429&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(77,723)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;62,370,539&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,425,800&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(671,170)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;63,125,169&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial securities&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;533,071&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(127)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;532,944&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;165&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2,604)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;530,505&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;65,793,672&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,771,429&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(77,850)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;62,903,483&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,425,965&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(673,774)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;63,655,674&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="42" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principal/Notional amount includes $8.4 billion and $4.5 billion of Agency Multifamly interest-only securities as of December 31, 2022 and December 31, 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principal/Notional amount includes $0.0&#160;million and $4.1 million of a CRT interest-only security as of December 31, 2022 and December 31, 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principal/Notional amount includes $1.7&#160;billion and $50.0&#160;million of Prime interest-only securities as of December 31, 2022 and December 31, 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(4)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principal/Notional amount includes $5.5&#160;billion and $126.5&#160;million of Prime Jumbo interest-only securities as of December 31, 2022 and December 31, 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i691e1b438273413b9a1c722ead613a59_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtMS0xLTEtMTEyMTUy_2b0bf7ba-bfc5-4e7a-9e5b-aa221b6f77d6"
      unitRef="usd">63232479000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i691e1b438273413b9a1c722ead613a59_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtMy0xLTEtMTEyMTUy_3adee092-2ee7-46c5-b8d1-8000981fd339"
      unitRef="usd">2105813000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i691e1b438273413b9a1c722ead613a59_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtNS0xLTEtMTEyMTUy_f711abda-a168-4b5e-a584-55e114b828c8"
      unitRef="usd">1003225000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i691e1b438273413b9a1c722ead613a59_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtNy0xLTEtMTEyMTUy_5ebf5640-5e17-4ea5-8309-4fb7775267c6"
      unitRef="usd">64335067000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i691e1b438273413b9a1c722ead613a59_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtOS0xLTEtMTEyMTUy_7b3d2c58-f0d8-495b-9bca-866a3ccbd024"
      unitRef="usd">62060000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i691e1b438273413b9a1c722ead613a59_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtMTEtMS0xLTExMjE1Mg_8eaedbda-19f5-4534-9828-b944726df59c"
      unitRef="usd">4367369000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i691e1b438273413b9a1c722ead613a59_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMtMTMtMS0xLTExMjE1Mg_9fcd88ad-8d60-4c3e-b659-b5d9e21375cd"
      unitRef="usd">60029758000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtMS0xLTEtMTEyMTUy_3ab274bd-20d4-44bf-bb50-9e3423b53c22"
      unitRef="usd">232028000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtMy0xLTEtMTEyMTUy_5c486256-ec42-4ccf-8582-27cd2a2f117d"
      unitRef="usd">17065000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtNS0xLTEtMTEyMTUy_6bfba6e4-58dc-49fc-bd66-1491c338698b"
      unitRef="usd">85000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtNy0xLTEtMTEyMTUy_0512dd9b-5024-4723-9766-9f26cd44c5b0"
      unitRef="usd">249008000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtOS0xLTEtMTEyMTUy_87b2cc21-7dcc-4105-9de6-3dbe9c9f4261"
      unitRef="usd">2138000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtMTEtMS0xLTExMjE1Mg_caf990ae-e01b-4138-880c-756401fbb11b"
      unitRef="usd">16759000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ife807db10a6040faa0f3a63b030a5c46_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQtMTMtMS0xLTExMjE1Mg_e458d656-6031-4a67-b0dc-6644fd2c0efe"
      unitRef="usd">234387000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i19aaf083609142958b7848b68335f791_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtMS0xLTEtMTEyMTUy_8de309e5-ac7a-4936-b11b-54da27edae0c"
      unitRef="usd">101543000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i19aaf083609142958b7848b68335f791_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtMy0xLTEtMTEyMTUy_3c9788db-d9e1-4fbb-b678-40b5201c0246"
      unitRef="usd">1781000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i19aaf083609142958b7848b68335f791_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtNS0xLTEtMTEyMTUy_ed70d55f-460d-46f7-9549-b9bebb9e78af"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i19aaf083609142958b7848b68335f791_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtNy0xLTEtMTEyMTUy_9411fd1b-e7d7-4f8b-8f62-c90bc73ab996"
      unitRef="usd">103324000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i19aaf083609142958b7848b68335f791_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtOS0xLTEtMTEyMTUy_371e83fb-ef13-4625-8658-9aa77ac4f92f"
      unitRef="usd">0</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i19aaf083609142958b7848b68335f791_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtMTEtMS0xLTExMjE1Mg_6b8e6b0d-fe5a-4319-925a-68f1c0e340ec"
      unitRef="usd">13714000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i19aaf083609142958b7848b68335f791_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUtMTMtMS0xLTExMjE1Mg_0d94096c-84f1-4b36-91dd-caebcfc5eb0e"
      unitRef="usd">89610000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="if65a39badda04946bd411854c5c36298_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtMS0xLTEtMTEyMTUy_b7fd812c-f9c8-40c9-8bc9-163769749f05"
      unitRef="usd">1824339000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="if65a39badda04946bd411854c5c36298_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtMy0xLTEtMTEyMTUy_0fd0eb8b-10a6-4e1e-bb65-49705b344866"
      unitRef="usd">438295000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="if65a39badda04946bd411854c5c36298_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtNS0xLTEtMTEyMTUy_d74c31b6-3eb3-43a9-b78d-7048bb1fac0b"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="if65a39badda04946bd411854c5c36298_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtNy0xLTEtMTEyMTUy_e4c156d3-dc7d-4844-b5ab-6f87fd10c0ef"
      unitRef="usd">438295000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="if65a39badda04946bd411854c5c36298_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtOS0xLTEtMTEyMTUy_7cb54571-3c48-4021-b66a-aa0d3762ad21"
      unitRef="usd">153000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="if65a39badda04946bd411854c5c36298_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtMTEtMS0xLTExMjE1Mg_339f7617-f2ff-43be-a1e0-5236cc2095c3"
      unitRef="usd">220371000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="if65a39badda04946bd411854c5c36298_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzYtMTMtMS0xLTExMjE1Mg_6d1b251a-539f-4ffa-9a21-0ab7f038e216"
      unitRef="usd">218077000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctMS0xLTEtMTEyMTUy_935818f1-fe0f-4fb9-949d-e0c1e8dabb4a"
      unitRef="usd">9801375000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctMy0xLTEtMTEyMTUy_ee5e79a6-58ca-45ea-8210-a169a40bade6"
      unitRef="usd">311785000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctNS0xLTEtMTEyMTUy_c181b35f-5921-41c9-8260-3d7fee4114dc"
      unitRef="usd">1021000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctNy0xLTEtMTEyMTUy_8ea5015d-1f5b-4a94-8361-91c7090b8577"
      unitRef="usd">1750737000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctOS0xLTEtMTEyMTUy_3e7b5390-bfc1-4968-9d27-d6d093ebb26c"
      unitRef="usd">7588000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctMTEtMS0xLTExMjE1Mg_22a6728e-f750-42a9-a772-d7197e7113aa"
      unitRef="usd">84160000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i56fd68bc499049fcaba9fd9c547de373_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzctMTMtMS0xLTExMjE1Mg_9a874c67-cba2-4ca3-ab49-f20b835b9f2a"
      unitRef="usd">1674165000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtMS0xLTEtMTEyMTUy_01f4f916-8a51-4e18-a1c8-0d6d28e9feeb"
      unitRef="usd">28478000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtMy0xLTEtMTEyMTUy_17d3be64-290f-416c-9137-beeac691c03f"
      unitRef="usd">3379000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtNS0xLTEtMTEyMTUy_0d59a5d3-cf31-4d9b-9781-21c2dc5e8fdc"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtNy0xLTEtMTEyMTUy_6261c95c-303d-438f-b594-0bfa6f3d6f7e"
      unitRef="usd">31857000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtOS0xLTEtMTEyMTUy_bf705cd1-045d-4f6b-8a57-50c5c3c5a751"
      unitRef="usd">0</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtMTEtMS0xLTExMjE1Mg_f95703aa-499b-415c-be39-feff8a6ea604"
      unitRef="usd">2959000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ibb4bc7ce645648b786ebe89c300ea5ed_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzgtMTMtMS0xLTExMjE1Mg_7c58e8d8-e06c-4583-9b7e-f52f67d656e5"
      unitRef="usd">28898000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktMS0xLTEtMTEyMTUy_2a730cf6-f231-4310-92e2-fc81633af1be"
      unitRef="usd">75220242000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktMy0xLTEtMTEyMTUy_78969068-d21d-4637-892d-3c0f108a9e81"
      unitRef="usd">2878118000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktNS0xLTEtMTEyMTUy_da15fdd4-90cc-4549-a214-d37e41520d30"
      unitRef="usd">1004331000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktNy0xLTEtMTEyMTUy_190e2e73-0f05-42a5-b6b3-3abe44843e7a"
      unitRef="usd">66908288000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktOS0xLTEtMTEyMTUy_9cdf25f8-7b53-4a4d-a7f3-881ffc1cbad0"
      unitRef="usd">71939000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktMTEtMS0xLTExMjE1Mg_5295471d-6462-4136-bc01-e46512d1a8fc"
      unitRef="usd">4705332000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i1fae8797d1d9446d9a515cb31ddb7ad3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzktMTMtMS0xLTExMjE1Mg_48626bad-ac23-415e-ba33-8b493ce82935"
      unitRef="usd">62274895000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i244b47934c8949c486be554665f1e35b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTEtMS0xLTExMjE1Mg_431e90bb-ea79-44c0-9e5f-5120ce041a2e"
      unitRef="usd">1013368000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i244b47934c8949c486be554665f1e35b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTMtMS0xLTExMjE1Mg_5378003f-8f66-4d74-a7f5-5f6a67372bdb"
      unitRef="usd">6790000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i244b47934c8949c486be554665f1e35b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTUtMS0xLTExMjE1Mg_08ec5694-f0f3-48ea-8654-c28670815bd0"
      unitRef="usd">4828000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i244b47934c8949c486be554665f1e35b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTctMS0xLTExMjE1Mg_f0297359-d0d7-456e-865f-ea228a351247"
      unitRef="usd">1015330000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i244b47934c8949c486be554665f1e35b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTktMS0xLTExMjE1Mg_c2cf18a5-fe91-4566-a237-db397e2352b8"
      unitRef="usd">6629000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i244b47934c8949c486be554665f1e35b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTExLTEtMS0xMTIxNTI_30f27721-df80-4143-96c8-5d5bab71c632"
      unitRef="usd">24402000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i244b47934c8949c486be554665f1e35b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzExLTEzLTEtMS0xMTIxNTI_3f222260-3052-49f0-924e-8b25172fac1d"
      unitRef="usd">997557000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTEtMS0xLTExMjE1Mg_3234998a-e994-4a6f-bec3-68b185fd943f"
      unitRef="usd">111009000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTMtMS0xLTExMjE1Mg_f11b7139-6d66-4c45-b01d-c303a0adc254"
      unitRef="usd">9000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTUtMS0xLTExMjE1Mg_94873987-20e0-4e92-a89a-ac9a7ebea12b"
      unitRef="usd">5048000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTctMS0xLTExMjE1Mg_7f95f79d-b153-4461-a0a6-79c60ba1ea59"
      unitRef="usd">105970000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTktMS0xLTExMjE1Mg_12b05f3b-c8e4-4137-b5e4-26e1f2a4a277"
      unitRef="usd">0</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTExLTEtMS0xMTIxNTI_2ec0765d-58b2-4775-afaf-2781c9c10640"
      unitRef="usd">14754000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i67fc50c6599942eeb3e7f0c20b445fb3_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEyLTEzLTEtMS0xMTIxNTI_d8cbbbff-cf08-445b-903b-d3208df646fb"
      unitRef="usd">91216000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTEtMS0xLTExMjE1Mg_803eb25e-cd26-4982-a688-90133963a9f4"
      unitRef="usd">1946186000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTMtMS0xLTExMjE1Mg_dcd30db7-d1e0-4518-9674-a2706ede484e"
      unitRef="usd">19496000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTUtMS0xLTExMjE1Mg_3b1ba1a0-9659-44af-b4ba-840655ce03fc"
      unitRef="usd">17375000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTctMS0xLTExMjE1Mg_fb031909-a254-4d2d-99b2-1f9818c0ef1f"
      unitRef="usd">240694000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTktMS0xLTExMjE1Mg_081d67d1-1b7a-47b7-a39d-d6eb5481dd72"
      unitRef="usd">1528000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTExLTEtMS0xMTIxNTI_e17713d0-b805-4625-ac57-e6242f1b9827"
      unitRef="usd">44352000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="id9db21c120e641e48b2720e02e5202c0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzEzLTEzLTEtMS0xMTIxNTI_eb76adba-9281-44f9-b0c1-5a3bce32209b"
      unitRef="usd">197870000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTEtMS0xLTExMjE1Mg_47aa38f1-8c78-4782-9225-3d12317cb9f7"
      unitRef="usd">202304000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTMtMS0xLTExMjE1Mg_c0b37b81-1ddd-44ff-9cc5-9179a77b9610"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTUtMS0xLTExMjE1Mg_6e74a517-fa90-4853-a2ba-d52561378c24"
      unitRef="usd">32188000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTctMS0xLTExMjE1Mg_c553c998-a25a-40ee-86bd-85003c66f807"
      unitRef="usd">170116000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTktMS0xLTExMjE1Mg_55dac432-b7bd-485e-9c5f-7b1fd3232f27"
      unitRef="usd">1275000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTExLTEtMS0xMTIxNTI_fad8a0fb-1bf3-4e4b-bf58-aae3ed317a7d"
      unitRef="usd">15078000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i41dd49d2599d4acd8a336ece2ab5b1f0_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE1LTEzLTEtMS0xMTIxNTI_94e9d327-951f-429c-a348-8d84865fc784"
      unitRef="usd">156313000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTEtMS0xLTExMjE1Mg_ed93fb8f-402c-4aea-9b12-804b1a01b79c"
      unitRef="usd">1426616000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTMtMS0xLTExMjE1Mg_0596057b-d0dc-4f8c-9918-658e4d6d1893"
      unitRef="usd">1624000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTUtMS0xLTExMjE1Mg_1efa4621-770f-42a0-b3df-ba7df2a9496b"
      unitRef="usd">15500000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTctMS0xLTExMjE1Mg_f0306efd-f5b0-4cab-ab4e-a9c4d215fab8"
      unitRef="usd">1412740000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTktMS0xLTExMjE1Mg_5947be94-4afc-485d-b7f2-e85b7a716d95"
      unitRef="usd">87000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTExLTEtMS0xMTIxNTI_5ee9b1e8-5aa4-4974-9fa3-c558a79c1658"
      unitRef="usd">95673000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i2b2fc4f57c97447b89c47ab232704a21_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE2LTEzLTEtMS0xMTIxNTI_39948ec7-bced-436d-a91d-7f3b34b6488d"
      unitRef="usd">1317154000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTEtMS0xLTExMjE1Mg_517c23b1-c45f-4bbd-80d7-4a91a2070002"
      unitRef="usd">5717558000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTMtMS0xLTExMjE1Mg_736b800e-bf60-4a00-acfe-e11e004fef50"
      unitRef="usd">37260000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTUtMS0xLTExMjE1Mg_45019ffa-7070-4a1b-8445-d3beace15860"
      unitRef="usd">29242000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTctMS0xLTExMjE1Mg_0e10e11f-40a6-465e-b878-c6bc28044701"
      unitRef="usd">272623000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTktMS0xLTExMjE1Mg_005d9065-5ddb-4310-a6df-14e97717ddfd"
      unitRef="usd">1685000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTExLTEtMS0xMTIxNTI_233108b1-4e15-454e-bbed-e55786ea922c"
      unitRef="usd">45715000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i8fa0710526f649d796f51a6a6bdba968_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE3LTEzLTEtMS0xMTIxNTI_e4387cb0-311a-4c71-9df5-b2cd87d02f15"
      unitRef="usd">228593000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTEtMS0xLTExMjE1Mg_e2e2938b-a394-4f1a-8c87-9e60192a6e2d"
      unitRef="usd">10417041000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTMtMS0xLTExMjE1Mg_4baab34b-0c2b-446f-beb3-0875ecc53b1e"
      unitRef="usd">65179000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTUtMS0xLTExMjE1Mg_6ac448c2-7fea-462f-a21a-ed4319eb1a0f"
      unitRef="usd">104181000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTctMS0xLTExMjE1Mg_418571d1-59b8-40c9-a212-e706ccf92dee"
      unitRef="usd">3217473000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTktMS0xLTExMjE1Mg_86f5853a-c8ce-4278-91c3-807567665600"
      unitRef="usd">11204000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTExLTEtMS0xMTIxNTI_94f566e6-492d-4669-80e1-62d1029d7bc2"
      unitRef="usd">239974000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i0eea0033220b40e09619ff1be00e9f3a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzE5LTEzLTEtMS0xMTIxNTI_41db4043-cf91-42e5-b244-11adef1c9f3e"
      unitRef="usd">2988703000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTEtMS0xLTExMjE1Mg_3332c27e-7c52-4903-831d-6c39e3d1800c"
      unitRef="usd">85637283000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTMtMS0xLTExMjE1Mg_c7f1ae53-5d5d-4ff6-aa61-5fd1d2366bf7"
      unitRef="usd">2943297000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTUtMS0xLTExMjE1Mg_033ec0c5-7439-4ae8-b06d-d67a95f49cd3"
      unitRef="usd">1108512000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTctMS0xLTExMjE1Mg_2126820f-f0ff-4eae-8ed4-7abc2f3f8c97"
      unitRef="usd">70125761000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTktMS0xLTExMjE1Mg_7b31cefd-3880-42f7-8efe-311abdc59007"
      unitRef="usd">83143000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTExLTEtMS0xMTIxNTI_a9fa5c39-2c7c-4f81-8338-6d07001b5fbb"
      unitRef="usd">4945306000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIwLTEzLTEtMS0xMTIxNTI_eb1df113-9218-42d6-b5a2-5b98c5041ee6"
      unitRef="usd">65263598000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="if2801ec32fb34447a95c87682682725e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTEtMS0xLTExMjE1Mg_fdb4911e-5d6e-4aca-981c-2671c4d0d5f0"
      unitRef="usd">546499000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="if2801ec32fb34447a95c87682682725e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTMtMS0xLTExMjE1Mg_5aa719ea-adcb-444f-a4f6-289a87be8b51"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="if2801ec32fb34447a95c87682682725e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTUtMS0xLTExMjE1Mg_7482bcba-c4fb-497d-8d58-10a3ff54e9af"
      unitRef="usd">2405000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="if2801ec32fb34447a95c87682682725e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTctMS0xLTExMjE1Mg_02547968-86a2-477b-96f5-91003ed9ee80"
      unitRef="usd">544094000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="if2801ec32fb34447a95c87682682725e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTktMS0xLTExMjE1Mg_17748061-c44d-45db-83dc-31bddf5c8210"
      unitRef="usd">0</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="if2801ec32fb34447a95c87682682725e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTExLTEtMS0xMTIxNTI_0b0d94c5-c049-4994-ba86-c85a3965c703"
      unitRef="usd">17785000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="if2801ec32fb34447a95c87682682725e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIyLTEzLTEtMS0xMTIxNTI_60e5d6e2-74f2-4881-abdb-ecd2e83fcf59"
      unitRef="usd">526309000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTEtMS0xLTExMjE1Mg_5c1f2ab3-b5fa-4749-8f42-7d9b5118f010"
      unitRef="usd">86183782000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTMtMS0xLTExMjE1Mg_7a895c9c-bf11-4c96-afc0-15988d8aa8f8"
      unitRef="usd">2943297000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTUtMS0xLTExMjE1Mg_55b35c18-fc15-44dd-a728-c5ec55f36c5a"
      unitRef="usd">1110917000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTctMS0xLTExMjE1Mg_b3bb3d71-ac9b-42a9-86e7-d33cc09fd345"
      unitRef="usd">70669855000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTktMS0xLTExMjE1Mg_317f1fd2-3f0f-4ca0-920d-ed75d9f2812b"
      unitRef="usd">83143000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTExLTEtMS0xMTIxNTI_74f21847-47ec-4746-ba45-e4d863f6839e"
      unitRef="usd">4963091000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzIzLTEzLTEtMS0xMTIxNTI_da5fa25b-3383-4c9f-88ad-ddcb8812ff93"
      unitRef="usd">65789907000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ia861d861f9414da28be42460b53f2747_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTEtMS0xLTExMjE1Mg_a5eb76e1-35f0-46e4-b037-230a9ed9ac69"
      unitRef="usd">54432252000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="ia861d861f9414da28be42460b53f2747_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTMtMS0xLTExMjE1Mg_5e563570-e4ec-4798-b43f-577f57c9b692"
      unitRef="usd">3008185000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="ia861d861f9414da28be42460b53f2747_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTUtMS0xLTExMjE1Mg_ad8bc6c0-7656-4e3c-8574-586a60590b73"
      unitRef="usd">18314000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ia861d861f9414da28be42460b53f2747_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTctMS0xLTExMjE1Mg_5c338d1f-52e7-4165-a990-431d339e0f93"
      unitRef="usd">57422123000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="ia861d861f9414da28be42460b53f2747_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTktMS0xLTExMjE1Mg_8706dd31-5ada-4a19-a6b6-03d322cf4f61"
      unitRef="usd">1349125000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="ia861d861f9414da28be42460b53f2747_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTExLTEtMS0xMTIxNTI_a1f7302a-fa8f-4f00-acfc-25949d4e0fd9"
      unitRef="usd">474643000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ia861d861f9414da28be42460b53f2747_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzI5LTEzLTEtMS0xMTIxNTI_3036bcff-7cbf-4a98-8338-58c386fdc429"
      unitRef="usd">58296605000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTEtMS0xLTExMjE1Mg_67a80824-1f6c-4213-9b93-b5cb7e39c507"
      unitRef="usd">305211000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTMtMS0xLTExMjE1Mg_6bba0f1a-8c5e-43d2-af97-d63ee66be514"
      unitRef="usd">1965000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTUtMS0xLTExMjE1Mg_18280374-7711-4dd7-bebe-18815997dfba"
      unitRef="usd">2124000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTctMS0xLTExMjE1Mg_1ca408fd-730e-48e3-9887-7c149089d2b7"
      unitRef="usd">305052000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTktMS0xLTExMjE1Mg_be2674e9-a323-4f14-ba5c-c743ee044a15"
      unitRef="usd">16223000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTExLTEtMS0xMTIxNTI_1ddd773a-8a80-4501-ad08-c2116b382e4c"
      unitRef="usd">2000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i8fb17addb1e948209eabcc96a885d6c3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMwLTEzLTEtMS0xMTIxNTI_1a65ba47-b011-4db3-9b33-c32bacbc8811"
      unitRef="usd">321273000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTEtMS0xLTExMjE1Mg_9571aa8d-8724-40e9-97ce-b08b274bdb7e"
      unitRef="usd">114533000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTMtMS0xLTExMjE1Mg_0860e765-a580-4cb5-b090-e445965e9a02"
      unitRef="usd">1888000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTUtMS0xLTExMjE1Mg_276590bc-7b0e-49d5-9b41-b401f578c77e"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTctMS0xLTExMjE1Mg_184001a2-4361-494b-8ea7-3d6815c569e1"
      unitRef="usd">116421000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTktMS0xLTExMjE1Mg_2b7646d2-0b6f-4adf-bc24-147503cb6f4c"
      unitRef="usd">5277000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTExLTEtMS0xMTIxNTI_7a5dbee5-d473-410c-8750-df33ee62c965"
      unitRef="usd">0</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i1e913eec4a814fafad3d166ffa8bd734_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMxLTEzLTEtMS0xMTIxNTI_c6cf95d1-b5f1-40b3-b9a1-feddf7d078de"
      unitRef="usd">121698000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i83f0140faba3491f84c2debbe9347287_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTEtMS0xLTExMjE1Mg_96909453-70ce-48cc-81bb-1129e3986b64"
      unitRef="usd">1912415000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i83f0140faba3491f84c2debbe9347287_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTMtMS0xLTExMjE1Mg_df6f0f88-a798-4d0f-8c49-12d5dc4e6272"
      unitRef="usd">456683000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i83f0140faba3491f84c2debbe9347287_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTUtMS0xLTExMjE1Mg_b1f13209-fce1-4803-914a-ab7b739b8a9f"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i83f0140faba3491f84c2debbe9347287_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTctMS0xLTExMjE1Mg_76b44082-f53f-4932-af32-ee00da7a468e"
      unitRef="usd">456683000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i83f0140faba3491f84c2debbe9347287_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTktMS0xLTExMjE1Mg_b169f3bf-70bc-4d05-8d4b-3607a75223b5"
      unitRef="usd">428000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i83f0140faba3491f84c2debbe9347287_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTExLTEtMS0xMTIxNTI_f2ff6a63-7099-42d8-86e6-41cd1e32e47d"
      unitRef="usd">163197000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i83f0140faba3491f84c2debbe9347287_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzMzLTEzLTEtMS0xMTIxNTI_10d481d5-b346-4db0-aa76-7d97450a451b"
      unitRef="usd">293914000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTEtMS0xLTExMjE1Mg_033dc41e-fd2f-432c-8ca6-ba770b407df9"
      unitRef="usd">5671138000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTMtMS0xLTExMjE1Mg_7ba93fdf-0404-4cc2-93a4-6d090cbb189d"
      unitRef="usd">273553000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTUtMS0xLTExMjE1Mg_28873cc6-3f8c-46d9-b0ca-080c2701c2c6"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTctMS0xLTExMjE1Mg_31d1e8be-5386-49cd-aee3-4cdfcb6f8c6d"
      unitRef="usd">1453946000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTktMS0xLTExMjE1Mg_ec699473-779f-4673-82a5-0e36cf3eda56"
      unitRef="usd">15330000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTExLTEtMS0xMTIxNTI_eef9452a-2f08-44be-ba8b-d86d21a3a608"
      unitRef="usd">16563000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ifcaab0312ede439885a45c095f5a56ef_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM0LTEzLTEtMS0xMTIxNTI_4b8147a7-47af-4aed-9e8a-35ea8c596b80"
      unitRef="usd">1452713000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i1b46b118c2a44febbba588aced192118_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTEtMS0xLTExMjE1Mg_3af64fc8-6733-4918-b2cd-2292530e6203"
      unitRef="usd">36807000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i1b46b118c2a44febbba588aced192118_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTMtMS0xLTExMjE1Mg_76ff94ef-c485-4832-8f40-ca4c048c2a10"
      unitRef="usd">3550000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i1b46b118c2a44febbba588aced192118_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTUtMS0xLTExMjE1Mg_48a347de-5cbc-4041-b467-d3b3e5e89eb9"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i1b46b118c2a44febbba588aced192118_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTctMS0xLTExMjE1Mg_6ec3a8ee-f1dc-4ccf-bf40-567f420f1430"
      unitRef="usd">40357000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i1b46b118c2a44febbba588aced192118_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTktMS0xLTExMjE1Mg_d8dc5ab6-e649-4cd3-8f8c-0fc1f164866b"
      unitRef="usd">0</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i1b46b118c2a44febbba588aced192118_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTExLTEtMS0xMTIxNTI_6a23dc1b-5274-472d-a64e-62f0ca14f142"
      unitRef="usd">955000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i1b46b118c2a44febbba588aced192118_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM1LTEzLTEtMS0xMTIxNTI_c044afda-d675-412d-afb7-b5ead1aabb69"
      unitRef="usd">39402000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTEtMS0xLTExMjE1Mg_6359be15-d1e1-4613-a2f9-0f1955b9e1b0"
      unitRef="usd">62472356000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTMtMS0xLTExMjE1Mg_26fd572c-c4c7-49f4-a330-716da29746ac"
      unitRef="usd">3745824000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTUtMS0xLTExMjE1Mg_93293288-20eb-4252-9e36-c557435297b3"
      unitRef="usd">20438000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTctMS0xLTExMjE1Mg_5032404b-b9a4-404c-96bd-4a99175c87e6"
      unitRef="usd">59794582000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTktMS0xLTExMjE1Mg_3de5110f-a938-4adc-8935-cc53d6fcbfc4"
      unitRef="usd">1386383000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTExLTEtMS0xMTIxNTI_eaff4c1b-e92a-4c37-929a-b65aa5f7df4a"
      unitRef="usd">655360000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i2b4b1103e705485bae77a5146ed5a878_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM2LTEzLTEtMS0xMTIxNTI_672bf090-290d-46e7-ae19-9cd531a14e85"
      unitRef="usd">60525605000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTEtMS0xLTExMjE1Mg_2272d716-1724-4f86-b362-173f218f150a"
      unitRef="usd">924101000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTMtMS0xLTExMjE1Mg_6dbd01e4-0645-405d-9887-822941e3800b"
      unitRef="usd">8754000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTUtMS0xLTExMjE1Mg_eb1a1d75-2007-4995-b6e0-63c286d8d91a"
      unitRef="usd">1176000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTctMS0xLTExMjE1Mg_38d56df2-5bfa-4f3e-8fe3-309e7198a278"
      unitRef="usd">927555000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTktMS0xLTExMjE1Mg_aa8d3037-4038-4a08-a90b-c46a218b6ac6"
      unitRef="usd">9641000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTExLTEtMS0xMTIxNTI_9666e7ab-f09d-49c7-8503-78b0472efe3c"
      unitRef="usd">968000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i06cf5540ff7a4939b83fe57f6c768384_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM4LTEzLTEtMS0xMTIxNTI_f029ce51-9e8d-41ef-aefa-13bcc9e51c15"
      unitRef="usd">936228000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTEtMS0xLTExMjE1Mg_af8e8e1b-739a-4fae-a4bb-a1e404e12a79"
      unitRef="usd">83213000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTMtMS0xLTExMjE1Mg_8c205e88-423d-43b3-aa4c-58b89da36dbd"
      unitRef="usd">31000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTUtMS0xLTExMjE1Mg_2f72fc33-1ba9-4e00-8594-ad2087b26b4f"
      unitRef="usd">17133000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTctMS0xLTExMjE1Mg_5f744346-a10a-4316-a92b-3ddfe6817e9e"
      unitRef="usd">66111000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTktMS0xLTExMjE1Mg_e92f1038-6856-46fa-b37a-3f7a14412a2a"
      unitRef="usd">3627000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTExLTEtMS0xMTIxNTI_8bf68690-dccf-4dcf-933f-c75199fdc17c"
      unitRef="usd">251000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="id5592ce5bbc142fcb21c300392ff22cd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzM5LTEzLTEtMS0xMTIxNTI_9975da82-3f69-43f9-92f8-e7675d7d40da"
      unitRef="usd">69487000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTEtMS0xLTExMjE1Mg_a856a4bb-4010-4a09-9685-929dbfcfc5b4"
      unitRef="usd">323062000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTMtMS0xLTExMjE1Mg_020d2e93-33ce-45b6-bc25-37502bd4814d"
      unitRef="usd">9841000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTUtMS0xLTExMjE1Mg_a3091de1-68d4-4872-bd74-a1d2ce048c9f"
      unitRef="usd">14757000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTctMS0xLTExMjE1Mg_6e887319-5d82-4a77-a3fa-696604f50ace"
      unitRef="usd">268117000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTktMS0xLTExMjE1Mg_1ea8b08a-a3b7-4b3c-aa92-614b2f001122"
      unitRef="usd">10853000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTExLTEtMS0xMTIxNTI_f2c7a1bf-029a-411e-9310-ce0f73aaac32"
      unitRef="usd">3529000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ibd231d53c4224ff69bb2abdbed5713ce_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQwLTEzLTEtMS0xMTIxNTI_fb9f219c-bb52-425a-b5c6-8e11608f73fc"
      unitRef="usd">275441000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTEtMS0xLTExMjE1Mg_0c1f4571-a556-4ad3-93ef-ca99ded106f3"
      unitRef="usd">170671000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTMtMS0xLTExMjE1Mg_24fdcb7e-d954-4fc2-9832-be8a186bfc3e"
      unitRef="usd">349000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTUtMS0xLTExMjE1Mg_5977268d-1a20-45a7-9494-7311cd14fe6a"
      unitRef="usd">16111000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTctMS0xLTExMjE1Mg_e09ee0d3-9214-465b-8740-e95f5f2f6696"
      unitRef="usd">154909000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTktMS0xLTExMjE1Mg_57efc3f1-f7eb-4a79-8136-ec850bc56296"
      unitRef="usd">8285000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTExLTEtMS0xMTIxNTI_73331923-7a08-4dfa-b6b3-8e67926c021e"
      unitRef="usd">118000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i5ab0c063788542599dab6e4af6e4c073_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQyLTEzLTEtMS0xMTIxNTI_0fa3f199-7413-4d5b-88e7-1de4b14f6c74"
      unitRef="usd">163076000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTEtMS0xLTExMjE1Mg_92c0f25e-7974-497b-bb86-c3f74e47613e"
      unitRef="usd">987415000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTMtMS0xLTExMjE1Mg_2d15c8c2-8b59-4fa1-b6b0-abfed3c5bdea"
      unitRef="usd">950000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTUtMS0xLTExMjE1Mg_5b98c0e1-d959-4a7c-a93b-f0d7ed112aed"
      unitRef="usd">1698000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTctMS0xLTExMjE1Mg_1840c327-49ae-4368-aa61-995d0ba94841"
      unitRef="usd">986667000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTktMS0xLTExMjE1Mg_259b9c38-6426-4c2a-8a1a-c202997c1f17"
      unitRef="usd">2739000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTExLTEtMS0xMTIxNTI_bb7aba3d-957a-47eb-9eaa-2b676fe48b09"
      unitRef="usd">5968000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="iaf369087445744a6a8a0cb6ac4a1bbda_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQzLTEzLTEtMS0xMTIxNTI_6b90f4f3-e39e-4a61-a8b0-139e231a77a0"
      unitRef="usd">983438000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTEtMS0xLTExMjE1Mg_ca9695e1-7e99-4215-8a36-222874bcad3e"
      unitRef="usd">299783000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTMtMS0xLTExMjE1Mg_d98af3e4-5efc-4dc7-8e3e-8354361d7e4b"
      unitRef="usd">5680000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTUtMS0xLTExMjE1Mg_4388cf35-8972-42f1-a315-c42e7dc0f23a"
      unitRef="usd">6410000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTctMS0xLTExMjE1Mg_362f690f-c079-4a42-8921-1f829f3f13ca"
      unitRef="usd">172598000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTktMS0xLTExMjE1Mg_a4e9f3ae-a592-46fa-ba27-ac42781b1689"
      unitRef="usd">4272000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTExLTEtMS0xMTIxNTI_a9513662-629b-4898-949a-6b1d457a69d0"
      unitRef="usd">4976000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i582c3d5b466b4da486f586ffa625fbe6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ0LTEzLTEtMS0xMTIxNTI_ae37fb13-1dcc-464a-8070-313c0ceada99"
      unitRef="usd">171894000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTEtMS0xLTExMjE1Mg_f48c3114-7d4d-4d72-be70-8c56e5cb81c8"
      unitRef="usd">2788245000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTMtMS0xLTExMjE1Mg_836281c8-fcfb-48ee-a781-4a0287257e48"
      unitRef="usd">25605000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTUtMS0xLTExMjE1Mg_80d318ad-c2d7-458f-8da1-1fadd1f3d36a"
      unitRef="usd">57285000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTctMS0xLTExMjE1Mg_e144f63b-ae17-4f8c-a428-450132058c34"
      unitRef="usd">2575957000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTktMS0xLTExMjE1Mg_7e1bdfb9-7529-450c-b6cf-da7db3256c4b"
      unitRef="usd">39417000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTExLTEtMS0xMTIxNTI_5ef3bd22-f7bb-415e-8240-386e5bbf4128"
      unitRef="usd">15810000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ie108bf27cdb44af19a66520977feddd7_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ2LTEzLTEtMS0xMTIxNTI_2815d0b2-f190-4a9f-bac2-98ed59700b7d"
      unitRef="usd">2599564000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTEtMS0xLTExMjE1Mg_68431ef0-6da6-418c-b3fc-f239a571a939"
      unitRef="usd">65260601000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTMtMS0xLTExMjE1Mg_d26a48f3-9162-4bbf-a842-11b8a8308bfb"
      unitRef="usd">3771429000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTUtMS0xLTExMjE1Mg_c7dc5c2f-f1b6-4a79-930d-10b66dbc66ec"
      unitRef="usd">77723000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTctMS0xLTExMjE1Mg_581f9fa3-315e-45e5-b9d0-beb8961d0c3a"
      unitRef="usd">62370539000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTktMS0xLTExMjE1Mg_6d0b1eca-494f-4218-8bb1-d83b4c63fe9a"
      unitRef="usd">1425800000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTExLTEtMS0xMTIxNTI_caae20ad-db3e-4ba7-a0f3-81a1ac72d73d"
      unitRef="usd">671170000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ3LTEzLTEtMS0xMTIxNTI_3594443d-da06-4e4f-b72c-9b57301c9205"
      unitRef="usd">63125169000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTEtMS0xLTExMjE1Mg_2fae5cd3-f9a3-4319-a304-4b60ab840173"
      unitRef="usd">533071000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTMtMS0xLTExMjE1Mg_58cca436-ad94-4c3c-931c-c69c58e84f84"
      unitRef="usd">0</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTUtMS0xLTExMjE1Mg_d217f818-a914-4a5e-8d09-9c0fa7424f18"
      unitRef="usd">127000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTctMS0xLTExMjE1Mg_68000777-f13a-49dc-9d54-b842cbd954fe"
      unitRef="usd">532944000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTktMS0xLTExMjE1Mg_ddda12b3-c343-4d88-8d69-c86e3208eb6a"
      unitRef="usd">165000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTExLTEtMS0xMTIxNTI_ce6c37f2-69ca-4878-820f-cdf00989ebcf"
      unitRef="usd">2604000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzQ5LTEzLTEtMS0xMTIxNTI_cff50328-11dc-4020-a490-07d7f9824755"
      unitRef="usd">530505000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTEtMS0xLTExMjE1Mg_0f0f2fde-2852-44ac-bd05-e5d5936ebeab"
      unitRef="usd">65793672000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:DebtSecuritiesAvailableforsaleRemainingPremium
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTMtMS0xLTExMjE1Mg_d6ce504d-829b-493e-92c1-bd3b66aeb092"
      unitRef="usd">3771429000</nly:DebtSecuritiesAvailableforsaleRemainingPremium>
    <nly:DebtSecuritiesAvailableforsaleRemainingDiscount
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTUtMS0xLTExMjE1Mg_b48cf29a-d605-4a28-a2cf-62bc8ca836b8"
      unitRef="usd">77850000</nly:DebtSecuritiesAvailableforsaleRemainingDiscount>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTctMS0xLTExMjE1Mg_14eea2a0-9f36-42ee-8418-c822a86a2f5b"
      unitRef="usd">62903483000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTktMS0xLTExMjE1Mg_50ce82c3-87cc-4caf-8031-02a6bd5396ba"
      unitRef="usd">1425965000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTExLTEtMS0xMTIxNTI_94dd3c1e-841c-4188-8e94-57b0058c3fb1"
      unitRef="usd">673774000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUwLTEzLTEtMS0xMTIxNTI_bd758918-f810-4619-a86d-1a09e1962934"
      unitRef="usd">63655674000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ic358914593a84b52ba6030a376411400_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzQz_40224ca7-2f09-4869-8fe4-f30bfa88523a"
      unitRef="usd">8400000000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i938edb22a06c498387d47039640c0ac5_I20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzUw_746ffd52-884d-4658-84c9-994ade135e27"
      unitRef="usd">4500000000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="ieec3599729324dbcb9dacaa7e51664ba_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzE2Nw_71e9b980-a2e5-4c57-80d7-ac3125dbd742"
      unitRef="usd">0</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i86abdd7d50454326b9f482cfc6e4c224_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzE3NA_0f007f5a-4d87-4586-aa98-78d6643e9ec4"
      unitRef="usd">4100000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="id3e10a0586f24e28867332c58265d8df_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzI3OQ_56cc2d2f-557a-493f-97fc-00c6878fd2a4"
      unitRef="usd">1700000000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i7ac77913140d4266ac30ae430aecd466_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzI4Ng_6b806e72-c53c-4a50-b8cb-f49f708722b5"
      unitRef="usd">50000000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="i3dc08f97a8f24159a851de8ac1738420_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzM5Mw_cabd5929-da19-45d9-930d-b9ab27685337"
      unitRef="usd">5500000000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <us-gaap:InvestmentOwnedBalancePrincipalAmount
      contextRef="id527bb2d7de34808a1b5d607bdd8e3a9_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2Njg1ZmM2NmVlZjA0NDQ4YmRiNGQyZmRiMjRhOTMxYS90YWJsZXJhbmdlOjY2ODVmYzY2ZWVmMDQ0NDhiZGI0ZDJmZGIyNGE5MzFhXzUyLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjY2ZjQyYTVjZTM5NjRlMzBiOTg3ZTBmMDljODg2YmY3XzQwMA_0e3e3c7c-39a3-4218-b608-280969904eb6"
      unitRef="usd">126500000</us-gaap:InvestmentOwnedBalancePrincipalAmount>
    <nly:ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MDA_a293d5bd-9d4a-456c-9526-ffab584c5296">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents the Company&#x2019;s Agency mortgage-backed securities portfolio, excluding securities transferred or pledged to securitization vehicles, by issuing Agency at December 31, 2022 and 2021:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:66.228%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:35.986%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:29.805%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.903%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:29.806%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Investment Type&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fannie Mae&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;54,043,015&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;48,404,991&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Freddie Mac&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,174,080&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10,880,033&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Ginnie Mae&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;57,800&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,240,581&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60,525,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="ib0b694c18e984ac49f401e138f36f6fe_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzItMS0xLTEtMTEyMTUy_5957a271-32cf-4526-b900-886a754046f3"
      unitRef="usd">54043015000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i0d99690d918142a5abbe13f34632fd48_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzItMy0xLTEtMTEyMTUy_138206eb-bcc3-4e73-bb46-19ac065ff2be"
      unitRef="usd">48404991000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i7cdc208437f4475fa8d3c1fb4af6a70d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzMtMS0xLTEtMTEyMTUy_6a04814a-cdd1-4358-b069-e38896d0534c"
      unitRef="usd">8174080000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="icbfc82015e6240b88ca71aea440a3e3e_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzMtMy0xLTEtMTEyMTUy_3ddcc238-22d1-430e-84f1-f97ef0bccce3"
      unitRef="usd">10880033000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i8d7bb77846f84a51afff336c5ac2c0d9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzQtMS0xLTEtMTEyMTUy_251e4341-de81-4923-bdf3-3a02f31793ed"
      unitRef="usd">57800000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i16f6df0ed7974c25953754c59e978e24_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzQtMy0xLTEtMTEyMTUy_07a678e4-b894-4134-b5b5-164e595a5174"
      unitRef="usd">1240581000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzUtMS0xLTEtMTEyMTUy_cdbbc054-addc-4e05-ab6c-a81af0ca61ef"
      unitRef="usd">62274895000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo3ZDBkZjQ4ZWZjMjg0Y2NlODUyZTA4NjRmNTFiZTIwMC90YWJsZXJhbmdlOjdkMGRmNDhlZmMyODRjY2U4NTJlMDg2NGY1MWJlMjAwXzUtMy0xLTEtMTEyMTUy_dc291772-6e63-4f61-b484-8c55f6456be1"
      unitRef="usd">60525605000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <nly:ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MTM_29c2a55d-90b4-4731-bfb7-25ffc6d27fcb">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes the Company&#x2019;s Residential Securities, excluding securities transferred or pledged to securitization vehicles, at December 31, 2022 and 2021, according to their estimated weighted average life classifications:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.847%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:37.417%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.813%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.704%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.632%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.704%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.462%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.704%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.464%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amortized&lt;br/&gt;Cost&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amortized&lt;br/&gt;Cost&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated weighted average life&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Less than one year&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;247,921&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;264,637&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;253,129&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;250,689&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than one year through five years&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,002,471&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,206,250&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,155,017&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;15,766,307&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than five years through ten years&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;55,593,990&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,658,578&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;45,470,212&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;45,102,607&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than ten years&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,419,216&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,996,296&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,246,811&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,250,936&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;65,263,598&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;70,125,761&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;63,125,169&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;62,370,539&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzMtMS0xLTEtMTEyMTUy_38d7d4d5-adcb-4c74-abc0-64d4f2a8340c"
      unitRef="usd">247921000</nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzMtMy0xLTEtMTEyMTUy_b2cfd3b6-6a2b-4d45-9ff1-dedac2fa0a42"
      unitRef="usd">264637000</nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzMtNS0xLTEtMTEyMTUy_c061027b-13ef-4073-84b5-2d07821cdb1c"
      unitRef="usd">253129000</nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzMtNy0xLTEtMTEyMTUy_d64e65f1-8526-4fd7-a48e-ab8a24b43e0e"
      unitRef="usd">250689000</nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzQtMS0xLTEtMTEyMTUy_4bb3d2b1-2241-4e82-964a-6d9c5f354d3b"
      unitRef="usd">3002471000</nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzQtMy0xLTEtMTEyMTUy_4be9a7c3-699c-4e0a-9c0d-827c0c4d72cc"
      unitRef="usd">3206250000</nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzQtNS0xLTEtMTEyMTUy_43e5d419-f10e-4b32-9dce-c222ecf4146d"
      unitRef="usd">16155017000</nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzQtNy0xLTEtMTEyMTUy_88878a62-4161-4067-87f4-ec1dff5bae4b"
      unitRef="usd">15766307000</nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzUtMS0xLTEtMTEyMTUy_3810adf7-97db-45a1-8af4-701e4b7690e0"
      unitRef="usd">55593990000</nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzUtMy0xLTEtMTEyMTUy_7345e678-2c30-47a0-96aa-d9111d0f00ab"
      unitRef="usd">59658578000</nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzUtNS0xLTEtMTEyMTUy_d5269676-2e0e-4b30-8f82-757a169b6f9c"
      unitRef="usd">45470212000</nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzUtNy0xLTEtMTEyMTUy_c479ac1f-1890-458e-9695-a8a5c0b3abcd"
      unitRef="usd">45102607000</nly:AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzYtMS0xLTEtMTEyMTUy_131719bc-3c2a-4cfb-9e66-a477c236ab2e"
      unitRef="usd">6419216000</nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzYtMy0xLTEtMTEyMTUy_f6626611-5a88-4a38-8072-bfd0a9257df6"
      unitRef="usd">6996296000</nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzYtNS0xLTEtMTEyMTUy_3a1ea348-5877-4a27-bde9-8ae8c7b3446a"
      unitRef="usd">1246811000</nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue>
    <nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzYtNy0xLTEtMTEyMTUy_d1630102-bb20-4096-b194-1568c7132f29"
      unitRef="usd">1250936000</nly:AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzctMS0xLTEtMTEyMTUy_da17c1a0-be38-4f3f-8be7-baf4e907de21"
      unitRef="usd">65263598000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ibd943c48b2304d58ac3eb084576900eb_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzctMy0xLTEtMTEyMTUy_ef96702e-31e9-4544-8006-740877f32a38"
      unitRef="usd">70125761000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzctNS0xLTEtMTEyMTUy_2124115a-88b7-4346-9491-5324cdb812c6"
      unitRef="usd">63125169000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i610dd2a6785642eca995f42c9f25097c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTo2NzUzZmYzNDYzZjQ0ODg4OWM1N2RiNzdlZDg1Yzc0NC90YWJsZXJhbmdlOjY3NTNmZjM0NjNmNDQ4ODg5YzU3ZGI3N2VkODVjNzQ0XzctNy0xLTEtMTEyMTUy_6942d629-cdcf-4c8f-8682-b48d6fbe5cea"
      unitRef="usd">62370539000</us-gaap:DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <nly:ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MDg_733679c2-83d6-4870-a52b-c7c625a09ca1">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents the gross unrealized losses and estimated fair value of the Company&#x2019;s Agency mortgage-backed securities, accounted for as available-for-sale where the fair value option has not been elected, by length of time that such securities have been in a continuous unrealized loss position at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.479%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.514%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.034%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:11.334%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:11.509%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.034%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:11.509%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.675%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.991%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Unrealized Losses &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Number of Securities &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Estimated Fair Value &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Unrealized Losses &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Number of Securities &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="33" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Less than 12 months&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,061,267&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(3,448,120)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,481&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;22,828,156&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(475,064)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;571&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;12 Months or more&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,260,378&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(266,686)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;129&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;383,815&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(10,960)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;19&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;34,321,645&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(3,714,806)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,610&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;23,211,971&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(486,024)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;590&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="36" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Excludes interest-only mortgage-backed securities and reverse mortgages and, effective July 1, 2022, newly purchased Agency pass-through, collateralized mortgage obligation (&#x201c;CMO&#x201d;) and multifamily securities.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i2bfa7d8459864067828dd2ef174cdeb8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtMS0xLTEtMTEyMTUy_7e2db6ce-ab70-4a12-a7b2-8de954378c55"
      unitRef="usd">33061267000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i2bfa7d8459864067828dd2ef174cdeb8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtMy0xLTEtMTEyMTUy_ddff45c8-51ac-4c55-b403-61bc748f9731"
      unitRef="usd">3448120000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions
      contextRef="i2bfa7d8459864067828dd2ef174cdeb8_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtNS0xLTEtMTEyMTUy_c1885daa-3759-4494-952f-dab1a2c9c794"
      unitRef="security">2481</us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i18d24a09f7ae4fc1ac3d6363e504508e_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtNy0xLTEtMTEyMTUy_f41a1bef-46b8-40e8-8045-9fe31854144b"
      unitRef="usd">22828156000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i18d24a09f7ae4fc1ac3d6363e504508e_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtOS0xLTEtMTEyMTUy_a297ff50-4f16-47b8-97a3-17f282b98b66"
      unitRef="usd">475064000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions
      contextRef="i18d24a09f7ae4fc1ac3d6363e504508e_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzMtMTEtMS0xLTExMjE1Mg_3f8b1cbe-8674-4962-8547-c6612755dc4f"
      unitRef="security">571</us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i03057f354af04ce3a94920ebd9dc8163_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtMS0xLTEtMTEyMTUy_547d27fb-befe-4a62-b8c4-3bc6e6fa8ad7"
      unitRef="usd">1260378000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i03057f354af04ce3a94920ebd9dc8163_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtMy0xLTEtMTEyMTUy_26fdccfa-58ee-42d9-89ef-dd9a50e1f3d1"
      unitRef="usd">266686000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions
      contextRef="i03057f354af04ce3a94920ebd9dc8163_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtNS0xLTEtMTEyMTUy_547a756a-1d92-4cee-ad50-42d6c034f294"
      unitRef="security">129</us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i544d69762ec344a7a593b013d3da78eb_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtNy0xLTEtMTEyMTUy_caa45f4a-4775-4770-ae26-5e9a37b74169"
      unitRef="usd">383815000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i544d69762ec344a7a593b013d3da78eb_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtOS0xLTEtMTEyMTUy_09c9ccf0-c7a1-44a7-9ed1-5266b45f455a"
      unitRef="usd">10960000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions
      contextRef="i544d69762ec344a7a593b013d3da78eb_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzQtMTEtMS0xLTExMjE1Mg_f723ab7a-0b37-476c-9056-9f52cebe0a76"
      unitRef="security">19</us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtMS0xLTEtMTEyMTUy_cf87dfde-fda7-4969-8ee1-8bf0fd64248b"
      unitRef="usd">34321645000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtMy0xLTEtMTEyMTUy_caa3bed4-1254-4fde-bb35-55a59bb119db"
      unitRef="usd">3714806000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions
      contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtNS0xLTEtMTEyMTUy_6527df1d-cef4-4fc9-b2e6-3b4c1b6c5b21"
      unitRef="security">2610</us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions>
    <us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest
      contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtNy0xLTEtMTEyMTUy_27c6c1d0-c2da-4f91-b961-e8914628ee2e"
      unitRef="usd">23211971000</us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest>
    <us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax
      contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtOS0xLTEtMTEyMTUy_15c4c430-6122-419b-b450-a110a07a06af"
      unitRef="usd">486024000</us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax>
    <us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions
      contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTpiMzNlYmM3MGVkMDI0ZjJiYWZlM2NhOWY3YWIzOWVkYy90YWJsZXJhbmdlOmIzM2ViYzcwZWQwMjRmMmJhZmUzY2E5ZjdhYjM5ZWRjXzUtMTEtMS0xLTExMjE1Mg_85d9128e-2d1c-4987-abd4-6fc2abe91e73"
      unitRef="security">590</us-gaap:DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions>
    <nly:MortgageBackedSecuritiesSoldCarryingValue
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzIxOTkwMjMyNjY5Njg_00c6d4a3-c5d7-4869-b6d9-39e85d7b09f8"
      unitRef="usd">28900000000</nly:MortgageBackedSecuritiesSoldCarryingValue>
    <nly:MortgageBackedSecuritiesSoldCarryingValue
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzIxOTkwMjMyNjY5NzU_314e6851-9e0d-451e-ae3e-e461d2537d17"
      unitRef="usd">11500000000</nly:MortgageBackedSecuritiesSoldCarryingValue>
    <us-gaap:ScheduleOfRealizedGainLossTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90ZXh0cmVnaW9uOjBmOTZjYmMwZjliOTQwY2RhYmU0ZmEzMjZjODY3YTlhXzc5MTY_0381279b-7a22-4ba1-aea2-816b23354e18">The following table presents the Company&#x2019;s net gains (losses) from the disposal of Residential Securities for the years ended December 31, 2022 and 2021, which is included in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). &lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:83.625%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:36.137%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:19.004%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.023%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:19.004%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.023%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:19.009%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Realized Gains&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Realized Losses&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.25pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Realized Gains (Losses)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the year ended&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:1pt solid #929292;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;66,587&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(3,663,446)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(3,596,859)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-left:1pt solid #929292;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;102,567&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(105,646)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,079)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:1pt solid #929292;border-right:1pt solid #929292;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;</us-gaap:ScheduleOfRealizedGainLossTableTextBlock>
    <us-gaap:DebtSecuritiesAvailableForSaleRealizedGain
      contextRef="i8ad666d17fcf48d48407c9f15cc2e83e_D20221001-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzItMS0xLTEtMTEyMTUy_47273319-f249-49df-9313-1d0c86e59b78"
      unitRef="usd">66587000</us-gaap:DebtSecuritiesAvailableForSaleRealizedGain>
    <us-gaap:DebtSecuritiesAvailableForSaleRealizedLoss
      contextRef="i8ad666d17fcf48d48407c9f15cc2e83e_D20221001-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzItMy0xLTEtMTEyMTUy_f5a0c9e8-cc4c-4fb8-9ece-3e540e74ffdd"
      unitRef="usd">3663446000</us-gaap:DebtSecuritiesAvailableForSaleRealizedLoss>
    <us-gaap:GainLossOnSalesOfMortgageBackedSecuritiesMBS
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzItNS0xLTEtMTEyMTUy_da3a8086-84c0-445a-b7f3-afa66bc77408"
      unitRef="usd">-3596859000</us-gaap:GainLossOnSalesOfMortgageBackedSecuritiesMBS>
    <us-gaap:DebtSecuritiesAvailableForSaleRealizedGain
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzMtMS0xLTEtMTEyMTUy_72c8d0cb-80df-406c-a0ea-0150f2059185"
      unitRef="usd">102567000</us-gaap:DebtSecuritiesAvailableForSaleRealizedGain>
    <us-gaap:DebtSecuritiesAvailableForSaleRealizedLoss
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzMtMy0xLTEtMTEyMTUy_e1c51382-29cf-4afa-b556-2442dd430872"
      unitRef="usd">105646000</us-gaap:DebtSecuritiesAvailableForSaleRealizedLoss>
    <us-gaap:GainLossOnSalesOfMortgageBackedSecuritiesMBS
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODIvZnJhZzowZjk2Y2JjMGY5Yjk0MGNkYWJlNGZhMzI2Yzg2N2E5YS90YWJsZTowODUwNmU3NDRmZDk0YmJmYTgyMDdmNDY1MDlhYjFjNC90YWJsZXJhbmdlOjA4NTA2ZTc0NGZkOTRiYmZhODIwN2Y0NjUwOWFiMWM0XzMtNS0xLTEtMTEyMTUy_9e69894f-6018-49cb-8c37-5f3871477557"
      unitRef="usd">-3079000</us-gaap:GainLossOnSalesOfMortgageBackedSecuritiesMBS>
    <us-gaap:LoansNotesTradeAndOtherReceivablesDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTQ1_fb0f0f86-38f3-461a-a9dc-7dfd21313347">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;6. LOANS&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company invests in residential loans. Loans are classified as either held for investment or held for sale. Loans are eligible to be accounted for under the fair value option. If loans are elected under the fair value option, they are carried at fair value with changes in fair value recognized in earnings. Otherwise, loans held for investment are carried at cost less impairment and loans held for sale are accounted for at the lower of cost or fair value.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Excluding loans transferred or pledged to securitization vehicles and loan warehouse facilities, as of December 31, 2022 and 2021, the Company reported $1.8&#160;billion and $2.3&#160;billion, respectively, of loans for which the fair value option was elected. If the Company intends to sell or securitize the loans and the securitization vehicle is not expected to be consolidated, the loans are classified as held for sale. If loans are held for sale and the fair value option was not elected, they are accounted for at the lower of cost or fair value. Any origination fees and costs or purchase premiums or discounts are deferred and recognized upon sale. The Company determines the fair value of loans held for sale on an individual loan basis. The carrying value of the Company&#x2019;s residential loans held for sale was $1.3 million and $2.3 million at December 31, 2022 and 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Allowance for Losses&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; Prior to the sale of its corporate debt and commercial loan portfolios, the Company evaluated the need for a loss reserve on each of its loans classified as held-for investment and carried at amortized cost based upon estimated current expected credit losses.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company recorded net loan loss (provisions) reversals of $20.7&#160;million, $145.1&#160;million and ($147.6)&#160;million for the years ended December 31, 2022, 2021 and 2020, respectively. As of December 31, 2022 and 2021, the Company&#x2019;s loan loss allowance was $0 and $27.9 million, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents the activity of the Company&#x2019;s loan investments, excluding loans transferred or pledged to securitization vehicles and loan warehouse facilities, for the year ended December 31, 2022:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.766%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:41.789%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.055%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:2.283%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.732%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:2.283%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.058%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Corporate Debt&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Beginning balance January 1, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,272,072&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,968,991&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,241,063&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchases / originations&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5,983,775&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;185,269&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,169,044&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Sales and transfers&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(6,106,109)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,902,444)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(8,008,553)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Principal payments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(111,589)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(231,190)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(342,779)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Gains / (losses)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(220,130)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(23,320)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(243,450)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(Amortization) / accretion&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(8,187)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,694&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,493)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Ending balance December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes securitizations, syndications,  transfers to securitization vehicles and corporate debt transfers to assets of disposal group held for sale and other assets. Includes transfer of residential loans to securitization vehicles with a carrying value of $6.1 billion during the year ended December 31, 2022.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt;&#160;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes loan loss allowances.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span&gt;&lt;br/&gt;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Residential &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company&#x2019;s residential mortgage loans are primarily comprised of performing adjustable-rate and fixed-rate whole loans. The Company&#x2019;s residential loans are accounted for under the fair value option with changes in fair value reflected in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). The Company also consolidates securitization trusts in which it had purchased subordinated securities because it also has certain powers and rights to direct the activities of such trusts. Refer to the &#x201c;Variable Interest Entities&#x201d; Note for further information related to the Company&#x2019;s consolidated residential mortgage loan trusts.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The mortgage loans are secured by first liens on primarily one-to-four family residential properties. A subsidiary of the Company has engaged a third party to act as its custodian, agent and bailee for the purposes of receiving and holding certain documents, instruments and papers related to the residential mortgage loans it purchases. Pursuant to the Company&#x2019;s custodial agreement, the custodian segregates and maintains continuous custody of all documents constituting the mortgage file with respect to each mortgage loan owned by the subsidiary in secure and fire resistant facilities and in a manner consistent with the standard of care employed by prudent mortgage loan document custodians. At or prior to the funding of any residential mortgage loan, the related seller, pursuant to the terms of our mortgage loan purchase agreement, must deliver to the custodian, the mortgage loan documents  including the mortgage note, the mortgage and other related loan documents. In addition, a complete credit file for the related mortgage and borrower must be delivered to the subsidiary prior to the date of purchase.&lt;/span&gt;&lt;/div&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:107%"&gt;The following table presents the fair value and the unpaid principal balances of the residential mortgage loan portfolio, including loans transferred or pledged to securitization vehicles and excluding loan warehouse facilities, at December 31, 2022 and 2021:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.473%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:44.478%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.110%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.112%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,931,744&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7,768,507&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Unpaid principal balance&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;12,247,346&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7,535,855&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides information regarding the line items and amounts recognized in the Consolidated Statements of Comprehensive Income (Loss) for December 31, 2022 and 2021 for these investments, excluding loan warehouse facilities:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:87.280%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:63.891%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.650%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.307%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.652%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the Years Ended&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest income&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;410,195&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;182,325&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net gains (losses) on disposal of investments &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(12,842)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(37,212)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net unrealized gains (losses) on instruments measured at fair value through earnings &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,420,645)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;19,545&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total included in net income (loss)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,023,292)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;164,658&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; These amounts are presented in the line item Net gains (losses) on investments and other on the Consolidated Statements of Comprehensive Income (loss).&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides the geographic concentrations based on the unpaid principal balances at December 31, 2022 and 2021 for the residential mortgage loans, including loans transferred or pledged to securitization vehicles:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:86.257%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:35.001%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.459%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.647%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:35.001%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.292%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="15" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Geographic Concentrations of Residential Mortgage Loans&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="6" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Property location&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;% of Balance&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Property location&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;% of Balance&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;California&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;44.8%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;California&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;50.2%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;New York&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10.3%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;New York&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10.9%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Florida&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.3%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Florida&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6.1%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Texas&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5.1%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;All other (none individually greater than 5%)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;32.8%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;All other (none individually greater than 5%)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;31.5%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;100.0%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;100.0%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides additional data on the Company&#x2019;s residential mortgage loans, including loans transferred or pledged to securitization vehicles, at December 31, 2022 and 2021:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:85.964%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:31.382%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:17.267%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.650%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:13.185%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.990%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:17.097%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.650%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.679%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Portfolio&lt;/span&gt;&lt;/div&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Range&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Portfolio Weighted&lt;br/&gt;Average&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Portfolio&lt;/span&gt;&lt;/div&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Range&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Portfolio Weighted Average&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Unpaid principal balance&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$3 - $4,396&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$489&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$1 - $4,382&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$513&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.00% - 15.00%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.61%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.75% - 9.24%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4.04%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7/1/2029 - 1/1/2063&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10/6/2051&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7/1/2029 - 12/1/2061&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;12/22/2050&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;FICO score at loan origination&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;588 - 831&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;759&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;604 - 831&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;762&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loan-to-value ratio at loan origination&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5% - 100%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;68%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8% - 103%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;66%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;At December 31, 2022 and 2021, approximately 11% and 16%, respectively, of the carrying value of the Company&#x2019;s residential mortgage loans, including loans transferred or pledged to securitization vehicles, were adjustable-rate.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company participates in an arrangement that provides a residential mortgage loan warehouse facility to a third-party originator. The Company has elected to apply the fair value option to this lending facility in order to simplify the accounting and keep the accounting consistent with other residential credit financial instruments with similar characteristics. At December 31, 2022 and December 31, 2021, the fair value and carrying value of this warehouse facility was approximately $0.0 million and $1.0 million, respectively, and reported as Loans, net in the Consolidated Statements of Financial Condition. As of December 31, 2022, the lending facility was not on nonaccrual status nor past due.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Commercial&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;As of December 31, 2021, commercial real estate loans were reported in Assets of disposal group held for sale in the Consolidated Statements of Financial Condition and classified as held for sale. Refer to the  &#x201c;Sale of Commercial Real Estate Business&#x201d; Note for additional information on the transaction.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span&gt;&lt;br/&gt;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Corporate Debt&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In April 2022, the Company entered into a definitive agreement to sell substantially all of the corporate loan interests held by the MML business operated by the Company, as well as assets managed for third parties (collectively, the &#x201c;MML Portfolio&#x201d;), to Ares Capital Management LLC (&#x201c;Ares&#x201d;). The vast majority of these assets were legally transferred to Ares at the end of the third quarter and the remaining assets were transferred by the end of the fourth quarter of 2022. Refer to the &#x201c;Sale of Middle Market Lending Portfolio&#x201d; Note for additional information on the transaction.&lt;/span&gt;&lt;/div&gt;</us-gaap:LoansNotesTradeAndOtherReceivablesDisclosureTextBlock>
    <us-gaap:Assets
      contextRef="ie3990415b64a4858b1074888ea943c72_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzYxOA_4db3baed-8ba4-4860-915a-55f58afbfbd3"
      unitRef="usd">1800000000</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzYyNQ_08dca2ae-33cc-4977-9535-1f32d1000901"
      unitRef="usd">2300000000</us-gaap:Assets>
    <us-gaap:LoansReceivableHeldForSaleAmount
      contextRef="ie3990415b64a4858b1074888ea943c72_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzEyNTc_4583b70f-bc9f-4c4e-b5ae-0ae335caf8e9"
      unitRef="usd">1300000</us-gaap:LoansReceivableHeldForSaleAmount>
    <us-gaap:LoansReceivableHeldForSaleAmount
      contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzEyNjQ_52f24e63-7bc8-4370-9eac-7de7f0911425"
      unitRef="usd">2300000</us-gaap:LoansReceivableHeldForSaleAmount>
    <nly:FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTE0_d9be56b8-9a90-4961-b84f-2cf220392056">&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Allowance for Losses&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; Prior to the sale of its corporate debt and commercial loan portfolios, the Company evaluated the need for a loss reserve on each of its loans classified as held-for investment and carried at amortized cost based upon estimated current expected credit losses.&lt;/span&gt;</nly:FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock>
    <us-gaap:ProvisionForLoanLossesExpensed
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU4NTI_0c36adea-f1c9-4b8e-b286-ff9827be0295"
      unitRef="usd">-20700000</us-gaap:ProvisionForLoanLossesExpensed>
    <us-gaap:ProvisionForLoanLossesExpensed
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU4NTY_582e72d9-b203-49f1-8580-54155c8d9c8b"
      unitRef="usd">-145100000</us-gaap:ProvisionForLoanLossesExpensed>
    <us-gaap:ProvisionForLoanLossesExpensed
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU4NjM_958fb10f-1f0f-4453-8d51-67d7e4daf2c5"
      unitRef="usd">147600000</us-gaap:ProvisionForLoanLossesExpensed>
    <us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU5NzA_3d46a902-31ef-4911-b361-fbd3c5413991"
      unitRef="usd">0</us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest>
    <us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzU5Nzc_f5a5b150-c6dc-4589-8a96-fe8919a6f183"
      unitRef="usd">27900000</us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest>
    <nly:SummaryOfLoansInvestmentActivityTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTI2_31efa146-b595-4fa7-914c-2eb231a6568d">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents the activity of the Company&#x2019;s loan investments, excluding loans transferred or pledged to securitization vehicles and loan warehouse facilities, for the year ended December 31, 2022:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.766%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:41.789%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.055%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:2.283%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.732%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:2.283%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.058%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Corporate Debt&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Beginning balance January 1, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,272,072&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,968,991&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,241,063&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchases / originations&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5,983,775&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;185,269&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6,169,044&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Sales and transfers&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(6,106,109)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,902,444)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(8,008,553)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Principal payments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(111,589)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(231,190)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(342,779)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Gains / (losses)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(220,130)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(23,320)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(243,450)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(Amortization) / accretion&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(8,187)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,694&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,493)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Ending balance December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes securitizations, syndications,  transfers to securitization vehicles and corporate debt transfers to assets of disposal group held for sale and other assets. Includes transfer of residential loans to securitization vehicles with a carrying value of $6.1 billion during the year ended December 31, 2022.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt;&#160;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes loan loss allowances.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:SummaryOfLoansInvestmentActivityTableTextBlock>
    <us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="ibe4a1efebfe948d6b3f6d3977160e60b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzItMS0xLTEtMTEyMTUy_038daff2-88ad-451d-812a-b8437524e24b"
      unitRef="usd">2272072000</us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i090d51346c5a4ff7be48f76610ac9086_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzItNS0xLTEtMTEyMTUy_f456598b-c41f-465f-ad96-1d68b1926d79"
      unitRef="usd">1968991000</us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i624f2954f0734189878e3c576defe7f0_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzItOS0xLTEtMTEyMTUy_c16095f1-f5e9-4aff-8148-f62b8dd867f4"
      unitRef="usd">4241063000</us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:MortgageLoansOnRealEstateNewMortgageLoans
      contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzQtMS0xLTEtMTEyMTUy_214b1660-b76f-4a7d-9bd3-453ea68fb9f2"
      unitRef="usd">5983775000</us-gaap:MortgageLoansOnRealEstateNewMortgageLoans>
    <us-gaap:MortgageLoansOnRealEstateNewMortgageLoans
      contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzQtNS0xLTEtMTEyMTUy_71f0c087-fd13-466d-99e7-baaa9a224384"
      unitRef="usd">185269000</us-gaap:MortgageLoansOnRealEstateNewMortgageLoans>
    <us-gaap:MortgageLoansOnRealEstateNewMortgageLoans
      contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzQtOS0xLTEtMTEyMTUy_3c98c13e-0d39-4939-945e-cb0acd4c42fc"
      unitRef="usd">6169044000</us-gaap:MortgageLoansOnRealEstateNewMortgageLoans>
    <us-gaap:MortgageLoansOnRealEstateCostOfMortgagesSold
      contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzUtMS0xLTEtMTEyMTUy_6b5d3d4a-dc03-4650-bc86-5062d02f4bdb"
      unitRef="usd">6106109000</us-gaap:MortgageLoansOnRealEstateCostOfMortgagesSold>
    <us-gaap:MortgageLoansOnRealEstateCostOfMortgagesSold
      contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzUtNS0xLTEtMTEyMTUy_8cb9df4a-b241-41e9-862e-0d8d787afa59"
      unitRef="usd">1902444000</us-gaap:MortgageLoansOnRealEstateCostOfMortgagesSold>
    <us-gaap:MortgageLoansOnRealEstateCostOfMortgagesSold
      contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzUtOS0xLTEtMTEyMTUy_25fcb0b4-fb9c-4210-b12c-6fb1650c0006"
      unitRef="usd">8008553000</us-gaap:MortgageLoansOnRealEstateCostOfMortgagesSold>
    <srt:MortgageLoansOnRealEstateCollectionsOfPrincipal
      contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzktMS0xLTEtMTEyMTUy_4a6fef91-784c-45c1-814d-227ac5333824"
      unitRef="usd">111589000</srt:MortgageLoansOnRealEstateCollectionsOfPrincipal>
    <srt:MortgageLoansOnRealEstateCollectionsOfPrincipal
      contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzktNS0xLTEtMTEyMTUy_21c0bfae-7932-4b9a-bdaf-12449c3550c2"
      unitRef="usd">231190000</srt:MortgageLoansOnRealEstateCollectionsOfPrincipal>
    <srt:MortgageLoansOnRealEstateCollectionsOfPrincipal
      contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzktOS0xLTEtMTEyMTUy_7dea54a7-d35a-4e12-b34e-e73c94d9d4a3"
      unitRef="usd">342779000</srt:MortgageLoansOnRealEstateCollectionsOfPrincipal>
    <nly:MortgageLoansonRealEstateGainsLosses
      contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEwLTEtMS0xLTExMjE1Mg_8d495b74-d13b-486f-aa03-dd03db3c7658"
      unitRef="usd">-220130000</nly:MortgageLoansonRealEstateGainsLosses>
    <nly:MortgageLoansonRealEstateGainsLosses
      contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEwLTUtMS0xLTExMjE1Mg_44e85a51-2363-4bb6-a21f-aade939a831a"
      unitRef="usd">-23320000</nly:MortgageLoansonRealEstateGainsLosses>
    <nly:MortgageLoansonRealEstateGainsLosses
      contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEwLTktMS0xLTExMjE1Mg_67bc4658-c904-4c5c-8d53-ca4c8a4b90fc"
      unitRef="usd">-243450000</nly:MortgageLoansonRealEstateGainsLosses>
    <nly:SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium
      contextRef="idc9d59b92c12468a94c945aafe22cf01_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzExLTEtMS0xLTExMjE1Mg_0ad41b03-16ab-44d2-9d84-95eb7bfd9324"
      unitRef="usd">8187000</nly:SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium>
    <nly:SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium
      contextRef="i2c1003ab6d6b4f9fb9453556b73a006c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzExLTUtMS0xLTExMjE1Mg_76309d56-749c-40b9-8f68-a7c5c86d65e8"
      unitRef="usd">-2694000</nly:SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium>
    <nly:SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium
      contextRef="i868bec3fe4104f9e91831a51b9b00e06_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzExLTktMS0xLTExMjE1Mg_729a94ae-d8ca-42e6-bda2-38e63268eee7"
      unitRef="usd">5493000</nly:SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium>
    <us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="iacbdafd53db64be990256ca034126f9c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEzLTEtMS0xLTExMjE1Mg_46ef5f86-2a91-49ea-9a87-397097d180d1"
      unitRef="usd">1809832000</us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i12765511af2149e58e70652eb429a704_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEzLTUtMS0xLTExMjE1Mg_d623520b-9a1b-4657-9157-f66225a1878e"
      unitRef="usd">0</us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="i291a9c82e6f4422296eae2e7e5c7284d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzEzLTktMS0xLTExMjE1Mg_3a24c19a-12d1-4241-98c6-74f917c9d448"
      unitRef="usd">1809832000</us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <nly:NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyZDY0YjViZDc1YmM0NmRlOWVhMDVkNjUxODAyN2NhMy90YWJsZXJhbmdlOjJkNjRiNWJkNzViYzQ2ZGU5ZWEwNWQ2NTE4MDI3Y2EzXzE1LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjAyZjQyM2FkZThlNTQwNzQ5M2E2MjcwNTFmNzAyOTYyXzM4Mw_375ce4d2-21bb-4969-be15-10b3286ceed6"
      unitRef="usd">6100000000</nly:NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral>
    <us-gaap:LoansAndLeasesReceivableMortgageBankingActivitiesPolicy
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTMz_ad3d080d-9e81-4931-bfc7-3d6cb35a7d38">Residential The Company&#x2019;s residential mortgage loans are primarily comprised of performing adjustable-rate and fixed-rate whole loans. The Company&#x2019;s residential loans are accounted for under the fair value option with changes in fair value reflected in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). The Company also consolidates securitization trusts in which it had purchased subordinated securities because it also has certain powers and rights to direct the activities of such trusts.</us-gaap:LoansAndLeasesReceivableMortgageBankingActivitiesPolicy>
    <nly:ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTM2_caa1bf13-ddc4-4d98-a7ea-13baa09ca496">&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:107%"&gt;The following table presents the fair value and the unpaid principal balances of the residential mortgage loan portfolio, including loans transferred or pledged to securitization vehicles and excluding loan warehouse facilities, at December 31, 2022 and 2021:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:64.473%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:44.478%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.110%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.112%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,931,744&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7,768,507&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Unpaid principal balance&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;12,247,346&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7,535,855&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="ie3990415b64a4858b1074888ea943c72_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTowMzNlNTI4NTk0MDQ0YTUyOWEwODAzNjJhYjUzNzk2ZC90YWJsZXJhbmdlOjAzM2U1Mjg1OTQwNDRhNTI5YTA4MDM2MmFiNTM3OTZkXzItMS0xLTEtMTEyMTUy_903651d1-9851-4699-8171-ddece50b194b"
      unitRef="usd">10931744000</nly:MortgageLoansFairValueDisclosure>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTowMzNlNTI4NTk0MDQ0YTUyOWEwODAzNjJhYjUzNzk2ZC90YWJsZXJhbmdlOjAzM2U1Mjg1OTQwNDRhNTI5YTA4MDM2MmFiNTM3OTZkXzItMi0xLTEtMTEyMTUy_25448b67-795f-47a0-bf50-0c60483e17e5"
      unitRef="usd">7768507000</nly:MortgageLoansFairValueDisclosure>
    <us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio
      contextRef="ie3990415b64a4858b1074888ea943c72_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTowMzNlNTI4NTk0MDQ0YTUyOWEwODAzNjJhYjUzNzk2ZC90YWJsZXJhbmdlOjAzM2U1Mjg1OTQwNDRhNTI5YTA4MDM2MmFiNTM3OTZkXzMtMS0xLTEtMTEyMTUy_9d9af576-900a-40e2-96d6-a43febb97e11"
      unitRef="usd">12247346000</us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio>
    <us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio
      contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTowMzNlNTI4NTk0MDQ0YTUyOWEwODAzNjJhYjUzNzk2ZC90YWJsZXJhbmdlOjAzM2U1Mjg1OTQwNDRhNTI5YTA4MDM2MmFiNTM3OTZkXzMtMi0xLTEtMTEyMTUy_f26e6eba-9119-46b1-9b62-484678038c89"
      unitRef="usd">7535855000</us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio>
    <us-gaap:ScheduleOfComprehensiveIncomeLossTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTQ2_2efa4feb-7523-4895-8c01-c36a389b80a7">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides information regarding the line items and amounts recognized in the Consolidated Statements of Comprehensive Income (Loss) for December 31, 2022 and 2021 for these investments, excluding loan warehouse facilities:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:87.280%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:63.891%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.650%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.307%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.652%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the Years Ended&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest income&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;410,195&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;182,325&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net gains (losses) on disposal of investments &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(12,842)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(37,212)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net unrealized gains (losses) on instruments measured at fair value through earnings &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,420,645)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;19,545&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total included in net income (loss)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,023,292)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;164,658&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; These amounts are presented in the line item Net gains (losses) on investments and other on the Consolidated Statements of Comprehensive Income (loss).&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfComprehensiveIncomeLossTableTextBlock>
    <us-gaap:InterestIncomeExpenseNet
      contextRef="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzMtMS0xLTEtMTEyMTUy_c1f14f99-360a-46ba-9553-58c36ff01b0a"
      unitRef="usd">410195000</us-gaap:InterestIncomeExpenseNet>
    <us-gaap:InterestIncomeExpenseNet
      contextRef="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzMtMy0xLTEtMTEyMTUy_7707226b-f0b5-426f-b75c-ea11a84e1cef"
      unitRef="usd">182325000</us-gaap:InterestIncomeExpenseNet>
    <us-gaap:GainLossOnSaleOfInvestments
      contextRef="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzQtMS0xLTEtMTEyMTUy_e271b4aa-4b64-42f6-b282-69cea3f3d236"
      unitRef="usd">-12842000</us-gaap:GainLossOnSaleOfInvestments>
    <us-gaap:GainLossOnSaleOfInvestments
      contextRef="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzQtMy0xLTEtMTEyMTUy_10de2f8c-a521-4a30-9337-656423ee71ae"
      unitRef="usd">-37212000</us-gaap:GainLossOnSaleOfInvestments>
    <us-gaap:UnrealizedGainLossOnInvestments
      contextRef="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzUtMS0xLTEtMTEyMTUy_b19dc58d-272a-49a2-8cb5-19a96b00ffb3"
      unitRef="usd">-1420645000</us-gaap:UnrealizedGainLossOnInvestments>
    <us-gaap:UnrealizedGainLossOnInvestments
      contextRef="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzUtMy0xLTEtMTEyMTUy_84a9914a-6380-495b-bbf1-a2fcea051f5c"
      unitRef="usd">19545000</us-gaap:UnrealizedGainLossOnInvestments>
    <us-gaap:NetIncomeLoss
      contextRef="ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzYtMS0xLTEtMTEyMTUy_b46356bf-b7c5-422b-b692-be9846e4862c"
      unitRef="usd">-1023292000</us-gaap:NetIncomeLoss>
    <us-gaap:NetIncomeLoss
      contextRef="i5441ba9fbc784eb1bb7f8ad9cb34fc7b_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZToyYzdkMDU3NzkwMmQ0Nzk4YjM4MzRhZmYyZDM3Yzk2Ni90YWJsZXJhbmdlOjJjN2QwNTc3OTAyZDQ3OThiMzgzNGFmZjJkMzdjOTY2XzYtMy0xLTEtMTEyMTUy_cc3d7bfd-b79b-4cc6-8155-4a7d99f8f0b5"
      unitRef="usd">164658000</us-gaap:NetIncomeLoss>
    <us-gaap:SchedulesOfConcentrationOfRiskByRiskFactorTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTQx_e98eca9b-2ddc-47b8-83e2-d782c78662ba">The following table provides the geographic concentrations based on the unpaid principal balances at December 31, 2022 and 2021 for the residential mortgage loans, including loans transferred or pledged to securitization vehicles:&#160;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:86.257%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:35.001%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.459%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.647%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:35.001%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.292%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="15" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Geographic Concentrations of Residential Mortgage Loans&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="6" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Property location&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;% of Balance&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Property location&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;% of Balance&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;California&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;44.8%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;California&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;50.2%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;New York&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10.3%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;New York&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10.9%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Florida&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.3%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Florida&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6.1%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Texas&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5.1%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;All other (none individually greater than 5%)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;32.8%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;All other (none individually greater than 5%)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;31.5%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;100.0%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;100.0%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;</us-gaap:SchedulesOfConcentrationOfRiskByRiskFactorTextBlock>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="i2f2b13d5b29540bdad0e62308454e4e7_D20220101-20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzMtMS0xLTEtMTEyMTUy_2b0ab8d0-c75f-4f0b-9334-26210502941f"
      unitRef="number">0.448</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="i57e5c348395841798ef3889969e408f7_D20210101-20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzMtNC0xLTEtMTEyMTUy_9542ee12-8544-470b-b454-7cfc5a91a17b"
      unitRef="number">0.502</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="i228c1ef05ea643159122f6cbe9648569_D20220101-20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzQtMS0xLTEtMTEyMTUy_213196d8-6e8d-42ad-abbf-054e9b14d9cd"
      unitRef="number">0.103</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="i83dad02eafb14e4083695ad772597377_D20210101-20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzQtNC0xLTEtMTEyMTUy_fea41dd3-948a-4e6b-80ee-924d9cce7bbe"
      unitRef="number">0.109</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="i762aa7ce151c45dc9c83c721f0d58547_D20220101-20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzUtMS0xLTEtMTEyMTUy_4c5c70ad-6c0d-4769-a1be-37900b168d60"
      unitRef="number">0.083</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="i479a1d300dc94ff295c83264f36dacba_D20210101-20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzUtNC0xLTEtMTEyMTUy_ba3bfac0-1e01-441b-a0e2-98682f058e8b"
      unitRef="number">0.061</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="id2e0b67af70041bc9ca11b1e281476f9_D20220101-20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzYtMS0xLTEtMTM5NzQx_f2c015af-9bce-4f6b-bba5-39860a7b734f"
      unitRef="number">0.051</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="i1852511a30a740d8b11eb122a3e89093_D20210101-20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzYtNC0xLTEtMTM5NjU3_a9baa318-e8e9-4f38-b6eb-bf2502e1a070"
      unitRef="number">0.328</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="i309bde3d7040463793717cab3c2aa88a_D20220101-20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzYtMS0xLTEtMTEyMTUy_fd633d1d-0917-4009-b050-63808af16e95"
      unitRef="number">0.315</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="i44ac78daf02843b3ba08a476dc82e47f_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzktMS0xLTEtMTEyMTUy_7a266c31-f675-4846-89dc-93f9d1ed916b"
      unitRef="number">1.000</us-gaap:ConcentrationRiskPercentage1>
    <us-gaap:ConcentrationRiskPercentage1
      contextRef="ie90df1926fe64e72af7b2e306c3cd5dc_D20210101-20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTo0ZmMwMDkwYzYzMGI0YjU3OTI3YjUzNjAzYTQ5ZjJiNC90YWJsZXJhbmdlOjRmYzAwOTBjNjMwYjRiNTc5MjdiNTM2MDNhNDlmMmI0XzktNC0xLTEtMTEyMTUy_08d259d4-35c7-4bb7-ad99-f7b889ae5e33"
      unitRef="number">1.000</us-gaap:ConcentrationRiskPercentage1>
    <nly:MortgageLoansHeldForPortfolioTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzE4NTIy_bf680297-ba93-4eed-a012-2b202074d213">The following table provides additional data on the Company&#x2019;s residential mortgage loans, including loans transferred or pledged to securitization vehicles, at December 31, 2022 and 2021:&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:85.964%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:31.382%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:17.267%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.650%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:13.185%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.990%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:17.097%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.650%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.679%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Portfolio&lt;/span&gt;&lt;/div&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Range&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Portfolio Weighted&lt;br/&gt;Average&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="6" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Portfolio&lt;/span&gt;&lt;/div&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Range&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Portfolio Weighted Average&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Unpaid principal balance&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$3 - $4,396&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$489&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$1 - $4,382&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$513&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.00% - 15.00%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.61%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.75% - 9.24%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4.04%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7/1/2029 - 1/1/2063&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10/6/2051&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7/1/2029 - 12/1/2061&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;12/22/2050&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;FICO score at loan origination&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;588 - 831&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;759&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;604 - 831&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;762&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loan-to-value ratio at loan origination&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5% - 100%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;68%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8% - 103%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;66%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;</nly:MortgageLoansHeldForPortfolioTableTextBlock>
    <us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio
      contextRef="i8afcd0f3868c4507a3d493d8d49e1ef7_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246Y2NjMTYyOTk2ODU0NGY3MGE0N2U2MGVmMGUyNzU2N2NfNA_988c21d1-61e5-49d7-bd29-42857bd434a0"
      unitRef="usd">3000</us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio>
    <us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio
      contextRef="i86d55abd42ad4a0b9c936018fbf98aff_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246Y2NjMTYyOTk2ODU0NGY3MGE0N2U2MGVmMGUyNzU2N2NfOQ_f52ca0b1-f0a4-4684-b7a8-b7c8a2b1768e"
      unitRef="usd">4396000</us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio>
    <us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio
      contextRef="ic1dd4be6b18c4e738bec85130f614c07_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtMy0xLTEtMTEyMTUy_039104c9-14df-4cc9-a3f6-36f3bc285b7a"
      unitRef="usd">489000</us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio>
    <us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio
      contextRef="i21e9b956d21a4356879fdc204e32bdd8_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246Y2E5NGViMzI0MjFkNDdlMmE0NmY5M2VhNzE3YzMwYzBfNA_80cf9950-1342-43e2-a28d-69044ac29870"
      unitRef="usd">1000</us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio>
    <us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio
      contextRef="ie1729eedc69744dd85c3a03716de5c75_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246Y2E5NGViMzI0MjFkNDdlMmE0NmY5M2VhNzE3YzMwYzBfOQ_43dfd16a-1a3d-471e-82ab-3b6e2e0acdbb"
      unitRef="usd">4382000</us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio>
    <us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio
      contextRef="i4da234ee9bef488bbe2ae665d9f88b98_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzMtNy0xLTEtMTEyMTUy_f197d310-ad6e-4627-bef5-d09eb94b7fdc"
      unitRef="usd">513000</us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio>
    <nly:InvestmentInterestRatePercentage
      contextRef="id1e986dd53c440cdb87366ff5439927e_D20220101-20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZDQwYzZjYjE0Yzg4NDNkNWI1ODZhZDIxMTNmNGJlMDdfNA_ef0cfc67-76f8-4925-b4f5-fa1a8f872ed0"
      unitRef="number">0.0200</nly:InvestmentInterestRatePercentage>
    <nly:InvestmentInterestRatePercentage
      contextRef="icd0b67d178f7412ba31c094ab9c9377f_D20220101-20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZDQwYzZjYjE0Yzg4NDNkNWI1ODZhZDIxMTNmNGJlMDdfOQ_c0a31080-3347-4ac9-b12a-a89a21db21e4"
      unitRef="number">0.1500</nly:InvestmentInterestRatePercentage>
    <nly:InvestmentInterestRatePercentage
      contextRef="i4bfb31ddcbf7463ab24f836eaa6f53b7_D20220101-20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtMy0xLTEtMTEyMTUy_85062218-fef2-4ade-9f44-06ef3e93fbd0"
      unitRef="number">0.0461</nly:InvestmentInterestRatePercentage>
    <nly:InvestmentInterestRatePercentage
      contextRef="i6e4298453c234b69a209f3abd60172de_D20210101-20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ODBjMDA3ZTc2ODg3NDFmYjkxZGRlZGIwYjI4NmNhYWRfNA_cd992b6c-2a67-41b5-bcf2-c1599d749e00"
      unitRef="number">0.0075</nly:InvestmentInterestRatePercentage>
    <nly:InvestmentInterestRatePercentage
      contextRef="ib0d1d900ed054259989b252a00728f2a_D20210101-20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ODBjMDA3ZTc2ODg3NDFmYjkxZGRlZGIwYjI4NmNhYWRfOQ_ea6a9874-a820-4ed7-9af6-0eed55dacd94"
      unitRef="number">0.0924</nly:InvestmentInterestRatePercentage>
    <nly:InvestmentInterestRatePercentage
      contextRef="i4bd44d3a2f0243f899ed2cc2335b81f9_D20210101-20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzQtNy0xLTEtMTEyMTUy_7f394b90-bae5-49e3-a229-4101115e9b21"
      unitRef="number">0.0404</nly:InvestmentInterestRatePercentage>
    <nly:FicoScore
      contextRef="i8afcd0f3868c4507a3d493d8d49e1ef7_I20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246YzU5OTFjY2RkNGRmNDY5ZjlkMDlmZjQ3OWE2NGYxNzBfNA_3acd491a-77d9-4140-a282-40fd42568641"
      unitRef="point">588</nly:FicoScore>
    <nly:FicoScore
      contextRef="i86d55abd42ad4a0b9c936018fbf98aff_I20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246YzU5OTFjY2RkNGRmNDY5ZjlkMDlmZjQ3OWE2NGYxNzBfOQ_65a28f60-02f3-4722-9acf-e6cab86320de"
      unitRef="point">831</nly:FicoScore>
    <nly:FicoScore
      contextRef="ic1dd4be6b18c4e738bec85130f614c07_I20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtMy0xLTEtMTEyMTUy_2b07a426-cbaa-4176-a9f2-711c3ff071bf"
      unitRef="point">759</nly:FicoScore>
    <nly:FicoScore
      contextRef="i21e9b956d21a4356879fdc204e32bdd8_I20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246YTI3ODk5OTA3ZTE5NDE1MTgwNjc4ODdhOTk5NDY5MTBfNA_e59692a0-8bbc-4be9-a9f7-8f11f090c6af"
      unitRef="point">604</nly:FicoScore>
    <nly:FicoScore
      contextRef="ie1729eedc69744dd85c3a03716de5c75_I20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246YTI3ODk5OTA3ZTE5NDE1MTgwNjc4ODdhOTk5NDY5MTBfOQ_fc341b9e-7b0b-4629-b9b2-ff15314914a1"
      unitRef="point">831</nly:FicoScore>
    <nly:FicoScore
      contextRef="i4da234ee9bef488bbe2ae665d9f88b98_I20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzYtNy0xLTEtMTEyMTUy_7229304d-3715-4371-b937-5fadddff6d6f"
      unitRef="point">762</nly:FicoScore>
    <nly:LoanToValuePercentage
      contextRef="id1e986dd53c440cdb87366ff5439927e_D20220101-20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MzQzN2YwZjA5NTJlNDljOGE5YzIyZjkwNjEwMDVhZTVfNA_f5c751ac-d3e2-430e-839a-bfdf8985ce9f"
      unitRef="number">0.05</nly:LoanToValuePercentage>
    <nly:LoanToValuePercentage
      contextRef="icd0b67d178f7412ba31c094ab9c9377f_D20220101-20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MzQzN2YwZjA5NTJlNDljOGE5YzIyZjkwNjEwMDVhZTVfOQ_ca0ab474-b1a7-4646-8e98-f050096652a0"
      unitRef="number">1</nly:LoanToValuePercentage>
    <nly:LoanToValuePercentage
      contextRef="i4bfb31ddcbf7463ab24f836eaa6f53b7_D20220101-20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctMy0xLTEtMTEyMTUy_31efea54-ef44-4ce9-ab97-2e48992285fd"
      unitRef="number">0.68</nly:LoanToValuePercentage>
    <nly:LoanToValuePercentage
      contextRef="i6e4298453c234b69a209f3abd60172de_D20210101-20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctNS0xLTEtMTEyMTUyL3RleHRyZWdpb246OTY2MDgyZTBlZmUyNDY3YmFkYTIyZTExMzQ3NTdhNDdfNA_96ce26e7-1ddd-4370-b863-980ad9bab329"
      unitRef="number">0.08</nly:LoanToValuePercentage>
    <nly:LoanToValuePercentage
      contextRef="ib0d1d900ed054259989b252a00728f2a_D20210101-20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctNS0xLTEtMTEyMTUyL3RleHRyZWdpb246OTY2MDgyZTBlZmUyNDY3YmFkYTIyZTExMzQ3NTdhNDdfOQ_87022f85-1a66-43b9-916c-03b0eb8ceec2"
      unitRef="number">1.03</nly:LoanToValuePercentage>
    <nly:LoanToValuePercentage
      contextRef="i4bd44d3a2f0243f899ed2cc2335b81f9_D20210101-20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90YWJsZTozODkwZTZlOWRlOGE0MzljODFlNzhhNDk5N2ZhMjQyYS90YWJsZXJhbmdlOjM4OTBlNmU5ZGU4YTQzOWM4MWU3OGE0OTk3ZmEyNDJhXzctNy0xLTEtMTEyMTUy_2419e63e-9472-423c-a849-0d6a4d5907f9"
      unitRef="number">0.66</nly:LoanToValuePercentage>
    <nly:PercentageOfAdjustableRateLoans
      contextRef="ie3990415b64a4858b1074888ea943c72_I20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzg5Mjc_048b93a5-0041-4e4e-9a3d-b6ac9f969557"
      unitRef="number">0.11</nly:PercentageOfAdjustableRateLoans>
    <nly:PercentageOfAdjustableRateLoans
      contextRef="i7a09738ebe0b47089de79bc591848a0f_I20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzg5MzQ_704d27fa-5269-4396-a0a5-89ac79306630"
      unitRef="number">0.16</nly:PercentageOfAdjustableRateLoans>
    <us-gaap:Assets
      contextRef="iacb53a6ed38a4e24bbc1a32430261b3f_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzk1ODY_23982083-a719-4feb-b8f6-63a4bb26422b"
      unitRef="usd">0</us-gaap:Assets>
    <us-gaap:Assets
      contextRef="ib0dbfc8961c54fffab685b26757b2690_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODUvZnJhZzowMDNmOGNmNDI0NTI0NTI2YTc2Zjg0NDU0ZWEyMjZkZC90ZXh0cmVnaW9uOjAwM2Y4Y2Y0MjQ1MjQ1MjZhNzZmODQ0NTRlYTIyNmRkXzIxOTkwMjMyOTY4MTQ_bf8246e3-158a-4aa6-ad95-fe7f05edeeab"
      unitRef="usd">1000000</us-gaap:Assets>
    <us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90ZXh0cmVnaW9uOmVhYWRkZDhmMjIwOTQwNDFhZDVhYzk3OGY1YjYzMjgwXzIyODA_3cf4c020-7c3b-455c-a565-bf1e6388caf7">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;7. MORTGAGE SERVICING RIGHTS  &lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;MSR represent the rights and obligations associated with servicing pools of residential mortgage loans. The Company and its subsidiaries do not originate or directly service residential mortgage loans. Rather, these activities are carried out by duly licensed subservicers who perform substantially all servicing functions for the loans underlying the MSR. The Company generally intends to hold the MSR as investments and elected to account for all of its investments in MSR at fair value. As such, they are recognized at fair value on the accompanying Consolidated Statements of Financial Condition with changes in the estimated fair value presented as a component of Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Interests in MSR represent agreements to purchase all, or a component of, net servicing cash flows. A third party acted as a master servicer for the loans providing the net servicing cash flows represented by the Interests in MSR. The Company accounts for its Interests in MSR at fair value with change in fair value presented in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). Cash flows received for Interests in MSR are recorded in Other, net in the Consolidated Statements of Comprehensive Income (Loss).&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents activity related to MSR and Interests in MSR for the years ended December 31, 2022 and 2021: &#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:58.793%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.511%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.683%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.513%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&#160;Mortgage Servicing Rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, beginning of period&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;544,562&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;100,895&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchases &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,009,351&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;468,196&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Transfers &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;82,650&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Sales&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,084)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(82,176)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Change in fair value due to&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Changes in valuation inputs or assumptions&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;205,463&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;120,879&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other changes, including realization of expected cash flows&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(84,733)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(63,232)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Fair value, end of period&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,748,209&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;544,562&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt;Transfers from Interests in MSR - Refer to the &#x201c;Variable Interest Entities&#x201d; Note for additional information.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principally represents changes in discount rates and prepayment speed inputs used in valuation model, primarily due to changes in interest rates.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.029%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:42.115%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.292%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.293%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Beginning balance&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;69,316&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchases &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;65,107&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Transfers &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(82,650)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Gain (loss) included in net income&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8,474&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,209&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Ending balance December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;69,316&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt;Transfers to MSR - Refer to the &#x201c;Variable Interest Entities&#x201d; Note for additional information&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock>
    <us-gaap:ScheduleOfServicingAssetsAtFairValueTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90ZXh0cmVnaW9uOmVhYWRkZDhmMjIwOTQwNDFhZDVhYzk3OGY1YjYzMjgwXzIyNzk_8aad9281-510e-457d-9444-9eb29d2d2c98">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents activity related to MSR and Interests in MSR for the years ended December 31, 2022 and 2021: &#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:58.793%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.511%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.683%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.513%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&#160;Mortgage Servicing Rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Fair value, beginning of period&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;544,562&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;100,895&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchases &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,009,351&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;468,196&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Transfers &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;82,650&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Sales&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,084)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(82,176)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Change in fair value due to&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Changes in valuation inputs or assumptions&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;205,463&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;120,879&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other changes, including realization of expected cash flows&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(84,733)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(63,232)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Fair value, end of period&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,748,209&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;544,562&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt;Transfers from Interests in MSR - Refer to the &#x201c;Variable Interest Entities&#x201d; Note for additional information.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Principally represents changes in discount rates and prepayment speed inputs used in valuation model, primarily due to changes in interest rates.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.029%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:42.115%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.292%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.293%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Beginning balance&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;69,316&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchases &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;65,107&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Transfers &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(82,650)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Gain (loss) included in net income&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8,474&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,209&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Ending balance December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;69,316&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes adjustments to original purchase price from early payoffs, defaults, or loans that were delivered but were deemed to not be acceptable.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2) &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt;Transfers to MSR - Refer to the &#x201c;Variable Interest Entities&#x201d; Note for additional information&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfServicingAssetsAtFairValueTextBlock>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzItMS0xLTEtMTEyMTUy_35b96ad4-8f22-41fe-a5cd-cabf9b7d88e9"
      unitRef="usd">544562000</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i6c589c7729574f33a050cbce15906304_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzItMy0xLTEtMTEyMTUy_6c1d08e8-cf36-4c7e-a55c-0fc39a5a5257"
      unitRef="usd">100895000</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:ServicingAssetAtFairValueAdditions
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzQtMS0xLTEtMTEyMTUy_1c7dff1a-7867-4235-ab2d-83b0f96f2dbe"
      unitRef="usd">1009351000</us-gaap:ServicingAssetAtFairValueAdditions>
    <us-gaap:ServicingAssetAtFairValueAdditions
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzQtMy0xLTEtMTEyMTUy_aff8b608-d014-4e85-aa64-dbaad88c7f24"
      unitRef="usd">468196000</us-gaap:ServicingAssetAtFairValueAdditions>
    <nly:ServicingAssetsAtFairValueTransfers
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzUtMS0xLTEtMTMzMjQ1_300d6f8b-40e1-4575-9b8a-eedf7048123e"
      unitRef="usd">82650000</nly:ServicingAssetsAtFairValueTransfers>
    <nly:ServicingAssetsAtFairValueTransfers
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzUtMy0xLTEtMTMzMjQ4_f8f22be2-8de4-47e7-8e8a-b318734fe05c"
      unitRef="usd">0</nly:ServicingAssetsAtFairValueTransfers>
    <us-gaap:ServicingAssetAtFairValueDisposals
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzUtMS0xLTEtMTEyMTUy_deae2b38-bacf-47c6-b16e-5682715b63af"
      unitRef="usd">9084000</us-gaap:ServicingAssetAtFairValueDisposals>
    <us-gaap:ServicingAssetAtFairValueDisposals
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzUtMy0xLTEtMTEyMTUy_81ef854d-0bff-4c23-a9fa-f66b78668c18"
      unitRef="usd">82176000</us-gaap:ServicingAssetAtFairValueDisposals>
    <us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzgtMS0xLTEtMTEyMTUy_f739a224-6855-4f4a-bce9-8670e3d30dae"
      unitRef="usd">205463000</us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions>
    <us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzgtMy0xLTEtMTEyMTUy_e82ae331-7925-4b83-8247-5b03a306376e"
      unitRef="usd">120879000</us-gaap:ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions>
    <us-gaap:ServicingAssetAtFairValueOtherChangesThatAffectBalance
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzktMS0xLTEtMTEyMTUy_004088fc-3cb4-4a25-89ee-f52820b4bf31"
      unitRef="usd">-84733000</us-gaap:ServicingAssetAtFairValueOtherChangesThatAffectBalance>
    <us-gaap:ServicingAssetAtFairValueOtherChangesThatAffectBalance
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzktMy0xLTEtMTEyMTUy_6a3472ce-997f-4406-8d27-5a9a65e5e7da"
      unitRef="usd">-63232000</us-gaap:ServicingAssetAtFairValueOtherChangesThatAffectBalance>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzEwLTEtMS0xLTExMjE1Mg_e3155f05-0d6c-4088-ba7d-013c927f1619"
      unitRef="usd">1748209000</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTo0ODUxOThhMjllNzA0NDA0YjEzYmY2NjM5MmFjNDU1ZS90YWJsZXJhbmdlOjQ4NTE5OGEyOWU3MDQ0MDRiMTNiZjY2MzkyYWM0NTVlXzEwLTMtMS0xLTExMjE1Mg_fc5d3ba4-84b3-41eb-97b8-1743192b7ead"
      unitRef="usd">544562000</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
      contextRef="i205c71d70055483da27452fdaf641a2b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzItMS0xLTEtMTEyMTUy_a439bdbf-aa22-4e6a-8b33-597c56ce3100"
      unitRef="usd">69316000</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
      contextRef="i71c372cd02574b1fb3e86631ab5ad077_I20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzItMi0xLTEtMTI0MzM1_d09484d9-466c-4855-8c85-122a90a0d2c5"
      unitRef="usd">0</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases
      contextRef="ieaf58c231a854a4c9d12fa353b8038cd_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzMtMS0xLTEtMTEyMTUy_3490e50e-1a3b-4f57-85b2-ccc12717d5d8"
      unitRef="usd">4860000</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases
      contextRef="i3fa0bd9fb6ea4718ab6438f3fde567ca_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzMtMi0xLTEtMTI0MzM1_994c0622-f7d0-4c6d-a25e-6132b5d14711"
      unitRef="usd">65107000</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet
      contextRef="ieaf58c231a854a4c9d12fa353b8038cd_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzQtMS0xLTEtMTI0MjMy_02a6ec82-42f1-4924-a40c-2afdc47555d7"
      unitRef="usd">-82650000</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet
      contextRef="i3fa0bd9fb6ea4718ab6438f3fde567ca_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzQtMi0xLTEtMTI0MzM1_74a61e5f-1310-4cbb-991c-036b91497391"
      unitRef="usd">0</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
      contextRef="ieaf58c231a854a4c9d12fa353b8038cd_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzQtMS0xLTEtMTEyMTUy_40cdd1ec-0536-4266-8814-6d53ac2bfc77"
      unitRef="usd">8474000</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
      contextRef="i3fa0bd9fb6ea4718ab6438f3fde567ca_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzUtMi0xLTEtMTI2Nzg2_783f9f53-4f48-496b-ba1e-f707c7970936"
      unitRef="usd">4209000</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
      contextRef="i3120e31ce2d4424cba3cccbe0badce44_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzctMS0xLTEtMTEyMTUy_ecdba2d5-7e70-47d0-85e7-677224918811"
      unitRef="usd">0</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue>
    <us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
      contextRef="i205c71d70055483da27452fdaf641a2b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zODgvZnJhZzplYWFkZGQ4ZjIyMDk0MDQxYWQ1YWM5NzhmNWI2MzI4MC90YWJsZTowZjUwODZiNjYwZjU0NzkxYTMzMGQyMGE3NTJlZjk3NC90YWJsZXJhbmdlOjBmNTA4NmI2NjBmNTQ3OTFhMzMwZDIwYTc1MmVmOTc0XzgtMi0xLTEtMTI2Nzg2_e3453dde-0228-4612-8e34-c8028f719888"
      unitRef="usd">69316000</us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue>
    <us-gaap:VariableInterestEntityDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExODEx_8fe42c2c-9085-400d-9f1b-0e03042c73cb">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;8. VARIABLE INTEREST ENTITIES&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company&#x2019;s exposure to the obligations of its VIEs is generally limited to the Company&#x2019;s investment in the VIEs of $1.0 billion at December 31, 2022. Assets of the VIEs may only be used to settle obligations of the VIEs. Creditors of the VIEs have no recourse to the general credit of the Company. The Company is not contractually required to provide and has not provided any form of financial support to the VIEs. No gains or losses were recognized upon consolidation of existing VIEs. Interest income and expense are recognized using the effective interest method.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Multifamily Securitization&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In March 2020, the Company repackaged Fannie Mae guaranteed multifamily mortgage-backed securities with a principal cut-off balance of $0.5 billion and retained interest-only securities with a notional balance of $0.5 billion. At the inception of this arrangement, the Company determined that it was the primary beneficiary based upon its involvement in the design of this VIE and through the retention of a significant variable interest in the VIE. The Company elected the fair value option for the financial liabilities of this VIE in order to simplify the accounting; however, the financial assets were not eligible for the fair value option as it was not elected at purchase.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;During the year ended December 31, 2022, the Company deconsolidated the 2020 multifamily VIE since it sold all of its interest-only securities and no longer retains a significant variable interest in the entity. As a result of the deconsolidation of this VIE, the Company derecognized approximately $424.0&#160;million of securities and approximately $391.9&#160;million of debt issued by securitization vehicles and recognized a realized gain of $33.4&#160;million, which is included in Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (Loss). &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Residential Securitizations&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company also invests in residential mortgage-backed securities issued by entities that are VIEs because they do not have sufficient equity at risk for the entities to finance their activities without additional subordinated financial support from other parties. The Company is not the primary beneficiary because it does not have the power to direct the activities that most significantly impact the VIEs&#x2019; economic performance. For these entities, the Company&#x2019;s maximum exposure to loss is the amortized cost basis of the securities it owns and it does not provide any liquidity arrangements, guarantees or other commitments to these  VIEs. See the &#x201c;Securities&#x201d; Note for further information on Residential Securities.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;OBX Trusts&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Residential securitizations are issued by entities generally referred to collectively as the &#x201c;OBX Trusts.&#x201d; These securitizations represent financing transactions which provide non-recourse financing to the Company that are collateralized by residential mortgage loans purchased by the Company. Residential securitizations closed during the year are included in the table below.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.175%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:32.233%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:32.233%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:32.234%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Securitization&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Date of Closing&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Face Value at Closing&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;January 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;556,696&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;January 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;377,275&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;February 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;466,686&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;February 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;439,421&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV3&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;March 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;330,823&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM3&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;March 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;315,843&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM4&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;May 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;457,285&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-J1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;May 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;389,334&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM5&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;June 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;390,775&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV4&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;June 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;335,900&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM6&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;June 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;387,913&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-J2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;August 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;305,969&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM7&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;August 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;358,931&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM8&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;September 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;397,470&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV5&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;November 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;326,226&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM9&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;359,380&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;As of December 31, 2022 and 2021, a total carrying value of $7.7&#160;billion and $4.6&#160;billion, respectively, of bonds were held by third parties and the Company retained $1.0&#160;billion and $780.8&#160;million, respectively, of mortgage-backed securities, which were eliminated in consolidation. The Company is deemed to be the primary beneficiary and consolidates the OBX Trusts because it has power to direct the activities that most significantly impact the OBX Trusts&#x2019; performance and holds a variable interest that &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;could be potentially significant to these VIEs. The Company has elected the fair value option for the financial assets and liabilities of these VIEs. Effective August 1, 2022, upon initial consolidation of new securitization entities, the Company elected to apply the measurement alternative for consolidated collateralized financing entities in order to simplify the accounting and valuation processes. The liabilities of these securitization entities are deemed to be more observable and are used to measure the fair value of the assets. During the years ended December 31, 2022 and 2021, the Company incurred $7.6 million and $5.6&#160;million, respectively, of costs in connection with these securitizations that were expensed as incurred.&#160;The contractual principal amount of the OBX Trusts&#x2019; debt held by third parties was $9.0&#160;billion and $4.6&#160;billion at December 31, 2022 and 2021, respectively. During the years ended December 31, 2022 and 2021, the Company recorded $1.2 billion and ($69.4)&#160;million, respectively, of unrealized gains (losses) on debt held by third parties, which is reported in Net gains (losses) on investments and other in the Company's Consolidated Statements of Comprehensive Income (Loss).&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Although the residential mortgage loans have been sold for bankruptcy and state law purposes, the transfers of the residential mortgage loans to the OBX Trusts did not qualify for sale accounting and are reflected as intercompany secured borrowings that are eliminated upon consolidation.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Credit Facility VIEs&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In connection with the sale of all of the assets that comprise the MML Portfolio, the credit facilities which provided financing for the Company&#x2019;s corporate debt were paid-off and terminated during the year ended December 31, 2022. Refer to the &#x201c;Sale of Middle Market Lending Portfolio&#x201d; Note for additional information on the transaction.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;MSR VIEs&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company owns variable interests in an entity that invests in MSR and has structured its operations, funding and capitalization into pools of assets and liabilities, each referred to as a &#x201c;silo.&#x201d; Owners of variable interests in a given silo are entitled to all of the returns and subjected to the risk of loss on the investments and operations of that silo and have no substantive recourse to the assets of any other silo. While the Company previously held 100% of the voting interests in this entity, in August 2017, the Company sold 100% of such interests, and entered into an agreement with the entity&#x2019;s affiliated portfolio manager giving the Company the power over the silo in which it owns all of the beneficial interests. As a result, the Company is considered to be the primary beneficiary and consolidates this silo.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company owned variable interests in entities that invested in Interests in MSR. These entities were VIEs because they did not have sufficient equity at risk to finance their activities and the Company was the primary beneficiary because it had power to remove the decision makers with or without cause and held substantially all of the variable interests in the entities. During the quarter ended September 30, 2022, the Company terminated its contracts previously classified as Interests in MSR on its Consolidated Statements of Financial Condition and purchased the underlying mortgage servicing rights. As a result, consolidated VIEs holding the Interests in MSR and related assets and liabilities were liquidated. No gain or loss was recognized upon deconsolidation. The underlying MSR were initially recognized at fair value and subsequent changes in fair value are recognized in earnings. See the &#x201c;Mortgage Servicing Rights&#x201d; Note and &#x201c;Fair Value Measurements&#x201d; Note for further information regarding MSR.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The statements of financial condition of the Company&#x2019;s VIEs, excluding the multifamily securitization, credit facility VIEs and OBX Trusts as the transfers of loans or securities did not meet the criteria to be accounted for as sales, that are reflected in the Company&#x2019;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021 are as follows:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:70.290%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.510%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;MSR VIE&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Cash and cash equivalents&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,239&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,293&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Mortgage servicing rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;27&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,238&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,797&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Payable for unsettled trades&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,152&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,409&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,561&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:70.290%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.510%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;MSR VIE&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Cash and cash equivalents&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,187&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,347&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Mortgage servicing rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7,254&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,316&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10,406&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;105,510&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Payable for unsettled trades&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,911&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;14,582&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,493&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Corporate Debt Funds&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company managed parallel funds investing in senior secured first and second lien corporate loans (the &#x201c;Fund Entities&#x201d;). The Fund Entities were considered VIEs because the investors did not have substantive liquidation, kick-out or participating rights. The fees that the Company earned were not considered variable interests of the VIE. The Company was not the primary beneficiary of the Fund Entities and therefore did not consolidate the Fund Entities. The corporate loans in the Fund Entities were assets managed for third parties and were part of the MML Portfolio transferred to Ares during the three months ended June 30, 2022. Refer to the &#x201c;Sale of Middle Market Lending Portfolio&#x201d; Note for additional information on the transaction. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Residential Credit Fund&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company manages a fund investing in participations in residential mortgage loans. The residential credit fund is deemed to be a VIE because the entity does not have sufficient equity at risk to permit the legal entity to finance its activities without additional subordinated financial support provided by any parties, including equity holders, as capital commitments are not considered equity at risk. The Company is not the primary beneficiary and does not consolidate the residential credit fund as its only interest in the fund is the management and performance fees that it earns, which are not considered variable interests in the entity. As of December 31, 2022 and 2021 the Company had outstanding participating interests in residential mortgage loans of $0.8&#160;billion and $1.0&#160;billion, respectively. These transfers do not meet the criteria for sale accounting and are accounted for as secured borrowings, thus the residential loans are reported as Loans, net and the associated liability is reported as Participations issued in the Consolidated Statements of Financial Condition. The Company elected to fair value the participations issued through earnings to more accurately reflect the economics of the transfers as the underlying loans are carried at fair value through earnings.&lt;/span&gt;&lt;/div&gt;</us-gaap:VariableInterestEntityDisclosureTextBlock>
    <us-gaap:VariableInterestEntityEntityMaximumLossExposureAmount
      contextRef="i29ccddc88f984e98b8f579f3f605ea8e_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzIxOTkwMjMyNzY4NTY_a360dc46-dcfe-4159-9c93-313f0e506157"
      unitRef="usd">1000000000</us-gaap:VariableInterestEntityEntityMaximumLossExposureAmount>
    <nly:VariableInterestEntityPrincipalCuffOffBalance
      contextRef="i141606cb87bf4ce0807c099fe620ceae_I20200331"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzcyMg_85044519-364c-48a9-aecd-a3983cca0e81"
      unitRef="usd">500000000</nly:VariableInterestEntityPrincipalCuffOffBalance>
    <nly:VariableInterestEntityRetainedInterestNotionalBalance
      contextRef="id11f948d11c644049636f3c2c9ea86d0_I20200331"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5Xzc5MA_bfe308fe-6e13-46e8-b4c3-aee26ee660be"
      unitRef="usd">500000000</nly:VariableInterestEntityRetainedInterestNotionalBalance>
    <nly:VariableInterestEntityDerecognizedAssetsSecurities
      contextRef="ifdd6e3484e3a409fae13836ea130c945_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzIxOTkwMjMyNzY4MDE_cd99b7cd-1616-42dc-a022-1b2c26b72ed8"
      unitRef="usd">424000000</nly:VariableInterestEntityDerecognizedAssetsSecurities>
    <nly:VariableInterestEntityDerecognizedAssetsSecuritizationVehicles
      contextRef="ifdd6e3484e3a409fae13836ea130c945_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzIxOTkwMjMyNzY4MTU_932d601d-6710-4947-bb9f-341478f2c322"
      unitRef="usd">391900000</nly:VariableInterestEntityDerecognizedAssetsSecuritizationVehicles>
    <us-gaap:GainsLossesOnSalesOfAssets
      contextRef="ifdd6e3484e3a409fae13836ea130c945_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzIxOTkwMjMyNzY3ODU_07973bae-eeab-4516-82be-f1dc84a0ca4a"
      unitRef="usd">33400000</us-gaap:GainsLossesOnSalesOfAssets>
    <us-gaap:ScheduleOfVariableInterestEntitiesTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExODE2_ea15f367-3ae5-49a3-bc39-1e06a7cd846b">entities generally referred to collectively as the &#x201c;OBX Trusts.&#x201d; These securitizations represent financing transactions which provide non-recourse financing to the Company that are collateralized by residential mortgage loans purchased by the Company. Residential securitizations closed during the year are included in the table below.&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:70.175%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:32.233%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:32.233%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:32.234%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Securitization&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Date of Closing&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Face Value at Closing&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;January 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;556,696&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;January 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;377,275&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;February 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;466,686&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;February 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;439,421&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV3&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;March 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;330,823&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM3&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;March 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;315,843&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM4&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;May 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;457,285&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-J1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;May 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;389,334&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM5&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;June 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;390,775&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV4&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;June 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;335,900&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM6&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;June 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;387,913&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-J2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;August 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;305,969&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM7&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;August 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;358,931&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM8&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;September 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;397,470&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-INV5&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;November 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;326,226&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;OBX 2022-NQM9&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;359,380&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;</us-gaap:ScheduleOfVariableInterestEntitiesTextBlock>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i58f394f5637c4080b1544803644619dd_I20220131"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI0LTItMS0xLTExMjE1Mg_3b5a728a-28a4-4aef-983e-c87ba24a2e72"
      unitRef="usd">556696000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="iff32d93dae3c422b988a5845ba12b53a_I20220131"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI1LTItMS0xLTExMjE1Mg_093697df-4d60-455b-918f-35d3dd76fe5e"
      unitRef="usd">377275000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="ibbba2488463a470c9f1ec9dcbdebcdb9_I20220228"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI2LTItMS0xLTExMjE1Mg_a8bf4da7-557e-4fb1-9cf3-710f246ccf6a"
      unitRef="usd">466686000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i88c82a27d8d545ca80983cd063da07e4_I20220228"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI3LTItMS0xLTExMjE1Mg_5c488f6b-c612-449e-8288-11905b09b659"
      unitRef="usd">439421000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i12b715c2bb3f42f6987ef2f844822bc1_I20220331"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI4LTItMS0xLTExMjE1Mg_840a1862-115a-43ad-b725-9771c59e7805"
      unitRef="usd">330823000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i4d677a69f99f44188cf9b64b3300c5ee_I20220331"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzI5LTItMS0xLTExMjE1Mg_76adbe89-4056-473a-b99d-19aa458da034"
      unitRef="usd">315843000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="ibda9fd8e7266490ca6b5c2e6957644ba_I20220531"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzMwLTItMS0xLTExMjE1Mg_27b7288d-4cf0-4181-b587-d56703376cbc"
      unitRef="usd">457285000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="id02c9994c65440fdb0a23eaf21e75a96_I20220531"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzMxLTItMS0xLTExMjE1Mg_4b10cf70-ce2e-406d-804a-869c1f145e4a"
      unitRef="usd">389334000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i29960dc3cec34ccf9a5d8c7768884b27_I20220630"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzMyLTItMS0xLTExMjE1Mg_3a676662-2dcf-4bf7-8cf0-1b755264c819"
      unitRef="usd">390775000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i3081f63b204a4b1aa5cf24704b290241_I20220630"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzMzLTItMS0xLTExMjE1Mg_815cc53e-be31-4188-8780-44e379397ab3"
      unitRef="usd">335900000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i62b61b7f8aad42afa3bb9bb243066094_I20220630"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM0LTItMS0xLTExMjE1Mg_129ba179-b498-407a-86f1-9da17797c540"
      unitRef="usd">387913000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i4bd7e6261ae94d1e9b0d0a19b3c68265_I20220831"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM1LTItMS0xLTExMjE1Mg_2fb6b761-b3f7-4cf6-9e9d-b860b211e95b"
      unitRef="usd">305969000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i09108806778c436686298d7b54d42002_I20220831"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM2LTItMS0xLTExMjE1Mg_38f49480-c711-4351-88f3-77494d4cfda0"
      unitRef="usd">358931000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="ie1f41b51d09946cd9506096bc141a8db_I20220930"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM3LTItMS0xLTEyMzU5Mg_630227dc-cc5f-4773-a33d-fa118594af48"
      unitRef="usd">397470000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i28e3705615444a73b234dd27139dc11f_I20221130"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM4LTItMS0xLTEyMzU5Mg_c48af557-c7e2-4019-9f5e-249900afb334"
      unitRef="usd">326226000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i8b4a5fbec2ee4788977c0b0d9f736278_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTozNDFlMjM2NDFlMDI0MjQxOWYxNDg2YWEwYzgwYTRkYi90YWJsZXJhbmdlOjM0MWUyMzY0MWUwMjQyNDE5ZjE0ODZhYTBjODBhNGRiXzM5LTItMS0xLTEyMzU5Mg_709dc7e1-ca68-485f-a038-10871d07a3eb"
      unitRef="usd">359380000</us-gaap:MortgageLoansOnRealEstate>
    <nly:SecuritizedDebtOfConsolidatedVie
      contextRef="i1a02593eeaaa4ed0ab53ec6bcd8c3524_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzQyMTQ_18370d1c-bc19-4130-b71e-008a914b5b51"
      unitRef="usd">7700000000</nly:SecuritizedDebtOfConsolidatedVie>
    <nly:SecuritizedDebtOfConsolidatedVie
      contextRef="i29c4db11a8c74aeb844e1510c84085ad_I20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzU0OTc1NTgzOTYxNA_aa63c5ee-5f15-42c4-9e81-880349e9f801"
      unitRef="usd">4600000000</nly:SecuritizedDebtOfConsolidatedVie>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i994c29c355974d92b92781581a2be87a_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzQzMDA_49857ade-cdd4-4839-9d6d-2d546fc1007c"
      unitRef="usd">1000000000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="ifae3b3f3f54c443c92d0e54987e710a7_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzU0OTc1NTgzOTY0MA_8e9e1420-7758-4f75-a0e4-beb9ec1a579b"
      unitRef="usd">780800000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:GeneralAndAdministrativeExpense
      contextRef="ibb6bd86a7b34426eb07274d5ce748ac0_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzUwMzY_ef80b7e3-46e9-41b6-96c1-83241875b362"
      unitRef="usd">7600000</us-gaap:GeneralAndAdministrativeExpense>
    <us-gaap:GeneralAndAdministrativeExpense
      contextRef="icd169a83205740adbef663fa7acf37fc_D20210101-20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzU0OTc1NTgzOTY0OQ_f4332d1a-b8de-41ab-931c-d33a8e9cce54"
      unitRef="usd">5600000</us-gaap:GeneralAndAdministrativeExpense>
    <nly:SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount
      contextRef="i1a02593eeaaa4ed0ab53ec6bcd8c3524_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzUyMjY_eb6aeca6-8d06-4041-8d14-ecf3a4d74edf"
      unitRef="usd">9000000000</nly:SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount>
    <nly:SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount
      contextRef="i29c4db11a8c74aeb844e1510c84085ad_I20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzU0OTc1NTgzOTY1OA_9b5edff8-bf43-4154-8015-fbde467041f5"
      unitRef="usd">4600000000</nly:SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount>
    <nly:SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzEwOTk1MTE2NTgxMjI_45245202-c038-4aa4-a042-f6db617307f1"
      unitRef="usd">1200000000</nly:SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss>
    <nly:SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzEwOTk1MTE2NTgxNDI_ea756698-fcb4-4203-9d9b-3e7cb9727403"
      unitRef="usd">-69400000</nly:SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss>
    <us-gaap:VariableInterestEntityOwnershipPercentage
      contextRef="i13743ff584a341abac51ab3d69b77af3_D20170801-20170831"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzgyODA_c0d69b9d-a4ed-476f-9f47-925e85ff2406"
      unitRef="number">1</us-gaap:VariableInterestEntityOwnershipPercentage>
    <us-gaap:VariableInterestEntityOwnershipPercentage
      contextRef="i13743ff584a341abac51ab3d69b77af3_D20170801-20170831"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzgzNTY_c0d69b9d-a4ed-476f-9f47-925e85ff2406"
      unitRef="number">1</us-gaap:VariableInterestEntityOwnershipPercentage>
    <nly:ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExODA3_e6e8b9ce-f555-4585-be06-bde5e039e9ca">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The statements of financial condition of the Company&#x2019;s VIEs, excluding the multifamily securitization, credit facility VIEs and OBX Trusts as the transfers of loans or securities did not meet the criteria to be accounted for as sales, that are reflected in the Company&#x2019;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021 are as follows:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:70.290%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.510%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;MSR VIE&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Cash and cash equivalents&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,239&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,293&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Mortgage servicing rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;27&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,238&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,797&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Payable for unsettled trades&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,152&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,409&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,561&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;&#160;&lt;/span&gt;&lt;/div&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.678%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:70.290%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.510%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;MSR VIE&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Cash and cash equivalents&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,187&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,347&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Mortgage servicing rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7,254&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,316&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10,406&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;105,510&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Payable for unsettled trades&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,911&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;14,582&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,493&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;</nly:ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock>
    <us-gaap:CashAndCashEquivalentsAtCarryingValue
      contextRef="id0d962eb3eda428d97662505068deb9c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzMtMS0xLTEtMTEyMTUy_244467f4-4576-41e3-8bd7-52b859e05b51"
      unitRef="usd">2239000</us-gaap:CashAndCashEquivalentsAtCarryingValue>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="id0d962eb3eda428d97662505068deb9c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzQtMS0xLTEtMTEyMTUy_f462529e-140f-40ef-8ac6-8a7607d4cd92"
      unitRef="usd">1293000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:ServicingAsset
      contextRef="id0d962eb3eda428d97662505068deb9c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzUtMS0xLTEtMTEyMTUy_7340a41e-bdc3-4832-b524-df7aed1634fb"
      unitRef="usd">27000</us-gaap:ServicingAsset>
    <us-gaap:OtherAssets
      contextRef="id0d962eb3eda428d97662505068deb9c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzgtMS0xLTEtMTEyMTUy_c11ba864-6659-4f4e-9622-edec74c8a28a"
      unitRef="usd">1238000</us-gaap:OtherAssets>
    <us-gaap:Assets
      contextRef="id0d962eb3eda428d97662505068deb9c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzktMS0xLTEtMTEyMTUy_81a94c6b-449f-46c1-8369-357a5f352f23"
      unitRef="usd">4797000</us-gaap:Assets>
    <us-gaap:AccountsPayableTradeCurrentAndNoncurrent
      contextRef="id0d962eb3eda428d97662505068deb9c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzExLTEtMS0xLTExMjE1Mg_4a8cd37a-61ad-4142-9bee-542e1be334ba"
      unitRef="usd">2152000</us-gaap:AccountsPayableTradeCurrentAndNoncurrent>
    <us-gaap:AccountsPayableAndOtherAccruedLiabilities
      contextRef="id0d962eb3eda428d97662505068deb9c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzEzLTEtMS0xLTExMjE1Mg_eb09d6dd-b952-4d89-aac3-1d55b6fbd27b"
      unitRef="usd">1409000</us-gaap:AccountsPayableAndOtherAccruedLiabilities>
    <us-gaap:Liabilities
      contextRef="id0d962eb3eda428d97662505068deb9c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZToxMjU2ZDg4YzYyMGU0ZDE1YTg0OWYyNTdhMDk5MjgzMC90YWJsZXJhbmdlOjEyNTZkODhjNjIwZTRkMTVhODQ5ZjI1N2EwOTkyODMwXzE0LTEtMS0xLTExMjE1Mg_ce3bbd6a-e76c-43d2-9464-f39bb25fd58b"
      unitRef="usd">3561000</us-gaap:Liabilities>
    <us-gaap:CashAndCashEquivalentsAtCarryingValue
      contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzMtMS0xLTEtMTEyMTUy_fb130b1b-b2af-4991-8a71-6a3e563d6f44"
      unitRef="usd">16187000</us-gaap:CashAndCashEquivalentsAtCarryingValue>
    <us-gaap:MortgageLoansOnRealEstate
      contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzQtMS0xLTEtMTEyMTUy_a2432e98-90bc-49d5-920a-590804d3120d"
      unitRef="usd">2347000</us-gaap:MortgageLoansOnRealEstate>
    <us-gaap:ServicingAsset
      contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzUtMS0xLTEtMTEyMTUy_a382b8ed-e5ab-492e-8937-afb2f609a6d6"
      unitRef="usd">7254000</us-gaap:ServicingAsset>
    <nly:InterestInMortgageServicingRights
      contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzYtMS0xLTEtMTI0NDY3_15545036-1d4e-4fd5-ae34-942d22aa90f2"
      unitRef="usd">69316000</nly:InterestInMortgageServicingRights>
    <us-gaap:OtherAssets
      contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzgtMS0xLTEtMTEyMTUy_d8043b26-ae47-44c2-b5e9-a96543824da2"
      unitRef="usd">10406000</us-gaap:OtherAssets>
    <us-gaap:Assets
      contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzktMS0xLTEtMTEyMTUy_e395eb6d-4804-4945-b70d-c221316eba20"
      unitRef="usd">105510000</us-gaap:Assets>
    <us-gaap:AccountsPayableTradeCurrentAndNoncurrent
      contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzExLTEtMS0xLTExMjE1Mg_d9f8f808-cbcb-4b44-b7c4-276746358c30"
      unitRef="usd">1911000</us-gaap:AccountsPayableTradeCurrentAndNoncurrent>
    <us-gaap:AccountsPayableAndOtherAccruedLiabilities
      contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzEzLTEtMS0xLTExMjE1Mg_61613f1b-3373-4681-b17f-02946968cda9"
      unitRef="usd">14582000</us-gaap:AccountsPayableAndOtherAccruedLiabilities>
    <us-gaap:Liabilities
      contextRef="i44b202a42950451593ab0f9ff80e928c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90YWJsZTplNjM2MTQ2MWFhYzk0OTk1YWNiODgwYzljZDAzY2IxMy90YWJsZXJhbmdlOmU2MzYxNDYxYWFjOTQ5OTVhY2I4ODBjOWNkMDNjYjEzXzE0LTEtMS0xLTExMjE1Mg_6ec001f1-7945-4007-b1d6-bfebf895a413"
      unitRef="usd">16493000</us-gaap:Liabilities>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="ibfbb03fd740a4391a3e3c54d889b13fc_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExMjk0_5419c45c-c992-48e0-b0a4-73dbb12ae653"
      unitRef="usd">800000000</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="i6003367fd0cf457a9344879661023ed1_I20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTEvZnJhZzpmMjEyZGJkNjJkOTg0ZjhkYmIwYjlmZWUzN2Y5M2QyOS90ZXh0cmVnaW9uOmYyMTJkYmQ2MmQ5ODRmOGRiYjBiOWZlZTM3ZjkzZDI5XzExMzAx_5f3cc19c-096c-41bb-95de-583403e7922b"
      unitRef="usd">1000000000</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTQvZnJhZzo3OWE3MzcyZDFiYTE0ZTA4OTgwYmU1MDE5MmU1MTQ2Ni90ZXh0cmVnaW9uOjc5YTczNzJkMWJhMTRlMDg5ODBiZTUwMTkyZTUxNDY2XzE5ODk_69b65bba-0c61-4830-a9ee-664d4dee3a5c">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;9. SALE OF COMMERCIAL REAL ESTATE BUSINESS&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;On March 25, 2021, the Company entered into a definitive agreement to sell substantially all of the assets that comprise its CRE business to Slate Asset Management L.P. and Slate Grocery REIT (together, &#x201c;Slate&#x201d;) for $2.33&#160;billion. The transaction included equity interests, loan assets and associated liabilities, and CMBS (other than commercial CRTs). The Company also sold nearly all of the remaining CRE business assets that were not included in the transaction with Slate. Certain employees who primarily supported the CRE business joined Slate in connection with the sale. In connection with the execution of the definitive agreement to sell the CRE business, during the year ended December 31, 2021, the Company performed an assessment of goodwill, which was related to the Company&#x2019;s 2013 acquisition of CreXus Investment Corp., and recognized an impairment of $71.8&#160;million. During the year ended December 31, 2021, the Company reported Business divestiture-related gains (losses) of ($262.0)&#160;million, in its Consolidated Statements of Comprehensive Income (Loss) which includes the aforementioned goodwill impairment as well as valuation adjustments resulting from classifying the CRE assets as held for sale and estimated transaction costs. As of December 31, 2022, the assets held for sale and the associated liabilities were transferred to Slate.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;10. SALE OF MIDDLE MARKET LENDING PORTFOLIO&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In April 2022, the Company entered into a definitive agreement to sell substantially all of the corporate loan interests held by the MML business operated by the Company, as well as assets managed for third parties (collectively, the &#x201c;MML Portfolio&#x201d;), to Ares Capital Management LLC (&#x201c;Ares&#x201d;) for $2.4&#160;billion. The Company&#x2019;s loans, having an unpaid principal balance of $1.9&#160;billion, were transferred to Ares for cash proceeds of $1.9&#160;billion and a realized gain of $20.4&#160;million was recorded during the year ended December 31, 2022. As of December 31, 2022, all loans were transferred to Ares.&lt;/span&gt;&lt;/div&gt;</us-gaap:DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock>
    <us-gaap:DisposalGroupIncludingDiscontinuedOperationConsideration
      contextRef="i2650fbb9c86b4f5786af0d0a2621175e_I20210325"
      decimals="-7"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTQvZnJhZzo3OWE3MzcyZDFiYTE0ZTA4OTgwYmU1MDE5MmU1MTQ2Ni90ZXh0cmVnaW9uOjc5YTczNzJkMWJhMTRlMDg5ODBiZTUwMTkyZTUxNDY2XzIyMw_d095ba0c-6a51-4976-bbfe-8da91c6e78b6"
      unitRef="usd">2330000000</us-gaap:DisposalGroupIncludingDiscontinuedOperationConsideration>
    <us-gaap:GoodwillImpairmentLoss
      contextRef="if5010aac59c9465398ad91ca9ce263f3_D20210101-20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTQvZnJhZzo3OWE3MzcyZDFiYTE0ZTA4OTgwYmU1MDE5MmU1MTQ2Ni90ZXh0cmVnaW9uOjc5YTczNzJkMWJhMTRlMDg5ODBiZTUwMTkyZTUxNDY2XzU0OTc1NTgyMjM2Mw_d58452c0-e08d-4bb7-b328-fcde8b5ba6d0"
      unitRef="usd">71800000</us-gaap:GoodwillImpairmentLoss>
    <us-gaap:GainLossOnSaleOfBusiness
      contextRef="if5010aac59c9465398ad91ca9ce263f3_D20210101-20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTQvZnJhZzo3OWE3MzcyZDFiYTE0ZTA4OTgwYmU1MDE5MmU1MTQ2Ni90ZXh0cmVnaW9uOjc5YTczNzJkMWJhMTRlMDg5ODBiZTUwMTkyZTUxNDY2XzU0OTc1NTgyMjM3OA_9e5c3bc4-a285-43c8-ac0c-d4e2b355071f"
      unitRef="usd">-262000000.0</us-gaap:GainLossOnSaleOfBusiness>
    <us-gaap:DisposalGroupIncludingDiscontinuedOperationConsideration
      contextRef="i44dc3dfbc17a4b409f1f1bdd2c79f6e4_I20220430"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjIwL2ZyYWc6ODExODgyMzJiYjEzNGNlN2ExNDE2NWMzODg0ZjZiZWUvdGV4dHJlZ2lvbjo4MTE4ODIzMmJiMTM0Y2U3YTE0MTY1YzM4ODRmNmJlZV81NDk3NTU4MTU2MTc_b7e14d85-6b5e-4b2e-bda4-f0b6afde4b12"
      unitRef="usd">2400000000</us-gaap:DisposalGroupIncludingDiscontinuedOperationConsideration>
    <nly:DisposalGroupIncludingDiscontinuedOperationLoans
      contextRef="ifc722d3c3b524f2dbe8b902bb2b04896_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjIwL2ZyYWc6ODExODgyMzJiYjEzNGNlN2ExNDE2NWMzODg0ZjZiZWUvdGV4dHJlZ2lvbjo4MTE4ODIzMmJiMTM0Y2U3YTE0MTY1YzM4ODRmNmJlZV81NDk3NTU4MTU2NDQ_40c81b00-0420-4c52-a3c0-a13b839d27dd"
      unitRef="usd">1900000000</nly:DisposalGroupIncludingDiscontinuedOperationLoans>
    <us-gaap:ProceedsFromDivestitureOfBusinesses
      contextRef="ia633f7b307a2404da36b66cf938b2bf1_D20220101-20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjIwL2ZyYWc6ODExODgyMzJiYjEzNGNlN2ExNDE2NWMzODg0ZjZiZWUvdGV4dHJlZ2lvbjo4MTE4ODIzMmJiMTM0Y2U3YTE0MTY1YzM4ODRmNmJlZV81NDk3NTU4MTU2NzE_7922471b-35db-4daa-85ae-f2d2eecc8832"
      unitRef="usd">1900000000</us-gaap:ProceedsFromDivestitureOfBusinesses>
    <us-gaap:GainLossOnSaleOfBusiness
      contextRef="ia633f7b307a2404da36b66cf938b2bf1_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjIwL2ZyYWc6ODExODgyMzJiYjEzNGNlN2ExNDE2NWMzODg0ZjZiZWUvdGV4dHJlZ2lvbjo4MTE4ODIzMmJiMTM0Y2U3YTE0MTY1YzM4ODRmNmJlZV81NDk3NTU4MTU2OTk_1bd581c7-a353-4833-b6ea-7b8b0802e4aa"
      unitRef="usd">20400000</us-gaap:GainLossOnSaleOfBusiness>
    <us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4MjE_0f06ae75-a7f1-4fab-9629-eaacc9ad2e3e">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;11. DERIVATIVE INSTRUMENTS&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Derivative instruments include, but are not limited to, interest rate swaps, options to enter into interest rate swaps (&#x201c;swaptions&#x201d;), TBA derivatives, options on TBA securities (&#x201c;MBS options&#x201d;), U.S. Treasury and Eurodollar futures contracts and certain forward purchase commitments.&#160; The Company may also enter into other types of mortgage derivatives such as interest-only securities, credit derivatives referencing the commercial mortgage-backed securities index and synthetic total return swaps.&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In connection with the Company&#x2019;s investment/market rate risk management strategy, the Company economically hedges a portion of its interest rate risk by entering into derivative financial instrument contracts, which include interest rate swaps, swaptions and futures contracts. The Company may also enter into TBA derivatives, MBS options and U.S. Treasury or Eurodollar futures contracts, certain forward purchase commitments and credit derivatives to economically hedge its exposure to market risks. The purpose of using derivatives is to manage overall portfolio risk with the potential to generate additional income for distribution to stockholders. These derivatives are subject to changes in market values resulting from changes in interest rates,&#160;volatility, Agency mortgage-backed security spreads to U.S. Treasuries and market liquidity. The use of derivatives also creates exposure to credit risk relating to potential losses that could be recognized if the counterparties to these instruments fail to perform their obligations under the stated contract. Additionally, the Company may have to pledge cash or assets as collateral for the derivative transactions, the amount of which may vary based on the market value and terms of the derivative contract. In the case of market agreed coupon (&#x201c;MAC&#x201d;) interest rate swaps, the Company may make or receive a payment at the time of entering into such interest rate swaps, which represents fair value of these swaps, to compensate for the out of market nature of such interest rate swaps. Subsequent changes in fair value from inception of these interest rate swaps are reflected within Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss). Similar to other interest rate swaps, the Company may have to pledge cash or assets as collateral for the MAC interest rate swap transactions.&lt;/span&gt;&lt;span style="color:#0000ff;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In the event of a default by the counterparty, the Company could have difficulty obtaining its pledged collateral as well as receiving payments in accordance with the terms of the derivative contracts.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Derivatives are recognized as either assets or liabilities at fair value in the Consolidated Statements of Financial Condition with changes in fair value recognized in the Consolidated Statements of Comprehensive Income (Loss). The changes in the estimated fair value are presented within Net gains (losses) on derivatives. None of the Company&#x2019;s derivative transactions have been designated as hedging instruments for accounting purposes.&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company also maintains collateral in the form of cash on margin with counterparties to its interest rate swaps and other derivatives. In accordance with a clearing organization&#x2019;s rulebook, the Company presents the fair value of centrally cleared interest rate swaps net of variation margin pledged or received under such transactions. At December 31, 2022 and 2021, ($3.2) billion and ($0.4) billion, respectively, of variation margin was reported as an adjustment to interest rate swaps, at fair value.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;Interest Rate Swap Agreements &#x2013;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; Interest rate swap agreements are the primary instruments used to mitigate interest rate risk. In particular, the Company uses interest rate swap agreements to manage its exposure to changing interest rates on its repurchase agreements by economically hedging cash flows associated with these borrowings. The Company may have outstanding interest rate swap agreements where the floating leg is linked to the London Interbank Offered Rate (&#x201c;LIBOR&#x201d;), the overnight index swap rate or another index. Interest rate swap agreements may or may not be cleared through a derivatives clearing organization (&#x201c;DCO&#x201d;).&#160;Uncleared interest rate swaps are fair valued using internal pricing models and compared to the counterparty market values. Centrally cleared interest rate swaps, including MAC interest rate swaps, are generally fair valued using the DCO&#x2019;s market values. If an interest rate swap is terminated, the realized gain (loss) on the interest rate swap would be equal to the difference between the cash received or paid and fair value.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;Swaptions &#x2013;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; Swaptions are purchased or sold to mitigate the potential impact of increases or decreases in interest rates.&#160; Interest rate swaptions provide the option to enter into an interest rate swap agreement for a predetermined notional amount, stated term and pay and receive interest rates in the future.&#160; The Company&#x2019;s swaptions are not centrally cleared.&#160;The premium paid or received for swaptions is reported as an asset or liability in the Consolidated Statements of Financial Condition. If a swaption expires unexercised, the realized gain (loss) on the swaption would be equal to the premium received or paid. If the Company sells or exercises a swaption, the realized gain (loss) on the swaption would be equal to the difference between the cash received or the fair value of the underlying interest rate swap received and the premium paid. The fair value of swaptions are estimated using internal pricing models and compared to the counterparty market values.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;TBA Dollar Rolls &#x2013;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; TBA dollar roll transactions are accounted for as a series of derivative transactions. The fair value of TBA derivatives is based on methods similar to those used to value Agency mortgage-backed securities. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;MBS Options &#x2013;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; MBS options are generally options on TBA contracts, which help manage mortgage market risks and volatility while providing the potential to enhance returns. MBS options are over-the-counter traded instruments and those written on current-coupon mortgage-backed securities are typically the most liquid.&#160; MBS options are measured at fair value&#160;using internal pricing models and compared to the counterparty market values.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;Futures Contracts&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; Futures contracts are derivatives that track the prices of specific assets or benchmark rates. Short sales of futures contracts help to mitigate the potential impact of changes in interest rates on the portfolio performance.&#160;The Company maintains margin accounts which are settled daily with Futures Commission Merchants (&#x201c;FCMs&#x201d;). The margin requirement varies based on the market value of the open positions and the equity retained in the account. Futures contracts are fair valued based on exchange pricing.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;Forward Purchase Commitments&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The Company may enter into forward purchase commitments with counterparties whereby the Company commits to purchasing residential mortgage loans at a particular price, provided the residential mortgage loans close with the counterparties. The counterparties are required to deliver the committed loans on a &#x201c;best efforts&#x201d; basis. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;Credit Derivatives &#x2013;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; The Company may enter into credit derivatives referencing a commercial mortgage-backed securities index, such as the CMBX index, and synthetic total return swaps.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The table below summarizes fair value information about the Company&#x2019;s derivative assets and liabilities at December 31, 2022 and 2021:&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.017%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:38.650%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:2.473%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.707%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.760%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.710%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivatives Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,006&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaptions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;256,991&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;105,710&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;17,056&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;52,693&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,028&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,779&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,160&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total derivative assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;342,064&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;170,370&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:3pt double #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;108,724&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;747,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;69,270&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,916&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,919&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;129,134&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;870&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;13,799&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;581&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total derivative liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;204,172&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;881,537&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="15" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; The maximum potential amount of future payments is the notional amount of credit derivatives in which the Company sold protection of $420.0 million and $400.0 million at December 31, 2022 and December 31, 2021, respectively, plus any coupon shortfalls on the underlying tranche. As of December 31, 2022 and 2021, the credit derivative tranches referencing the basket of bonds had a range of ratings between AAA and AA.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes certain characteristics of the Company&#x2019;s interest rate swaps at December 31, 2022 and 2021:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.350%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:33.851%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.492%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.094%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:13.948%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.094%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:13.948%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.094%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.379%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Current Notional &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Pay Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Receive Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Years to Maturity&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0 - 3 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;26,355,700&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;0.88&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.33&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;0.75&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3 - 6 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,120,400&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.53&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.95&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.07&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6 - 10 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;22,492,200&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.54&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.24&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.76&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than 10 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,309,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.49&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.26&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;22.93&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total / Weighted average&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;52,277,300&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.74&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.28&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5.25&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Current Notional &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average &lt;br/&gt;Pay Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Receive Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Years to Maturity &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0 - 3 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;32,709,300&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.25&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.06&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.10&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3 - 6 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,780,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.21&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.07&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3.46&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6 - 10 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,118,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.43&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.13&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9.05&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than 10 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,300,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4.04&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.11&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;18.70&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total / Weighted average&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;45,907,300&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.59&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.08&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3.32&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; As of December 31, 2022, 17%, 23% and 60% of the Company&#x2019;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively. As of December 31, 2021, 18%, 53% and 29% of the Company&#x2019;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; There were no forward starting swaps at  December 31, 2022 and December 31, 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; At December 31, 2022 and December 31, 2021, the weighted average years to maturity of payer interest rate swaps is offset by the weighted average years to maturity  of receiver interest rate swaps. As such, the net weighted average years to maturity for each maturity bucket may fall outside of the range listed.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes certain characteristics of the Company&#x2019;s swaptions at December 31, 2022 and 2021: &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.643%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:13.254%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.222%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.512%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.545%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.029%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.808%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Current Underlying Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Fixed Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Floating Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Years to Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Months to Expiration&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Long pay&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$2,500,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.02%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3M LIBOR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.19&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;14.28&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Long receive&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$750,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.57%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3M LIBOR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11.07&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;12.82&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:9pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Current Underlying Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Fixed Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Floating Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Years to Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Months to Expiration&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Long pay&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$4,050,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2.00%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3M LIBOR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9.65&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;19.50&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Long receive&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$2,000,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.47%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3M LIBOR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10.95&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;11.38&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes certain characteristics of the Company&#x2019;s TBA derivatives at December 31, 2022 and 2021:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.307%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.906%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.693%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.349%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:17.665%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Purchase and sale contracts for derivative TBAs&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Implied Cost Basis&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Implied Market Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Carrying Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase contracts&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,589,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,675,739&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,623,350&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(52,389)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Sale contracts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(44,000)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(44,849)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(44,674)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;175&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,545,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,630,890&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,578,676&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(52,214)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:9pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Purchase and sale contracts for derivative TBAs&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Implied Cost Basis&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Implied Market Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Carrying Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase contracts&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;20,133,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;20,289,856&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;20,338,633&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;48,777&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes certain characteristics of the Company&#x2019;s futures derivatives at December 31, 2022 and 2021:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:38.142%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.693%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.349%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.696%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional - Long&lt;br/&gt;Positions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional - Short&lt;br/&gt;Positions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average&lt;br/&gt;Years to Maturity&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 2 year&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(8,518,400)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.96&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 5 year&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,803,400)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.37&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 10 year and greater&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(6,866,900)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.15&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(21,188,700)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.63&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:6pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional - Long&lt;br/&gt;Positions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional - Short&lt;br/&gt;Positions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average&lt;br/&gt;Years to Maturity&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 2 year&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(7,509,200)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.96&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 5 year&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(5,644,900)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4.38&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 10 year and greater&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(9,381,000)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6.84&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(22,535,100)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4.60&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company presents derivative contracts on a gross basis in the Consolidated Statements of Financial Condition. Derivative contracts may contain legally enforceable provisions that allow for netting or setting off receivables and payables with each counterparty.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following tables present information about derivative assets and liabilities that are subject to such provisions and can be offset in the Company&#x2019;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:32.292%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.271%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.683%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.157%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.683%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.624%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.683%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.507%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amounts Eligible for Offset&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Amounts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cash Collateral&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Amounts&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,006&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(24,625)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,381&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaptions, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;256,991&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;256,991&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;17,056&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(16,875)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;181&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,414)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;30,765&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;108,724&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(24,625)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,251)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;82,848&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;69,270&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(16,875)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;52,395&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,919&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,414)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,505)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;13,799&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,291)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,508&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:9pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amounts Eligible for Offset&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Amounts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cash Collateral&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Amounts&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaptions, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;105,710&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;105,710&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;52,693&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,876)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;48,817&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,028&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(9,028)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,779&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,779&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,160&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(516)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;644&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;747,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(77,607)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;669,429&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,916&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,876)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(40)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;129,134&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(9,028)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(120,106)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;870&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;870&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;581&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(516)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(65)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The effect of interest rate swaps in the Consolidated Statements of Comprehensive Income (Loss) is as follows:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:81.578%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:23.451%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:23.451%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.696%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:23.451%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.696%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:23.455%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Location on Consolidated Statements of Comprehensive Income (Loss)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Interest Component of Interest Rate Swaps &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Realized Gains (Losses) on Termination of Interest Rate Swaps &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized Gains (Losses) on Interest Rate Swaps &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the years ended&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;366,161&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(266,427)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,480,708&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(276,142)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,236,349)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,198,486&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2020&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(207,877)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,917,628)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(904,532)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Included in Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss).&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The effect of other derivative contracts in the Company&#x2019;s Consolidated Statements of Comprehensive Income (Loss) is as follows:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.545%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.480%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.480%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.375%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Year Ended December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Realized Gain (Loss)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized Gain (Loss)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&lt;span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzEtNS0xLTEtMTEyMTUy_c80e36bc-51c1-4ece-89c4-00673ecdca6e"&gt;Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments&lt;/span&gt;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,729,866)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(100,990)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,830,856)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net interest rate swaptions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(43,124)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;195,084&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;151,960&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,825,072&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;141,366&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,966,438&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,657&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(12,927)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,270)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,278,732&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.545%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.480%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.480%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.375%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Year Ended December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Realized Gain (Loss)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized Gain (Loss)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(354,410)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(47,332)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(401,742)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net interest rate swaptions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(78,431)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,387&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(76,044)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;683,534&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(101,199)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;582,335&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8,234&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,931&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;15,165&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;120,574&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Certain of the Company&#x2019;s derivative contracts are subject to International Swaps and Derivatives Association Master Agreements or other similar agreements which may contain provisions that grant counterparties certain rights with respect to the applicable agreement upon the occurrence of certain events such as (i) a decline in stockholders&#x2019; equity in excess of specified thresholds or dollar amounts over set periods of time, (ii) the Company&#x2019;s failure to maintain its REIT status, (iii) the Company&#x2019;s failure to comply with limits on the amount of leverage, and (iv) the Company&#x2019;s stock being delisted from the New York Stock Exchange. &lt;/span&gt;&lt;/div&gt;Upon the occurrence of any one of items (i) through (iv), or another default under the agreement, the counterparty to the applicable agreement has a right to terminate the agreement in accordance with its provisions. The aggregate fair value of all derivative instruments with the aforementioned features were in a net asset position at&#160;December 31, 2022.</us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock>
    <nly:DerivativeInstrumentsVariationMarginonCollateral
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4XzM0OTI_6036bfd9-de2a-4197-881b-54861ce8af76"
      unitRef="usd">-3200000000</nly:DerivativeInstrumentsVariationMarginonCollateral>
    <nly:DerivativeInstrumentsVariationMarginonCollateral
      contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4XzM0OTk_e5644bba-d3a7-420f-8d0c-6fffef80b677"
      unitRef="usd">-400000000</nly:DerivativeInstrumentsVariationMarginonCollateral>
    <us-gaap:ScheduleOfDerivativeInstrumentsTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4MzQ_f6b45736-0908-487e-940b-fab9231a616f">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The table below summarizes fair value information about the Company&#x2019;s derivative assets and liabilities at December 31, 2022 and 2021:&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.017%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:38.650%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:2.473%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.707%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.760%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.710%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivatives Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,006&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaptions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;256,991&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;105,710&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;17,056&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;52,693&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,028&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,779&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,160&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total derivative assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;342,064&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:3pt double #000000;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;170,370&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:3pt double #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;108,724&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;747,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;69,270&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,916&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,919&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;129,134&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;870&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;13,799&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;581&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total derivative liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;204,172&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;881,537&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="15" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; The maximum potential amount of future payments is the notional amount of credit derivatives in which the Company sold protection of $420.0 million and $400.0 million at December 31, 2022 and December 31, 2021, respectively, plus any coupon shortfalls on the underlying tranche. As of December 31, 2022 and 2021, the credit derivative tranches referencing the basket of bonds had a range of ratings between AAA and AA.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfDerivativeInstrumentsTextBlock>
    <us-gaap:InterestRateDerivativeAssetsAtFairValue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzItMy0xLTEtMTEyMTUy_870426e8-acc9-446a-91a0-43d70811ac93"
      unitRef="usd">33006000</us-gaap:InterestRateDerivativeAssetsAtFairValue>
    <us-gaap:InterestRateDerivativeAssetsAtFairValue
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzItNS0xLTEtMTEyMTUy_fcb60da3-abc1-4612-97ac-02ad63d163f4"
      unitRef="usd">0</us-gaap:InterestRateDerivativeAssetsAtFairValue>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzMtMy0xLTEtMTEyMTUy_f53c83c5-95eb-452c-aaf3-91b5b38d7a73"
      unitRef="usd">256991000</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzMtNS0xLTEtMTEyMTUy_84dd8e56-79ee-4a93-bdb3-f5a0f4f05c7f"
      unitRef="usd">105710000</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzQtMy0xLTEtMTEyMTUy_a2ebd234-37f9-4ff3-a66e-8d3d49d7bd21"
      unitRef="usd">17056000</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzQtNS0xLTEtMTEyMTUy_9b3d87c8-a05f-411d-a85a-191927e34060"
      unitRef="usd">52693000</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzUtMy0xLTEtMTEyMTUy_b5f13882-0c1a-42ff-a633-0d967478f941"
      unitRef="usd">33179000</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzUtNS0xLTEtMTEyMTUy_6ae6e391-da08-40fb-80be-e9b77d9005c1"
      unitRef="usd">9028000</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzYtMy0xLTEtMTEyMTUy_0317b71b-4e46-4d63-9412-50296cacfe2f"
      unitRef="usd">1832000</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzYtNS0xLTEtMTEyMTUy_adf062a5-6deb-409e-b264-2b5d6e6cc3b4"
      unitRef="usd">1779000</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzctMy0xLTEtMTEyMTUy_c3f8bbf7-0edf-4a23-bfc5-755bc5dc7607"
      unitRef="usd">0</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeFairValueOfDerivativeAsset
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzctNS0xLTEtMTEyMTUy_7394c7f5-05e6-4719-baae-2db41a43af5c"
      unitRef="usd">1160000</us-gaap:DerivativeFairValueOfDerivativeAsset>
    <us-gaap:DerivativeAssets
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzgtMy0xLTEtMTEyMTUy_7391ef8b-fc9f-4f2b-b80c-cc40e7b8848e"
      unitRef="usd">342064000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeAssets
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzgtNS0xLTEtMTEyMTUy_a80f1b83-a8bc-4b2a-97cb-03479703f096"
      unitRef="usd">170370000</us-gaap:DerivativeAssets>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEwLTMtMS0xLTExMjE1Mg_b467fe2c-074e-4243-93b8-653378ee4263"
      unitRef="usd">108724000</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEwLTUtMS0xLTExMjE1Mg_af7ac482-1128-4292-88b2-a7a8b05e1e04"
      unitRef="usd">747036000</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <us-gaap:DerivativeFairValueOfDerivativeLiability
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEyLTMtMS0xLTExMjE1Mg_434378d3-7a32-4012-89a9-49d4a0d03f66"
      unitRef="usd">69270000</us-gaap:DerivativeFairValueOfDerivativeLiability>
    <us-gaap:DerivativeFairValueOfDerivativeLiability
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEyLTUtMS0xLTExMjE1Mg_13e56423-11a0-4ac3-af40-83ec2b45dc5b"
      unitRef="usd">3916000</us-gaap:DerivativeFairValueOfDerivativeLiability>
    <us-gaap:DerivativeFairValueOfDerivativeLiability
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEzLTMtMS0xLTExMjE1Mg_ecb9a52a-7b53-4dc6-9371-7c11462fb634"
      unitRef="usd">11919000</us-gaap:DerivativeFairValueOfDerivativeLiability>
    <us-gaap:DerivativeFairValueOfDerivativeLiability
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzEzLTUtMS0xLTExMjE1Mg_f4d9bba9-025f-495c-ad76-2996469bf9c2"
      unitRef="usd">129134000</us-gaap:DerivativeFairValueOfDerivativeLiability>
    <us-gaap:DerivativeFairValueOfDerivativeLiability
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE0LTMtMS0xLTExMjE1Mg_7b3c3255-b93e-4ecd-9489-509a2a8da9a0"
      unitRef="usd">460000</us-gaap:DerivativeFairValueOfDerivativeLiability>
    <us-gaap:DerivativeFairValueOfDerivativeLiability
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE0LTUtMS0xLTExMjE1Mg_040c7a07-4ad4-43fc-9150-39b449b79286"
      unitRef="usd">870000</us-gaap:DerivativeFairValueOfDerivativeLiability>
    <us-gaap:DerivativeFairValueOfDerivativeLiability
      contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE1LTMtMS0xLTExMjE1Mg_c77ea428-015c-44fa-9fff-5e4fec42f61d"
      unitRef="usd">13799000</us-gaap:DerivativeFairValueOfDerivativeLiability>
    <us-gaap:DerivativeFairValueOfDerivativeLiability
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE1LTUtMS0xLTExMjE1Mg_604643fd-8a3b-4e44-936c-3696dc92c3f0"
      unitRef="usd">581000</us-gaap:DerivativeFairValueOfDerivativeLiability>
    <us-gaap:DerivativeLiabilities
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE2LTMtMS0xLTExMjE1Mg_ba1d03af-f707-4241-af19-4e4ada1d8e0b"
      unitRef="usd">204172000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeLiabilities
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE2LTUtMS0xLTExMjE1Mg_99ff58e9-0a61-44f1-b76e-e2c5e760dfdb"
      unitRef="usd">881537000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeNotionalAmount
      contextRef="if557acf974fb4d9ba7448a01b1758d0a_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE4LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjQwMzRmNzgxMTA4MTQ5NTlhNzI0OTNhMWY1MGY1YzE3XzE0MQ_3c99f3c1-5834-43f2-a8b4-c49b49ca0fd3"
      unitRef="usd">420000000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i641b866c844e457fbba7b292d054222c_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjOGU2YjQ0Y2Q5ZmU0NzJiODhhMDExZmFlODE4NzkwMi90YWJsZXJhbmdlOmM4ZTZiNDRjZDlmZTQ3MmI4OGEwMTFmYWU4MTg3OTAyXzE4LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjQwMzRmNzgxMTA4MTQ5NTlhNzI0OTNhMWY1MGY1YzE3XzE0OA_d47331b5-de88-477f-b552-be431058d6b4"
      unitRef="usd">400000000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4MjM_7fbccce5-9845-4452-bbbd-83336fdb170b">&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes certain characteristics of the Company&#x2019;s interest rate swaps at December 31, 2022 and 2021:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.350%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:33.851%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.492%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.094%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:13.948%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.094%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:13.948%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.094%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.379%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Current Notional &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Pay Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Receive Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Years to Maturity&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0 - 3 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;26,355,700&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;0.88&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.33&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;0.75&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3 - 6 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,120,400&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.53&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.95&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.07&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6 - 10 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;22,492,200&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.54&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.24&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.76&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than 10 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,309,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.49&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.26&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;22.93&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total / Weighted average&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;52,277,300&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.74&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.28&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5.25&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Current Notional &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average &lt;br/&gt;Pay Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Receive Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Years to Maturity &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0 - 3 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;32,709,300&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.25&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.06&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.10&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3 - 6 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,780,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.21&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.07&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3.46&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6 - 10 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,118,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.43&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.13&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9.05&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Greater than 10 years&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,300,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4.04&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.11&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;18.70&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total / Weighted average&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;45,907,300&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.59&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.08&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3.32&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; As of December 31, 2022, 17%, 23% and 60% of the Company&#x2019;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively. As of December 31, 2021, 18%, 53% and 29% of the Company&#x2019;s interest rate swaps were linked to LIBOR, the Federal funds rate and the Secured Overnight Financing Rate, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; There were no forward starting swaps at  December 31, 2022 and December 31, 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; At December 31, 2022 and December 31, 2021, the weighted average years to maturity of payer interest rate swaps is offset by the weighted average years to maturity  of receiver interest rate swaps. As such, the net weighted average years to maturity for each maturity bucket may fall outside of the range listed.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes certain characteristics of the Company&#x2019;s swaptions at December 31, 2022 and 2021: &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:90.643%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:13.254%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.222%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.512%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.545%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.029%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.606%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.808%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Current Underlying Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Fixed Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Floating Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Years to Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Months to Expiration&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Long pay&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$2,500,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.02%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3M LIBOR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.19&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;14.28&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Long receive&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$750,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.57%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3M LIBOR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11.07&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;12.82&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:9pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="33" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Current Underlying Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Fixed Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Floating Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Underlying Years to Maturity&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Months to Expiration&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="33" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Long pay&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$4,050,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2.00%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3M LIBOR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9.65&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;19.50&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Long receive&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$2,000,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.47%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3M LIBOR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10.95&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;11.38&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes certain characteristics of the Company&#x2019;s TBA derivatives at December 31, 2022 and 2021:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.307%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.906%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.693%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.349%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:17.665%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Purchase and sale contracts for derivative TBAs&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Implied Cost Basis&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Implied Market Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Carrying Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase contracts&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,589,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,675,739&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,623,350&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(52,389)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Sale contracts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(44,000)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(44,849)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(44,674)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;175&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,545,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,630,890&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;10,578,676&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(52,214)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:9pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Purchase and sale contracts for derivative TBAs&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Implied Cost Basis&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Implied Market Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Carrying Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#083b92;border-left:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase contracts&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;20,133,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;20,289,856&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;20,338,633&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;48,777&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes certain characteristics of the Company&#x2019;s futures derivatives at December 31, 2022 and 2021:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:38.142%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.693%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.349%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.696%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional - Long&lt;br/&gt;Positions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional - Short&lt;br/&gt;Positions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average&lt;br/&gt;Years to Maturity&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 2 year&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(8,518,400)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.96&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 5 year&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(5,803,400)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.37&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 10 year and greater&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(6,866,900)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.15&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(21,188,700)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.63&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:6pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional - Long&lt;br/&gt;Positions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Notional - Short&lt;br/&gt;Positions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average&lt;br/&gt;Years to Maturity&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 2 year&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(7,509,200)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.96&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 5 year&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(5,644,900)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4.38&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;U.S. Treasury futures - 10 year and greater&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(9,381,000)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6.84&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(22,535,100)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4.60&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock>
    <nly:DerivativeInstrumentsMinimumMaturityPeriod
      contextRef="ic5f6405019374571877d495385450ffb_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246Mjg0MmZmZjYwNzlmNDVjYzkzZmVkNzgzM2YyMmZlYjhfNA_5b7b6d74-80d2-4511-ad8f-6addfdab1717">P0Y</nly:DerivativeInstrumentsMinimumMaturityPeriod>
    <nly:DerivativeInstrumentsMaximumMaturityPeriod
      contextRef="ic5f6405019374571877d495385450ffb_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246Mjg0MmZmZjYwNzlmNDVjYzkzZmVkNzgzM2YyMmZlYjhfOQ_92f70d77-284c-45a2-ab5b-511161d1fd21">P3Y</nly:DerivativeInstrumentsMaximumMaturityPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i528c1da4b7984ac8a41b816110c3b907_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtMS0xLTEtMTEyMTUy_2924465e-d636-4a84-8a7f-77fad21a535e"
      unitRef="usd">26355700000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="i528c1da4b7984ac8a41b816110c3b907_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtMy0xLTEtMTEyMTUy_6574a58e-b06f-4297-a942-70799bbfd509"
      unitRef="number">0.0088</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="i528c1da4b7984ac8a41b816110c3b907_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtNS0xLTEtMTEyMTUy_ffd2973e-aa35-48e6-85fe-bceaa7cc449e"
      unitRef="number">0.0433</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="ic5f6405019374571877d495385450ffb_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzMtNy0xLTEtMTEyMTUy_f0ccbbaa-d187-4806-8ef7-bda0146d84f8">P0Y9M</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativeInstrumentsMinimumMaturityPeriod
      contextRef="iee0be1b357d74d4280e7206139879a16_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MGFjY2ZkZDRhODRiNGFjY2E5YmZjNDQzM2ZmMjI4NzFfNA_1b4abb40-9b55-4e2c-a452-c3992827bcc3">P3Y</nly:DerivativeInstrumentsMinimumMaturityPeriod>
    <nly:DerivativeInstrumentsMaximumMaturityPeriod
      contextRef="iee0be1b357d74d4280e7206139879a16_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MGFjY2ZkZDRhODRiNGFjY2E5YmZjNDQzM2ZmMjI4NzFfOQ_a7707fc3-59e5-4938-90bf-d1c2591edfec">P6Y</nly:DerivativeInstrumentsMaximumMaturityPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ic4737d4b23e34dfbafb36f303ae30371_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtMS0xLTEtMTEyMTUy_cccfd70b-066e-49f8-bbd6-c47d4b0458cd"
      unitRef="usd">1120400000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="ic4737d4b23e34dfbafb36f303ae30371_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtMy0xLTEtMTEyMTUy_ed804d90-3c0a-4e69-9619-ac5823083f69"
      unitRef="number">0.0253</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="ic4737d4b23e34dfbafb36f303ae30371_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtNS0xLTEtMTEyMTUy_8d38dca9-82c2-4709-99b3-117d33f34409"
      unitRef="number">0.0395</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="iee0be1b357d74d4280e7206139879a16_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzQtNy0xLTEtMTEyMTUy_94c44ead-e1d6-45c5-bed9-f348730f570c">P4Y25D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativeInstrumentsMinimumMaturityPeriod
      contextRef="i44c8210676cc420994ce21694b5f3be2_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246ODI0YWU2NTcxZmQ1NGViYzgwNzY1YjI2NWRhYjI0ODlfNA_cf5ee718-8a61-42ab-86ce-3f36be5057fb">P6Y</nly:DerivativeInstrumentsMinimumMaturityPeriod>
    <nly:DerivativeInstrumentsMaximumMaturityPeriod
      contextRef="i44c8210676cc420994ce21694b5f3be2_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246ODI0YWU2NTcxZmQ1NGViYzgwNzY1YjI2NWRhYjI0ODlfOQ_b44cfb82-5cfc-44d8-aba4-47a845257748">P10Y</nly:DerivativeInstrumentsMaximumMaturityPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ic9e0ec2b2207460fb67dd176f7a38b2e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtMS0xLTEtMTEyMTUy_2a7bafb5-6664-4551-993a-45ffb69c4581"
      unitRef="usd">22492200000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="ic9e0ec2b2207460fb67dd176f7a38b2e_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtMy0xLTEtMTEyMTUy_7035dbda-bcf6-425e-b1cc-8e7e04f9b964"
      unitRef="number">0.0254</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="ic9e0ec2b2207460fb67dd176f7a38b2e_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtNS0xLTEtMTEyMTUy_13f28f17-d548-4831-a85b-0cc17e61a8bf"
      unitRef="number">0.0424</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i44c8210676cc420994ce21694b5f3be2_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzUtNy0xLTEtMTEyMTUy_281fe557-b7b4-4eba-b37f-764fd231d8de">P8Y9M3D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativeInstrumentsMinimumMaturityPeriod
      contextRef="i4e0ca2df786c41f5bd809495879a3615_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MTM5ODBiMmE3Nzc1NGZiNmFiMTVmN2ZmNWNkYmVhYzlfMTc_e0ed7508-a6e2-4892-8a31-df1934f48495">P10Y</nly:DerivativeInstrumentsMinimumMaturityPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i067f210046d146038eef4a39a221f16e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtMS0xLTEtMTEyMTUy_4ef35c13-29bc-4025-91a7-325e20bcd9f4"
      unitRef="usd">2309000000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="i067f210046d146038eef4a39a221f16e_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtMy0xLTEtMTEyMTUy_0dc649d0-78ac-4dc5-91d0-dd2cf0ee7ca3"
      unitRef="number">0.0349</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="i067f210046d146038eef4a39a221f16e_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtNS0xLTEtMTEyMTUy_fc7c81bd-002b-4e78-8c33-e7311db5f60f"
      unitRef="number">0.0426</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i4e0ca2df786c41f5bd809495879a3615_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzYtNy0xLTEtMTEyMTUy_937cf97b-a086-443c-9dcb-ab5c856455de">P22Y11M4D</us-gaap:DerivativeAverageRemainingMaturity1>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzctMS0xLTEtMTEyMTUy_fcc37d87-c4a1-4c54-8086-e5469447f61b"
      unitRef="usd">52277300000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzctMy0xLTEtMTEyMTUy_44e8b4e1-2e8f-4cd7-9983-7871554d9410"
      unitRef="number">0.0174</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzctNS0xLTEtMTEyMTUy_39b5c88e-a707-4947-acaa-be4ac60dbbf9"
      unitRef="number">0.0428</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i7b7c74aaffae42d1bd62c739d2ec5b2c_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzctNy0xLTEtMTEyMTUy_30ac27fd-8b92-4ef0-9ce8-b7a15617c278">P5Y3M</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativeInstrumentsMinimumMaturityPeriod
      contextRef="i120fd340bfc148d8805a79669f4a4656_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjEwZjNhZGYyZWZhZDQ5MjBhNmY2MDJkOGFhYTk5ODJkXzQ_a2d7bfc2-0e69-4f5b-9354-a755e2f25a14">P0Y</nly:DerivativeInstrumentsMinimumMaturityPeriod>
    <nly:DerivativeInstrumentsMaximumMaturityPeriod
      contextRef="i120fd340bfc148d8805a79669f4a4656_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjEwZjNhZGYyZWZhZDQ5MjBhNmY2MDJkOGFhYTk5ODJkXzk_2049f16e-11c9-42de-8fcb-cb2b4f2ae1d5">P3Y</nly:DerivativeInstrumentsMaximumMaturityPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i380ec3d968e545c5bcc550b114595be6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTEtMS0xLTExMjE1Mg_c485fdc1-c292-45e5-a345-ab1a23db10b5"
      unitRef="usd">32709300000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="i380ec3d968e545c5bcc550b114595be6_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTMtMS0xLTExMjE1Mg_dcaa62da-9ded-446b-bd79-0a95f30fcdb6"
      unitRef="number">0.0025</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="i380ec3d968e545c5bcc550b114595be6_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTUtMS0xLTExMjE1Mg_8d3f5edf-d3e7-4b51-8c66-c4883f1f6aee"
      unitRef="number">0.0006</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i120fd340bfc148d8805a79669f4a4656_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzEzLTctMS0xLTExMjE1Mg_3eae118a-15cd-4f33-8779-6fd980718276">P1Y1M6D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativeInstrumentsMinimumMaturityPeriod
      contextRef="ied0a337fa8a445fc842e4c2d8d1ae5d0_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmYwNjhhYjc2YTMyMTQxZWZiYTYzZDdiZjJkZmFlNGM4XzQ_52711334-3794-440c-812c-eabff88a2589">P3Y</nly:DerivativeInstrumentsMinimumMaturityPeriod>
    <nly:DerivativeInstrumentsMaximumMaturityPeriod
      contextRef="ied0a337fa8a445fc842e4c2d8d1ae5d0_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmYwNjhhYjc2YTMyMTQxZWZiYTYzZDdiZjJkZmFlNGM4Xzk_36c59aca-8f5a-4c01-ae42-51152091707d">P6Y</nly:DerivativeInstrumentsMaximumMaturityPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i159843cce3914c0c9b513f688572bc6e_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTEtMS0xLTExMjE1Mg_6bda99de-be7d-4f94-8cc6-d819b610443f"
      unitRef="usd">2780000000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="i159843cce3914c0c9b513f688572bc6e_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTMtMS0xLTExMjE1Mg_9def65e4-5d2e-43ea-ba10-c3f5408ac17b"
      unitRef="number">0.0021</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="i159843cce3914c0c9b513f688572bc6e_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTUtMS0xLTExMjE1Mg_bf41367f-ad4d-4b99-a273-170adffb9c08"
      unitRef="number">0.0007</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="ied0a337fa8a445fc842e4c2d8d1ae5d0_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE0LTctMS0xLTExMjE1Mg_24abd560-302d-4833-bb41-c1e5146bc026">P3Y5M15D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativeInstrumentsMinimumMaturityPeriod
      contextRef="if78c918d9f65470bb14398327dd845a9_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjcwYWQyNGYzODA4MjQzY2I5MWIxZDM1YTg3YThlYTU5XzQ_956efa49-b558-491a-828b-3113f8c15903">P6Y</nly:DerivativeInstrumentsMinimumMaturityPeriod>
    <nly:DerivativeInstrumentsMaximumMaturityPeriod
      contextRef="if78c918d9f65470bb14398327dd845a9_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjcwYWQyNGYzODA4MjQzY2I5MWIxZDM1YTg3YThlYTU5Xzk_8562f2f8-b21f-446b-8e41-238c9bd4a66f">P10Y</nly:DerivativeInstrumentsMaximumMaturityPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i931dcde5e965446a9274ec9446c94b63_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTEtMS0xLTExMjE1Mg_3d7335ad-946e-417e-b3b9-c56912c1d03d"
      unitRef="usd">9118000000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="i931dcde5e965446a9274ec9446c94b63_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTMtMS0xLTExMjE1Mg_1faf6c6f-c39d-4f94-8abc-70afb9974217"
      unitRef="number">0.0143</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="i931dcde5e965446a9274ec9446c94b63_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTUtMS0xLTExMjE1Mg_25ff8693-83f6-4324-83d0-727550e06bde"
      unitRef="number">0.0013</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="if78c918d9f65470bb14398327dd845a9_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE1LTctMS0xLTExMjE1Mg_d8b4815d-f6c8-4e5e-b216-9d4914c0abda">P9Y18D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativeInstrumentsMinimumMaturityPeriod
      contextRef="i158ed9243e1d4360a57bb9218422a62b_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjEwZDg2MmExZjRhMTQ0NWY5MWU4MzhlNjNmN2M4YmQwXzE3_cee41c31-ae20-4fb5-a9b0-0e91b22c7fb8">P10Y</nly:DerivativeInstrumentsMinimumMaturityPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ib476e2db5d4e4886899638d60a3c72eb_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTEtMS0xLTExMjE1Mg_e917941d-14ab-4922-8d92-a8bc187f5a8a"
      unitRef="usd">1300000000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="ib476e2db5d4e4886899638d60a3c72eb_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTMtMS0xLTExMjE1Mg_d9cac1eb-638d-4add-8354-13bc29ef602d"
      unitRef="number">0.0404</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="ib476e2db5d4e4886899638d60a3c72eb_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTUtMS0xLTExMjE1Mg_586515c7-c1f4-4707-aed9-5c09e5c8f8ab"
      unitRef="number">0.0011</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i158ed9243e1d4360a57bb9218422a62b_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE2LTctMS0xLTExMjE1Mg_388df5de-eba1-41db-a709-ac7c15fe59f0">P18Y8M12D</us-gaap:DerivativeAverageRemainingMaturity1>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE3LTEtMS0xLTExMjE1Mg_d019ee54-17bc-40aa-889b-4fe8fe120266"
      unitRef="usd">45907300000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwapsWeightedAveragePayRate
      contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE3LTMtMS0xLTExMjE1Mg_e75cfa6e-ac31-490c-97a8-f21ba49ac4bc"
      unitRef="number">0.0059</nly:InterestRateSwapsWeightedAveragePayRate>
    <nly:InterestRateSwapsWeightedAverageReceiveRate
      contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE3LTUtMS0xLTExMjE1Mg_8e78aea9-d1f5-4649-85c0-594e98bedc9d"
      unitRef="number">0.0008</nly:InterestRateSwapsWeightedAverageReceiveRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i5a0a8633efd04d8cbd8a75fe73813c0e_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE3LTctMS0xLTExMjE1Mg_9f5baf56-06ec-4b71-8ba4-5edc0712da4a">P3Y3M25D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativeNonmonetaryNotionalAmountPercentage
      contextRef="ia6c0fca56ea645b0937e61bda72879a9_I20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MTQ_90cbae0e-5944-41a3-927a-4c4ffb53814b"
      unitRef="number">0.17</nly:DerivativeNonmonetaryNotionalAmountPercentage>
    <nly:DerivativeNonmonetaryNotionalAmountPercentage
      contextRef="i273ebc2629814d93ae6a12d1ef5ba2d3_I20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MTg_739627ab-0d42-4ec6-9db0-1a2ed7fb09c0"
      unitRef="number">0.23</nly:DerivativeNonmonetaryNotionalAmountPercentage>
    <nly:DerivativeNonmonetaryNotionalAmountPercentage
      contextRef="i9a89cb6fea36491692a5286f0a82732c_I20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MjI_c11d27f0-0d4b-4664-a85c-9d2a216bef38"
      unitRef="number">0.60</nly:DerivativeNonmonetaryNotionalAmountPercentage>
    <nly:DerivativeNonmonetaryNotionalAmountPercentage
      contextRef="ieaeaf8e4aedf48cbb54f12b6b1b7d4ee_I20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MjY_d99eae3d-f17f-43d1-a0dc-52703c5c4560"
      unitRef="number">0.18</nly:DerivativeNonmonetaryNotionalAmountPercentage>
    <nly:DerivativeNonmonetaryNotionalAmountPercentage
      contextRef="i0230c14b23f64ff6baffc3d0c5919679_I20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MzA_f37d2fca-3709-4ed6-83be-86211f3d7bec"
      unitRef="number">0.53</nly:DerivativeNonmonetaryNotionalAmountPercentage>
    <nly:DerivativeNonmonetaryNotionalAmountPercentage
      contextRef="i75f6dd992da54199b961975150565887_I20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM4NDgyOTA2OTc5MzQ_3ce3a578-ab2b-41dd-9356-2d265501e397"
      unitRef="number">0.29</nly:DerivativeNonmonetaryNotionalAmountPercentage>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i3171147db3f1422cba32f25f970fb617_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM0Ng_031d66ac-b331-4f9d-aeee-f90c65cb946c"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i3858a8cd1e26445db377205c600920ea_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo5ODlmZWNlYWMwMjQ0MjY3ODkxNzVkYzc3ZTA4ZDhiNi90YWJsZXJhbmdlOjk4OWZlY2VhYzAyNDQyNjc4OTE3NWRjNzdlMDhkOGI2XzE5LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmY3ZmM2NDkyZDNiYjRmYmNiMGFjODgxNzcyNDE3NDcxXzM0Ng_1accb524-15e6-4661-9b70-36008b0b0294"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ib57eb268e94f4d0aaa095b55dc88d799_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzMtMi0xLTEtMTEyMTUy_981ce193-b333-4b64-9fe6-d26e5b2aa45c"
      unitRef="usd">2500000000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate
      contextRef="ib57eb268e94f4d0aaa095b55dc88d799_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzMtNC0xLTEtMTEyMTUy_47854a3c-4c6e-4e08-b871-ff02e6e5be42"
      unitRef="number">0.0202</nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i4702a772347a44de97968f1e8f0a3d1d_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzMtOC0xLTEtMTEyMTUy_69104683-93f1-49bc-97e2-14f9706afdd3">P8Y2M8D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativePortfolioExpirationPeriod
      contextRef="i4702a772347a44de97968f1e8f0a3d1d_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzMtMTAtMS0xLTExMjE1Mg_3b6aa733-337a-45e4-83a4-e9f727b2fb1b">P14Y3M10D</nly:DerivativePortfolioExpirationPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ic197d51abf85454bb9c1c66e3dea55ad_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzQtMi0xLTEtMTEyMTUy_657ac3ba-3fa9-478e-b7cb-9be687be33ff"
      unitRef="usd">750000000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate
      contextRef="ic197d51abf85454bb9c1c66e3dea55ad_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzQtNC0xLTEtMTEyMTUy_a0bf7aa9-7453-4ad9-bcc4-0cff60cc7d90"
      unitRef="number">0.0157</nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i93449bff1fb14625901fe3edd33a952d_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzQtOC0xLTEtMTEyMTUy_a0b859e4-a6ad-4613-b0af-087edba98c0d">P11Y25D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativePortfolioExpirationPeriod
      contextRef="i93449bff1fb14625901fe3edd33a952d_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzQtMTAtMS0xLTExMjE1Mg_772abb22-2e77-4d41-82c5-e1b85cc5cfd9">P12Y9M25D</nly:DerivativePortfolioExpirationPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="iedcc073f5dbf4099a01b8981d39bd389_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzktMi0xLTEtMTEyMTUy_e5e13b9f-6508-477a-8112-c1ed1566527b"
      unitRef="usd">4050000000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate
      contextRef="iedcc073f5dbf4099a01b8981d39bd389_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzktNC0xLTEtMTEyMTUy_715e173d-9562-44d5-bccc-a5ce1350ffcf"
      unitRef="number">0.0200</nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i2aa2d9c1eb9e4ab79687f23352f978a4_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzktOC0xLTEtMTEyMTUy_37b62524-3335-45f0-a6fc-795e057f924b">P9Y7M24D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativePortfolioExpirationPeriod
      contextRef="i2aa2d9c1eb9e4ab79687f23352f978a4_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzktMTAtMS0xLTExMjE1Mg_942a3845-9a9b-44e7-9d1c-deab830305db">P19Y6M</nly:DerivativePortfolioExpirationPeriod>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ie1c49327c55e40d190ef56fb530bf29f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzEwLTItMS0xLTExMjE1Mg_2b42d41d-3da7-4e31-96c9-16f70ed43911"
      unitRef="usd">2000000000</us-gaap:DerivativeNotionalAmount>
    <nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate
      contextRef="ie1c49327c55e40d190ef56fb530bf29f_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzEwLTQtMS0xLTExMjE1Mg_86c99be1-3f24-402b-97c4-4e8ea851c3a7"
      unitRef="number">0.0147</nly:InterestRateSwaptionsWeightedAverageUnderlyingPayRate>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="ica62655d8c494224870eabde9b6a7839_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzEwLTgtMS0xLTExMjE1Mg_e420a917-5595-4319-adee-9e13f215ebea">P10Y11M12D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativePortfolioExpirationPeriod
      contextRef="ica62655d8c494224870eabde9b6a7839_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpkMDZjMmUyZGU5MDY0NTg4YmU2NGZkNzMzMzI0OGUyMi90YWJsZXJhbmdlOmQwNmMyZTJkZTkwNjQ1ODhiZTY0ZmQ3MzMzMjQ4ZTIyXzEwLTEwLTEtMS0xMTIxNTI_f6ac44ff-1323-4d98-8828-1c4def24fc2c">P11Y4M17D</nly:DerivativePortfolioExpirationPeriod>
    <us-gaap:DerivativeAssetNotionalAmount
      contextRef="iabfe8cca91ad4e2385e5a76d375f5e47_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzMtMS0xLTEtMTEyMTUy_3f9990b5-4c5a-4fa1-aac7-f571abb3093e"
      unitRef="usd">10589000000</us-gaap:DerivativeAssetNotionalAmount>
    <nly:ToBeAnnouncedSecuritiesCost
      contextRef="i9043c141f5f74ef9889c3979cc30b34d_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzMtMy0xLTEtMTEyMTUy_ba977c72-6ca9-4fdd-aa8b-d4678851fb4a"
      unitRef="usd">10675739000</nly:ToBeAnnouncedSecuritiesCost>
    <nly:ToBeAnnouncedSecuritiesFairMarketValue
      contextRef="iabfe8cca91ad4e2385e5a76d375f5e47_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzMtNS0xLTEtMTEyMTUy_72e05b02-1b35-4035-9b8f-91fcbed5520f"
      unitRef="usd">10623350000</nly:ToBeAnnouncedSecuritiesFairMarketValue>
    <us-gaap:DerivativeFairValueOfDerivativeNet
      contextRef="iabfe8cca91ad4e2385e5a76d375f5e47_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzMtNy0xLTEtMTEyMTUy_880f34a0-9a1d-4436-9aec-33ee2aab9237"
      unitRef="usd">-52389000</us-gaap:DerivativeFairValueOfDerivativeNet>
    <us-gaap:DerivativeLiabilityNotionalAmount
      contextRef="id1b17bcb6981462a8aa04e77080fe9f7_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzQtMS0xLTEtMTEyMTUy_b320d72d-274f-4c92-91e4-60bd6fe5fd1e"
      unitRef="usd">44000000</us-gaap:DerivativeLiabilityNotionalAmount>
    <nly:ToBeAnnouncedSecuritiesCost
      contextRef="ic76e541705f14450ac853b5327b9f8ca_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzQtMy0xLTEtMTEyMTUy_394b8b81-16d3-4e22-a900-766c12aaac21"
      unitRef="usd">-44849000</nly:ToBeAnnouncedSecuritiesCost>
    <nly:ToBeAnnouncedSecuritiesFairMarketValue
      contextRef="id1b17bcb6981462a8aa04e77080fe9f7_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzQtNS0xLTEtMTEyMTUy_39363ed4-322a-42a3-839d-1e60f13957dc"
      unitRef="usd">-44674000</nly:ToBeAnnouncedSecuritiesFairMarketValue>
    <us-gaap:DerivativeFairValueOfDerivativeNet
      contextRef="id1b17bcb6981462a8aa04e77080fe9f7_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzQtNy0xLTEtMTEyMTUy_1b2b27de-120a-456f-ac54-c256f5b28277"
      unitRef="usd">175000</us-gaap:DerivativeFairValueOfDerivativeNet>
    <us-gaap:DerivativeAssetNotionalAmount
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzUtMS0xLTEtMTEyMTUy_8f5ab539-34b0-48a1-a83d-5a3e6ea9ae2b"
      unitRef="usd">10545000000</us-gaap:DerivativeAssetNotionalAmount>
    <nly:ToBeAnnouncedSecuritiesCost
      contextRef="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzUtMy0xLTEtMTEyMTUy_49ccade0-4b9f-4d00-afd4-2a65020f9ac2"
      unitRef="usd">10630890000</nly:ToBeAnnouncedSecuritiesCost>
    <nly:ToBeAnnouncedSecuritiesFairMarketValue
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzUtNS0xLTEtMTEyMTUy_833e73a4-2d55-47d2-9c34-b62a595ac9da"
      unitRef="usd">10578676000</nly:ToBeAnnouncedSecuritiesFairMarketValue>
    <us-gaap:DerivativeFairValueOfDerivativeNet
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzUtNy0xLTEtMTEyMTUy_56ad7f7e-2eb2-456d-adc5-53b58cf23884"
      unitRef="usd">-52214000</us-gaap:DerivativeFairValueOfDerivativeNet>
    <us-gaap:DerivativeAssetNotionalAmount
      contextRef="i9f0d1c25573b48e9a9b68440e0a5b01e_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzExLTEtMS0xLTExMjE1Mg_cff833ef-fdc1-4d53-859e-f0dd519d98a7"
      unitRef="usd">20133000000</us-gaap:DerivativeAssetNotionalAmount>
    <nly:ToBeAnnouncedSecuritiesCost
      contextRef="ibf055974c74f40a8a1e8e908195ebc1b_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzExLTMtMS0xLTExMjE1Mg_c838672e-0073-4152-8966-5c523d45bdf8"
      unitRef="usd">20289856000</nly:ToBeAnnouncedSecuritiesCost>
    <nly:ToBeAnnouncedSecuritiesFairMarketValue
      contextRef="i9f0d1c25573b48e9a9b68440e0a5b01e_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzExLTUtMS0xLTExMjE1Mg_33b8b480-9f22-4f38-8913-55e49d223d0f"
      unitRef="usd">20338633000</nly:ToBeAnnouncedSecuritiesFairMarketValue>
    <us-gaap:DerivativeFairValueOfDerivativeNet
      contextRef="i9f0d1c25573b48e9a9b68440e0a5b01e_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo4OGNiN2M0ZmQzZWU0ZDU4YjBkMWNiYWVhNjE5NDBmZC90YWJsZXJhbmdlOjg4Y2I3YzRmZDNlZTRkNThiMGQxY2JhZWE2MTk0MGZkXzExLTctMS0xLTExMjE1Mg_31c02482-7b9c-486c-8ff6-794d98513bff"
      unitRef="usd">48777000</us-gaap:DerivativeFairValueOfDerivativeNet>
    <us-gaap:DerivativeTermOfContract
      contextRef="ic42bfaf8fcad456e85f1cbf9d37ada72_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzQtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246MjgxNDJjNzk1ZDJkNDRkOGIwOTJjODdkN2JjYmM0ZmVfMjg_9a7389de-34d9-459e-86d4-eed0bfd799a0">P2Y</us-gaap:DerivativeTermOfContract>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i8dc2379002ec4c4e80e17ca873cbab00_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzQtMS0xLTEtMTEyMTUy_d15b6313-b763-4b15-a8c0-24c64971df61"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i546f43a76cdb406ba2154c7d6eb6dab8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzQtMy0xLTEtMTEyMTUy_3cbb7b3c-a73f-40b1-974f-74a928e646df"
      unitRef="usd">8518400000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="ic42bfaf8fcad456e85f1cbf9d37ada72_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzQtNS0xLTEtMTEyMTUy_f3bd74ba-7bb8-48d6-a193-57175d177b0a">P1Y11M15D</us-gaap:DerivativeAverageRemainingMaturity1>
    <us-gaap:DerivativeTermOfContract
      contextRef="i8c08dabbb1cf473da412ed16afc9044c_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzUtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246YWNhY2NkNDE3ZDA0NDgzMjk2MTMxOTNlYWQ2MjIyY2FfMjg_557d6d84-eeee-437b-a1b0-ad1bc1e27e2e">P5Y</us-gaap:DerivativeTermOfContract>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i7b6cfa55da61411383b193a3d763e66e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzUtMS0xLTEtMTEyMTUy_2db49553-6861-449c-96f3-288fe3d2344b"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ibbcf8c1063f94b4081f8cd1007458de2_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzUtMy0xLTEtMTEyMTUy_72ed30ac-a214-4266-b285-99cc1b64b8c7"
      unitRef="usd">5803400000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i8c08dabbb1cf473da412ed16afc9044c_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzUtNS0xLTEtMTEyMTUy_4edd4673-bd59-4522-8f02-0d990e71878d">P4Y4M13D</us-gaap:DerivativeAverageRemainingMaturity1>
    <us-gaap:DerivativeTermOfContract
      contextRef="iaefdfafb5d774ccea4c11fd098420ca9_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzYtMC0xLTEtMTEyMTUyL3RleHRyZWdpb246NDZiMzdiYjY4OTNmNDFlMWE2NDdlN2U1OWVhNTk1M2ZfMjg_03c6aa35-d138-4ac9-87ee-b03edb6016ee">P10Y</us-gaap:DerivativeTermOfContract>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i19f4459687af4b1c8012b1618dc9ad69_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzYtMS0xLTEtMTEyMTUy_ec5281ad-0fbc-4cfa-ba0d-561579ef2d0f"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="iee95f4e1cd474368be29a46f1ef442ad_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzYtMy0xLTEtMTEyMTUy_f1edc576-2c0d-45ec-b749-f6bef9de358f"
      unitRef="usd">6866900000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="iaefdfafb5d774ccea4c11fd098420ca9_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzYtNS0xLTEtMTEyMTUy_915624c0-49b2-4ec9-a540-80aae616847d">P8Y1M24D</us-gaap:DerivativeAverageRemainingMaturity1>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ida94004310654c2eb59ec959e71f2a61_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzctMS0xLTEtMTEyMTUy_d7819be1-a0af-44b1-98f8-766c49279cc9"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i8ea90e09bca5493884d0d5b5c74c9517_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzctMy0xLTEtMTEyMTUy_8f496ffe-e218-4d5b-91c4-684cd106894e"
      unitRef="usd">21188700000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i5cabdfbbdf21408ca538dfe920d5df06_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzctNS0xLTEtMTEyMTUy_812dd6a5-1dc2-43e5-9654-69d2c20c8727">P4Y7M17D</us-gaap:DerivativeAverageRemainingMaturity1>
    <us-gaap:DerivativeTermOfContract
      contextRef="ib70b2b83ee4942bcabe063d8d568c990_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOmFlMTc5MThhMzliNjRhZjhiMDdlZjQ1YWU3ZTRhYmY5XzI4_079b492f-0d73-4e1a-83df-50c3ac93c40f">P2Y</us-gaap:DerivativeTermOfContract>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i6c9c19fa849d4a6285cf679ebba8d521_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE0LTEtMS0xLTExMjE1Mg_81e484b8-4fbc-4034-9e9b-782639b47b6c"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i0f9074d3c2244ccf9a2cbcfe727c9c79_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE0LTMtMS0xLTExMjE1Mg_5149677a-b691-4976-b2ad-db958d6320e4"
      unitRef="usd">7509200000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="ib70b2b83ee4942bcabe063d8d568c990_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE0LTUtMS0xLTExMjE1Mg_9ca62239-e82c-4a08-b328-750b8e74ed50">P1Y11M15D</us-gaap:DerivativeAverageRemainingMaturity1>
    <us-gaap:DerivativeTermOfContract
      contextRef="i94d3384b6cb448acaa28d2b9220d5951_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE1LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjMxZTczOWQ3MDdiMzRmODFiNjA3NzM5MjM4MGFkODM3XzI4_e9df5a22-bf21-45df-be76-784e745de188">P5Y</us-gaap:DerivativeTermOfContract>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i237759e5f4434c34b4d24b0c79c0c51f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE1LTEtMS0xLTExMjE1Mg_d9236d8f-1bce-4730-9aa2-6b25fe52f033"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="idd904803333e463b85a94a780a81c39c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE1LTMtMS0xLTExMjE1Mg_b8db6243-8b2c-4e84-aad6-a67390683b08"
      unitRef="usd">5644900000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i94d3384b6cb448acaa28d2b9220d5951_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE1LTUtMS0xLTExMjE1Mg_eb27396c-de55-447f-a872-2e986162b0b5">P4Y4M17D</us-gaap:DerivativeAverageRemainingMaturity1>
    <us-gaap:DerivativeTermOfContract
      contextRef="i42fde8126abd4c42af5e61e310427040_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE2LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjQ5Mjk3NzljZTQwZjRhNTc4ZGY2OWRjOTc0MDcxMDQ4XzI4_7a8bee8e-8ecc-4d23-a4ce-e5fb18c67dae">P10Y</us-gaap:DerivativeTermOfContract>
    <us-gaap:DerivativeNotionalAmount
      contextRef="ib07338fe1dfd457fa487b468e71980ca_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE2LTEtMS0xLTExMjE1Mg_07fc01d9-0e9e-49cf-853f-15fdfc9defd8"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i27ffa1701ed648ddb5d4e5c34687e194_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE2LTMtMS0xLTExMjE1Mg_3c10ded1-3a3f-4de9-87b3-4528b57376ba"
      unitRef="usd">9381000000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i42fde8126abd4c42af5e61e310427040_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE2LTUtMS0xLTExMjE1Mg_ba52b82a-2edf-438f-bd61-70bc906603d6">P6Y10M2D</us-gaap:DerivativeAverageRemainingMaturity1>
    <us-gaap:DerivativeNotionalAmount
      contextRef="i064625bb8c0e476b9f5bc1357d52d6ab_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE3LTEtMS0xLTExMjE1Mg_b9981dad-448f-4cf8-880a-1748de136c3b"
      unitRef="usd">0</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeNotionalAmount
      contextRef="if0c5f8251f1c48aba3ad1afc8853e947_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE3LTMtMS0xLTExMjE1Mg_dd755ba6-425d-47c3-bee0-7ae7e569e737"
      unitRef="usd">22535100000</us-gaap:DerivativeNotionalAmount>
    <us-gaap:DerivativeAverageRemainingMaturity1
      contextRef="i81093ade6fa74dbf9c8ae8bf06c6bc58_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpjM2Y2MjE2MzJlYTQ0YzUyODY2Mzc4NWNiNjQyNWU4ZS90YWJsZXJhbmdlOmMzZjYyMTYzMmVhNDRjNTI4NjYzNzg1Y2I2NDI1ZThlXzE3LTUtMS0xLTExMjE1Mg_7144ad36-f17f-4ff3-8e87-ecf66a610241">P4Y7M6D</us-gaap:DerivativeAverageRemainingMaturity1>
    <nly:DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4NTA_12123486-45a1-4ad5-b646-08aa5307ab89">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following tables present information about derivative assets and liabilities that are subject to such provisions and can be offset in the Company&#x2019;s Consolidated Statements of Financial Condition at December 31, 2022 and 2021, respectively.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:82.748%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:32.292%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.271%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.683%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.157%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.683%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.624%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.683%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.507%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amounts Eligible for Offset&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Amounts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cash Collateral&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Amounts&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,006&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(24,625)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,381&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaptions, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;256,991&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;256,991&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;17,056&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(16,875)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;181&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,414)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;30,765&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;108,724&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(24,625)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(1,251)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;82,848&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;69,270&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(16,875)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;52,395&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,919&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,414)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,505)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;13,799&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,291)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,508&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:9pt"&gt;&lt;td colspan="3" style="border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amounts Eligible for Offset&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Gross Amounts&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cash Collateral&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Amounts&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaptions, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;105,710&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;105,710&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;52,693&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,876)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;48,817&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,028&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(9,028)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,779&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,779&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,160&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(516)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;644&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;747,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(77,607)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;669,429&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;TBA derivatives, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3,916&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,876)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(40)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures contracts, at fair value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;129,134&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(9,028)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(120,106)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;870&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;870&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;581&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(516)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(65)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock>
    <us-gaap:DerivativeAssets
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzQtMS0xLTEtMTEyMTUy_00994dcf-27ec-41b1-b3e7-21509c8df66b"
      unitRef="usd">33006000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzQtMy0xLTEtMTEyMTUy_92be9e3b-8224-4bec-8607-666c9eddefc7"
      unitRef="usd">24625000</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzQtNS0xLTEtMTEyMTUy_16a45449-e4ec-4d4a-8acc-d207df93ccf4"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzQtNy0xLTEtMTEyMTUy_1d83d169-e812-4314-8a68-d5c442072cf0"
      unitRef="usd">8381000</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeAssets
      contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzUtMS0xLTEtMTEyMTUy_73a1bda9-d0ca-4eb9-8cc7-bfe69fa53538"
      unitRef="usd">256991000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzUtMy0xLTEtMTEyMTUy_1a5d65b8-9a35-4743-af58-9f6c6602f0dc"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzUtNS0xLTEtMTEyMTUy_7b8d280a-7b20-4630-b94b-5f78aad5907e"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="i05e81057f9fb47b9ad32d4bfc16bcd8d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzUtNy0xLTEtMTEyMTUy_693e1596-0ee0-4694-9843-79e8b3ae8788"
      unitRef="usd">256991000</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeAssets
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzYtMS0xLTEtMTEyMTUy_0b3add68-4d51-4ef3-8bce-222d99e5bc7c"
      unitRef="usd">17056000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzYtMy0xLTEtMTEyMTUy_3100b92d-92bd-41b7-aacb-5ac6b07b0255"
      unitRef="usd">16875000</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzYtNS0xLTEtMTEyMTUy_a13b9374-95f3-4006-8797-7f5a42292352"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzYtNy0xLTEtMTEyMTUy_80c78455-668a-40cd-b1db-322b7c511fb4"
      unitRef="usd">181000</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeAssets
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzctMS0xLTEtMTEyMTUy_b81bf9a5-1c5e-46aa-91d1-a80456845ee6"
      unitRef="usd">33179000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzctMy0xLTEtMTEyMTUy_d374f473-dd82-4c77-8ad9-3ed4ccb9110b"
      unitRef="usd">2414000</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzctNS0xLTEtMTEyMTUy_cd3640ec-4d35-42e6-8e6c-a348b1cae5ed"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzctNy0xLTEtMTEyMTUy_44b2a693-4fc5-4750-b6d7-7d17e76ed100"
      unitRef="usd">30765000</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeAssets
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzgtMS0xLTEtMTEyMTUy_0620203e-9aca-4cd1-87b8-292722982437"
      unitRef="usd">1832000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzgtMy0xLTEtMTEyMTUy_fefc8973-734b-4a8c-aa87-1eb14b64e6f8"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzgtNS0xLTEtMTEyMTUy_5d8f8f5b-b13a-4fe5-b08f-0da40405e2c7"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzgtNy0xLTEtMTEyMTUy_87f72478-9611-4fee-a281-29e43dc9f241"
      unitRef="usd">1832000</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzExLTEtMS0xLTExMjE1Mg_9ebf1265-ba66-4ced-91e0-becf1a6a4d66"
      unitRef="usd">108724000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzExLTMtMS0xLTExMjE1Mg_8b5c6852-d37b-42e0-87a3-9e351cde7b4d"
      unitRef="usd">24625000</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzExLTUtMS0xLTExMjE1Mg_d8ccb58e-69b3-4d58-98a7-d85709a9e4b7"
      unitRef="usd">1251000</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="ie09fc239320d4b1e95030f575ed59db8_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzExLTctMS0xLTExMjE1Mg_9eeee64b-e2e8-4cc2-8833-2801140d777e"
      unitRef="usd">82848000</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEyLTEtMS0xLTExMjE1Mg_2fd7ff05-140f-4899-bb2b-784978d9a64a"
      unitRef="usd">69270000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEyLTMtMS0xLTExMjE1Mg_808bcf66-c377-4db1-a37e-fa869be3e269"
      unitRef="usd">16875000</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEyLTUtMS0xLTExMjE1Mg_b448824a-4572-4e66-bbef-c6397b8ad0a4"
      unitRef="usd">0</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="i71038c0a17b04c82a542b2fed142b564_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEyLTctMS0xLTExMjE1Mg_2af3dbfc-60af-4845-8e54-ab7ea2d1bdc9"
      unitRef="usd">52395000</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEzLTEtMS0xLTExMjE1Mg_126e9a6c-74df-4383-855c-5a553ae5e255"
      unitRef="usd">11919000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEzLTMtMS0xLTExMjE1Mg_f20b0da0-8d5a-4c0c-8224-20b64fc2010f"
      unitRef="usd">2414000</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEzLTUtMS0xLTExMjE1Mg_0331e87b-3ca7-455c-88a6-9e81e42fe6c7"
      unitRef="usd">9505000</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="ic5a7506bc8614531890ed409d90eb685_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzEzLTctMS0xLTExMjE1Mg_09216e33-290d-43d0-9955-6408ebdef542"
      unitRef="usd">0</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE0LTEtMS0xLTExMjE1Mg_8b637102-8eee-4ae8-9d99-c0258cd87843"
      unitRef="usd">460000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE0LTMtMS0xLTExMjE1Mg_bd2834fe-312a-4280-8b84-138a3cfbb4d3"
      unitRef="usd">0</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE0LTUtMS0xLTExMjE1Mg_6bbbd970-31cb-4853-aad4-1b3eb256b244"
      unitRef="usd">0</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="i48d92875665e48d9ad7dc5f35576342b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE0LTctMS0xLTExMjE1Mg_74a8d324-9fd8-4f03-b87c-013d1e767ae1"
      unitRef="usd">460000</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE1LTEtMS0xLTExMjE1Mg_a1e2760e-0e68-4ba5-8905-806f68a9e050"
      unitRef="usd">13799000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE1LTMtMS0xLTExMjE1Mg_46f250cc-f669-48fe-9a59-5e6409760534"
      unitRef="usd">0</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE1LTUtMS0xLTExMjE1Mg_2d5ed0db-4cdb-4ab9-acf5-9eabebe61e93"
      unitRef="usd">9291000</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="ic981697f9e8e4350aadc351b1c89f98b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzE1LTctMS0xLTExMjE1Mg_5e0f969a-16b5-4f3b-a773-4163f04f136f"
      unitRef="usd">4508000</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeAssets
      contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIyLTEtMS0xLTExMjE1Mg_433cd8fa-224e-4a0a-925e-56777f8fe4fc"
      unitRef="usd">105710000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIyLTMtMS0xLTExMjE1Mg_fdfb4763-1e0b-48ff-88a6-38633e9d27dc"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIyLTUtMS0xLTExMjE1Mg_e18f720b-bcc1-4f78-bcb9-666c94a1ab4a"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="ibd5af9ec869d42f798f5994ed3b81530_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIyLTctMS0xLTExMjE1Mg_f83395e5-7310-43ec-893e-e6e63f6f3953"
      unitRef="usd">105710000</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeAssets
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIzLTEtMS0xLTExMjE1Mg_3c8086a4-37a8-4ce5-8060-9beb9cafa23d"
      unitRef="usd">52693000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIzLTMtMS0xLTExMjE1Mg_86d7d1b7-3e2d-4f8f-9864-10607c5af711"
      unitRef="usd">3876000</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIzLTUtMS0xLTExMjE1Mg_390ab644-bf4c-47ba-a13f-76848868280e"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzIzLTctMS0xLTExMjE1Mg_547c8cc5-ec16-4b9a-8bdf-04a3c3fdd344"
      unitRef="usd">48817000</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeAssets
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI0LTEtMS0xLTExMjE1Mg_4d2d2d67-943a-4df6-9d9c-17c99f95ac49"
      unitRef="usd">9028000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI0LTMtMS0xLTExMjE1Mg_bddec0a7-c4d5-43e5-a731-d555e633dd27"
      unitRef="usd">9028000</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI0LTUtMS0xLTExMjE1Mg_b36e5748-0774-4913-9041-96b84d61003f"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI0LTctMS0xLTExMjE1Mg_65053396-745d-4a2b-92e6-fbf216a16d0a"
      unitRef="usd">0</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeAssets
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI1LTEtMS0xLTExMjE1Mg_f1426358-3cf1-468c-b289-22c97c85f4ab"
      unitRef="usd">1779000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI1LTMtMS0xLTExMjE1Mg_31e3c180-4594-4a5d-b040-27e07306ee45"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI1LTUtMS0xLTExMjE1Mg_3d295a85-d002-424f-a781-2fb910158579"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI1LTctMS0xLTExMjE1Mg_a7f3782c-1aaa-4312-9d63-bbf083bc1798"
      unitRef="usd">1779000</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeAssets
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI2LTEtMS0xLTExMjE1Mg_851e4232-1645-42a6-bf27-563aae163778"
      unitRef="usd">1160000</us-gaap:DerivativeAssets>
    <us-gaap:DerivativeCollateralObligationToReturnSecurities
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI2LTMtMS0xLTExMjE1Mg_8c1d2b7e-83d2-4b0b-a3eb-c71d0e8522f4"
      unitRef="usd">516000</us-gaap:DerivativeCollateralObligationToReturnSecurities>
    <us-gaap:DerivativeCollateralObligationToReturnCash
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI2LTUtMS0xLTExMjE1Mg_1405dc33-b8fa-42c4-bb54-f5512d9ebc5c"
      unitRef="usd">0</us-gaap:DerivativeCollateralObligationToReturnCash>
    <us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI2LTctMS0xLTExMjE1Mg_775bc8f4-0897-4869-a5d4-f3fb713612ef"
      unitRef="usd">644000</us-gaap:DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI4LTEtMS0xLTExMjE1Mg_4c57a92e-2377-4c78-b813-5a6eb5559a4d"
      unitRef="usd">747036000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI4LTMtMS0xLTExMjE1Mg_07cd49cc-9c4f-4420-997c-7e81d9983286"
      unitRef="usd">0</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI4LTUtMS0xLTExMjE1Mg_8d28b9bd-e264-4c58-9ce4-d7fcedac2b76"
      unitRef="usd">77607000</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="i594ba279b2fd4b77a62a9065241630f5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI4LTctMS0xLTExMjE1Mg_44408ef8-3cf2-41b0-86be-3546ab247426"
      unitRef="usd">669429000</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI5LTEtMS0xLTExMjE1Mg_386331a9-4ebd-4642-ab41-83eb608bdbee"
      unitRef="usd">3916000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI5LTMtMS0xLTExMjE1Mg_b99e76a9-2f6c-47c6-bca1-c97b69477c46"
      unitRef="usd">3876000</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI5LTUtMS0xLTExMjE1Mg_12a83429-085c-486e-ba06-02848be50b8c"
      unitRef="usd">40000</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="idc1fc643b8404a6e904290495d86c032_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzI5LTctMS0xLTExMjE1Mg_9454f01a-7989-4ffb-aaca-1252c67d63bf"
      unitRef="usd">0</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMwLTEtMS0xLTExMjE1Mg_bb8d9636-0808-4aad-8463-731464ec9a52"
      unitRef="usd">129134000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMwLTMtMS0xLTExMjE1Mg_32ea54e5-849c-43ba-8c3f-7eab1c070dad"
      unitRef="usd">9028000</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMwLTUtMS0xLTExMjE1Mg_b5d65252-37d0-4c63-8582-71e236b0ae10"
      unitRef="usd">120106000</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="i0b7f3ce29b30498ea3892babd9ac8eee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMwLTctMS0xLTExMjE1Mg_3411cd8c-4b63-4fd3-9029-106e91817a76"
      unitRef="usd">0</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMxLTEtMS0xLTExMjE1Mg_d554edab-115a-451b-b70b-c49c0e613468"
      unitRef="usd">870000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMxLTMtMS0xLTExMjE1Mg_eacfd983-6a3b-49e0-9513-189215a082e5"
      unitRef="usd">0</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMxLTUtMS0xLTExMjE1Mg_cc748d3e-f9d2-47b5-a634-1c016ae25307"
      unitRef="usd">0</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="idc3f180ca6704e54b0521023b5217573_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMxLTctMS0xLTExMjE1Mg_375dadbe-a1c2-47f0-a8b8-0454d2a4b502"
      unitRef="usd">870000</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <us-gaap:DerivativeLiabilities
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMyLTEtMS0xLTExMjE1Mg_50ddc241-7083-48bb-9df5-96c7317af829"
      unitRef="usd">581000</us-gaap:DerivativeLiabilities>
    <us-gaap:DerivativeCollateralRightToReclaimSecurities
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMyLTMtMS0xLTExMjE1Mg_6f07b80d-c974-4ae3-95e5-23f217dddcfc"
      unitRef="usd">516000</us-gaap:DerivativeCollateralRightToReclaimSecurities>
    <us-gaap:DerivativeCollateralRightToReclaimCash
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMyLTUtMS0xLTExMjE1Mg_fa00a958-3179-4c7d-a969-ea5e923db5ca"
      unitRef="usd">65000</us-gaap:DerivativeCollateralRightToReclaimCash>
    <us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
      contextRef="i8f74f1aee2b94d8cb430f2f2590ed47a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTpiM2JhMTY4MTkzNzE0ODI2OGY2ODM0ZjBmYTI1OTgyOC90YWJsZXJhbmdlOmIzYmExNjgxOTM3MTQ4MjY4ZjY4MzRmMGZhMjU5ODI4XzMyLTctMS0xLTExMjE1Mg_51027197-7433-4394-917f-c51fbb1ad895"
      unitRef="usd">0</us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral>
    <nly:ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90ZXh0cmVnaW9uOmVjNTRmNjRlODNkNjQ4ODI5ZDkwM2QzYjA2NzgxMjU4Xzk4MzI_0531fac8-7b81-4cb9-a913-278308f2d17b">&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The effect of interest rate swaps in the Consolidated Statements of Comprehensive Income (Loss) is as follows:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:81.578%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:23.451%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:23.451%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.696%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:23.451%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.696%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:23.455%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Location on Consolidated Statements of Comprehensive Income (Loss)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net Interest Component of Interest Rate Swaps &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Realized Gains (Losses) on Termination of Interest Rate Swaps &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized Gains (Losses) on Interest Rate Swaps &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the years ended&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;366,161&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(266,427)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,480,708&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(276,142)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,236,349)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,198,486&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;December 31, 2020&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(207,877)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,917,628)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(904,532)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Included in Net gains (losses) on derivatives in the Consolidated Statements of Comprehensive Income (Loss).&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The effect of other derivative contracts in the Company&#x2019;s Consolidated Statements of Comprehensive Income (Loss) is as follows:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.545%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.480%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.480%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.375%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Year Ended December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Realized Gain (Loss)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized Gain (Loss)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&lt;span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzEtNS0xLTEtMTEyMTUy_c80e36bc-51c1-4ece-89c4-00673ecdca6e"&gt;Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments&lt;/span&gt;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,729,866)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(100,990)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(2,830,856)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net interest rate swaptions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(43,124)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;195,084&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;151,960&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,825,072&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;141,366&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,966,438&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;460&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,657&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(12,927)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(9,270)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,278,732&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.941%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.545%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.480%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:22.480%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.660%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:24.375%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Year Ended December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative Instruments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Realized Gain (Loss)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unrealized Gain (Loss)&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net TBA derivatives&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(354,410)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(47,332)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(401,742)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net interest rate swaptions&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(78,431)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,387&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(76,044)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Futures&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;683,534&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(101,199)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;582,335&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Purchase commitments&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8,234&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,931&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;15,165&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;120,574&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock>
    <nly:GainLossOnRealizedInterestRateSwaps
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzMtMS0xLTEtMTEyMTUy_2dcc0b9d-88d2-4d3f-94f9-4ed283886903"
      unitRef="usd">366161000</nly:GainLossOnRealizedInterestRateSwaps>
    <nly:GainLossOnTerminationOfInterestRateSwaps
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzMtMy0xLTEtMTEyMTUy_e1af4fb8-bb68-41ae-8731-69bb80c673dd"
      unitRef="usd">-266427000</nly:GainLossOnTerminationOfInterestRateSwaps>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzMtNS0xLTEtMTEyMTUy_c7f4cca4-3f7e-4b95-8132-8f09499fe8e1"
      unitRef="usd">3480708000</us-gaap:UnrealizedGainLossOnDerivatives>
    <nly:GainLossOnRealizedInterestRateSwaps
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzQtMS0xLTEtMTEyMTUy_110a5cb3-5703-4b8a-96f5-c90ce3db3794"
      unitRef="usd">-276142000</nly:GainLossOnRealizedInterestRateSwaps>
    <nly:GainLossOnTerminationOfInterestRateSwaps
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzQtMy0xLTEtMTEyMTUy_16ed81da-971d-4098-baae-754bbdb06eec"
      unitRef="usd">-1236349000</nly:GainLossOnTerminationOfInterestRateSwaps>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzQtNS0xLTEtMTEyMTUy_38833a91-2a89-4b4f-87be-cdacf5b26490"
      unitRef="usd">2198486000</us-gaap:UnrealizedGainLossOnDerivatives>
    <nly:GainLossOnRealizedInterestRateSwaps
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzUtMS0xLTEtMTEyMTUy_26551a4a-fdf3-44aa-a081-c73a094870fd"
      unitRef="usd">-207877000</nly:GainLossOnRealizedInterestRateSwaps>
    <nly:GainLossOnTerminationOfInterestRateSwaps
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzUtMy0xLTEtMTEyMTUy_dc00c62e-e623-4b18-a87c-54f4297cd83d"
      unitRef="usd">-1917628000</nly:GainLossOnTerminationOfInterestRateSwaps>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTowM2VhMWIzY2UwNmE0MjQ0YmNkZTAwYzFhZWMxNDZkMC90YWJsZXJhbmdlOjAzZWExYjNjZTA2YTQyNDRiY2RlMDBjMWFlYzE0NmQwXzUtNS0xLTEtMTEyMTUy_acb1ce97-fb22-4aa9-aba6-f2f8ca8ddfbc"
      unitRef="usd">-904532000</us-gaap:UnrealizedGainLossOnDerivatives>
    <nly:RealizedGainLossOnDerivatives
      contextRef="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzMtMS0xLTEtMTEyMTUy_03476e54-dd1a-4162-8430-293de045957f"
      unitRef="usd">-2729866000</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzMtMy0xLTEtMTEyMTUy_4683828a-f3ad-4d24-bd61-747c54521b77"
      unitRef="usd">-100990000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="i6d4d8109120a4bcf8ea6eed96d64bd1a_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzMtNS0xLTEtMTI2OTQy_252d12be-a1d4-499b-8539-7e6e7c4177fd"
      unitRef="usd">-2830856000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <nly:RealizedGainLossOnDerivatives
      contextRef="i0ca7d92442da4192adde6a5c6e465384_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzQtMS0xLTEtMTEyMTUy_98f28497-8b90-4be7-9fc3-879c367acffd"
      unitRef="usd">-43124000</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="i0ca7d92442da4192adde6a5c6e465384_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzQtMy0xLTEtMTEyMTUy_4ba84911-5f55-492c-a5dd-38a491f03f4d"
      unitRef="usd">195084000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="i0ca7d92442da4192adde6a5c6e465384_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzQtNS0xLTEtMTI2OTQy_78a1b05c-e940-4a69-956c-d54c2e4adbdf"
      unitRef="usd">151960000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <nly:RealizedGainLossOnDerivatives
      contextRef="i6f51e5f47faf458aa2d1e6a23bdf175e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzUtMS0xLTEtMTEyMTUy_8eb4ad99-496f-4cd7-ba48-96c7da0df217"
      unitRef="usd">3825072000</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="i6f51e5f47faf458aa2d1e6a23bdf175e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzUtMy0xLTEtMTEyMTUy_1bd0d73c-956b-488f-ac53-378a63733b09"
      unitRef="usd">141366000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="i6f51e5f47faf458aa2d1e6a23bdf175e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzUtNS0xLTEtMTI2OTQy_f983d698-8b57-49ab-a315-d17c7faee82c"
      unitRef="usd">3966438000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <nly:RealizedGainLossOnDerivatives
      contextRef="i23cf0f705f9e497e9596b76f7dd0437c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzYtMS0xLTEtMTEyMTUy_0cc1b222-1a39-4de3-9fd8-b1cb658242a5"
      unitRef="usd">0</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="i23cf0f705f9e497e9596b76f7dd0437c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzYtMy0xLTEtMTEyMTUy_8a7f2716-2706-41bb-bd79-89b7845c8447"
      unitRef="usd">460000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="i23cf0f705f9e497e9596b76f7dd0437c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzYtNS0xLTEtMTI2OTQy_bc8fb541-46e1-4617-8366-dc288cd615dd"
      unitRef="usd">460000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <nly:RealizedGainLossOnDerivatives
      contextRef="idc9188a2e182487c8ed7561922d0e12c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzctMS0xLTEtMTEyMTUy_6c26a5d1-edbf-4293-b0f3-731424d16fe8"
      unitRef="usd">3657000</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="idc9188a2e182487c8ed7561922d0e12c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzctMy0xLTEtMTEyMTUy_a6b3bf11-65b1-4eb0-8c91-582f9c925f5f"
      unitRef="usd">-12927000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="idc9188a2e182487c8ed7561922d0e12c_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzctNS0xLTEtMTI2OTQy_e8441228-27c3-4551-af6c-aaa39cd91bc3"
      unitRef="usd">-9270000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2MDNkZGY0NWM2ODk0MjllOGEyYTc4NjE5OTA0N2Q0NS90YWJsZXJhbmdlOjYwM2RkZjQ1YzY4OTQyOWU4YTJhNzg2MTk5MDQ3ZDQ1XzgtNS0xLTEtMTEyMTUy_f10a0854-df38-4644-97e1-ef5059822490"
      unitRef="usd">1278732000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <nly:RealizedGainLossOnDerivatives
      contextRef="ifa8852416059440b9be6723f60586886_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzMtMS0xLTEtMTEyMTUy_9eaadcf3-4b6d-4b8b-9d48-4383a9dfd72d"
      unitRef="usd">-354410000</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="ifa8852416059440b9be6723f60586886_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzMtMy0xLTEtMTEyMTUy_1d2f5173-dac2-4067-8f3f-b9a3c7056586"
      unitRef="usd">-47332000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="ifa8852416059440b9be6723f60586886_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzMtNS0xLTEtMTI2OTUy_d2d6f53a-8318-44fe-bf96-24f755aef920"
      unitRef="usd">-401742000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <nly:RealizedGainLossOnDerivatives
      contextRef="ib526074b87f74d598b5a5430cdbb8761_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzQtMS0xLTEtMTEyMTUy_318f8a51-6af0-4263-897a-edb7d7b14189"
      unitRef="usd">-78431000</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="ib526074b87f74d598b5a5430cdbb8761_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzQtMy0xLTEtMTEyMTUy_acc461ef-c4b7-4a9f-88b8-da7566746072"
      unitRef="usd">2387000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="ib526074b87f74d598b5a5430cdbb8761_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzQtNS0xLTEtMTI2OTUy_08e103f6-3def-4fca-9246-3304c92346c5"
      unitRef="usd">-76044000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <nly:RealizedGainLossOnDerivatives
      contextRef="i4840bda5805945b4a8aff83dfb36cdf3_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzUtMS0xLTEtMTEyMTUy_84873b4e-83f8-464d-8cd2-7d680944db8c"
      unitRef="usd">683534000</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="i4840bda5805945b4a8aff83dfb36cdf3_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzUtMy0xLTEtMTEyMTUy_090c89de-d80f-489c-b7ab-5e62c791c885"
      unitRef="usd">-101199000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="i4840bda5805945b4a8aff83dfb36cdf3_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzUtNS0xLTEtMTI2OTUy_9fcd8fd9-506f-41ff-ab48-85d63b85b002"
      unitRef="usd">582335000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <nly:RealizedGainLossOnDerivatives
      contextRef="ifdbffaa41bf64b07a4a0e9536e68554c_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzYtMS0xLTEtMTEyMTUy_8d11b320-96cb-4446-95ab-19d122c3fbaf"
      unitRef="usd">0</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="ifdbffaa41bf64b07a4a0e9536e68554c_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzYtMy0xLTEtMTEyMTUy_7a1a5158-4b9d-4021-9dad-cbe49b9fa7d9"
      unitRef="usd">860000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="ifdbffaa41bf64b07a4a0e9536e68554c_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzYtNS0xLTEtMTI2OTUy_b3927be2-2929-416c-b31e-083b3090e329"
      unitRef="usd">860000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <nly:RealizedGainLossOnDerivatives
      contextRef="i53b76195b24948a0ac23a94e3fdb6dfb_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzctMS0xLTEtMTEyMTUy_cdf26d0e-2db4-4221-88a7-30932c70fbf7"
      unitRef="usd">8234000</nly:RealizedGainLossOnDerivatives>
    <us-gaap:UnrealizedGainLossOnDerivatives
      contextRef="i53b76195b24948a0ac23a94e3fdb6dfb_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzctMy0xLTEtMTEyMTUy_343f8a6a-5bc1-4229-a802-c973af89828c"
      unitRef="usd">6931000</us-gaap:UnrealizedGainLossOnDerivatives>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="i53b76195b24948a0ac23a94e3fdb6dfb_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzctNS0xLTEtMTI2OTUy_523adf44-f582-4924-8dfa-254d8d488726"
      unitRef="usd">15165000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <us-gaap:DerivativeGainLossOnDerivativeNet
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zOTcvZnJhZzplYzU0ZjY0ZTgzZDY0ODgyOWQ5MDNkM2IwNjc4MTI1OC90YWJsZTo2YmU5YmZhZWRjNTY0YWM3ODc4YjJiZTA4NDdmMTFmNS90YWJsZXJhbmdlOjZiZTliZmFlZGM1NjRhYzc4NzhiMmJlMDg0N2YxMWY1XzgtNS0xLTEtMTEyMTUy_16b4e915-9d89-41be-85d7-3137aca1e646"
      unitRef="usd">120574000</us-gaap:DerivativeGainLossOnDerivativeNet>
    <us-gaap:FairValueDisclosuresTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MjU_2bf6ee4d-974d-4ebe-9ef9-f3cbd7c87659">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;12. FAIR VALUE MEASUREMENTS&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company follows fair value guidance in accordance with GAAP to account for its financial instruments and MSR that are accounted for at fair value. The fair value of a financial instrument and MSR is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;GAAP requires classification of financial instruments and MSR into a three-level hierarchy based on the priority of the inputs to the valuation technique. The fair value hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (Level&#160;1) and the lowest priority to unobservable inputs (Level&#160;3).&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;If the inputs used to measure the financial instrument and MSR fall within different levels of the hierarchy, the categorization is based on the lowest priority input that is significant to the fair value measurement of the instrument. Financial assets and liabilities recorded at fair value on the Consolidated Statements of Financial Condition or disclosed in the related notes are categorized based on the inputs to the valuation techniques as follows:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Level 1 &#x2013; inputs to the valuation methodology are quoted prices (unadjusted) for identical assets and liabilities in active markets.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Level 2 &#x2013; inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Level 3 &#x2013; inputs to the valuation methodology are unobservable and significant to overall fair value.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company designates its securities as trading, available-for-sale or held-to-maturity depending upon the type of security and the Company&#x2019;s intent and ability to hold such security to maturity. Securities classified as available-for-sale and trading are reported at fair value on a recurring basis.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following is a description of the valuation methodologies used for instruments carried at fair value. These methodologies are applied to assets and liabilities across the three-level fair value hierarchy, with the observability of inputs determining the appropriate level.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Futures contracts are valued using quoted prices for identical instruments in active markets and are classified as Level 1. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Residential Securities, interest rate swaps, swaptions and other derivatives are valued using quoted prices or internally estimated prices for similar assets using internal models. The Company incorporates common market pricing methods, including a spread measurement to the Treasury curve as well as underlying characteristics of the particular security including coupon, prepayment speeds, periodic and life caps, rate reset period and expected life of the security in its estimates of fair value. Fair value estimates for residential mortgage loans are generated by a discounted cash flow model and are primarily based on observable market-based inputs including discount rates, prepayment speeds, delinquency levels, and credit losses. Management reviews and indirectly corroborates its estimates of the fair value derived using internal models by comparing its results to independent prices provided by dealers in the securities and/or third party pricing services. Certain liquid asset classes, such as Agency fixed-rate pass-throughs, may be priced using independent sources such as quoted prices for TBA securities.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Residential Securities, residential mortgage loans, interest rate swap and swaption markets, TBA derivatives and MBS options are considered to be active markets such that participants transact with sufficient frequency and volume to provide transparent pricing information on an ongoing basis. The liquidity of the Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options markets and the similarity of the Company&#x2019;s securities to those actively traded enable the Company to observe quoted prices in the market and utilize those prices as a basis for formulating fair value measurements.&#160;Consequently, the Company has classified Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options as Level 2 inputs in the fair value hierarchy. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The fair value of commercial mortgage-backed securities classified as available-for-sale is determined based upon quoted prices of similar assets in recent market transactions and requires the application of judgment due to differences in the underlying collateral.&#160;Consequently, commercial real estate debt investments carried at fair value are classified as Level 2.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;For the fair value of debt issued by securitization vehicles, refer to the &#x201c;Variable Interest Entities&#x201d; Note for additional information.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company classifies its investments in MSR and Interests in MSR as Level 3 in the fair value measurements hierarchy. Fair value estimates for these investments are obtained from models, which use significant unobservable inputs in their valuations. These valuations primarily utilize discounted cash flow models that incorporate unobservable market data inputs including discount rates, prepayment rates, delinquency levels and costs to service. Model valuations are then compared to valuations obtained from third party pricing providers. Management reviews the valuations received from third party pricing providers and &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;uses them as a point of comparison to modeled values. The valuation of MSR and Interests in MSR require significant judgment by management and the third party pricing providers. Assumptions used for which there is a lack of observable inputs may significantly impact the resulting fair value and therefore the Company&#x2019;s financial statements.&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following tables present the estimated fair values of financial instruments and MSR measured at fair value on a recurring basis. There were no transfers between levels of the fair value hierarchy during the periods presented.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:43.507%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.140%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 3&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit risk transfer securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;997,557&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;997,557&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Non-Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,991,146&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,991,146&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&#160;&#160;Commercial mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;526,309&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;526,309&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Mortgage servicing rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,748,209&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,748,209&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,121,912&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,121,912&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,006&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,006&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;275,879&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;309,058&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;77,030,536&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,748,209&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;78,811,924&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Debt issued by securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,744,160&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,744,160&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;800,849&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;800,849&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;108,724&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;108,724&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,919&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;83,529&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;95,448&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,919&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,737,262&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,749,181&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:43.507%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.140%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 3&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60,525,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60,525,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit risk transfer securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;936,228&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;936,228&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Non-Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,663,336&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,663,336&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&#160;&#160;Commercial mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;530,505&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;530,505&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,272,072&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,272,072&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loan warehouse facility&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;980&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;980&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Mortgage servicing rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;544,562&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;544,562&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,316&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,316&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,086,308&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,086,308&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,028&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;161,342&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;170,370&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,028&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;72,176,376&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;613,878&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;72,799,282&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Debt issued by securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,155,633&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,155,633&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,049,066&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,049,066&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;747,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;747,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;129,134&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,367&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;134,501&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;129,134&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,957,102&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7,086,236&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Qualitative and Quantitative Information about Level 3 Fair Value Measurements&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company considers unobservable inputs to be those for which market data is not available and that are developed using the best information available to us about the assumptions that market participants would use when pricing the asset. Relevant inputs vary depending on the nature of the instrument being measured at fair value. The sensitivities of significant unobservable inputs along with interrelationships between and among the significant unobservable inputs and their impact on the fair value measurements are described below. The effect of a change in a particular assumption in the sensitivity analysis below is considered independently from changes in any other assumptions. In practice, simultaneous changes in assumptions may not always have a linear effect on the inputs discussed below. Interrelationships may also exist between observable and unobservable inputs. Such relationships have not been included in the discussion below. For each of the individual relationships described below, the inverse relationship would also generally apply. For MSR and Interests in MSR, in general, increases in the discount, prepayment or delinquency rates or in annual servicing costs in isolation would result in a lower fair value measurement. A decline in interest rates could lead to higher-than-expected prepayments of mortgages underlying the Company&#x2019;s investments in MSR and Interests in MSR, which in turn could result in a decline in the estimated fair value of MSR and Interests in MSR. Refer to the &#x201c;Mortgage Servicing Rights&#x201d; Note for additional information, including rollforwards.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The table below presents information about the significant unobservable inputs used for recurring fair value measurements for Level 3 MSR and Interests in MSR. The table does not give effect to the Company&#x2019;s risk management practices that might offset risks inherent in these Level 3 investments.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.554%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unobservable Input &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1) &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;/&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Range (Weighted Average)&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Discount rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Prepayment rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Delinquency rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cost to service&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;MSR held directly&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.4% - 10.7% (9.7%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.8% - 8.1% (5.4%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;0.2% - 4.5% (1.3%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$86 - $118 ($95)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.554%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unobservable Input &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1) &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;/&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Range (Weighted Average)&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Discount rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Prepayment rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Delinquency rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cost to service&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;MSR held directly&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3.3% - 11.1% (7.0%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7.3% - 15.9% (9.4%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.2% - 2.5% (1.2%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$90 - $103 ($96)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8.4% - 8.4% (8.4%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5.0% - 14.4% (9.1%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.0% - 0.2% (0.1%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$78 - $84 ($81)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Represents rates, estimates and assumptions that the Company believes would be used by market participants when valuing these assets.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Weighted average discount rate computed based on the fair value of MSR, weighted average prepayment rate, delinquency rate and cost to service based on unpaid principal balances of loans underlying the MSR.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes the estimated fair values for financial assets and liabilities that are not carried at fair value at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:51.602%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.161%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.550%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.161%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.550%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.161%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.550%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.165%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Carrying&lt;br/&gt;Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Fair&lt;br/&gt;Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Carrying&lt;br/&gt;Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Fair&lt;br/&gt;Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Corporate debt, held for investment&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&#x2014;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&#x2014;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$1,968,991&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$1,986,379&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$59,512,597&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$59,512,597&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$54,769,643&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$54,769,643&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other secured financing&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;250,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;250,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;903,255&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;903,255&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;Corporate debt, held for investment is valued using Level 3 inputs. Refer to the &#x201c;Sale of Middle Market Lending Portfolio&#x201d; Note for additional information. The carrying values of repurchase agreements and short term other secured financing approximate fair value and are considered Level 2 fair value measurements. Long term other secured financing is valued using Level 2 inputs.</us-gaap:FairValueDisclosuresTextBlock>
    <us-gaap:FairValueOfFinancialInstrumentsPolicy
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MDQ_d1c98c43-de88-4753-a39b-dc6cacd6a91b">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company designates its securities as trading, available-for-sale or held-to-maturity depending upon the type of security and the Company&#x2019;s intent and ability to hold such security to maturity. Securities classified as available-for-sale and trading are reported at fair value on a recurring basis.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following is a description of the valuation methodologies used for instruments carried at fair value. These methodologies are applied to assets and liabilities across the three-level fair value hierarchy, with the observability of inputs determining the appropriate level.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Futures contracts are valued using quoted prices for identical instruments in active markets and are classified as Level 1. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Residential Securities, interest rate swaps, swaptions and other derivatives are valued using quoted prices or internally estimated prices for similar assets using internal models. The Company incorporates common market pricing methods, including a spread measurement to the Treasury curve as well as underlying characteristics of the particular security including coupon, prepayment speeds, periodic and life caps, rate reset period and expected life of the security in its estimates of fair value. Fair value estimates for residential mortgage loans are generated by a discounted cash flow model and are primarily based on observable market-based inputs including discount rates, prepayment speeds, delinquency levels, and credit losses. Management reviews and indirectly corroborates its estimates of the fair value derived using internal models by comparing its results to independent prices provided by dealers in the securities and/or third party pricing services. Certain liquid asset classes, such as Agency fixed-rate pass-throughs, may be priced using independent sources such as quoted prices for TBA securities.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Residential Securities, residential mortgage loans, interest rate swap and swaption markets, TBA derivatives and MBS options are considered to be active markets such that participants transact with sufficient frequency and volume to provide transparent pricing information on an ongoing basis. The liquidity of the Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options markets and the similarity of the Company&#x2019;s securities to those actively traded enable the Company to observe quoted prices in the market and utilize those prices as a basis for formulating fair value measurements.&#160;Consequently, the Company has classified Residential Securities, residential mortgage loans, interest rate swaps, swaptions, TBA derivatives and MBS options as Level 2 inputs in the fair value hierarchy. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The fair value of commercial mortgage-backed securities classified as available-for-sale is determined based upon quoted prices of similar assets in recent market transactions and requires the application of judgment due to differences in the underlying collateral.&#160;Consequently, commercial real estate debt investments carried at fair value are classified as Level 2.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;For the fair value of debt issued by securitization vehicles, refer to the &#x201c;Variable Interest Entities&#x201d; Note for additional information.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company classifies its investments in MSR and Interests in MSR as Level 3 in the fair value measurements hierarchy. Fair value estimates for these investments are obtained from models, which use significant unobservable inputs in their valuations. These valuations primarily utilize discounted cash flow models that incorporate unobservable market data inputs including discount rates, prepayment rates, delinquency levels and costs to service. Model valuations are then compared to valuations obtained from third party pricing providers. Management reviews the valuations received from third party pricing providers and &lt;/span&gt;&lt;/div&gt;uses them as a point of comparison to modeled values. The valuation of MSR and Interests in MSR require significant judgment by management and the third party pricing providers. Assumptions used for which there is a lack of observable inputs may significantly impact the resulting fair value and therefore the Company&#x2019;s financial statements.</us-gaap:FairValueOfFinancialInstrumentsPolicy>
    <us-gaap:ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MjA_df766ea1-6917-4c30-bde3-44fad8800239">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following tables present the estimated fair values of financial instruments and MSR measured at fair value on a recurring basis. There were no transfers between levels of the fair value hierarchy during the periods presented.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:43.507%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.140%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 3&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;62,274,895&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit risk transfer securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;997,557&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;997,557&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Non-Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,991,146&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,991,146&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&#160;&#160;Commercial mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;526,309&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;526,309&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,809,832&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Mortgage servicing rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,748,209&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,748,209&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,121,912&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;9,121,912&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,006&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,006&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;275,879&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;309,058&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;33,179&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;77,030,536&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,748,209&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;78,811,924&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Debt issued by securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,744,160&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;7,744,160&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;800,849&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;800,849&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;108,724&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;108,724&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,919&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;83,529&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;95,448&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,919&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,737,262&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,749,181&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:43.507%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.135%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:12.140%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 1&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 2&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Level 3&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60,525,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60,525,605&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Credit risk transfer securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;936,228&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;936,228&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Non-Agency mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,663,336&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,663,336&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&#160;&#160;Commercial mortgage-backed securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;530,505&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;530,505&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,272,072&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,272,072&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loan warehouse facility&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;980&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;980&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Mortgage servicing rights&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;544,562&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;544,562&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,316&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;69,316&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets transferred or pledged to securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,086,308&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,086,308&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,028&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;161,342&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;170,370&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total assets&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,028&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;72,176,376&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;613,878&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;72,799,282&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Debt issued by securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,155,633&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,155,633&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,049,066&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,049,066&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Derivative liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interest rate swaps&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;747,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;747,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other derivatives&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;129,134&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,367&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;134,501&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;129,134&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,957,102&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7,086,236&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock>
    <us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzQtMS0xLTEtMTEyMTUy_e8ae528e-ef2d-4af2-9ff1-410b13d088e9"
      unitRef="usd">0</us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure>
    <us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzQtMy0xLTEtMTEyMTUy_9bcc17af-6158-4259-99aa-49b063c2f724"
      unitRef="usd">62274895000</us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure>
    <us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzQtNS0xLTEtMTEyMTUy_f91bb3f7-6464-4310-8f18-63ddc6ea7f9b"
      unitRef="usd">0</us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure>
    <us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzQtNy0xLTEtMTEyMTUy_e75ea083-458c-476b-aab7-96eedfa2c394"
      unitRef="usd">62274895000</us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure>
    <us-gaap:FinancialInstrumentsOwnedOtherAtFairValue
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzUtMS0xLTEtMTEyMTUy_e3d4b2df-d25e-48e2-98b4-05f0ee40fc55"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedOtherAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedOtherAtFairValue
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzUtMy0xLTEtMTEyMTUy_35412e0e-24db-4b32-928f-794a279542c0"
      unitRef="usd">997557000</us-gaap:FinancialInstrumentsOwnedOtherAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedOtherAtFairValue
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzUtNS0xLTEtMTEyMTUy_ff33841d-90a8-4371-b70f-feb055e4b8e4"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedOtherAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedOtherAtFairValue
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzUtNy0xLTEtMTEyMTUy_648fcafa-67ae-4717-91dd-7654cc03e13e"
      unitRef="usd">997557000</us-gaap:FinancialInstrumentsOwnedOtherAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i8013377fdb0d41b8a800dcf44c77f0b1_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzYtMS0xLTEtMTEyMTUy_e537c17a-215f-4e41-ba6c-fe57d158ac51"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i00bb9bf9654341a38405633a98f7a477_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzYtMy0xLTEtMTEyMTUy_d4ebf922-f39e-4ea2-ab1c-aefe4ae8ab79"
      unitRef="usd">1991146000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="idf6f4a5869034524ad9d136bfc0bb50a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzYtNS0xLTEtMTEyMTUy_8354ca47-ec4e-4afb-9518-ad9b27929331"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i9eb5bdb495c7426b858919d1feaeb899_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzYtNy0xLTEtMTEyMTUy_eed58f42-12e9-4428-ac33-e5c674d18fc1"
      unitRef="usd">1991146000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i8a403ea2fcec405382b130394882bd3b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzctMS0xLTEtMTEyMTUy_57a1645e-189b-4ade-b2a2-907a9603d641"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="ic06239ce38fb4323a68b0ddf533a5038_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzctMy0xLTEtMTEyMTUy_13924a19-ae29-4872-bd98-0796247ca33d"
      unitRef="usd">526309000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="id8a71b2f11614a43af1b0aaecf246ec2_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzctNS0xLTEtMTEyMTUy_37258a67-12eb-45f8-8bc6-23804aa11678"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="ibe62bc03d57e4fbe9ef7f0557e7bf3da_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzctNy0xLTEtMTEyMTUy_5f352ca9-af07-430a-a746-b5e34ee4fbbb"
      unitRef="usd">526309000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="iec7a901650504799a49c50ae7f5191dd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzktMS0xLTEtMTEyMTUy_f4fc5cdb-8e08-43c7-9908-b7943319a183"
      unitRef="usd">0</nly:MortgageLoansFairValueDisclosure>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="i99b769758b8e457abdfb42ac8faf3c64_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzktMy0xLTEtMTEyMTUy_152b09a6-255c-40e1-a493-3b730cccf0ab"
      unitRef="usd">1809832000</nly:MortgageLoansFairValueDisclosure>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="if1326d591f894c95985716c9359b3881_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzktNS0xLTEtMTEyMTUy_722bdfaf-fe20-4f1b-af31-60db90574b77"
      unitRef="usd">0</nly:MortgageLoansFairValueDisclosure>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="i388d5c3bc1ac42f0a127728d913a661e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzktNy0xLTEtMTEyMTUy_de900911-6f51-4deb-934e-6e1e014bb0e8"
      unitRef="usd">1809832000</nly:MortgageLoansFairValueDisclosure>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzExLTEtMS0xLTExMjE1Mg_aaef1d61-aa79-4cbc-80cb-7d2e3433ce67"
      unitRef="usd">0</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzExLTMtMS0xLTExMjE1Mg_e0ddd61f-3113-4f8f-90a4-10d489ebef9d"
      unitRef="usd">0</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzExLTUtMS0xLTExMjE1Mg_29c4ee0e-f00d-40bd-8001-af861927e540"
      unitRef="usd">1748209000</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzExLTctMS0xLTExMjE1Mg_f67086ae-4ac3-4888-b723-89707d6aa5f2"
      unitRef="usd">1748209000</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:FinancialInstrumentsOwnedAtFairValue
      contextRef="ie5447a9365874c3992afffd7a905a3a1_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzEzLTEtMS0xLTExMjE1Mg_667913ff-c145-4e82-85e4-30fdd343a0ac"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedAtFairValue
      contextRef="i949d8694a3b841048765c20485b1d055_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzEzLTMtMS0xLTExMjE1Mg_c87a6d93-a296-4a01-9f07-2f7ab5c7e94d"
      unitRef="usd">9121912000</us-gaap:FinancialInstrumentsOwnedAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedAtFairValue
      contextRef="i20efd593461e4d159d7e9c31be9129bc_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzEzLTUtMS0xLTExMjE1Mg_5fd0a324-6406-40a1-a4c1-201debe43672"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedAtFairValue
      contextRef="ia671e5feb50d48ea815b270b3d92b82c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzEzLTctMS0xLTExMjE1Mg_eaeba37e-6104-45a8-8f79-4321a0bcbfa6"
      unitRef="usd">9121912000</us-gaap:FinancialInstrumentsOwnedAtFairValue>
    <us-gaap:InterestRateDerivativeAssetsAtFairValue
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE2LTEtMS0xLTExMjE1Mg_b4afa4fd-b4e4-4253-bc46-f6497909a004"
      unitRef="usd">0</us-gaap:InterestRateDerivativeAssetsAtFairValue>
    <us-gaap:InterestRateDerivativeAssetsAtFairValue
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE2LTMtMS0xLTExMjE1Mg_f1b8fea6-debb-4c05-8f53-2f5526c9edae"
      unitRef="usd">33006000</us-gaap:InterestRateDerivativeAssetsAtFairValue>
    <us-gaap:InterestRateDerivativeAssetsAtFairValue
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE2LTUtMS0xLTExMjE1Mg_54eddae7-cdde-421b-b199-f944e4d8be87"
      unitRef="usd">0</us-gaap:InterestRateDerivativeAssetsAtFairValue>
    <us-gaap:InterestRateDerivativeAssetsAtFairValue
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE2LTctMS0xLTExMjE1Mg_563ca3f7-2ca3-4180-8307-3dee25068d73"
      unitRef="usd">33006000</us-gaap:InterestRateDerivativeAssetsAtFairValue>
    <nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE3LTEtMS0xLTExMjE1Mg_ddaa57b7-a11d-420a-9f9f-024fbb7b5035"
      unitRef="usd">33179000</nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE3LTMtMS0xLTExMjE1Mg_a9768717-ccf2-416e-b2aa-fc39052dc8be"
      unitRef="usd">275879000</nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE3LTUtMS0xLTExMjE1Mg_35c6f849-a34c-43d6-a078-aa0324c0af3c"
      unitRef="usd">0</nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE3LTctMS0xLTExMjE1Mg_8be5b39a-97a8-49f0-9cae-58a603a56737"
      unitRef="usd">309058000</nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure>
    <nly:FinancialAssetsFairValueDisclosure
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE4LTEtMS0xLTExMjE1Mg_a9bad465-3cf6-4f08-b0d5-7e601ba21be0"
      unitRef="usd">33179000</nly:FinancialAssetsFairValueDisclosure>
    <nly:FinancialAssetsFairValueDisclosure
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE4LTMtMS0xLTExMjE1Mg_b73c0be1-38ad-4462-a6d7-ee11b8ba3d2d"
      unitRef="usd">77030536000</nly:FinancialAssetsFairValueDisclosure>
    <nly:FinancialAssetsFairValueDisclosure
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE4LTUtMS0xLTExMjE1Mg_fa23d2aa-21cc-4e49-93b0-59cd67d12f9c"
      unitRef="usd">1748209000</nly:FinancialAssetsFairValueDisclosure>
    <nly:FinancialAssetsFairValueDisclosure
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzE4LTctMS0xLTExMjE1Mg_818815cf-cd83-40dc-aef4-0b97ab961754"
      unitRef="usd">78811924000</nly:FinancialAssetsFairValueDisclosure>
    <nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIxLTEtMS0xLTExMjE1Mg_fe784b0b-d27c-4ddb-bd5e-6aabd763e135"
      unitRef="usd">0</nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure>
    <nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIxLTMtMS0xLTExMjE1Mg_bb0f8cdc-8a40-4084-ab5e-ee327d2930d3"
      unitRef="usd">7744160000</nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure>
    <nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIxLTUtMS0xLTExMjE1Mg_64e1a0ae-8b95-4d9f-b4b9-5fe3cb94cb83"
      unitRef="usd">0</nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure>
    <nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIxLTctMS0xLTExMjE1Mg_50b13e4e-ab9d-449d-a8ef-a853656f0aba"
      unitRef="usd">7744160000</nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIyLTEtMS0xLTExMjE1Mg_6991d239-f2cd-4a8c-9308-8e7c7c488eb2"
      unitRef="usd">0</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIyLTMtMS0xLTExMjE1Mg_70ecbc3e-6099-4b7a-a7ec-94f4707efa08"
      unitRef="usd">800849000</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIyLTUtMS0xLTExMjE1Mg_1187c23f-4b4c-4be3-99cd-cc7908313cc3"
      unitRef="usd">0</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzIyLTctMS0xLTExMjE1Mg_324edcd6-2f13-47b2-bf1d-6ea986231c32"
      unitRef="usd">800849000</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI0LTEtMS0xLTExMjE1Mg_d8e71d28-2947-47c8-9d75-31c658ca4675"
      unitRef="usd">0</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI0LTMtMS0xLTExMjE1Mg_87774bb4-8b8d-46d6-a72f-15176715c160"
      unitRef="usd">108724000</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI0LTUtMS0xLTExMjE1Mg_0e112837-d756-4e15-bddc-0d68c597d0e8"
      unitRef="usd">0</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI0LTctMS0xLTExMjE1Mg_1c8f61cb-3220-4a9e-ad28-d56bf8fecd73"
      unitRef="usd">108724000</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI1LTEtMS0xLTExMjE1Mg_8bcd1ecc-7a51-4f78-9224-15806148be4a"
      unitRef="usd">11919000</nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI1LTMtMS0xLTExMjE1Mg_5cca1424-1bbf-40b0-a86d-9ba41deeaba2"
      unitRef="usd">83529000</nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI1LTUtMS0xLTExMjE1Mg_7f27be86-2ebb-4bc7-9f26-5a0bab42a740"
      unitRef="usd">0</nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI1LTctMS0xLTExMjE1Mg_b0d146ee-f128-43b6-b3ba-d35369634fec"
      unitRef="usd">95448000</nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure>
    <us-gaap:FinancialLiabilitiesFairValueDisclosure
      contextRef="i63fbb89737584a75880cdf3c26232db9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI2LTEtMS0xLTExMjE1Mg_8eb31676-3423-4c72-9325-97da6d579443"
      unitRef="usd">11919000</us-gaap:FinancialLiabilitiesFairValueDisclosure>
    <us-gaap:FinancialLiabilitiesFairValueDisclosure
      contextRef="ib01b8216347847e7963d15fcd7beabfd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI2LTMtMS0xLTExMjE1Mg_8660ea4a-9eb3-40f9-9173-71f5c0c574a0"
      unitRef="usd">8737262000</us-gaap:FinancialLiabilitiesFairValueDisclosure>
    <us-gaap:FinancialLiabilitiesFairValueDisclosure
      contextRef="i9a51744a07d042f3ba2372bcd7ceea3c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI2LTUtMS0xLTExMjE1Mg_01495d90-2ef2-4288-a9f3-7d49c9d39982"
      unitRef="usd">0</us-gaap:FinancialLiabilitiesFairValueDisclosure>
    <us-gaap:FinancialLiabilitiesFairValueDisclosure
      contextRef="i560c8aa7a15348c694751e3563c73f2a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpiZWUzM2U1YjI3OWQ0MjBjODVhNmE1N2I3N2ZiNWY5Yy90YWJsZXJhbmdlOmJlZTMzZTViMjc5ZDQyMGM4NWE2YTU3Yjc3ZmI1ZjljXzI2LTctMS0xLTExMjE1Mg_5b8c7965-f51e-4392-a95b-08d53dc1ee75"
      unitRef="usd">8749181000</us-gaap:FinancialLiabilitiesFairValueDisclosure>
    <us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzQtMS0xLTEtMTEyMTUy_05868c42-f2d2-48f3-a3c7-f9f8c118f06e"
      unitRef="usd">0</us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure>
    <us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzQtMy0xLTEtMTEyMTUy_503c7548-4930-4b3b-bea0-4daea904d293"
      unitRef="usd">60525605000</us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure>
    <us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzQtNS0xLTEtMTEyMTUy_e4fc0434-e0db-4c8b-8b4c-e8db6ee81dda"
      unitRef="usd">0</us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure>
    <us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzQtNy0xLTEtMTEyMTUy_b536ef6c-ccfa-4d7a-85f4-162554c1a00a"
      unitRef="usd">60525605000</us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure>
    <us-gaap:FinancialInstrumentsOwnedOtherAtFairValue
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzUtMS0xLTEtMTEyMTUy_3b46428f-4615-4d50-a408-1fcc6feba067"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedOtherAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedOtherAtFairValue
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzUtMy0xLTEtMTEyMTUy_7e03e2b6-4c21-422a-8db3-3a502ba42977"
      unitRef="usd">936228000</us-gaap:FinancialInstrumentsOwnedOtherAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedOtherAtFairValue
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzUtNS0xLTEtMTEyMTUy_72cdb3be-48f9-47d6-aed8-ed67372d4e28"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedOtherAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedOtherAtFairValue
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzUtNy0xLTEtMTEyMTUy_534cf1f6-e204-471f-b8d6-e675ebcb5d1d"
      unitRef="usd">936228000</us-gaap:FinancialInstrumentsOwnedOtherAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i7008d8cb9909467c94256b86ec776ec8_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzYtMS0xLTEtMTEyMTUy_2590c251-cd4e-4d0a-8416-7d22408e0cb9"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i7164b1f4163f4e1cb3503dc6471b9f6c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzYtMy0xLTEtMTEyMTUy_f3283ac8-3cdf-4092-85d4-87ccb9d6c490"
      unitRef="usd">1663336000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="if16a3ec1db994504952f44be91af1b60_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzYtNS0xLTEtMTEyMTUy_8542f592-5297-4de8-bb9d-7f130c078d04"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i858bafc64ad54f31b1bc0fdfc48a0534_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzYtNy0xLTEtMTEyMTUy_1d7c509b-10ff-4b83-9237-ec9cee98915e"
      unitRef="usd">1663336000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="i6eeb7a7c50ef496d9af71d9c2bc8a40f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzctMS0xLTEtMTEyMTUy_506b7683-de5f-48bb-9d4a-a14044e759a9"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="iccb9e06a079f4293b444107c203dd37c_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzctMy0xLTEtMTEyMTUy_d9e44976-1f15-4f49-82cd-68e3dce8750d"
      unitRef="usd">530505000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="ib6ce3750e37f4ae096881d8f42acb000_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzctNS0xLTEtMTEyMTUy_3696eba5-a6e2-4899-86fe-0fe95fc6021f"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
      contextRef="ic031c943057c45a2a30747ad2570029e_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzctNy0xLTEtMTEyMTUy_f68ecca4-086b-41fe-9f2f-fbd1cfd10ce1"
      unitRef="usd">530505000</us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="i426aa459134740daacef0dbfa49cf931_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzktMS0xLTEtMTEyMTUy_8e8381c7-56ae-4eeb-887b-8568986ca8b9"
      unitRef="usd">0</nly:MortgageLoansFairValueDisclosure>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="i643e7a54c4374fe99a39a4022759dead_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzktMy0xLTEtMTEyMTUy_4f046333-1c79-47e7-97a9-d3b1fc4a0bc5"
      unitRef="usd">2272072000</nly:MortgageLoansFairValueDisclosure>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="i9b24f8c723a0454f96053994aab24487_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzktNS0xLTEtMTEyMTUy_3bc8d57a-a662-433b-9663-a8c1c1f8193f"
      unitRef="usd">0</nly:MortgageLoansFairValueDisclosure>
    <nly:MortgageLoansFairValueDisclosure
      contextRef="i1cd378f2bb01426cba6fabec8fee52cb_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzktNy0xLTEtMTEyMTUy_42836aac-2c1e-412d-afea-159511fb1a8d"
      unitRef="usd">2272072000</nly:MortgageLoansFairValueDisclosure>
    <nly:MortgageLoansWarehouseFacilityFairValueDisclosure
      contextRef="i426aa459134740daacef0dbfa49cf931_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTEtMS0xLTEyMzk1Ng_233f3653-4b68-4157-a3cb-51db1e54cd9c"
      unitRef="usd">0</nly:MortgageLoansWarehouseFacilityFairValueDisclosure>
    <nly:MortgageLoansWarehouseFacilityFairValueDisclosure
      contextRef="i643e7a54c4374fe99a39a4022759dead_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTMtMS0xLTEyMzk1OQ_b3f1dfb2-150f-4e7d-a18b-8687355aa8f8"
      unitRef="usd">980000</nly:MortgageLoansWarehouseFacilityFairValueDisclosure>
    <nly:MortgageLoansWarehouseFacilityFairValueDisclosure
      contextRef="i9b24f8c723a0454f96053994aab24487_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTUtMS0xLTEyMzk2Mg_2dc3f84a-bd84-441e-bdb6-1e9413b0634c"
      unitRef="usd">0</nly:MortgageLoansWarehouseFacilityFairValueDisclosure>
    <nly:MortgageLoansWarehouseFacilityFairValueDisclosure
      contextRef="i1cd378f2bb01426cba6fabec8fee52cb_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTctMS0xLTEyMzk2NQ_51939396-cd6c-4dfd-949b-7cf633f2916b"
      unitRef="usd">980000</nly:MortgageLoansWarehouseFacilityFairValueDisclosure>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTEtMS0xLTExMjE1Mg_dbc10ba3-7624-4b4b-98a3-fb27c9a981b5"
      unitRef="usd">0</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTMtMS0xLTExMjE1Mg_a8674969-6b17-45d5-a96f-f011521cd892"
      unitRef="usd">0</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTUtMS0xLTExMjE1Mg_780b5010-ea66-4113-9c7d-901209674a70"
      unitRef="usd">544562000</us-gaap:ServicingAssetAtFairValueAmount>
    <us-gaap:ServicingAssetAtFairValueAmount
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEwLTctMS0xLTExMjE1Mg_e10602cf-51af-4e0e-bd7c-d68646a39332"
      unitRef="usd">544562000</us-gaap:ServicingAssetAtFairValueAmount>
    <nly:InterestInMortgageServicingRightsAtFairValueAmount
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEyLTEtMS0xLTEyMzk3Mg_7484eeb6-88f3-465c-8f8d-0e287369ab57"
      unitRef="usd">0</nly:InterestInMortgageServicingRightsAtFairValueAmount>
    <nly:InterestInMortgageServicingRightsAtFairValueAmount
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEyLTMtMS0xLTEyMzk3NQ_ea9fb711-76a6-4e6a-9b63-e1450d6942af"
      unitRef="usd">0</nly:InterestInMortgageServicingRightsAtFairValueAmount>
    <nly:InterestInMortgageServicingRightsAtFairValueAmount
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEyLTUtMS0xLTEyMzk3OA_8618ea55-a3b4-495a-815e-297c5b21882c"
      unitRef="usd">69316000</nly:InterestInMortgageServicingRightsAtFairValueAmount>
    <nly:InterestInMortgageServicingRightsAtFairValueAmount
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzEyLTctMS0xLTEyMzk4MQ_b5764cc2-d94f-4c9c-801a-2e163994434f"
      unitRef="usd">69316000</nly:InterestInMortgageServicingRightsAtFairValueAmount>
    <us-gaap:FinancialInstrumentsOwnedAtFairValue
      contextRef="i162ad38f06664fa49ed2812ab45574ea_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzExLTEtMS0xLTExMjE1Mg_edee4744-1cd4-4de6-918c-f24d907d3403"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedAtFairValue
      contextRef="ifea3bf3c28aa4131ad301f7c84406720_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzExLTMtMS0xLTExMjE1Mg_5f01b217-d523-4184-9ee6-1c4581e3cee7"
      unitRef="usd">6086308000</us-gaap:FinancialInstrumentsOwnedAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedAtFairValue
      contextRef="i287603f760fa42f298725fb2d0adc9f6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzExLTUtMS0xLTExMjE1Mg_a7b725c9-b77d-4d4f-a498-001cbf1eb597"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedAtFairValue
      contextRef="i9f1dae94633844f8975fea8e5022e3e9_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzExLTctMS0xLTExMjE1Mg_777d3f29-d65d-4a73-80eb-8dd4f0f93bc9"
      unitRef="usd">6086308000</us-gaap:FinancialInstrumentsOwnedAtFairValue>
    <nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE1LTEtMS0xLTExMjE1Mg_694e2b85-d11c-4a68-8a56-090b619ae83c"
      unitRef="usd">9028000</nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE1LTMtMS0xLTExMjE1Mg_dc257ab8-ea8c-4f3e-ac77-1828fd1cb233"
      unitRef="usd">161342000</nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE1LTUtMS0xLTExMjE1Mg_944f7a94-8855-4c07-ae32-5514b25f0738"
      unitRef="usd">0</nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE1LTctMS0xLTExMjE1Mg_4d1359eb-93b0-4083-8b29-88001ac0c485"
      unitRef="usd">170370000</nly:OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure>
    <nly:FinancialAssetsFairValueDisclosure
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE2LTEtMS0xLTExMjE1Mg_d1661f87-d7f3-4f85-a46b-32e455298e62"
      unitRef="usd">9028000</nly:FinancialAssetsFairValueDisclosure>
    <nly:FinancialAssetsFairValueDisclosure
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE2LTMtMS0xLTExMjE1Mg_86a20c8a-31bf-4a41-8348-9db644d179a0"
      unitRef="usd">72176376000</nly:FinancialAssetsFairValueDisclosure>
    <nly:FinancialAssetsFairValueDisclosure
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE2LTUtMS0xLTExMjE1Mg_e7fac3ac-7603-4335-ad7e-992a2f9d014d"
      unitRef="usd">613878000</nly:FinancialAssetsFairValueDisclosure>
    <nly:FinancialAssetsFairValueDisclosure
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE2LTctMS0xLTExMjE1Mg_153fb505-26d7-4016-8e96-5daa4af20d15"
      unitRef="usd">72799282000</nly:FinancialAssetsFairValueDisclosure>
    <nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE5LTEtMS0xLTExMjE1Mg_20f5ad36-e1d7-4d4e-a2ff-45ba54e641cb"
      unitRef="usd">0</nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure>
    <nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE5LTMtMS0xLTExMjE1Mg_c7bac5b4-f5d6-4003-b9da-8ddb58a36743"
      unitRef="usd">5155633000</nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure>
    <nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE5LTUtMS0xLTExMjE1Mg_ab5822b3-59d5-4d78-a863-1f53b7e35d49"
      unitRef="usd">0</nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure>
    <nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzE5LTctMS0xLTExMjE1Mg_2a071f89-0bb2-4460-af41-d5b560a8644c"
      unitRef="usd">5155633000</nly:SecuritizedDebtOfConsolidatedVieFairValueDisclosure>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIwLTEtMS0xLTExMjE1Mg_7a9e872e-8738-4cc0-9443-f47358f4fcc6"
      unitRef="usd">0</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIwLTMtMS0xLTExMjE1Mg_f1089c2c-bb25-45ec-8a3a-9936daa705b0"
      unitRef="usd">1049066000</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIwLTUtMS0xLTExMjE1Mg_59ec5b31-9d66-4f8a-82ae-a9b7fdf69acd"
      unitRef="usd">0</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIwLTctMS0xLTExMjE1Mg_ed57cb6f-356d-4921-86ad-70809767fc39"
      unitRef="usd">1049066000</us-gaap:ParticipatingMortgageLoansParticipationLiabilitiesAmount>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIyLTEtMS0xLTExMjE1Mg_1b57413f-d74b-4165-a194-642e9cbe9846"
      unitRef="usd">0</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIyLTMtMS0xLTExMjE1Mg_4176f91d-d6c7-483d-bb3a-ca214aa6bdf4"
      unitRef="usd">747036000</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIyLTUtMS0xLTExMjE1Mg_4a52d4d7-e7a1-40bf-81b2-a0ed700fa3fb"
      unitRef="usd">0</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <us-gaap:InterestRateDerivativeLiabilitiesAtFairValue
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIyLTctMS0xLTExMjE1Mg_75254ab9-7e10-48e2-a93f-2f07a6e1ed24"
      unitRef="usd">747036000</us-gaap:InterestRateDerivativeLiabilitiesAtFairValue>
    <nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIzLTEtMS0xLTExMjE1Mg_17a449e9-4333-400d-8a47-8d30b28a4ae0"
      unitRef="usd">129134000</nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIzLTMtMS0xLTExMjE1Mg_55e81942-f7ba-467f-b61e-9bdab6cdbf59"
      unitRef="usd">5367000</nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIzLTUtMS0xLTExMjE1Mg_007cb094-8df0-458c-a0ed-e3ec7a59aeaa"
      unitRef="usd">0</nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure>
    <nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzIzLTctMS0xLTExMjE1Mg_33d44442-de51-43e8-9525-a986b796925a"
      unitRef="usd">134501000</nly:OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure>
    <us-gaap:FinancialLiabilitiesFairValueDisclosure
      contextRef="i103d231928b840278fbabc08887b7c8b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzI0LTEtMS0xLTExMjE1Mg_02543335-2618-45d4-bc44-3f81003ca35e"
      unitRef="usd">129134000</us-gaap:FinancialLiabilitiesFairValueDisclosure>
    <us-gaap:FinancialLiabilitiesFairValueDisclosure
      contextRef="ia4de1c57d1f242ca9fa2c2273f3cf3d2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzI0LTMtMS0xLTExMjE1Mg_7a3c299a-6fdf-4ca7-813f-34a490064eba"
      unitRef="usd">6957102000</us-gaap:FinancialLiabilitiesFairValueDisclosure>
    <us-gaap:FinancialLiabilitiesFairValueDisclosure
      contextRef="i5d73f279a6eb416081e350d981e91ac2_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzI0LTUtMS0xLTExMjE1Mg_cd9a3bcb-1e62-4995-8f45-4df618f6933d"
      unitRef="usd">0</us-gaap:FinancialLiabilitiesFairValueDisclosure>
    <us-gaap:FinancialLiabilitiesFairValueDisclosure
      contextRef="i9a57ab05486c4fec883b9ea9cbd758e5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo1YmNjYTBhMjhiYmM0Y2U2OGE0ZDZiZWQ0ZjA5ZTc4OC90YWJsZXJhbmdlOjViY2NhMGEyOGJiYzRjZTY4YTRkNmJlZDRmMDllNzg4XzI0LTctMS0xLTExMjE1Mg_2e63d076-2547-435f-9c92-2fec51f2309e"
      unitRef="usd">7086236000</us-gaap:FinancialLiabilitiesFairValueDisclosure>
    <us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MDU_89917817-e3af-4633-b8b9-28ebd3ecc2cc">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The table below presents information about the significant unobservable inputs used for recurring fair value measurements for Level 3 MSR and Interests in MSR. The table does not give effect to the Company&#x2019;s risk management practices that might offset risks inherent in these Level 3 investments.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.554%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unobservable Input &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1) &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;/&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Range (Weighted Average)&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Discount rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Prepayment rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Delinquency rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cost to service&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;MSR held directly&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8.4% - 10.7% (9.7%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.8% - 8.1% (5.4%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;0.2% - 4.5% (1.3%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$86 - $118 ($95)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:100.000%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.553%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.378%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:18.554%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#031f48;border-bottom:0.5pt solid #ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="21" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Unobservable Input &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1) &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;/&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Range (Weighted Average)&lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Discount rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Prepayment rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Delinquency rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cost to service&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;MSR held directly&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3.3% - 11.1% (7.0%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;7.3% - 15.9% (9.4%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.2% - 2.5% (1.2%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$90 - $103 ($96)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Interests in MSR&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;8.4% - 8.4% (8.4%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5.0% - 14.4% (9.1%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.0% - 0.2% (0.1%)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$78 - $84 ($81)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="24" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Represents rates, estimates and assumptions that the Company believes would be used by market participants when valuing these assets.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Weighted average discount rate computed based on the fair value of MSR, weighted average prepayment rate, delinquency rate and cost to service based on unpaid principal balances of loans underlying the MSR.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;</us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i3469201e327a407bb7d239fef1273c06_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MjY5MjlkZTg3OTIzNDRmOThhM2IxYTRiMGRmN2Q1MmZfNA_277b23b4-eace-4036-bdf3-ae2d5a776c50"
      unitRef="number">0.084</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i888397da4c5245949c6a1981d4a12724_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MjY5MjlkZTg3OTIzNDRmOThhM2IxYTRiMGRmN2Q1MmZfOQ_326f4e09-1c4b-44c7-8973-2c856029622f"
      unitRef="number">0.107</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="ib9b1d5d575324a89880c634301a750dc_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMS0xLTEtMTEyMTUyL3RleHRyZWdpb246MjY5MjlkZTg3OTIzNDRmOThhM2IxYTRiMGRmN2Q1MmZfMTM_7dea18f8-5f12-4df0-ad20-8e77bc914f27"
      unitRef="number">0.097</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="if623fb8925d24680b92098710172cdef_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMy0xLTEtMTEyMTUyL3RleHRyZWdpb246NjRiN2RiZGUzYjEyNGIyODlmNDI2NWYwZmJiZTlhMzFfNA_734074ec-c494-440c-a750-07bffe7857b6"
      unitRef="number">0.048</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="ie0ab03a91c024a8082654f26ff9d0abc_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMy0xLTEtMTEyMTUyL3RleHRyZWdpb246NjRiN2RiZGUzYjEyNGIyODlmNDI2NWYwZmJiZTlhMzFfOQ_f3e4b841-44c3-435c-bccb-bbb039350eee"
      unitRef="number">0.081</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="ie3fae5a118cf4adeb4884894afe6d434_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtMy0xLTEtMTEyMTUyL3RleHRyZWdpb246NjRiN2RiZGUzYjEyNGIyODlmNDI2NWYwZmJiZTlhMzFfMTM_bd431702-ba47-4e7c-ac3e-2c138b636eae"
      unitRef="number">0.054</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="ie98fa190f015440f92114c106d3cb05b_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZWU1NTY3YjM5Y2I0NGM2OThlZTFmZmJjOWJjOTQwOTRfNA_deffecff-81a7-490a-b831-8b52dbe035dc"
      unitRef="number">0.002</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i54eb8fe48b5e444d919c9c68ae656d4b_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZWU1NTY3YjM5Y2I0NGM2OThlZTFmZmJjOWJjOTQwOTRfOQ_a93b5347-8d84-4343-852f-7825d42bdb93"
      unitRef="number">0.045</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i1410cfb41fa44896b04b7a648183fec2_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNS0xLTEtMTEyMTUyL3RleHRyZWdpb246ZWU1NTY3YjM5Y2I0NGM2OThlZTFmZmJjOWJjOTQwOTRfMTM_9150831e-bf24-4d96-8655-350b9b54bb1f"
      unitRef="number">0.013</us-gaap:ServicingAssetMeasurementInput>
    <nly:FairValueInputsCostToService
      contextRef="ib80ead57fa5c4fd3b2d12a93ebbbaffa_D20220101-20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNy0xLTEtMTEyMTUyL3RleHRyZWdpb246ZmUyODExNDk2MTczNDkyZTlmZWJhZTEyOGQ3YzMxM2FfNA_e13172ac-bcef-43d2-97f3-535f88a116c4"
      unitRef="usd">86</nly:FairValueInputsCostToService>
    <nly:FairValueInputsCostToService
      contextRef="ide8ab9f6c009432faab8be73269c6a21_D20220101-20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNy0xLTEtMTEyMTUyL3RleHRyZWdpb246ZmUyODExNDk2MTczNDkyZTlmZWJhZTEyOGQ3YzMxM2FfOQ_ef790eeb-6982-4b6c-aede-562f4e069652"
      unitRef="usd">118</nly:FairValueInputsCostToService>
    <nly:FairValueInputsCostToService
      contextRef="ic4e0ba8d366447dca75cafeb2c2fa200_D20220101-20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTpmMGJjNDMxNzQ1MTA0NTM3YjA4NmJiMGYxZGI3NjM0MC90YWJsZXJhbmdlOmYwYmM0MzE3NDUxMDQ1MzdiMDg2YmIwZjFkYjc2MzQwXzQtNy0xLTEtMTEyMTUyL3RleHRyZWdpb246ZmUyODExNDk2MTczNDkyZTlmZWJhZTEyOGQ3YzMxM2FfMTM_483aa53b-5544-4927-80f9-adc4dc5e4bc5"
      unitRef="usd">95</nly:FairValueInputsCostToService>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="idffff1e3df5b4ba3898611002434b26e_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246YjQ5MmUyOTBkZDdmNDMwMTg4NWYyYjI4NmZiZGQzMmZfMjE5OTAyMzI1NTU3MQ_9776faa8-a7d8-4de5-b0f7-ebec85513890"
      unitRef="number">0.033</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="ifd21efebec014c02b352b3983f87b780_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246YjQ5MmUyOTBkZDdmNDMwMTg4NWYyYjI4NmZiZGQzMmZfMjE5OTAyMzI1NTU3Nw_45988057-e727-4e54-9726-037a19d58b74"
      unitRef="number">0.111</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="ia0cb572eee784adf87eecfaa1530a6bd_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246YjQ5MmUyOTBkZDdmNDMwMTg4NWYyYjI4NmZiZGQzMmZfMjE5OTAyMzI1NTU2Nw_0551bb2f-4664-48a3-9a85-e3d91b0cf65b"
      unitRef="number">0.070</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="id4007e1d1bca4e93a84b6e5fb50e3746_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246ZmYwN2I4MDRhZDJmNGU0OGI0MWIwYTk1NTgxNmRiNTJfMjE5OTAyMzI1NTU1Ng_096c7dac-d6e9-4a44-83ba-b18be423405f"
      unitRef="number">0.073</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i8f98319f53eb42bbb2be3b9a9d50894e_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246ZmYwN2I4MDRhZDJmNGU0OGI0MWIwYTk1NTgxNmRiNTJfMjE5OTAyMzI1NTU2Mg_59f78da1-e071-49f8-8914-b81422674146"
      unitRef="number">0.159</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i29fb366f193346ba8052617a7b852f94_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246ZmYwN2I4MDRhZDJmNGU0OGI0MWIwYTk1NTgxNmRiNTJfMjE5OTAyMzI1NTU2Nw_fb024885-436c-4c4f-a20e-c323d9d69ec6"
      unitRef="number">0.094</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="iaa7398ea98084c56b725e9a08ec417f4_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246NzEzZDk0N2ZjZWU3NDkxMWFiMDQzMGRmYTA2M2E4OWVfMjE5OTAyMzI1NTU1Ng_e99da7ac-9283-4e9e-95d7-75529a2127dd"
      unitRef="number">0.002</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i42d2351f90d74c71b6419df878fd8582_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246NzEzZDk0N2ZjZWU3NDkxMWFiMDQzMGRmYTA2M2E4OWVfMjE5OTAyMzI1NTU2Mg_5b9aa3e2-4de8-43fa-a5fd-56af81e48659"
      unitRef="number">0.025</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i5a797c020fb8488b976f9eaaac269bae_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246NzEzZDk0N2ZjZWU3NDkxMWFiMDQzMGRmYTA2M2E4OWVfMjE5OTAyMzI1NTU2OA_eb9436e8-c152-47b1-aea0-bb4cf31c7bd0"
      unitRef="number">0.012</us-gaap:ServicingAssetMeasurementInput>
    <nly:FairValueInputsCostToService
      contextRef="i99e53b339b3b4eb7bbd4f0ab4a3fe750_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246NjFhMjdkZGJjZGE1NGFkMThmZjBlYjg1YWFmZGJhZTBfMjE5OTAyMzI1NTU1Ng_bcacf3fa-2049-473a-a45e-a592820d8d77"
      unitRef="usd">90</nly:FairValueInputsCostToService>
    <nly:FairValueInputsCostToService
      contextRef="ide68f4fccfee4b64bcede1bbc10ea5f7_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246NjFhMjdkZGJjZGE1NGFkMThmZjBlYjg1YWFmZGJhZTBfMjE5OTAyMzI1NTU2Ng_3d2fdf5a-bcc7-4f07-ab9d-6b9764d76401"
      unitRef="usd">103</nly:FairValueInputsCostToService>
    <nly:FairValueInputsCostToService
      contextRef="i5008841934504116be6081bca2ff4e3e_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzQtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246NjFhMjdkZGJjZGE1NGFkMThmZjBlYjg1YWFmZGJhZTBfMjE5OTAyMzI1NTU3MA_bf6ce88d-1e54-451f-80d4-5e3fc0246223"
      unitRef="usd">96</nly:FairValueInputsCostToService>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="id2a3fcf3fcef4c10a9c78b39e639aa38_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246ZWVkM2FjMDI4ZGE0NDkzOWI4ZWI2MDM3ZjQ3ZTQ0NzNfMjE5OTAyMzI1NTU1Ng_b34c3ba2-851b-4932-bcd7-0cff9d3a2baa"
      unitRef="number">0.084</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="icbb66d657c5640968f4b59602e6e8f06_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246ZWVkM2FjMDI4ZGE0NDkzOWI4ZWI2MDM3ZjQ3ZTQ0NzNfMjE5OTAyMzI1NTU2Mg_723664ca-3223-4307-bb1c-684b0a8c8b91"
      unitRef="number">0.084</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i4478cc0d76e94c008a27932d5b1f3b5c_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMS0xLTEtMTI0MTQwL3RleHRyZWdpb246ZWVkM2FjMDI4ZGE0NDkzOWI4ZWI2MDM3ZjQ3ZTQ0NzNfMjE5OTAyMzI1NTU2OA_6839179b-7a2a-4003-a039-b39124a820e6"
      unitRef="number">0.084</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i520b9b23588e400e81173353ebbb3b11_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246YjUwOTQ5N2YxZGJkNDYwYThhMDE5MWNjZDU0NDM1ZTdfMjE5OTAyMzI1NTU1Ng_c22f3215-a23d-46dd-b01c-b50a74a31508"
      unitRef="number">0.050</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i060f5700d8b04093ad2b06e470924914_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246YjUwOTQ5N2YxZGJkNDYwYThhMDE5MWNjZDU0NDM1ZTdfMjE5OTAyMzI1NTU2Mg_37ebfe31-a163-4a34-a91c-bd4d9cf60ae4"
      unitRef="number">0.144</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i72faf16a5e70466eace6d81718c2d880_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtMy0xLTEtMTI0MTQwL3RleHRyZWdpb246YjUwOTQ5N2YxZGJkNDYwYThhMDE5MWNjZDU0NDM1ZTdfMjE5OTAyMzI1NTU2Nw_21ffeb73-f5f7-454f-93d1-436f2240afd0"
      unitRef="number">0.091</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="ia085d4bd0788485e851ee95c3095397f_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246MDkzMDExOTA3ZWQwNDAwNDgzZjczNGIxYWNlMTM5NmZfMjE5OTAyMzI1NTU1Ng_39f49b0b-2f53-4c17-9407-c0f2c215cc7e"
      unitRef="number">0.000</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="ib1b0d225e11e4e71a6e4fd1fb4e554ea_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246MDkzMDExOTA3ZWQwNDAwNDgzZjczNGIxYWNlMTM5NmZfMjE5OTAyMzI1NTU2Mg_e5d978de-d33e-4d72-9455-f15019c6c3b6"
      unitRef="number">0.002</us-gaap:ServicingAssetMeasurementInput>
    <us-gaap:ServicingAssetMeasurementInput
      contextRef="i7639676bdc1443e2a217db1c725d732b_I20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNS0xLTEtMTI0MTQwL3RleHRyZWdpb246MDkzMDExOTA3ZWQwNDAwNDgzZjczNGIxYWNlMTM5NmZfMjE5OTAyMzI1NTU3Nw_e02645a0-7977-4a66-bc0c-8c160dfe43dd"
      unitRef="number">0.001</us-gaap:ServicingAssetMeasurementInput>
    <nly:FairValueInputsCostToService
      contextRef="i476c80ca824b45aa94b442fca46df740_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246OGZlNjBlMmRjMDY4NGIyMGFmOGM5YzNiYjkyZGVhNTdfMjE5OTAyMzI1NTU1Ng_1fcb983c-e434-4473-8d49-c891851525d8"
      unitRef="usd">78</nly:FairValueInputsCostToService>
    <nly:FairValueInputsCostToService
      contextRef="i38740f7aa6ca425498b663355e9faee4_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246OGZlNjBlMmRjMDY4NGIyMGFmOGM5YzNiYjkyZGVhNTdfMjE5OTAyMzI1NTU2OA_2e7bf9db-4f6a-40ad-873e-8212f9a00bed"
      unitRef="usd">84</nly:FairValueInputsCostToService>
    <nly:FairValueInputsCostToService
      contextRef="i78b97c45e71d434e974f297311a3fb1b_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZTo0YjQ2NWY5ODJmZWE0NDgzYmYzMzg3NTVjYWEzNjQ0OC90YWJsZXJhbmdlOjRiNDY1Zjk4MmZlYTQ0ODNiZjMzODc1NWNhYTM2NDQ4XzUtNy0xLTEtMTI0MTQwL3RleHRyZWdpb246OGZlNjBlMmRjMDY4NGIyMGFmOGM5YzNiYjkyZGVhNTdfMjE5OTAyMzI1NTU3NA_61349079-2475-4cf7-abac-d3ecadc59115"
      unitRef="usd">81</nly:FairValueInputsCostToService>
    <us-gaap:FairValueByBalanceSheetGroupingTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90ZXh0cmVnaW9uOmE2YjI4YzA0YTk4ODQzYjI4YTcwMDNjMWIyZGZjMzkyXzg4MjQ_cd7c8e91-c316-48a1-a324-dbc6dcad57e3">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes the estimated fair values for financial assets and liabilities that are not carried at fair value at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:51.602%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.161%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.550%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.161%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.550%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.161%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.550%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:10.165%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Carrying&lt;br/&gt;Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Fair&lt;br/&gt;Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Carrying&lt;br/&gt;Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Fair&lt;br/&gt;Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Corporate debt, held for investment&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&#x2014;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&#x2014;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$1,968,991&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$1,986,379&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Financial liabilities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$59,512,597&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$59,512,597&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$54,769,643&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$54,769,643&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other secured financing&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;250,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;250,000&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;903,255&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;903,255&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:FairValueByBalanceSheetGroupingTextBlock>
    <us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue
      contextRef="i6a4509ffcee04e098d2cd07ad6ae3053_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzE0LTMtMS0xLTExMjE1Mg_d8c545be-f444-4be4-ab63-754b21f1971c"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue
      contextRef="id780aa91cf7644fca7c22198e6890bd7_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzE0LTUtMS0xLTExMjE1Mg_a8ed67cd-3324-483a-8d33-3d21217ae392"
      unitRef="usd">0</us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue
      contextRef="i806bf507ff174e588171ecf302773395_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzE0LTctMS0xLTExMjE1Mg_253edc96-8347-46cd-a3b8-24994135e479"
      unitRef="usd">1968991000</us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue>
    <us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue
      contextRef="icc342160a49749c1945c62c456c40272_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzE0LTktMS0xLTExMjE1Mg_d63cecdd-9a58-4f51-bc08-ef7970781503"
      unitRef="usd">1986379000</us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue>
    <us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure
      contextRef="id6b4246668744186afccaebec98742b9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIwLTMtMS0xLTExMjE1Mg_cb1d2256-022e-4a40-aa51-63be62c364db"
      unitRef="usd">59512597000</us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure>
    <us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure
      contextRef="i4c9dcc6f211d46aa9fc4639ac90039e6_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIwLTUtMS0xLTExMjE1Mg_f2097801-7946-42d3-b4cf-efb7338a9d2f"
      unitRef="usd">59512597000</us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure>
    <us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure
      contextRef="i689af9d1102c48cea18c3f337af8611b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIwLTctMS0xLTExMjE1Mg_80e79e54-2c70-4f41-b694-92a5ca49ac67"
      unitRef="usd">54769643000</us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure>
    <us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure
      contextRef="i5f0a75c92ed64185b946e9a5b9efefe5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIwLTktMS0xLTExMjE1Mg_bed0cef1-2418-440d-bf9b-a9635d49e97a"
      unitRef="usd">54769643000</us-gaap:SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure>
    <us-gaap:OtherSecuredFinancings
      contextRef="id6b4246668744186afccaebec98742b9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIxLTMtMS0xLTExMjE1Mg_51ab8866-b7e5-4af1-b4dd-333161bc9733"
      unitRef="usd">250000000</us-gaap:OtherSecuredFinancings>
    <us-gaap:OtherSecuredFinancings
      contextRef="i4c9dcc6f211d46aa9fc4639ac90039e6_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIxLTUtMS0xLTExMjE1Mg_c55d83be-8c66-4df5-af86-7e02474a4089"
      unitRef="usd">250000000</us-gaap:OtherSecuredFinancings>
    <us-gaap:OtherSecuredFinancings
      contextRef="i689af9d1102c48cea18c3f337af8611b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIxLTctMS0xLTExMjE1Mg_0fe98061-5b8d-4358-b28c-d411c57b3e3a"
      unitRef="usd">903255000</us-gaap:OtherSecuredFinancings>
    <us-gaap:OtherSecuredFinancings
      contextRef="i5f0a75c92ed64185b946e9a5b9efefe5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDAvZnJhZzphNmIyOGMwNGE5ODg0M2IyOGE3MDAzYzFiMmRmYzM5Mi90YWJsZToxNDc2MzIxNDYwNjc0YzNmOWU3MWE4YjA3MjMwMDEwZC90YWJsZXJhbmdlOjE0NzYzMjE0NjA2NzRjM2Y5ZTcxYThiMDcyMzAwMTBkXzIxLTktMS0xLTExMjE1Mg_4574854b-17ad-4597-becd-ac16535d85fa"
      unitRef="usd">903255000</us-gaap:OtherSecuredFinancings>
    <us-gaap:GoodwillDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90ZXh0cmVnaW9uOjBiZjdhYjRlZWNiNTQ2NmVhZmU1NDczNmRhNzM5Zjg2XzI0NzQ_d0c9b84a-57c8-4791-af32-a400669b6222">&lt;div style="margin-bottom:6pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;13. &#160;GOODWILL AND INTANGIBLE ASSETS&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Goodwill&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company&#x2019;s acquisitions are accounted for using the acquisition method if the acquisition is deemed to be a business. Under the acquisition method, net assets and results of operations of acquired companies are included in the consolidated financial statements from the date of acquisition. The purchase prices are allocated to the assets acquired, including identifiable intangible assets, and the liabilities assumed based on their estimated fair values at the date of acquisition. The excess of the purchase price over the fair value of the net assets acquired is recognized as goodwill. Conversely, any excess of the fair value of the net assets acquired over the purchase price is recognized as a bargain purchase gain.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company tests goodwill for impairment on an annual basis or more frequently when events or circumstances may make it more likely than not that an impairment has occurred. If a qualitative analysis indicates that there may be an impairment, a quantitative analysis is performed. The quantitative impairment test for goodwill compares the fair value of a reporting unit with its carrying value, including goodwill. If the carrying value of a reporting unit exceeds its fair value, an impairment loss is recognized in amount equal to that excess, limited to the total amount of goodwill allocated to that reporting unit. At December 31, 2022 and 2021, there was no goodwill balance. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Intangible assets, net&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Finite life intangible assets are amortized over their expected useful lives. As part of the Company&#x2019;s management internalization transaction, which closed on June 30, 2020, the Company recognized an intangible asset for the acquired assembled workforce of approximately $41.2&#160;million based on the replacement cost of the employee base acquired by the Company. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents the activity of finite lived intangible assets for the year ended December 31, 2022.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.385%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:70.136%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.664%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Intangible Assets, net&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Beginning balance January 1, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;24,241&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&lt;span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzUtMC0xLTEtMTEyMTUy_5315bb52-9a6d-4403-947a-d4cdfa882ce7"&gt;Impairment&lt;/span&gt;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(4,157)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Less: amortization expense&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,405)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Ending balance December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,679&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:GoodwillDisclosureTextBlock>
    <us-gaap:GoodwillAndIntangibleAssetsPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90ZXh0cmVnaW9uOjBiZjdhYjRlZWNiNTQ2NmVhZmU1NDczNmRhNzM5Zjg2XzI0NzE_36584ac0-092e-43cd-9095-e5fe8bbb17af">&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Goodwill&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company&#x2019;s acquisitions are accounted for using the acquisition method if the acquisition is deemed to be a business. Under the acquisition method, net assets and results of operations of acquired companies are included in the consolidated financial statements from the date of acquisition. The purchase prices are allocated to the assets acquired, including identifiable intangible assets, and the liabilities assumed based on their estimated fair values at the date of acquisition. The excess of the purchase price over the fair value of the net assets acquired is recognized as goodwill. Conversely, any excess of the fair value of the net assets acquired over the purchase price is recognized as a bargain purchase gain.&lt;/span&gt;&lt;/div&gt;The Company tests goodwill for impairment on an annual basis or more frequently when events or circumstances may make it more likely than not that an impairment has occurred. If a qualitative analysis indicates that there may be an impairment, a quantitative analysis is performed. The quantitative impairment test for goodwill compares the fair value of a reporting unit with its carrying value, including goodwill. If the carrying value of a reporting unit exceeds its fair value, an impairment loss is recognized in amount equal to that excess, limited to the total amount of goodwill allocated to that reporting unit.</us-gaap:GoodwillAndIntangibleAssetsPolicyTextBlock>
    <us-gaap:FinitelivedIntangibleAssetsAcquired1
      contextRef="i6ad26db08f984cc1868787569fc75662_D20200630-20200630"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90ZXh0cmVnaW9uOjBiZjdhYjRlZWNiNTQ2NmVhZmU1NDczNmRhNzM5Zjg2XzE4NjQ_558595d3-b041-4809-bd1f-3766b5ebb9c7"
      unitRef="usd">41200000</us-gaap:FinitelivedIntangibleAssetsAcquired1>
    <us-gaap:ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90ZXh0cmVnaW9uOjBiZjdhYjRlZWNiNTQ2NmVhZmU1NDczNmRhNzM5Zjg2XzI0NzM_8a4eb837-f621-4818-b44d-1e14a5606187">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents the activity of finite lived intangible assets for the year ended December 31, 2022.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:54.385%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:70.136%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:27.664%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Intangible Assets, net&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Beginning balance January 1, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;24,241&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 5.5pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&lt;span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzUtMC0xLTEtMTEyMTUy_5315bb52-9a6d-4403-947a-d4cdfa882ce7"&gt;Impairment&lt;/span&gt;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(4,157)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Less: amortization expense&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(3,405)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Ending balance December 31, 2022&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;16,679&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock>
    <us-gaap:IntangibleAssetsNetExcludingGoodwill
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzItMS0xLTEtMTEyMTUy_470e38eb-85d2-44c2-9ae9-7f0eac6e1f89"
      unitRef="usd">24241000</us-gaap:IntangibleAssetsNetExcludingGoodwill>
    <us-gaap:ImpairmentOfIntangibleAssetsFinitelived
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzUtMS0xLTEtMTEyMTUy_474bc8a3-3db8-4364-bae3-9b017a796324"
      unitRef="usd">4157000</us-gaap:ImpairmentOfIntangibleAssetsFinitelived>
    <us-gaap:AmortizationOfIntangibleAssets
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzctMS0xLTEtMTEyMTUy_d9ae75d7-6e51-4dc4-8628-afcc6501dc9f"
      unitRef="usd">3405000</us-gaap:AmortizationOfIntangibleAssets>
    <us-gaap:IntangibleAssetsNetExcludingGoodwill
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDMvZnJhZzowYmY3YWI0ZWVjYjU0NjZlYWZlNTQ3MzZkYTczOWY4Ni90YWJsZTo2MTBhMzY3YzlkOTM0MTExYWNmZDA0NWVmOWUyOWZlZC90YWJsZXJhbmdlOjYxMGEzNjdjOWQ5MzQxMTFhY2ZkMDQ1ZWY5ZTI5ZmVkXzgtMS0xLTEtMTEyMTUy_8bf0a60b-42b5-4143-8be8-b491a97d516f"
      unitRef="usd">16679000</us-gaap:IntangibleAssetsNetExcludingGoodwill>
    <us-gaap:DebtDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3ODQ_3481d0ab-9d7e-41d9-9802-b5e3a0ee396b">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;14. SECURED FINANCING&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Reverse Repurchase and Repurchase Agreements&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The Company finances a significant portion of its assets with repurchase agreements. At the inception of each transaction, the Company assessed each of the specified criteria in ASC 860, &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;Transfers and Servicing&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;, and has determined that each of the financing agreements should be treated as a securing financing.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company enters into reverse repurchase agreements to earn a yield on excess cash balances. To mitigate credit exposure, the Company monitors the market value of these securities and delivers or obtains additional collateral based on changes in market value of these securities. Generally, the Company receives or posts collateral with a fair value approximately equal to or greater than the value of the secured financing. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Reverse repurchase agreements and repurchase agreements with the same counterparty and the same maturity are presented net in the Consolidated Statements of Financial Condition when the terms of the agreements meet the criteria to permit netting. The Company reports cash flows on repurchase agreements as financing activities and cash flows on reverse repurchase agreements as investing activities in the Consolidated Statements of Cash Flows.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company had outstanding $59.5 billion and $54.8 billion of repurchase agreements with weighted average remaining maturities of 27 days and 52 days at December 31, 2022 and 2021, respectively. The Company has select arrangements with counterparties to enter into repurchase agreements for $1.8 billion with remaining capacity of $1.1 billion at December 31, 2022.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;At December 31, 2022 and 2021, the repurchase agreements had the following remaining maturities, collateral types and weighted average rates:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.450%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.585%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.461%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.980%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;CRTs&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Non-Agency Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential Mortgage Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Rate&#160;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1 day&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2 to 29 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;30,244,050&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;193,069&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;524,432&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;200,931&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;263,711&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;31,426,193&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.27&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;30 to 59 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;21,200,770&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;149,733&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;632,673&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;124,390&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;22,107,566&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.18&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60 to 89 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,410,473&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;782,905&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;68,647&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5,262,025&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.59&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;90 to 119 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;125,893&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;73,251&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;168,656&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;367,800&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5.82&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Over 119 days &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;349,013&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;349,013&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6.37&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;55,855,293&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;468,695&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,013,261&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;718,600&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;456,748&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,512,597&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.29&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.596%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.556%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.958%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;CRTs&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Non-Agency Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential Mortgage Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial Mortgage-Backed Securities &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Rate&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1 day&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2 to 29 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;26,435,408&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;133,525&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;246,707&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;197,834&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;27,013,474&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.14&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;30 to 59 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,743,872&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;38,854&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;270,377&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;159,350&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10,212,453&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.19&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60 to 89 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,021,850&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,071&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;351,426&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,377,347&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.17&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;90 to 119 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,812,345&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;12,573&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,824,918&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.15&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Over 119 days &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,711,448&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;96,283&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;345,651&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;188,069&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,341,451&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.27&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;52,724,923&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;176,450&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;977,366&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;505,001&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;385,903&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,769,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.17&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="42" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes commercial mortgage-backed securities held for sale.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; No repurchase agreements had a remaining maturity over 1 year at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes the gross amounts of reverse repurchase agreements and repurchase agreements, amounts offset in accordance with netting arrangements and net amounts of repurchase agreements and reverse repurchase agreements as presented in the Consolidated Statements of Financial Condition at December 31, 2022 and 2021.&#160;Refer to the &#x201c;Derivative Instruments&#x201d; Note for information related to the effect of netting arrangements on the Company&#x2019;s derivative instruments.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:25.860%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.547%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.547%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.547%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.551%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Reverse Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Reverse Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Gross amounts&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,512,597&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,769,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Amounts offset&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Netted amounts&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,512,597&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,769,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Other Secured Financing &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;- As of December 31, 2022, the Company had a $500&#160;million committed credit facility to finance a portion of its MSR portfolio. Outstanding borrowings under this facility as of December 31, 2022 totaled $250.0&#160;million with maturities ranging between &lt;span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzU0OTc1NTgxNzU3Nw_703bc674-1561-49c5-8e1c-08197695d618"&gt;one&lt;/span&gt; to three years. The weighted average rate of the advances was 7.07% as of December 31, 2022. Borrowings are reported in Other secured financing in the Company&#x2019;s Consolidated Statements of Financial Condition. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Refer to the &#x201c;Variable Interest Entities&#x201d; Note for additional information on the Company&#x2019;s other secured financing arrangements at December 31, 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Investments pledged as collateral under secured financing arrangements and interest rate swaps, excluding residential mortgage loans of consolidated VIEs, had an estimated fair value and accrued interest of $62.2 billion and $226.4 million, respectively, at December 31, 2022 and $59.2 billion and $160.8 million, respectively, at December 31, 2021.&lt;/span&gt;&lt;/div&gt;</us-gaap:DebtDisclosureTextBlock>
    <nly:RepurchaseAgreementsPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3OTM_3ec83719-ee97-4d33-8dc4-01d243f385ab">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Reverse Repurchase and Repurchase Agreements&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt; &#x2013; The Company finances a significant portion of its assets with repurchase agreements. At the inception of each transaction, the Company assessed each of the specified criteria in ASC 860, &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;Transfers and Servicing&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;, and has determined that each of the financing agreements should be treated as a securing financing.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company enters into reverse repurchase agreements to earn a yield on excess cash balances. To mitigate credit exposure, the Company monitors the market value of these securities and delivers or obtains additional collateral based on changes in market value of these securities. Generally, the Company receives or posts collateral with a fair value approximately equal to or greater than the value of the secured financing. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Reverse repurchase agreements and repurchase agreements with the same counterparty and the same maturity are presented net in the Consolidated Statements of Financial Condition when the terms of the agreements meet the criteria to permit netting. The Company reports cash flows on repurchase agreements as financing activities and cash flows on reverse repurchase agreements as investing activities in the Consolidated Statements of Cash Flows.&lt;/span&gt;&lt;/div&gt;</nly:RepurchaseAgreementsPolicyTextBlock>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzEyNjc_b2c044b0-844d-432a-93cb-cc1fade50da5"
      unitRef="usd">59500000000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzEyNzQ_9126a90d-d4d1-45b4-a652-30fb2d1d811d"
      unitRef="usd">54800000000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzEzNDg_dc461176-aa23-4186-b562-295ac6f13a7c">P27D</us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1>
    <us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzEzNTU_0b3f114e-a0b6-4143-9728-ce85a09e1bd9">P52D</us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1>
    <nly:SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzE0ODI_1656dc78-f1f9-4197-94c6-5235efe1b009"
      unitRef="usd">1800000000</nly:SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements>
    <nly:SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzE1MTI_2e2aeafb-f276-4c9b-ba11-c8b05e48bb7f"
      unitRef="usd">1100000000</nly:SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable>
    <nly:ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3OTE_c7bf709d-f8ed-4a02-9467-98de5ba47fa3">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;At December 31, 2022 and 2021, the repurchase agreements had the following remaining maturities, collateral types and weighted average rates:&#160;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.450%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.585%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.461%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.974%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.626%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.980%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;CRTs&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Non-Agency Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential Mortgage Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Rate&#160;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1 day&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2 to 29 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;30,244,050&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;193,069&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;524,432&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;200,931&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;263,711&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;31,426,193&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.27&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;30 to 59 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;21,200,770&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;149,733&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;632,673&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;124,390&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;22,107,566&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.18&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60 to 89 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,410,473&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;782,905&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;68,647&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5,262,025&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.59&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;90 to 119 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;125,893&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;73,251&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;168,656&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;367,800&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;5.82&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Over 119 days &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;349,013&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;349,013&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;6.37&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;55,855,293&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;468,695&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,013,261&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;718,600&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;456,748&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,512,597&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4.29&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:88.596%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.556%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.956%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.625%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:9.958%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="42" style="background-color:#031f48;border-left:0.5pt solid #000;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Agency Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;CRTs&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Non-Agency Mortgage-Backed Securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Residential Mortgage Loans&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Commercial Mortgage-Backed Securities &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:700;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted Average Rate&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="39" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1 day&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2 to 29 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;26,435,408&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;133,525&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;246,707&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;197,834&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;27,013,474&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.14&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;30 to 59 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;9,743,872&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;38,854&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;270,377&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;159,350&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;10,212,453&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.19&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;60 to 89 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,021,850&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,071&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;351,426&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,377,347&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.17&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;90 to 119 days&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,812,345&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;12,573&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;4,824,918&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.15&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Over 119 days &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;5,711,448&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;96,283&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;345,651&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;188,069&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,341,451&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.27&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;52,724,923&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;176,450&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;977,366&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;505,001&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;385,903&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,769,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.17&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="42" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes commercial mortgage-backed securities held for sale.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; No repurchase agreements had a remaining maturity over 1 year at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ibd3eaaddaef44092916c35a424fa4bf7_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMS0xLTEtMTEyMTUy_b89416cd-b6c0-4c0f-bc75-8607ec4e547f"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ica60325cb7e5418aabdaa4bf2cdfa22b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMy0xLTEtMTEyMTUy_33c036cb-ff6f-488c-8a45-5950a74f8f97"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ida1bda8ecedf43f68ee2ed4ad914d16c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtNS0xLTEtMTEyMTUy_4e46cc9b-323d-487e-8934-99789c60d66d"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i90bc0179f489443a9c94058eadd8913e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtNy0xLTEtMTEyMTUy_6c15de71-518b-4b56-acde-727e27a3d260"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="idc0522df0eca41c2ba35c874c7f6df53_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMTEtMS0xLTExMjE1Mg_e9767d26-3ce7-42cd-9064-fce5796e1d46"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i24e5c095c2e64c739c02c4a04ecacb46_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMTUtMS0xLTExMjE1Mg_a82d6cb9-b83d-4242-845c-c0d583bf0c00"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="i24e5c095c2e64c739c02c4a04ecacb46_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzMtMTctMS0xLTExMjE1Mg_c9f440e5-f2b7-4cb7-893b-a05fabd21658"
      unitRef="number">0</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i8735ac64061b4efeb70296b95c0b48b5_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMS0xLTEtMTEyMTUy_b4ef0b10-ea75-474d-8c30-dddbc12b5c52"
      unitRef="usd">30244050000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i1563f33f17684193aaa390b6039aa44d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMy0xLTEtMTEyMTUy_a34d733e-18ca-4e68-90a1-6a842631e944"
      unitRef="usd">193069000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="icc39e203cd7546e29a1a9eaed7405152_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtNS0xLTEtMTEyMTUy_f46d97fc-85ad-4a56-a8df-79b8872239fa"
      unitRef="usd">524432000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i5fc3cb5669cd4ba28ee72d454a659091_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtNy0xLTEtMTEyMTUy_85cb000e-b16d-4983-9204-d2b83e2ec004"
      unitRef="usd">200931000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i27a7be4c6d314ec0a8e5a010499e9afe_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMTEtMS0xLTExMjE1Mg_06082744-585c-4dfa-9e9e-d0ad757d2279"
      unitRef="usd">263711000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="id5b5ccb9d0034ab1bed298a03895ee91_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMTUtMS0xLTExMjE1Mg_647c75de-fc73-47e8-8096-2c2ad4f49e49"
      unitRef="usd">31426193000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="id5b5ccb9d0034ab1bed298a03895ee91_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzQtMTctMS0xLTExMjE1Mg_a1e7f429-0edd-498a-965c-272fe40715a2"
      unitRef="number">0.0427</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i2155af1b845048cfb69ca7e73893c623_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMS0xLTEtMTEyMTUy_70c592fa-1523-4813-9733-9f795777fa70"
      unitRef="usd">21200770000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i5b45e663fcbb4149beb7b9af9b80759c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMy0xLTEtMTEyMTUy_03d02d8f-6ec9-434c-a488-808b90d2fffb"
      unitRef="usd">149733000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i233712138179404da2aeb163b27d5b56_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtNS0xLTEtMTEyMTUy_920fb4ac-2c0f-4525-9d1e-952685e82acb"
      unitRef="usd">632673000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i4991175052994a21b4b92f26b201314b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtNy0xLTEtMTEyMTUy_8568ddac-dcb8-43c7-8ead-a4757fbb7fc0"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ic1f39e39c99642eeb6e84b62f65b6028_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMTEtMS0xLTExMjE1Mg_53c77a41-2b12-4791-a0c3-58eb25a5a7e5"
      unitRef="usd">124390000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i08338adaaebb467981803a0ecbdf49e5_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMTUtMS0xLTExMjE1Mg_b0627dd2-5c04-4d12-9e81-9e8effaa4878"
      unitRef="usd">22107566000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="i08338adaaebb467981803a0ecbdf49e5_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzUtMTctMS0xLTExMjE1Mg_81a348c0-be5d-4a05-ba01-21f0b00135ef"
      unitRef="number">0.0418</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="id60caca219564f7eabf58d214aa5beda_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMS0xLTEtMTEyMTUy_e3045722-0292-42c1-a581-12b145486862"
      unitRef="usd">4410473000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i8a884f2f87b64902b5e892432e249dd7_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMy0xLTEtMTEyMTUy_3c4d48e4-c9ad-455b-843d-055fabe22afc"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i4e54e6042a7c4578a48ceda39372e927_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtNS0xLTEtMTEyMTUy_e3dcbe93-b8a9-4db3-a9a6-1a7c7967171d"
      unitRef="usd">782905000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ic29543cd76f141928814e3edfaa31961_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtNy0xLTEtMTEyMTUy_60e037d3-4870-4529-94cd-c327519dac15"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i6bb81508fe1a4fcc832b43cedbf20fc6_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMTEtMS0xLTExMjE1Mg_5f9dcebe-b98a-42f1-9bc8-8c70f2f7da66"
      unitRef="usd">68647000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i4e0c153b6ec745dcb6318c523ccbdb42_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMTUtMS0xLTExMjE1Mg_0dd1d1ed-e7d8-4da8-9035-b3f8c86fbe15"
      unitRef="usd">5262025000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="i4e0c153b6ec745dcb6318c523ccbdb42_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzYtMTctMS0xLTExMjE1Mg_93a0cf0b-a180-4443-b00c-521883ab55c7"
      unitRef="number">0.0459</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i76280b6ba03841b5a8e13b81fcdb7ee2_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMS0xLTEtMTEyMTUy_7219db19-8a07-477e-92e7-38e4db4fce94"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i065d24675c9d4e1c9106b7dc964ac1dd_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMy0xLTEtMTEyMTUy_4f2441ee-0922-4006-90bd-fe0d8c67cc7e"
      unitRef="usd">125893000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ie89bee4d65d24921b8cf6cdf762fd82b_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctNS0xLTEtMTEyMTUy_02223d3d-418f-442a-bac5-f76c0777833d"
      unitRef="usd">73251000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ic9e4f2c7a024465bb3b596e8e37bb76c_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctNy0xLTEtMTEyMTUy_9bd4aa1a-7269-4355-b5d4-83df07519489"
      unitRef="usd">168656000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i8959d600bc864d6990dfaddab1362808_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMTEtMS0xLTExMjE1Mg_995fbf02-60be-4882-acd6-5908ccf60451"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="id5ef8aefa8d94850a653a1379f5c06d5_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMTUtMS0xLTExMjE1Mg_2abdbe37-9fde-4796-a000-7c77e51e9f2a"
      unitRef="usd">367800000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="id5ef8aefa8d94850a653a1379f5c06d5_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzctMTctMS0xLTExMjE1Mg_c255b2fd-7040-4fac-8e48-00763204d3bb"
      unitRef="number">0.0582</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="id80122d8470943da83f6c7a706ecb1f4_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMS0xLTEtMTEyMTUy_35cf433c-cccb-442d-aaf6-c26469d23834"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i66a3487ba7a4449c8aeaef941ca3683d_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMy0xLTEtMTEyMTUy_4f5e39f5-42af-470c-9c04-b1e9f0764671"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i7cdd818268684db5ac30becb00c86d99_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtNS0xLTEtMTEyMTUy_5ddcf515-4dc1-4783-8c15-3c8d4ad627fb"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ic23bf4ec5e5c445aaec7b2affb5be6a9_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtNy0xLTEtMTEyMTUy_9c6c1fc8-9fad-449d-ba72-00578c3f2448"
      unitRef="usd">349013000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ie0214bb77dc54c478b7e89ede712da03_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMTEtMS0xLTExMjE1Mg_b9b2f747-436e-4653-b351-5d494a8b7215"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i05cb740bf4b64e36b0bd838c603445ef_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMTUtMS0xLTExMjE1Mg_9b556444-e9a7-43f5-87e6-05f99b54744f"
      unitRef="usd">349013000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="i05cb740bf4b64e36b0bd838c603445ef_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzgtMTctMS0xLTExMjE1Mg_3a3e25ec-1ceb-49fb-befd-b197b1e83c95"
      unitRef="number">0.0637</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i94cdfb5142504d57b35059fc9eae0c05_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMS0xLTEtMTEyMTUy_3e1e4263-403d-428f-ae0f-2306d8d75a8c"
      unitRef="usd">55855293000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i26d4657ce6184ca7a486cd5f18ba70a2_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMy0xLTEtMTEyMTUy_d3062e42-b0bc-4665-ac85-d16f34a70915"
      unitRef="usd">468695000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i27c0221a6d774f43a5fbc7742d51c454_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktNS0xLTEtMTEyMTUy_a1504c17-8fb9-4b88-858a-52f4f8f77694"
      unitRef="usd">2013261000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ia9c461be57754a3aa4346792a9c14623_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktNy0xLTEtMTEyMTUy_7136b1c3-64ca-43ab-8727-1a8c2c017c84"
      unitRef="usd">718600000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="if2801ec32fb34447a95c87682682725e_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMTEtMS0xLTExMjE1Mg_477b3cc4-db43-45c7-bee9-11d755db205c"
      unitRef="usd">456748000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMTUtMS0xLTExMjE1Mg_92d90ec3-2cad-428f-bdda-ad466641eca6"
      unitRef="usd">59512597000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo2OWFjZDYzMTFiZTY0ZTc5OWU1MzNjN2EyZDA4NzRhNS90YWJsZXJhbmdlOjY5YWNkNjMxMWJlNjRlNzk5ZTUzM2M3YTJkMDg3NGE1XzktMTctMS0xLTExMjE1Mg_51143235-50b1-4463-8209-b5bb10e960ed"
      unitRef="number">0.0429</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i548a02657a8f4bc9a5acebe866a9b0fb_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMS0xLTEtMTEyMTUy_634068c1-b835-46ac-8e74-99e752d7cc1b"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i16267ed73ad84b1286edc4ec0c4837db_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMy0xLTEtMTEyMTUy_bfdeeb7b-fb8a-440d-82b7-b76ca538539e"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i397810a998fc4f13a23c9f275cacb238_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtNS0xLTEtMTEyMTUy_6f5404ef-7ba3-4773-831d-58da73a2a36c"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ibd27c6746116493b8e447691101140be_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtNy0xLTEtMTEyMTUy_afcf5ef7-a8f5-4e90-ade0-101d07cd95eb"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i5f3e79873c8f4551bac7a88ced275561_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMTEtMS0xLTExMjE1Mg_a0e4f552-eb15-48d8-a15f-67a73d5c7334"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i1207cbdb9fd9404ebafa32c0a593cfc0_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMTUtMS0xLTExMjE1Mg_30bd4187-6874-463f-bc55-05aeece40cc2"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="i1207cbdb9fd9404ebafa32c0a593cfc0_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzMtMTctMS0xLTExMjE1Mg_ca8bf4ca-de5d-4b9e-a6e0-08efcca7b694"
      unitRef="number">0</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i75721baf46a64dc2a7432e5198219f6d_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMS0xLTEtMTEyMTUy_324cf8be-253f-4b78-9848-e8e1a6da3ff3"
      unitRef="usd">26435408000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ica71c847bdb24af686964f4ee43f9cb5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMy0xLTEtMTEyMTUy_fd45e475-0a20-496c-b939-bdd895bbec7d"
      unitRef="usd">133525000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i54245b0db7294102a7dfddb230348b14_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtNS0xLTEtMTEyMTUy_cbdaf25a-edd3-45bb-94d6-5322b04119cb"
      unitRef="usd">246707000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i17866c0448d747c6bf75d9002937549b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtNy0xLTEtMTEyMTUy_d0d4db54-7589-4761-ab63-830ccaba6a87"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ice267c10714e406b9555b410b0bf17e6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMTEtMS0xLTExMjE1Mg_dcc36cc5-6b0b-42fa-a07f-03c872706302"
      unitRef="usd">197834000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i17d46aeb3de3432194e94f7ca0cbce81_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMTUtMS0xLTExMjE1Mg_a54c7bd1-abdb-404f-9625-121b638e065b"
      unitRef="usd">27013474000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="i17d46aeb3de3432194e94f7ca0cbce81_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzQtMTctMS0xLTExMjE1Mg_41236423-911c-4121-bc05-8606c97c7e9b"
      unitRef="number">0.0014</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ic64a29a1d4e3416b9cacd52b6d044404_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMS0xLTEtMTEyMTUy_2a5094a5-c9f4-4c42-949c-34e172a1b599"
      unitRef="usd">9743872000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i7b89d47404c84710a7918b3f0069c1f5_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMy0xLTEtMTEyMTUy_fedd3ee6-7a92-46e0-8793-193de008f20c"
      unitRef="usd">38854000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i25513d07c3dc4c5bb71d1f9b03eebdb6_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtNS0xLTEtMTEyMTUy_8269356b-6948-421b-8698-900082cec0b6"
      unitRef="usd">270377000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i247ccb53786e468ba5da751e72d508ee_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtNy0xLTEtMTEyMTUy_2928b9bf-2d2b-4e47-9aa5-30029291e8c7"
      unitRef="usd">159350000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i973585ba409745a1bcb02fa627788610_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMTEtMS0xLTExMjE1Mg_52c900c7-442d-4462-bfb2-cf4fee9aafd4"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="idb537b8f985c4b17bbd933bcab43529d_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMTUtMS0xLTExMjE1Mg_843eaed8-916a-4848-908b-8704f49f0797"
      unitRef="usd">10212453000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="idb537b8f985c4b17bbd933bcab43529d_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzUtMTctMS0xLTExMjE1Mg_f360ffe0-5d4e-49e3-ba3f-c2864c623a1c"
      unitRef="number">0.0019</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="iecd57cb4bf2f468f9fa29d814e3ed91f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMS0xLTEtMTEyMTUy_959a4fc2-1c9a-4248-9320-d1a36a8dfa9f"
      unitRef="usd">6021850000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ie8916c187eab479a900b45409c6feb6b_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMy0xLTEtMTEyMTUy_48b1d0ee-2508-4c87-aecf-447e18d58388"
      unitRef="usd">4071000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ibd2ad6995c7946369b58b89f344ad35f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtNS0xLTEtMTEyMTUy_b485cfcd-e6f9-452a-a878-a2ba9e6161bb"
      unitRef="usd">351426000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i8f3d871e05684d1b990b92b697ae0dfd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtNy0xLTEtMTEyMTUy_d6646768-2355-4381-9a22-07155fbfdb94"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i111dc28e4289412e8bb47836cfa7ad83_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMTEtMS0xLTExMjE1Mg_b6fd86fd-26a8-4f60-a217-764f9e214dc1"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="if7b4d3ce89934d24b38a2da47d5eb476_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMTUtMS0xLTExMjE1Mg_8cfedc4f-1b05-4f29-8714-8e2f09473cbf"
      unitRef="usd">6377347000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="if7b4d3ce89934d24b38a2da47d5eb476_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzYtMTctMS0xLTExMjE1Mg_35202c81-d543-43ea-9d1e-392b9e9db28b"
      unitRef="number">0.0017</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="if2ae1028b5604d818b642261e9aa32d3_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMS0xLTEtMTEyMTUy_8607d10a-5a20-477a-97ab-ab5ce7e1bf64"
      unitRef="usd">4812345000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i21ab76da400648718eb2a031da2fab69_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMy0xLTEtMTEyMTUy_42925286-bc7a-439b-b0e5-7c750baa38c5"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ibd8feb71838c475591a430b4bbba5187_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctNS0xLTEtMTEyMTUy_56694e45-2024-4bf2-b134-3f2e425fd332"
      unitRef="usd">12573000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i0bd6b2238e2444c08067ee2ed189ed72_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctNy0xLTEtMTEyMTUy_1a16bbe4-65ae-46b6-a3be-f791766f4bd0"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i197c19f790474f7abebcf0d7cf227a4e_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMTEtMS0xLTExMjE1Mg_25eb6b6c-a29e-48ea-ab34-0deadb2be91d"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i11dea8527d3d49b691083985bee2117f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMTUtMS0xLTExMjE1Mg_2e02da47-a61d-4d87-9914-0f104b319d7d"
      unitRef="usd">4824918000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="i11dea8527d3d49b691083985bee2117f_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzctMTctMS0xLTExMjE1Mg_a1f72bfe-7d5e-4cf7-b040-13e5ee9e3ce4"
      unitRef="number">0.0015</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ib43ff40932154358a96dafa2f0173d0f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMS0xLTEtMTEyMTUy_62ab3042-3dcb-4b7d-a9b7-78fe397f51f5"
      unitRef="usd">5711448000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i435a160b0f97483a90b18663b25280bd_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMy0xLTEtMTEyMTUy_51c0d3f1-a22d-4dce-ab1f-f10435333885"
      unitRef="usd">0</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i5bb383f5a87246e6aa06efc52d920356_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtNS0xLTEtMTEyMTUy_0cbbb2f4-b23f-4d18-9d19-340c5c5f6579"
      unitRef="usd">96283000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i5a982a7981614e10a4f91eab3d225b9f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtNy0xLTEtMTEyMTUy_363dfe63-826d-4578-8c63-da7be33df39b"
      unitRef="usd">345651000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="id48f04c2e40b4662a111540cabd60552_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMTEtMS0xLTExMjE1Mg_d5b3bf55-7412-48ef-8881-5ddf190ca7be"
      unitRef="usd">188069000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="id8d089396f0d427ea86b8dcbc5b73508_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMTUtMS0xLTExMjE1Mg_3c18efc6-769b-45e6-92c9-7d2ce9679f02"
      unitRef="usd">6341451000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="id8d089396f0d427ea86b8dcbc5b73508_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzgtMTctMS0xLTExMjE1Mg_0918e9ae-5f1d-4cd8-987a-7ccfa9c98b34"
      unitRef="number">0.0027</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i509b2b9f0cd248cb9102c2099cdef190_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMS0xLTEtMTEyMTUy_667ff941-10d1-49e4-9572-0a5fc99c5dfd"
      unitRef="usd">52724923000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ie4a7af10b14546dc907c4bd37e4d682d_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMy0xLTEtMTEyMTUy_cd9ac277-7f8e-4ea8-80fc-d6c1487724a9"
      unitRef="usd">176450000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i7c887978594246b8b95f69a7e213e0da_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktNS0xLTEtMTEyMTUy_df5923bd-38b2-4c71-9fa8-11a2d4c98a78"
      unitRef="usd">977366000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i808258adf40b4e028659d92a76170c1d_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktNy0xLTEtMTEyMTUy_e04ff472-fde8-48c4-8fcf-bcd38da3f0ff"
      unitRef="usd">505001000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="ia25cacf4dd2440ff88fe278ce92e4200_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMTEtMS0xLTExMjE1Mg_e25cd313-b94e-4782-be17-4139e798ec6c"
      unitRef="usd">385903000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMTUtMS0xLTExMjE1Mg_b7579a2f-4930-44b8-a3c7-329319febeec"
      unitRef="usd">54769643000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <nly:RepurchaseAgreementsWeightedAverageRates
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo1N2Q0MTAyODg4NWE0ZTgxOGI1ZTI5NWRhYjFhZTUwNi90YWJsZXJhbmdlOjU3ZDQxMDI4ODg1YTRlODE4YjVlMjk1ZGFiMWFlNTA2XzktMTctMS0xLTExMjE1Mg_6e7b3346-26b6-49c9-8d51-1de68bcaa9c1"
      unitRef="number">0.0017</nly:RepurchaseAgreementsWeightedAverageRates>
    <us-gaap:ScheduleOfRepurchaseAgreements
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3OTU_ce5a2dfe-8136-4dac-a7b3-53ef931ea97e">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes the gross amounts of reverse repurchase agreements and repurchase agreements, amounts offset in accordance with netting arrangements and net amounts of repurchase agreements and reverse repurchase agreements as presented in the Consolidated Statements of Financial Condition at December 31, 2022 and 2021.&#160;Refer to the &#x201c;Derivative Instruments&#x201d; Note for information related to the effect of netting arrangements on the Company&#x2019;s derivative instruments.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.473%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:25.860%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.547%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.547%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.547%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.616%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.551%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Reverse Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Reverse Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Repurchase Agreements&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="21" style="background-color:#083b92;border-right:0.5pt solid #000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Gross amounts&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,512,597&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,769,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Amounts offset&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Netted amounts&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#x2014;&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;59,512,597&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;54,769,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-left:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000;border-right:0.5pt solid #000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfRepurchaseAgreements>
    <nly:SecuritiesForReverseRepurchaseAgreementsGrossAmounts
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzMtMS0xLTEtMTEyMTUy_62082a18-d8af-4565-a369-91f842d9ebfe"
      unitRef="usd">0</nly:SecuritiesForReverseRepurchaseAgreementsGrossAmounts>
    <nly:SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzMtMy0xLTEtMTEyMTUy_c3887c85-953f-4836-896b-008559447597"
      unitRef="usd">59512597000</nly:SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts>
    <nly:SecuritiesForReverseRepurchaseAgreementsGrossAmounts
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzMtNS0xLTEtMTEyMTUy_64e197da-39e0-4857-a0e9-4cead79e374e"
      unitRef="usd">0</nly:SecuritiesForReverseRepurchaseAgreementsGrossAmounts>
    <nly:SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzMtNy0xLTEtMTEyMTUy_da6c9bbe-42e9-40dd-9e8b-e6dbd05d32a2"
      unitRef="usd">54769643000</nly:SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts>
    <nly:SecuritiesForReverseRepurchaseAgreementsAmountsOffset
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzQtMS0xLTEtMTEyMTUy_c46ad28e-f371-4e51-b5f1-bbb9b9f1724c"
      unitRef="usd">0</nly:SecuritiesForReverseRepurchaseAgreementsAmountsOffset>
    <nly:SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzQtMy0xLTEtMTEyMTUy_7fd0cbdb-3410-4315-8ca5-76d975bfcc2e"
      unitRef="usd">0</nly:SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset>
    <nly:SecuritiesForReverseRepurchaseAgreementsAmountsOffset
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzQtNS0xLTEtMTEyMTUy_669ecc89-262f-434a-aa28-2e4232acb5c5"
      unitRef="usd">0</nly:SecuritiesForReverseRepurchaseAgreementsAmountsOffset>
    <nly:SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzQtNy0xLTEtMTEyMTUy_730a008a-6cbc-44c2-8abd-f90aa827f1fa"
      unitRef="usd">0</nly:SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset>
    <us-gaap:SecuritiesForReverseRepurchaseAgreements
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzUtMS0xLTEtMTEyMTUy_0b8097df-b610-469a-9d39-f8910e3b7744"
      unitRef="usd">0</us-gaap:SecuritiesForReverseRepurchaseAgreements>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzUtMy0xLTEtMTEyMTUy_5db36304-94ea-4442-be25-c9eff89c9e40"
      unitRef="usd">59512597000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:SecuritiesForReverseRepurchaseAgreements
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzUtNS0xLTEtMTEyMTUy_823d7718-4666-42c0-a077-31e03e7a27c3"
      unitRef="usd">0</us-gaap:SecuritiesForReverseRepurchaseAgreements>
    <us-gaap:SecuritiesSoldUnderAgreementsToRepurchase
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90YWJsZTo0ZmJiZDgxZmExMWU0Mjk5YWFhMTYyYzhkY2FmOTlhYS90YWJsZXJhbmdlOjRmYmJkODFmYTExZTQyOTlhYWExNjJjOGRjYWY5OWFhXzUtNy0xLTEtMTEyMTUy_99e3c878-3384-46cb-a181-97f9a1caf0fa"
      unitRef="usd">54769643000</us-gaap:SecuritiesSoldUnderAgreementsToRepurchase>
    <us-gaap:LineOfCreditFacilityMaximumBorrowingCapacity
      contextRef="iab40f01b8bd14674948a64ddd092f81c_I20221231"
      decimals="-6"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzU0OTc1NTgxNzU5OQ_0498696c-fffc-4a6c-a804-57742175297a"
      unitRef="usd">500000000</us-gaap:LineOfCreditFacilityMaximumBorrowingCapacity>
    <us-gaap:OtherSecuredFinancings
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3NDg3NzkwNzMyODY_81ef22b6-e45b-4cc5-9430-3ac6e65fd538"
      unitRef="usd">250000000</us-gaap:OtherSecuredFinancings>
    <nly:DebtInstrumentMaturity
      contextRef="i205a03da68bb4c84adef1a58acd432c3_I20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3NDg3NzkwNzMyMDc_b4a834c2-ae5c-46f3-9c3f-845c18baca9d">P3Y</nly:DebtInstrumentMaturity>
    <us-gaap:DebtWeightedAverageInterestRate
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzIxOTkwMjMyNTkxOTk_b6a06aba-9936-4130-a579-96bf06b4a8fb"
      unitRef="number">0.0707</us-gaap:DebtWeightedAverageInterestRate>
    <nly:CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3MTY_7f25939a-428f-43aa-9b3a-4b4239691baf"
      unitRef="usd">62200000000</nly:CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue>
    <nly:RepurchaseAgreementsAccruedInterest
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3MjM_4bd3ebba-9bca-4f07-a330-e3140a287e8e"
      unitRef="usd">226400000</nly:RepurchaseAgreementsAccruedInterest>
    <nly:CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3NTE_00dc1f63-1c74-4b99-b9ef-8770efe1784d"
      unitRef="usd">59200000000</nly:CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue>
    <nly:RepurchaseAgreementsAccruedInterest
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDYvZnJhZzo4ZjM2ZDlhYjQxZmQ0NDZkOTcwNzYxZjJmZDA3Y2M2ZC90ZXh0cmVnaW9uOjhmMzZkOWFiNDFmZDQ0NmQ5NzA3NjFmMmZkMDdjYzZkXzI3NTg_04f4a2de-07e1-4210-93ae-eac38eea4132"
      unitRef="usd">160800000</nly:RepurchaseAgreementsAccruedInterest>
    <us-gaap:StockholdersEquityNoteDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzM3MjY_9f6c86ea-f3ce-472a-aa7b-e8a344af9ae5">&lt;div style="margin-bottom:6pt;padding-left:27pt;text-indent:-27pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#00316c;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;15. CAPITAL STOCK&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;padding-left:27pt;text-indent:-27pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;(A)&#160;&#160;&#160;&#160;Common Stock&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides a summary of the Company&#x2019;s common shares authorized, and issued and outstanding at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.327%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:20.012%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.757%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.109%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.102%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.109%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.266%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.945%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.775%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.725%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Shares authorized&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Shares issued and outstanding&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Par Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Common stock&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,936,500,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,936,500,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;468,309,810&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;364,934,065&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$0.01&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In December 2020, the Company announced that its Board authorized the repurchase of up to $1.5 billion of its outstanding common shares through December 31, 2021 (the &#x201c;Prior Share Repurchase Program&#x201d;). In January 2022, the Company announced that its Board authorized the repurchase of up to $1.5&#160;billion of its outstanding shares of common stock through December 31, 2024 (the &#x201c;Current Share Repurchase Program&#x201d;). The Current Share Repurchase Program replaced the Prior Share Repurchase Program. During the years ended December 31, 2022 and 2021, no shares were purchased under the Current Share Repurchase Program or Prior Share Repurchase Program. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;During the year ended December 31, 2022, the Company closed two public offerings for an aggregate original issuance of 50&#160;million shares of common stock for aggregate proceeds of $1.31&#160;billion before deducting offering expenses. In connection with each offering, the Company granted the underwriters a thirty-day option to purchase up to an additional 3.75&#160;million shares of common stock, which the underwriters exercised in full in both instances, resulting in an additional $196.5&#160;million in proceeds before deducting offering expenses for the year ended December 31, 2022. The stock offerings conducted during the  year ended December 31, 2022 were completed prior to the Reverse Stock Split and the foregoing share amounts have been retroactively adjusted to reflect the effects thereof.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;On August 6, 2020, the Company entered into separate Amended and Restated Distribution Agency Agreements (as amended by Amendment No. 1 to the Amended and Restated Distribution Agency Agreements on August 6, 2021, and Amendment No. 2 to the Amended and Restated Distribution Agency Agreements on November 3, 2022, collectively, the &#x201c;Sales Agreements&#x201d;) with each of RBC Capital Markets, LLC, Barclays Capital Inc., BofA Securities, Inc., Citigroup Global Markets Inc., Credit Suisse Securities (USA) LLC, Goldman Sachs &amp;amp; Co. LLC, Keefe, Bruyette &amp;amp; Woods, Inc., J.P. Morgan Securities LLC, UBS Securities LLC and Wells Fargo Securities, LLC (collectively, the &#x201c;Sales Agents&#x201d;). Pursuant to the Sales Agreements, the Company may offer and sell shares of its common stock, having an aggregate offering price of up to $1.5&#160;billion, from time to time through any of the Sales Agents (the &#x201c;at-the-market sales program&#x201d;).&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;During the year ended December 31, 2022, under the at-the-market sales program, the Company issued 45.7&#160;million shares for proceeds of $1.1&#160;billion, net of commissions and fees. During the year ended December 31, 2021, under the at-the-market sales program, the Company issued 15.2&#160;million shares for proceeds of $552.4&#160;million, net of commissions and fees. The foregoing share amounts have been retroactively adjusted to reflect the effects of the Reverse Stock Split.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;padding-left:27pt;text-align:justify;text-indent:-27pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;(B)&#160;&#160;&#160;&#160;Preferred Stock&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following is a summary of the Company&#x2019;s cumulative redeemable preferred stock outstanding at December 31, 2022 and 2021. In the event of a liquidation or dissolution of the Company, the Company&#x2019;s then outstanding preferred stock takes precedence over the Company&#x2019;s common stock with respect to payment of dividends and the distribution of assets.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:6.707%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.308%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.466%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr style="height:23pt"&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Shares Authorized&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Shares Issued And Outstanding&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Carrying Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Contractual Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Earliest Redemption Date &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:4.55pt;font-weight:700;line-height:100%;position:relative;top:-2.44pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Date At Which Dividend Rate Becomes Floating&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Floating Annual Rate&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:23pt"&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="48" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Fixed-to-floating rate&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;Series F&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;28,800,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;28,800,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;28,800,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;28,800,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;696,910&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;696,910&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6.95%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;9/30/2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;9/30/2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3M LIBOR + 4.993%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;Series G&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;17,000,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;17,000,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;17,000,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;17,000,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;411,335&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;411,335&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6.50%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3/31/2023&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3/31/2023&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3M LIBOR + 4.172%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;Series I&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;17,700,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;17,700,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;17,700,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;17,700,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;428,324&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;428,324&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6.75%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6/30/2024&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6/30/2024&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3M LIBOR + 4.989%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;63,500,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;63,500,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;63,500,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;63,500,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;1,536,569&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;1,536,569&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="48" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Subject to the Company&#x2019;s right under limited circumstances to redeem preferred stock earlier in order to preserve its qualification as a REIT or under limited circumstances related to a change in control of the Company.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Each series of preferred stock has a par value of $0.01 per share and a liquidation and redemption price of $25.00, plus accrued and unpaid dividends through their redemption date. Through December 31, 2022, the Company had declared and paid all required quarterly dividends on the Company&#x2019;s preferred stock.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, Series G Fixed-to-Floating Rate Cumulative Preferred Stock and Series I Fixed-to-Floating Rate Cumulative Preferred Stock rank senior to the common stock of the Company.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;On November 3, 2022, the Company&#x2019;s Board of Directors approved a repurchase plan for all of its existing outstanding Preferred Stock (as defined below, the &#x201c;Preferred Stock Repurchase Program&#x201d;). Under the terms of the plan, the Company is authorized to repurchase up to&#160;an aggregate of 63,500,000 shares of Preferred Stock, comprised of up to (i) 28,800,000 shares of its 6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#x201c;Series F Preferred Stock&#x201d;), (ii) 17,000,000 shares of its 6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#x201c;Series G Preferred Stock&#x201d;), and (iii) 17,700,000 shares of its 6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock, par value $0.01 per share (the &#x201c;Series I Preferred Stock&#x201d;, and together with Series F Preferred Stock and Series G Preferred Stock, the &#x201c;Preferred Stock&#x201d;). The aggregate liquidation value of the Preferred Stock that may be repurchased by the Company pursuant to the Preferred Stock Repurchase Program, as of November&#160;3, 2022, was approximately $1.6&#160;billion. The Preferred Stock Repurchase Program became effective on November&#160;3, 2022, and shall expire on December&#160;31, 2024. No shares were repurchased to with respect to the Preferred Stock Repurchase Program during the year ended December 31, 2022.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;(C)&#160;&#160;&#160;&#160;Distributions to Stockholders&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides a summary of the Company&#x2019;s dividend distribution activity for the periods presented:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.543%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:63.196%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.751%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.589%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.964%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the Years Ended&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands, except per share data)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends and dividend equivalents declared on common stock and share-based awards&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,504,353&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,268,558&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Distributions declared per common share &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.52&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3.52&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Distributions paid to common stockholders after period end&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;412,113&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;321,142&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Distributions paid per common share after period end&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;0.88&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.88&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Date of distributions paid to common stockholders after period end&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;January 31, 2023&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;January 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared to series F preferred stockholders&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;53,131&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;50,040&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared per share of series F preferred stock &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.845&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.738&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared to series G preferred stockholders&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;27,624&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;27,624&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared per share of series G preferred stock &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.625&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.625&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared to series I preferred stockholders&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;29,868&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;29,868&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared per share of series I preferred stock &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.688&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.688&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; For the year ended December 31, 2022, 86.5% and 13.5% of common stock dividend distributions of $3.52 per share was taxable as ordinary income and a return of capital, respectively.  For the year ended December 31, 2021,  100% of common stock dividend distributions of $3.49 per share were taxable as a return of capital.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; For the year ended December 31, 2022, 100% of the preferred stock dividend distributions per share were taxable as ordinary income. For the year ended December 31, 2021,  100% of the preferred stock dividend distributions per share were taxable as a return of capital.   &lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:StockholdersEquityNoteDisclosureTextBlock>
    <us-gaap:ScheduleOfStockByClassTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzM3MjI_0fee97c7-00c0-45a6-ae45-8fb996a9ac71">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides a summary of the Company&#x2019;s common shares authorized, and issued and outstanding at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:89.327%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:20.012%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.757%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.109%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.102%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.109%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.266%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.945%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:14.775%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:8.725%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Shares authorized&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Shares issued and outstanding&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Par Value&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Common stock&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,936,500,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,936,500,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;468,309,810&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="2" style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;364,934,065&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$0.01&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following is a summary of the Company&#x2019;s cumulative redeemable preferred stock outstanding at December 31, 2022 and 2021. In the event of a liquidation or dissolution of the Company, the Company&#x2019;s then outstanding preferred stock takes precedence over the Company&#x2019;s common stock with respect to payment of dividends and the distribution of assets.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:97.368%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:6.707%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.308%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.151%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.458%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:7.466%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr style="height:23pt"&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Shares Authorized&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Shares Issued And Outstanding&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="9" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Carrying Value&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Contractual Rate&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Earliest Redemption Date &lt;/span&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:4.55pt;font-weight:700;line-height:100%;position:relative;top:-2.44pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Date At Which Dividend Rate Becomes Floating&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Floating Annual Rate&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:23pt"&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="48" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Fixed-to-floating rate&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;Series F&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;28,800,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;28,800,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;28,800,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;28,800,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;696,910&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;696,910&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6.95%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;9/30/2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;9/30/2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3M LIBOR + 4.993%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;Series G&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;17,000,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;17,000,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;17,000,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;17,000,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;411,335&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;411,335&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6.50%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3/31/2023&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3/31/2023&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3M LIBOR + 4.172%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;Series I&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;17,700,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;17,700,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;17,700,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;17,700,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;428,324&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;428,324&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6.75%&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6/30/2024&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;6/30/2024&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;3M LIBOR + 4.989%&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;Total&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;63,500,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;63,500,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;63,500,000&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;63,500,000&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:700;line-height:100%"&gt;1,536,569&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7pt;font-weight:400;line-height:100%"&gt;1,536,569&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="48" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Subject to the Company&#x2019;s right under limited circumstances to redeem preferred stock earlier in order to preserve its qualification as a REIT or under limited circumstances related to a change in control of the Company.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfStockByClassTextBlock>
    <us-gaap:CommonStockSharesAuthorized
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItMS0xLTEtMTEyMTUy_738c6c71-e63b-459f-8cf4-a5be6ceafd08"
      unitRef="shares">2936500000</us-gaap:CommonStockSharesAuthorized>
    <us-gaap:CommonStockSharesAuthorized
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItMy0xLTEtMTEyMTUy_ea91f9e3-16d0-42d4-9fe6-b7d64000e09e"
      unitRef="shares">2936500000</us-gaap:CommonStockSharesAuthorized>
    <us-gaap:CommonStockSharesIssued
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItNS0xLTEtMTEyMTUy_4777e32d-f422-43a9-918a-5e482234103a"
      unitRef="shares">468309810</us-gaap:CommonStockSharesIssued>
    <us-gaap:CommonStockSharesOutstanding
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItNS0xLTEtMTEyMTUy_549f0cd6-1580-4de5-b0bd-1a1c31775b00"
      unitRef="shares">468309810</us-gaap:CommonStockSharesOutstanding>
    <us-gaap:CommonStockSharesOutstanding
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItNy0xLTEtMTEyMTUy_bf0a59a2-73e7-426b-b534-324b04c2eb21"
      unitRef="shares">364934065</us-gaap:CommonStockSharesOutstanding>
    <us-gaap:CommonStockSharesIssued
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItNy0xLTEtMTEyMTUy_db905e23-e506-4e03-a79f-21a7797439ba"
      unitRef="shares">364934065</us-gaap:CommonStockSharesIssued>
    <us-gaap:CommonStockParOrStatedValuePerShare
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZToyZDBkOGYwZGNkNjA0NzU0YWYwMTE5MDA0YzA4MTlmMy90YWJsZXJhbmdlOjJkMGQ4ZjBkY2Q2MDQ3NTRhZjAxMTkwMDRjMDgxOWYzXzItOC0xLTEtMTEyMTUy_6444599a-7acc-4355-bd7c-c28122d8083e"
      unitRef="usdPerShare">0.01</us-gaap:CommonStockParOrStatedValuePerShare>
    <us-gaap:StockRepurchaseProgramAuthorizedAmount1
      contextRef="i062cfcf21f0648b2b7d8d9262d4e8bd8_I20201231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI2Mg_5afc8703-568c-4c47-8c11-9def99856f54"
      unitRef="usd">1500000000</us-gaap:StockRepurchaseProgramAuthorizedAmount1>
    <us-gaap:StockRepurchaseProgramAuthorizedAmount1
      contextRef="i13cce04320bd453a9d136413b050abcd_I20220131"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzQ3OQ_bb1fc0b0-35cf-424b-9c1b-c2b58206b451"
      unitRef="usd">1500000000</us-gaap:StockRepurchaseProgramAuthorizedAmount1>
    <us-gaap:TreasuryStockSharesAcquired
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODE0ODU_12a92a6a-34c4-420e-8ba6-b8ebc3d48baa"
      unitRef="shares">0</us-gaap:TreasuryStockSharesAcquired>
    <us-gaap:TreasuryStockSharesAcquired
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODE0ODU_aacfc582-01b4-499e-851a-66abf24f8d56"
      unitRef="shares">0</us-gaap:TreasuryStockSharesAcquired>
    <us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction
      contextRef="i74291f3505374862b9bffe8b716b00bd_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY4OTk_dd3e9836-70dc-4a9d-ada7-5a6e258c00df"
      unitRef="shares">50000000</us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction>
    <us-gaap:SaleOfStockConsiderationReceivedOnTransaction
      contextRef="i74291f3505374862b9bffe8b716b00bd_D20220101-20221231"
      decimals="-7"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY5MTE_4127a147-6d7e-4465-89e9-bee1a84f3092"
      unitRef="usd">1310000000</us-gaap:SaleOfStockConsiderationReceivedOnTransaction>
    <nly:SaleOfStockOptionToPurchaseAdditionalSharesPeriod
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODE1MDM_a43e2bab-2187-442d-9622-f70192b1557b">P30D</nly:SaleOfStockOptionToPurchaseAdditionalSharesPeriod>
    <us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction
      contextRef="i46cca9e584a74e52a226a86e11609f61_D20220101-20221231"
      decimals="-4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY5MjY_79e05c43-c7c9-47a1-a8fc-a76e6fe2bf23"
      unitRef="shares">3750000</us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction>
    <us-gaap:SaleOfStockConsiderationReceivedOnTransaction
      contextRef="i46cca9e584a74e52a226a86e11609f61_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY5NDA_48b198d3-a9c0-4531-9506-9b83ac7bf61a"
      unitRef="usd">196500000</us-gaap:SaleOfStockConsiderationReceivedOnTransaction>
    <nly:SaleofStockOfferingPrice
      contextRef="ic4a7e4c43a1e4aaab84b773013dc0172_D20200806-20200806"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjY5Njk_9fc2f06a-525c-4228-81bb-444a8e382337"
      unitRef="usd">1500000000</nly:SaleofStockOfferingPrice>
    <us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction
      contextRef="i3e5cd63e9a72497da80b8019153aaabf_D20221001-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjc1Mjc_d221cef3-3fcc-45a0-80a4-5850b7a184b9"
      unitRef="shares">45700000</us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction>
    <us-gaap:SaleOfStockConsiderationReceivedOnTransaction
      contextRef="i3e5cd63e9a72497da80b8019153aaabf_D20221001-20221231"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjcwODE_b5a92da3-f7b7-4652-b7c6-e011c7771879"
      unitRef="usd">1100000000</us-gaap:SaleOfStockConsiderationReceivedOnTransaction>
    <us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction
      contextRef="i6e3cfe5f829840568839f51aebb9f27d_D20210101-20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjcxNjI_220f4a69-8ced-41d9-9a96-2080d86a2bb2"
      unitRef="shares">15200000</us-gaap:SaleOfStockNumberOfSharesIssuedInTransaction>
    <us-gaap:SaleOfStockConsiderationReceivedOnTransaction
      contextRef="i6e3cfe5f829840568839f51aebb9f27d_D20210101-20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNjcxOTE_2ec515d6-791f-4ab3-897c-b193f55f1f74"
      unitRef="usd">552400000</us-gaap:SaleOfStockConsiderationReceivedOnTransaction>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="i37e4bde0febb424188e8b0da33e8eb11_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMS0xLTEtMTEyMTUy_9483787b-ebe5-4b07-91b3-d3212b45e529"
      unitRef="shares">28800000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="i0719d81ec93342139603a51dbefc783d_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMy0xLTEtMTEyMTUy_3ceaf953-ce55-48c8-8228-82239d4ddaf7"
      unitRef="shares">28800000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockSharesOutstanding
      contextRef="i37e4bde0febb424188e8b0da33e8eb11_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtNS0xLTEtMTEyMTUy_5a34f47d-33b2-4fec-894d-7d0ec898bf49"
      unitRef="shares">28800000</us-gaap:PreferredStockSharesOutstanding>
    <us-gaap:PreferredStockSharesIssued
      contextRef="i37e4bde0febb424188e8b0da33e8eb11_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtNS0xLTEtMTEyMTUy_fa33d459-91f6-49bc-9e8b-f0d3b367672f"
      unitRef="shares">28800000</us-gaap:PreferredStockSharesIssued>
    <us-gaap:PreferredStockSharesIssued
      contextRef="i0719d81ec93342139603a51dbefc783d_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtNy0xLTEtMTEyMTUy_41f043e7-3324-4aa5-a48e-9771b413a11e"
      unitRef="shares">28800000</us-gaap:PreferredStockSharesIssued>
    <us-gaap:PreferredStockSharesOutstanding
      contextRef="i0719d81ec93342139603a51dbefc783d_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtNy0xLTEtMTEyMTUy_6bbc4476-dea5-4172-971e-b92d1bcd4bf3"
      unitRef="shares">28800000</us-gaap:PreferredStockSharesOutstanding>
    <us-gaap:PreferredStockValue
      contextRef="i37e4bde0febb424188e8b0da33e8eb11_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtOS0xLTEtMTEyMTUy_b8471ceb-0ca4-46f0-9656-b93aaa348435"
      unitRef="usd">696910000</us-gaap:PreferredStockValue>
    <us-gaap:PreferredStockValue
      contextRef="i0719d81ec93342139603a51dbefc783d_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMTEtMS0xLTExMjE1Mg_a1acb1f2-4017-4910-9da0-213d4a521037"
      unitRef="usd">696910000</us-gaap:PreferredStockValue>
    <us-gaap:PreferredStockDividendRatePercentage
      contextRef="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMTItMS0xLTExMjE1Mg_de8dcf8d-71c9-4647-8757-de971251896c"
      unitRef="number">0.0695</us-gaap:PreferredStockDividendRatePercentage>
    <nly:PreferredStockDividendRatePercentageBasisSpread
      contextRef="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzgtMTUtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjM3NzIwOTFhZjNlMDQ1ODU4MGM5ZGZhYjcyZjYyYTVmXzE1_e2d23df6-ccd5-47e7-8035-388a8f470ba0"
      unitRef="number">0.04993</nly:PreferredStockDividendRatePercentageBasisSpread>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="i29ea28fa2d85458189cba5f5d67d8243_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMS0xLTEtMTEyMTUy_6aa4f413-ee74-4df1-9a25-cb17e78b52de"
      unitRef="shares">17000000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMy0xLTEtMTEyMTUy_63ed4b8f-2e60-4841-8ffa-f45b5ab14f45"
      unitRef="shares">17000000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockSharesIssued
      contextRef="i29ea28fa2d85458189cba5f5d67d8243_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktNS0xLTEtMTEyMTUy_18fb0edf-c2f9-4891-abec-0d9b9d1fdeb4"
      unitRef="shares">17000000</us-gaap:PreferredStockSharesIssued>
    <us-gaap:PreferredStockSharesOutstanding
      contextRef="i29ea28fa2d85458189cba5f5d67d8243_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktNS0xLTEtMTEyMTUy_c3afc1cd-7d22-4896-94c1-dca8e355d1da"
      unitRef="shares">17000000</us-gaap:PreferredStockSharesOutstanding>
    <us-gaap:PreferredStockSharesIssued
      contextRef="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktNy0xLTEtMTEyMTUy_16b81cce-1173-4964-87e4-2d4a5de925bd"
      unitRef="shares">17000000</us-gaap:PreferredStockSharesIssued>
    <us-gaap:PreferredStockSharesOutstanding
      contextRef="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktNy0xLTEtMTEyMTUy_2115b925-5881-4623-9dcc-48b980492659"
      unitRef="shares">17000000</us-gaap:PreferredStockSharesOutstanding>
    <us-gaap:PreferredStockValue
      contextRef="i29ea28fa2d85458189cba5f5d67d8243_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktOS0xLTEtMTEyMTUy_1ea44720-55dc-4a24-a3cb-a4468b03afd7"
      unitRef="usd">411335000</us-gaap:PreferredStockValue>
    <us-gaap:PreferredStockValue
      contextRef="i40cfedc1935f4f5aacb2b9174f004f0f_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMTEtMS0xLTExMjE1Mg_25ed8100-8aff-4a81-9bda-fb62609d1865"
      unitRef="usd">411335000</us-gaap:PreferredStockValue>
    <us-gaap:PreferredStockDividendRatePercentage
      contextRef="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMTItMS0xLTExMjE1Mg_49c959d4-9a5f-4287-8c4b-664c9b4f6eb0"
      unitRef="number">0.0650</us-gaap:PreferredStockDividendRatePercentage>
    <nly:PreferredStockDividendRatePercentageBasisSpread
      contextRef="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzktMTUtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjFjYjE2NTJhYmIwMjQxNjc4YjA5YzNmMTMwNjRlMGE3XzE1_15722a50-60b5-4ac7-8d98-4c058b5b6a2a"
      unitRef="number">0.04172</nly:PreferredStockDividendRatePercentageBasisSpread>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="id8a91da812c449f1853c991947739d88_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTEtMS0xLTExMjE1Mg_8f1a8148-a4f5-446a-a0b8-bd7ea320dab0"
      unitRef="shares">17700000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="id2415da0391a4a16a8aec6917c249e2a_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTMtMS0xLTExMjE1Mg_2fcf297e-d7ad-47a8-9d1e-c8ace8a34496"
      unitRef="shares">17700000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockSharesIssued
      contextRef="id8a91da812c449f1853c991947739d88_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTUtMS0xLTExMjE1Mg_7800ce57-d073-4264-bf54-d696e2001ddf"
      unitRef="shares">17700000</us-gaap:PreferredStockSharesIssued>
    <us-gaap:PreferredStockSharesOutstanding
      contextRef="id8a91da812c449f1853c991947739d88_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTUtMS0xLTExMjE1Mg_bf8dc464-81b2-4474-8055-7e3f45c2bc33"
      unitRef="shares">17700000</us-gaap:PreferredStockSharesOutstanding>
    <us-gaap:PreferredStockSharesOutstanding
      contextRef="id2415da0391a4a16a8aec6917c249e2a_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTctMS0xLTExMjE1Mg_6dbf8f6a-a3bc-4fb2-95bb-4c59ae072b75"
      unitRef="shares">17700000</us-gaap:PreferredStockSharesOutstanding>
    <us-gaap:PreferredStockSharesIssued
      contextRef="id2415da0391a4a16a8aec6917c249e2a_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTctMS0xLTExMjE1Mg_fc2f5703-be55-4a69-8c2f-ecb4fbf3a6eb"
      unitRef="shares">17700000</us-gaap:PreferredStockSharesIssued>
    <us-gaap:PreferredStockValue
      contextRef="id8a91da812c449f1853c991947739d88_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTktMS0xLTExMjE1Mg_9ec6c380-45ff-404b-b902-d43ed9439140"
      unitRef="usd">428324000</us-gaap:PreferredStockValue>
    <us-gaap:PreferredStockValue
      contextRef="id2415da0391a4a16a8aec6917c249e2a_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTExLTEtMS0xMTIxNTI_033573dd-d0c0-4af1-9767-45a42129e3fb"
      unitRef="usd">428324000</us-gaap:PreferredStockValue>
    <us-gaap:PreferredStockDividendRatePercentage
      contextRef="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTEyLTEtMS0xMTIxNTI_af8fbb0e-900c-4ef9-a6e6-f8a9492c01bb"
      unitRef="number">0.0675</us-gaap:PreferredStockDividendRatePercentage>
    <nly:PreferredStockDividendRatePercentageBasisSpread
      contextRef="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzEwLTE1LTEtMS0xMTIxNTIvdGV4dHJlZ2lvbjo0ODI4YWNmMWVhNmI0MGE0OGIwNzUyNzNjZGE0YzBlZF8xNQ_dab65c45-8c23-4270-877a-a295ec429fca"
      unitRef="number">0.04989</nly:PreferredStockDividendRatePercentageBasisSpread>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTEtMS0xLTExMjE1Mg_b6fb6789-4e9a-4dd4-8b5a-dac32b0ead5e"
      unitRef="shares">63500000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockSharesAuthorized
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTMtMS0xLTExMjE1Mg_ff43d4e9-42e8-4c95-86c1-2e43b8da2994"
      unitRef="shares">63500000</us-gaap:PreferredStockSharesAuthorized>
    <us-gaap:PreferredStockSharesOutstanding
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTUtMS0xLTExMjE1Mg_51350948-0c7e-461f-a7da-574d6a5ebe49"
      unitRef="shares">63500000</us-gaap:PreferredStockSharesOutstanding>
    <us-gaap:PreferredStockSharesIssued
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTUtMS0xLTExMjE1Mg_96d53bfd-0532-41a2-a655-d8c9912a00e6"
      unitRef="shares">63500000</us-gaap:PreferredStockSharesIssued>
    <us-gaap:PreferredStockSharesOutstanding
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTctMS0xLTExMjE1Mg_0f4d8efd-5939-4e7f-9daf-08076fbefb1f"
      unitRef="shares">63500000</us-gaap:PreferredStockSharesOutstanding>
    <us-gaap:PreferredStockSharesIssued
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTctMS0xLTExMjE1Mg_bda4a400-711c-4c4a-9c26-6d937a7a2bb2"
      unitRef="shares">63500000</us-gaap:PreferredStockSharesIssued>
    <us-gaap:PreferredStockValue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTktMS0xLTExMjE1Mg_7e8e9ee3-3b83-433a-9ee7-e30947f88e4b"
      unitRef="usd">1536569000</us-gaap:PreferredStockValue>
    <us-gaap:PreferredStockValue
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTplNDY0ZjViZDM4MDY0NWQzYmFlZTMyZTM0NzUzYzhkYi90YWJsZXJhbmdlOmU0NjRmNWJkMzgwNjQ1ZDNiYWVlMzJlMzQ3NTNjOGRiXzExLTExLTEtMS0xMTIxNTI_55414454-bca6-4d06-b8df-d8e770ab7c10"
      unitRef="usd">1536569000</us-gaap:PreferredStockValue>
    <us-gaap:PreferredStockParOrStatedValuePerShare
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI4MzA_00bb22cc-d598-4d7d-8cbc-913d205782a2"
      unitRef="usdPerShare">0.01</us-gaap:PreferredStockParOrStatedValuePerShare>
    <us-gaap:PreferredStockRedemptionPricePerShare
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI4ODU_b6c4b746-a3d2-43c8-a8aa-e89804fe82da"
      unitRef="usdPerShare">25.00</us-gaap:PreferredStockRedemptionPricePerShare>
    <us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased
      contextRef="ic739e5a4a76b4921af09ef91824887cb_I20221103"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ3NzM_03ee61aa-6a2a-4f1a-840f-85ef28d6db80"
      unitRef="shares">63500000</us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased>
    <us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased
      contextRef="i84fcdac7658b4996852a96b55c229b53_I20221103"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ3ODU_404d4479-1933-4d2e-b3b7-75c63bbec4d8"
      unitRef="shares">28800000</us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased>
    <us-gaap:PreferredStockDividendRatePercentage
      contextRef="i9063b69aaa314c37aa94b745f14f9c11_D20221103-20221103"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ3OTc_e440b576-50bf-46e3-ac50-9b83a59842ac"
      unitRef="number">0.0695</us-gaap:PreferredStockDividendRatePercentage>
    <us-gaap:PreferredStockParOrStatedValuePerShare
      contextRef="i84fcdac7658b4996852a96b55c229b53_I20221103"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4MjM_f8f3bbd5-25e9-413f-971c-6be005638350"
      unitRef="usdPerShare">0.01</us-gaap:PreferredStockParOrStatedValuePerShare>
    <us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased
      contextRef="ifea5bd7bc8f84009b83985225154f037_I20221103"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4MDQ_1830b091-89d9-44ef-96c2-ed90881d4257"
      unitRef="shares">17000000</us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased>
    <us-gaap:PreferredStockDividendRatePercentage
      contextRef="i89c11d7741834a5f83123e5d1d2c5874_D20221103-20221103"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4MTY_b098b59d-6cd9-4b2e-ad03-bf5c0f3f4333"
      unitRef="number">0.0650</us-gaap:PreferredStockDividendRatePercentage>
    <us-gaap:PreferredStockParOrStatedValuePerShare
      contextRef="ifea5bd7bc8f84009b83985225154f037_I20221103"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4NDk_952b3e70-f3c6-4584-b465-e42c82e6bf9a"
      unitRef="usdPerShare">0.01</us-gaap:PreferredStockParOrStatedValuePerShare>
    <us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased
      contextRef="i730bd95a05be4ff3b1133a62c55c682d_I20221103"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4Mzc_65b60988-9aaf-498b-a959-d3897d6f84a0"
      unitRef="shares">17700000</us-gaap:StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased>
    <us-gaap:PreferredStockDividendRatePercentage
      contextRef="i55fb64a7e0464de4ab3075dc8e257ecb_D20221103-20221103"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4MzA_3003ee4a-e2e4-49d7-b2b5-7866865f3b3f"
      unitRef="number">0.0675</us-gaap:PreferredStockDividendRatePercentage>
    <us-gaap:PreferredStockParOrStatedValuePerShare
      contextRef="i730bd95a05be4ff3b1133a62c55c682d_I20221103"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzI3NDg3NzkwODQ4NTY_52c4ea61-5a98-4a4f-8a4b-207e772ab1cc"
      unitRef="usdPerShare">0.01</us-gaap:PreferredStockParOrStatedValuePerShare>
    <us-gaap:StockRepurchaseProgramAuthorizedAmount1
      contextRef="ic739e5a4a76b4921af09ef91824887cb_I20221103"
      decimals="-8"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzIxOTkwMjMyNzA4NzQ_3573be1e-bdf4-4751-9b21-f4ce5a6a0b6e"
      unitRef="usd">1600000000</us-gaap:StockRepurchaseProgramAuthorizedAmount1>
    <us-gaap:DividendsDeclaredTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90ZXh0cmVnaW9uOjUyZWI0YTI4ZDcyYjRiMTRiNGZjZjgyOWIxMDE3Nzg2XzM3MjQ_caa4cf3c-e2f1-4f83-b052-7d6ba90b533b">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides a summary of the Company&#x2019;s dividend distribution activity for the periods presented:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.543%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:63.196%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.751%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.589%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.964%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the Years Ended&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="9" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands, except per share data)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends and dividend equivalents declared on common stock and share-based awards&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,504,353&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,268,558&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Distributions declared per common share &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.52&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;3.52&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Distributions paid to common stockholders after period end&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;412,113&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;321,142&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Distributions paid per common share after period end&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;0.88&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;0.88&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Date of distributions paid to common stockholders after period end&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;January 31, 2023&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;January 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared to series F preferred stockholders&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;53,131&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;50,040&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared per share of series F preferred stock &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.845&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.738&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared to series G preferred stockholders&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;27,624&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;27,624&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared per share of series G preferred stock &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.625&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.625&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared to series I preferred stockholders&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;29,868&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;29,868&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends declared per share of series I preferred stock &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1.688&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1.688&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="12" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; For the year ended December 31, 2022, 86.5% and 13.5% of common stock dividend distributions of $3.52 per share was taxable as ordinary income and a return of capital, respectively.  For the year ended December 31, 2021,  100% of common stock dividend distributions of $3.49 per share were taxable as a return of capital.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; For the year ended December 31, 2022, 100% of the preferred stock dividend distributions per share were taxable as ordinary income. For the year ended December 31, 2021,  100% of the preferred stock dividend distributions per share were taxable as a return of capital.   &lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:DividendsDeclaredTableTextBlock>
    <us-gaap:DividendsCommonStockCash
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMS0xLTEtMTEyMTUy_1f405e5b-1e50-4e05-9b6a-ebdba565b031"
      unitRef="usd">1504353000</us-gaap:DividendsCommonStockCash>
    <us-gaap:DividendsCommonStockCash
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMy0xLTEtMTEyMTUy_ed52f935-61b6-4be4-989d-4cb5f4e181b3"
      unitRef="usd">1268558000</us-gaap:DividendsCommonStockCash>
    <us-gaap:CommonStockDividendsPerShareDeclared
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzQtMS0xLTEtMTEyMTUy_dbaf796a-d1f4-4912-b17c-6dcd54d7d0de"
      unitRef="usdPerShare">3.52</us-gaap:CommonStockDividendsPerShareDeclared>
    <us-gaap:CommonStockDividendsPerShareDeclared
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzQtMy0xLTEtMTEyMTUy_c9d0a347-7ba5-43db-8d2d-6e729241ac8f"
      unitRef="usdPerShare">3.52</us-gaap:CommonStockDividendsPerShareDeclared>
    <us-gaap:PaymentsOfDividendsCommonStock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzUtMS0xLTEtMTEyMTUy_37226040-6017-436c-98c5-0f63c4cd2748"
      unitRef="usd">412113000</us-gaap:PaymentsOfDividendsCommonStock>
    <us-gaap:PaymentsOfDividendsCommonStock
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzUtMy0xLTEtMTEyMTUy_f8598d62-3e14-4908-bb16-e8611aad18f4"
      unitRef="usd">321142000</us-gaap:PaymentsOfDividendsCommonStock>
    <us-gaap:CommonStockDividendsPerShareCashPaid
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzYtMS0xLTEtMTEyMTUy_9b729c87-5304-4a60-9af1-712bed30e1e4"
      unitRef="usdPerShare">0.88</us-gaap:CommonStockDividendsPerShareCashPaid>
    <us-gaap:CommonStockDividendsPerShareCashPaid
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzYtMy0xLTEtMTEyMTUy_d1a0a3b4-f6a6-4261-977a-0f5c6f2778cd"
      unitRef="usdPerShare">0.88</us-gaap:CommonStockDividendsPerShareCashPaid>
    <us-gaap:DividendsPreferredStockCash
      contextRef="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE2LTEtMS0xLTExMjE1Mg_8fecf232-27f7-4c39-b4f0-00140cf2d255"
      unitRef="usd">53131000</us-gaap:DividendsPreferredStockCash>
    <us-gaap:DividendsPreferredStockCash
      contextRef="i7cf457817a6647b1926c99b960dc19eb_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE2LTMtMS0xLTExMjE1Mg_cd1609e7-9f2c-4480-9364-6c00eb8e3c24"
      unitRef="usd">50040000</us-gaap:DividendsPreferredStockCash>
    <us-gaap:PreferredStockDividendsPerShareDeclared
      contextRef="i59fee1224ac3446f89dce0dc870a9d58_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE3LTEtMS0xLTExMjE1Mg_2c7008e0-9150-455f-88c7-167a58063e44"
      unitRef="usdPerShare">1.845</us-gaap:PreferredStockDividendsPerShareDeclared>
    <us-gaap:PreferredStockDividendsPerShareDeclared
      contextRef="i7cf457817a6647b1926c99b960dc19eb_D20210101-20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE3LTMtMS0xLTExMjE1Mg_04cc6fba-2591-415e-bffe-d9dfc6b4d756"
      unitRef="usdPerShare">1.738</us-gaap:PreferredStockDividendsPerShareDeclared>
    <us-gaap:DividendsPreferredStockCash
      contextRef="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE4LTEtMS0xLTExMjE1Mg_6e2b620a-5b96-48ce-8523-cf386a8231d6"
      unitRef="usd">27624000</us-gaap:DividendsPreferredStockCash>
    <us-gaap:DividendsPreferredStockCash
      contextRef="i9208b155a52d438a8315fac5faf67ac3_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE4LTMtMS0xLTExMjE1Mg_679179ab-1197-4e2b-87ae-0f45405efcc0"
      unitRef="usd">27624000</us-gaap:DividendsPreferredStockCash>
    <us-gaap:PreferredStockDividendsPerShareDeclared
      contextRef="ieb125f49ead7441fba86c4a313a3ebbc_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE5LTEtMS0xLTExMjE1Mg_0f329c6d-7480-4c6d-8ae9-b45db555de54"
      unitRef="usdPerShare">1.625</us-gaap:PreferredStockDividendsPerShareDeclared>
    <us-gaap:PreferredStockDividendsPerShareDeclared
      contextRef="i9208b155a52d438a8315fac5faf67ac3_D20210101-20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzE5LTMtMS0xLTExMjE1Mg_c18dab52-7fb5-4c7c-8bfe-70d155769b33"
      unitRef="usdPerShare">1.625</us-gaap:PreferredStockDividendsPerShareDeclared>
    <us-gaap:DividendsPreferredStockCash
      contextRef="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzIyLTEtMS0xLTExMjE1Mg_7b6d90b6-bad6-422a-8a65-0d2ef305dbbb"
      unitRef="usd">29868000</us-gaap:DividendsPreferredStockCash>
    <us-gaap:DividendsPreferredStockCash
      contextRef="i0fdd4ee28dfb4d268fff65110cac0c58_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzIyLTMtMS0xLTExMjE1Mg_8acacfe9-946b-4e20-9f51-3f90c49034f5"
      unitRef="usd">29868000</us-gaap:DividendsPreferredStockCash>
    <us-gaap:PreferredStockDividendsPerShareDeclared
      contextRef="ie2041a216a16441daa4b58d23014b1b5_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzIzLTEtMS0xLTExMjE1Mg_3b3a2f83-6a90-4830-b70f-204b7ab2be3c"
      unitRef="usdPerShare">1.688</us-gaap:PreferredStockDividendsPerShareDeclared>
    <us-gaap:PreferredStockDividendsPerShareDeclared
      contextRef="i0fdd4ee28dfb4d268fff65110cac0c58_D20210101-20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzIzLTMtMS0xLTExMjE1Mg_50e766c8-6de2-41ba-8c3d-e6111c7a8900"
      unitRef="usdPerShare">1.688</us-gaap:PreferredStockDividendsPerShareDeclared>
    <nly:CommonStockDividendsTaxableOrdinaryIncomePercent
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIxOTkwMjMyNTYyNTY_f6142ad1-936e-457d-8478-ffbb4b00080b"
      unitRef="number">0.865</nly:CommonStockDividendsTaxableOrdinaryIncomePercent>
    <nly:CommonStockDividendsTaxableReturnOfCapitalPercent
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzMx_4f0d1215-ce2c-41e6-b6ae-755231c0e9f5"
      unitRef="number">0.135</nly:CommonStockDividendsTaxableReturnOfCapitalPercent>
    <nly:CommonStockDividendsPerShareTaxable
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3Xzc2_133fc8ab-1fcb-4e5b-8bf4-aff312534518"
      unitRef="usdPerShare">3.52</nly:CommonStockDividendsPerShareTaxable>
    <nly:CommonStockDividendsTaxableReturnOfCapitalPercent
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIxOTkwMjMyNTYxODg_9b69edf7-4448-4d92-9931-8614c179c911"
      unitRef="number">1</nly:CommonStockDividendsTaxableReturnOfCapitalPercent>
    <nly:CommonStockDividendsPerShareTaxable
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIwMQ_0a0dfef7-7247-438a-92b2-f6f385328a12"
      unitRef="usdPerShare">3.49</nly:CommonStockDividendsPerShareTaxable>
    <nly:PreferredStockDividendsTaxableOrdinaryIncomePercent
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIxOTkwMjMyNTYzMDY_d79837cb-1efc-4705-b180-06a8def3022d"
      unitRef="number">1</nly:PreferredStockDividendsTaxableOrdinaryIncomePercent>
    <nly:PreferredStockDividendsTaxableReturnOfCapitalPercent
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzI0LTAtMS0xLTExMjE1Mi90ZXh0cmVnaW9uOjNiNWM4ZDIwM2Q5ZjQzOWZiZTA1NzY1MDhiMDQ5N2Q3XzIxOTkwMjMyNTYxOTk_2e5975c4-1ddb-4c34-9aae-4086570721c1"
      unitRef="number">1</nly:PreferredStockDividendsTaxableReturnOfCapitalPercent>
    <us-gaap:DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzIwODU_3fde2cff-bc70-407c-8c25-3cb56c2b2127">&lt;div style="margin-bottom:6pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;16. &#160;LONG-TERM STOCK INCENTIVE PLAN&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Employees, Directors and other service providers of the Company are eligible to participate in the Company&#x2019;s 2020 Equity Incentive Plan (the &#x201c;Plan&#x201d;), which provides for equity-based compensation in the form of stock options, share appreciation rights, dividend equivalent rights, restricted shares, restricted stock units (&#x201c;RSUs&#x201d;), and other share-based awards. The Company has the ability to award up to an aggregate of 31,250,000 shares under the terms of the Plan, subject to adjustment for any awards that were outstanding under the Company&#x2019;s 2010 Equity Incentive Plan (the &#x201c;Prior Plan&#x201d;, collectively the &#x201c;Plans") on the effective date of the Plan and subsequently expire, terminate, or are surrendered or forfeited. No new awards are permitted to be made under the Prior Plan, although existing awards remain effective. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;Restricted Stock Units&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company grants RSUs (including RSUs subject to performance conditions (&#x201c;PSUs&#x201d;)) to employees, which are generally valued based on the closing price of the underlying shares on the date of grant. For RSUs that vest, the underlying shares of common stock are delivered (net of required withholding tax) as outlined in the applicable award agreements. PSUs are subject &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;to the Company&#x2019;s achievement of specified performance criteria and the number of awards that vest can range from zero to 150% of the grant amount. Award agreements generally provide that vesting is accelerated in certain circumstances, such as death and disability. Delivery of the underlying shares of common stock, which generally occurs over a three-year period, is conditioned on the grantees satisfying certain vesting and other requirements outlined in the award agreements.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company recognized equity-based compensation expense of $19.4 million for the year ended December 31, 2022.  As of December 31, 2022, there was $20.9 million of total unrecognized compensation cost related to non-vested share-based compensation arrangements. This cost is expected to be recognized over a weighted average period of 1.85 years.&lt;/span&gt;&lt;/div&gt;</us-gaap:DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock>
    <us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized
      contextRef="i992243b8f0cf4f0986fb4bcb44863c39_I20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzQyNw_fef6b13b-ed68-4fbf-b925-3985d6f3c705"
      unitRef="shares">31250000</us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized>
    <us-gaap:SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage
      contextRef="i6fd0b0396985434185a268e39d486807_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzEzMzE_9133cbdd-fb1f-4e3a-a57a-38cc9acbef8f"
      unitRef="number">0</us-gaap:SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage>
    <us-gaap:SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage
      contextRef="idd43b2270f584a1fa851ed2f7bdcb508_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzEzMzc_9ad11a50-1b6a-466c-ba0f-14b72d0849d5"
      unitRef="number">1.50</us-gaap:SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage>
    <us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzIwODY_0da6ae0e-cdf0-4c34-bc94-144cbd59650f">P3Y</us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1>
    <us-gaap:EmployeeBenefitsAndShareBasedCompensation
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzE4NTg_43b38030-de58-40c6-be5e-200f4ce1c721"
      unitRef="usd">19400000</us-gaap:EmployeeBenefitsAndShareBasedCompensation>
    <us-gaap:EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzE5MDU_1ab6f17a-e8de-422f-876f-6f931fbcf159"
      unitRef="usd">20900000</us-gaap:EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized>
    <us-gaap:SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTIvZnJhZzpiOTdlMjFlOWQ0ZWE0YWMxOWI1ZTM0MWIyNTZmMzY5Mi90ZXh0cmVnaW9uOmI5N2UyMWU5ZDRlYTRhYzE5YjVlMzQxYjI1NmYzNjkyXzIwODI_65443ced-2deb-4ac0-af46-e2f51f9bec90">P1Y10M6D</us-gaap:SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1>
    <us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90ZXh0cmVnaW9uOjk1OWE3NzZmNTY1MDRhZTVhMzA0OGQ1OTg0ZjE1NTVjXzQwNg_e135499d-ce8d-4006-b1fd-06dc105a837a">&lt;div style="margin-bottom:6pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;17. &#160;INTEREST INCOME AND INTEREST EXPENSE&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Refer to the &#x201c;Significant Accounting Policies&#x201d; Note for details surrounding the Company&#x2019;s accounting policy related to net interest income on securities and loans.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes the interest income recognition methodology for Residential Securities:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:78.947%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:69.270%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:28.530%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%"&gt;Interest Income Methodology&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%"&gt;Agency&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Fixed-rate pass-through &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Effective yield &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Adjustable-rate pass-through &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Effective yield &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Multifamily &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Contractual Cash Flows&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;CMO &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Effective yield &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Reverse mortgages &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Interest-only &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%"&gt;Residential credit&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;CRT &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Alt-A &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prime &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Subprime &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;NPL/RPL &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prime jumbo &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Changes in fair value are recognized in Other comprehensive income (loss) on the accompanying Consolidated Statements of Comprehensive Income (Loss) for securities purchased prior to July 1, 2022. Effective July 1, 2022, changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss) for newly purchased securities.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss).&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Effective yield is recalculated for differences between estimated and actual prepayments and the amortized cost is adjusted as if the new effective yield had been applied since inception.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following presents the components of the Company&#x2019;s interest income and interest expense for the years ended December 31, 2022, 2021 and 2020.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.409%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:45.263%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.172%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.709%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.172%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.709%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.175%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the Years Ended December 31,&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2020&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Interest income&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency securities &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,144,696&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,484,354&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,661,566&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential credit securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;140,220&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;78,681&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;57,394&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;410,229&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;182,359&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;170,259&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial investment portfolio&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1) (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;81,855&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;237,597&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;338,763&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Reverse repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,887&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;45&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total interest income&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,778,887&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,983,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,229,625&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Interest expense&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,026,201&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;116,974&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;705,218&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Debt issued by securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;225,216&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;93,006&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;142,602&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;39,366&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;12,071&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;78&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;18,952&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;27,192&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;51,214&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total interest expense&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,309,735&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;249,243&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;899,112&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net interest income&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,469,152&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,733,793&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,330,513&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes assets transferred or pledged to securitization vehicles.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes commercial real estate debt and preferred equity and corporate debt.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock>
    <nly:SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90ZXh0cmVnaW9uOjk1OWE3NzZmNTY1MDRhZTVhMzA0OGQ1OTg0ZjE1NTVjXzQxNA_34195645-ae45-43e7-81d7-9abd21a9d7ce">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table summarizes the interest income recognition methodology for Residential Securities:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:78.947%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:69.270%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:28.530%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%"&gt;Interest Income Methodology&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%"&gt;Agency&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Fixed-rate pass-through &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Effective yield &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Adjustable-rate pass-through &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Effective yield &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Multifamily &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Contractual Cash Flows&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;CMO &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:center"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Effective yield &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Reverse mortgages &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Interest-only &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:justify;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:700;line-height:100%"&gt;Residential credit&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;CRT &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Alt-A &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prime &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Subprime &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;NPL/RPL &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:4.5pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prime jumbo &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:4.87pt;font-weight:400;line-height:100%;position:relative;top:-2.62pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:7.5pt;font-weight:400;line-height:100%"&gt;Prospective&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="6" style="border-top:0.5pt solid #000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Changes in fair value are recognized in Other comprehensive income (loss) on the accompanying Consolidated Statements of Comprehensive Income (Loss) for securities purchased prior to July 1, 2022. Effective July 1, 2022, changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss) for newly purchased securities.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Changes in fair value are recognized in Net gains (losses) on investments and other on the accompanying Consolidated Statements of Comprehensive Income (Loss).&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(3)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Effective yield is recalculated for differences between estimated and actual prepayments and the amortized cost is adjusted as if the new effective yield had been applied since inception.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock>
    <us-gaap:InterestIncomeAndInterestExpenseDisclosureTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90ZXh0cmVnaW9uOjk1OWE3NzZmNTY1MDRhZTVhMzA0OGQ1OTg0ZjE1NTVjXzQxMg_7c21b501-e95d-40b5-8b9e-9763bd146e16">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following presents the components of the Company&#x2019;s interest income and interest expense for the years ended December 31, 2022, 2021 and 2020.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:80.409%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:45.263%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.172%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.709%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.172%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.709%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:16.175%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the Years Ended December 31,&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2020&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Interest income&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Agency securities &lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,144,696&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,484,354&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,661,566&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential credit securities&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;140,220&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;78,681&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#dbdbdb;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;57,394&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Residential mortgage loans&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;410,229&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;182,359&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;170,259&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Commercial investment portfolio&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1) (2)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;81,855&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;237,597&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;338,763&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Reverse repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,887&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;45&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,643&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total interest income&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2,778,887&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,983,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,229,625&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Interest expense&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Repurchase agreements&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,026,201&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;116,974&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;705,218&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Debt issued by securitization vehicles&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;225,216&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;93,006&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;142,602&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Participations issued&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;39,366&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;12,071&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;78&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Other&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;18,952&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;27,192&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;51,214&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total interest expense&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,309,735&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;249,243&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td colspan="2" style="border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;899,112&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net interest income&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,469,152&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,733,793&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:1pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,330,513&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:1pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="18" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes assets transferred or pledged to securitization vehicles.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(2)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; Includes commercial real estate debt and preferred equity and corporate debt.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:InterestIncomeAndInterestExpenseDisclosureTableTextBlock>
    <nly:InterestIncomeAgencySecurityLoans
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzQtMS0xLTEtMTEyMTUy_18319e82-d9ac-49ac-959f-32dcf35cf450"
      unitRef="usd">2144696000</nly:InterestIncomeAgencySecurityLoans>
    <nly:InterestIncomeAgencySecurityLoans
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzQtMy0xLTEtMTEyMTUy_c5cd5a14-13b4-47a1-80b4-730450e1385b"
      unitRef="usd">1484354000</nly:InterestIncomeAgencySecurityLoans>
    <nly:InterestIncomeAgencySecurityLoans
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzQtNS0xLTEtMTEyMTUy_bb74019f-3a1c-43c7-a2b0-534781f557fd"
      unitRef="usd">1661566000</nly:InterestIncomeAgencySecurityLoans>
    <nly:InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzUtMS0xLTEtMTEyMTUy_a14c7242-473b-43b3-bd48-87d2b10d56bf"
      unitRef="usd">140220000</nly:InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures>
    <nly:InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzUtMy0xLTEtMTEyMTUy_e6870ecc-fbe1-4a5e-9a4d-0ae5108cee0d"
      unitRef="usd">78681000</nly:InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures>
    <nly:InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzUtNS0xLTEtMTEyMTUy_c5dd5589-7964-44a2-bb04-7ba7cbd27ab6"
      unitRef="usd">57394000</nly:InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures>
    <nly:InterestIncomeResidentialMortgageLoans
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzYtMS0xLTEtMTEyMTUy_0fac9034-ea05-4219-8bb0-ec38cf9deb1c"
      unitRef="usd">410229000</nly:InterestIncomeResidentialMortgageLoans>
    <nly:InterestIncomeResidentialMortgageLoans
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzYtMy0xLTEtMTEyMTUy_d8cc2ad6-e90c-43ee-9256-d42baa85fa0b"
      unitRef="usd">182359000</nly:InterestIncomeResidentialMortgageLoans>
    <nly:InterestIncomeResidentialMortgageLoans
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzYtNS0xLTEtMTEyMTUy_ea411953-ac57-48e4-9eb8-2a81eda68e02"
      unitRef="usd">170259000</nly:InterestIncomeResidentialMortgageLoans>
    <nly:InterestIncomeCommercialRealEstateDebtAndPreferredEquity
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzctMS0xLTEtMTEyMTUy_9be7aacb-5406-4509-9101-b2e4dd3c950d"
      unitRef="usd">81855000</nly:InterestIncomeCommercialRealEstateDebtAndPreferredEquity>
    <nly:InterestIncomeCommercialRealEstateDebtAndPreferredEquity
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzctMy0xLTEtMTEyMTUy_771c7cd2-358f-4219-9049-e8611c7e74e1"
      unitRef="usd">237597000</nly:InterestIncomeCommercialRealEstateDebtAndPreferredEquity>
    <nly:InterestIncomeCommercialRealEstateDebtAndPreferredEquity
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzctNS0xLTEtMTEyMTUy_11b25323-eb16-460b-a29a-a130c66fa9ab"
      unitRef="usd">338763000</nly:InterestIncomeCommercialRealEstateDebtAndPreferredEquity>
    <us-gaap:InterestIncomeSecuritiesPurchasedUnderAgreementsToResell
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzktMS0xLTEtMTEyMTUy_d974992d-ac21-46d8-b026-db1809a30b0b"
      unitRef="usd">1887000</us-gaap:InterestIncomeSecuritiesPurchasedUnderAgreementsToResell>
    <us-gaap:InterestIncomeSecuritiesPurchasedUnderAgreementsToResell
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzktMy0xLTEtMTEyMTUy_51176394-a639-4e34-acbe-3af82458f018"
      unitRef="usd">45000</us-gaap:InterestIncomeSecuritiesPurchasedUnderAgreementsToResell>
    <us-gaap:InterestIncomeSecuritiesPurchasedUnderAgreementsToResell
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzktNS0xLTEtMTEyMTUy_608a4ab3-3dc6-4b10-b6dd-2aa0ec32a2db"
      unitRef="usd">1643000</us-gaap:InterestIncomeSecuritiesPurchasedUnderAgreementsToResell>
    <us-gaap:InterestIncomeOperating
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEwLTEtMS0xLTExMjE1Mg_cf9c2f7a-14f4-43bc-ae08-35a1b3aedea5"
      unitRef="usd">2778887000</us-gaap:InterestIncomeOperating>
    <us-gaap:InterestIncomeOperating
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEwLTMtMS0xLTExMjE1Mg_75c35195-01ff-4ad1-9184-c60b9e3a5ff5"
      unitRef="usd">1983036000</us-gaap:InterestIncomeOperating>
    <us-gaap:InterestIncomeOperating
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEwLTUtMS0xLTExMjE1Mg_d418dfff-9c0a-43f0-a61d-76944491ddb4"
      unitRef="usd">2229625000</us-gaap:InterestIncomeOperating>
    <nly:InterestPaidOnRepurchaseAgreements
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEyLTEtMS0xLTExMjE1Mg_ed81755c-5c64-4319-b329-8408fe38c11c"
      unitRef="usd">1026201000</nly:InterestPaidOnRepurchaseAgreements>
    <nly:InterestPaidOnRepurchaseAgreements
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEyLTMtMS0xLTExMjE1Mg_a0984d03-e77e-4fcb-ac43-942dac2680b2"
      unitRef="usd">116974000</nly:InterestPaidOnRepurchaseAgreements>
    <nly:InterestPaidOnRepurchaseAgreements
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzEyLTUtMS0xLTExMjE1Mg_a9d9e85e-a1b6-4a2a-b83e-5f6de712b0b5"
      unitRef="usd">705218000</nly:InterestPaidOnRepurchaseAgreements>
    <nly:InterestExpenseSecuritizedDebtOfConsolidatedVie
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE0LTEtMS0xLTExMjE1Mg_1e2a640f-ebe4-42ca-b5c0-f42f9f52c4d0"
      unitRef="usd">225216000</nly:InterestExpenseSecuritizedDebtOfConsolidatedVie>
    <nly:InterestExpenseSecuritizedDebtOfConsolidatedVie
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE0LTMtMS0xLTExMjE1Mg_b86cf2d4-11bb-4aa1-807f-88ddde8adec7"
      unitRef="usd">93006000</nly:InterestExpenseSecuritizedDebtOfConsolidatedVie>
    <nly:InterestExpenseSecuritizedDebtOfConsolidatedVie
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE0LTUtMS0xLTExMjE1Mg_3d0ed747-c151-4b16-befe-90c23306f1e9"
      unitRef="usd">142602000</nly:InterestExpenseSecuritizedDebtOfConsolidatedVie>
    <nly:InterestExpenseParticipationSold
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE2LTEtMS0xLTExMjE1Mg_b9b4a921-82cf-4c7f-b082-766a4477b501"
      unitRef="usd">39366000</nly:InterestExpenseParticipationSold>
    <nly:InterestExpenseParticipationSold
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE2LTMtMS0xLTExMjE1Mg_68c86859-375c-4859-b926-8e82b74c88e5"
      unitRef="usd">12071000</nly:InterestExpenseParticipationSold>
    <nly:InterestExpenseParticipationSold
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE2LTUtMS0xLTExMjE1Mg_ce5d0a12-590e-4d61-a463-9c4d463c8759"
      unitRef="usd">78000</nly:InterestExpenseParticipationSold>
    <us-gaap:InterestExpenseOther
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE3LTEtMS0xLTExMjE1Mg_5c8ebf24-d3dc-4c3b-aa83-f2ba33398ebc"
      unitRef="usd">18952000</us-gaap:InterestExpenseOther>
    <us-gaap:InterestExpenseOther
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE3LTMtMS0xLTExMjE1Mg_e93ad886-4812-4d26-a6c0-14f1759a3fa2"
      unitRef="usd">27192000</us-gaap:InterestExpenseOther>
    <us-gaap:InterestExpenseOther
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE3LTUtMS0xLTExMjE1Mg_94828a4a-e8cd-455c-9407-bdbcfd79d15a"
      unitRef="usd">51214000</us-gaap:InterestExpenseOther>
    <us-gaap:InterestExpense
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE4LTEtMS0xLTExMjE1Mg_a0b6c62b-5073-459a-b423-3df6be53d257"
      unitRef="usd">1309735000</us-gaap:InterestExpense>
    <us-gaap:InterestExpense
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE4LTMtMS0xLTExMjE1Mg_3adf4e95-4c45-4304-b363-fb95b3660ec7"
      unitRef="usd">249243000</us-gaap:InterestExpense>
    <us-gaap:InterestExpense
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE4LTUtMS0xLTExMjE1Mg_1f6732d4-1222-4f6e-ba43-7e1288bfacd1"
      unitRef="usd">899112000</us-gaap:InterestExpense>
    <us-gaap:InterestIncomeExpenseNet
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE5LTEtMS0xLTExMjE1Mg_9adc28e3-4a77-475d-a533-b73252060fda"
      unitRef="usd">1469152000</us-gaap:InterestIncomeExpenseNet>
    <us-gaap:InterestIncomeExpenseNet
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE5LTMtMS0xLTExMjE1Mg_db40afd3-1962-4b6a-80e8-472f4c59f36d"
      unitRef="usd">1733793000</us-gaap:InterestIncomeExpenseNet>
    <us-gaap:InterestIncomeExpenseNet
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTUvZnJhZzo5NTlhNzc2ZjU2NTA0YWU1YTMwNDhkNTk4NGYxNTU1Yy90YWJsZTpkNjYwNzhkMWRkNTM0OWNkOWJmMzRlMDliODZkNzI0OS90YWJsZXJhbmdlOmQ2NjA3OGQxZGQ1MzQ5Y2Q5YmYzNGUwOWI4NmQ3MjQ5XzE5LTUtMS0xLTExMjE1Mg_e9d05ade-fcec-4473-a88c-3096d67169a5"
      unitRef="usd">1330513000</us-gaap:InterestIncomeExpenseNet>
    <us-gaap:EarningsPerShareTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90ZXh0cmVnaW9uOmE4NWY3ZWE1NTVjNDRhNmNhYmRiYjVlOTI4YjU1OGYwXzQ1Nw_3a6eec6b-f2b0-4cb6-9a94-3fb0296dec82">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;18. &#160;NET INCOME (LOSS) PER COMMON SHARE&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents a reconciliation of net income (loss) and shares used in calculating basic and diluted net income (loss) per share for the years ended December 31, 2022, 2021 and 2020.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.836%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:48.191%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.277%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.587%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.277%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.587%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.281%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the Years Ended&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2020&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands, except per share data)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net income (loss)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,726,420&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,396,280&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(889,772)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net income (loss) attributable to noncontrolling interests&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,095&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,384&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,391&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net income (loss) attributable to Annaly &lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,725,325&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,389,896&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(891,163)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends on preferred stock&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;110,623&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;107,532&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;142,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net income (loss) available (related) to common stockholders&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,614,702&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,282,364&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,033,199)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted average shares of common stock outstanding-basic&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;411,348,484&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;356,856,520&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;353,664,860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Add: Effect of stock awards, if dilutive&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;273,274&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;285,731&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted average shares of common&#160; stock outstanding-diluted&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;411,621,758&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;357,142,251&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;353,664,860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net income (loss) per share available (related) to common share&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Basic&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.93&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6.40&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2.92)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Diluted&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.92&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6.39&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2.92)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span&gt;&lt;br/&gt;&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The computations of diluted net income (loss) per share available (related) to common share for the years ended December 31, 2022 and 2020 exclude 0.7&#160;million and 1.0&#160;million, respectively, of potentially dilutive restricted stock units and performance stock units because their effect would have been anti-dilutive.&lt;/span&gt;&lt;/div&gt;</us-gaap:EarningsPerShareTextBlock>
    <us-gaap:ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90ZXh0cmVnaW9uOmE4NWY3ZWE1NTVjNDRhNmNhYmRiYjVlOTI4YjU1OGYwXzQ2MQ_75083af3-3074-473f-bf15-c3b65468e733">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table presents a reconciliation of net income (loss) and shares used in calculating basic and diluted net income (loss) per share for the years ended December 31, 2022, 2021 and 2020.&lt;/span&gt;&lt;/div&gt;&lt;div style="padding-left:9pt;padding-right:9pt;text-align:center;text-indent:-18pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:92.836%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:48.191%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.277%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.587%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.277%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:0.587%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:15.281%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;For the Years Ended&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2021&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#031f48;border-top:0.5pt solid #ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #ffffff;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2020&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td colspan="15" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands, except per share data)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net income (loss)&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,726,420&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,396,280&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="padding:0 1pt"/&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(889,772)&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Net income (loss) attributable to noncontrolling interests&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,095&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6,384&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;1,391&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net income (loss) attributable to Annaly &lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,725,325&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,389,896&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(891,163)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Dividends on preferred stock&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;110,623&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;107,532&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;142,036&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net income (loss) available (related) to common stockholders&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;1,614,702&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2,282,364&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-top:1pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(1,033,199)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;border-top:1pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted average shares of common stock outstanding-basic&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;411,348,484&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;356,856,520&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:3pt double #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;353,664,860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Add: Effect of stock awards, if dilutive&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;273,274&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;285,731&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#x2014;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Weighted average shares of common&#160; stock outstanding-diluted&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;411,621,758&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;357,142,251&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="2" style="background-color:#e5e5e5;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;353,664,860&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Net income (loss) per share available (related) to common share&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Basic&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.93&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6.40&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2.92)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Diluted&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.92&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;6.39&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;(2.92)&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#e5e5e5;border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock>
    <us-gaap:ProfitLoss
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzMtMS0xLTEtMTEyMTUy_079e320a-f2d6-48ef-bb77-d065a4fd066e"
      unitRef="usd">1726420000</us-gaap:ProfitLoss>
    <us-gaap:ProfitLoss
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzMtMy0xLTEtMTEyMTUy_b0e1e82e-2192-4def-978b-849f8b6ede45"
      unitRef="usd">2396280000</us-gaap:ProfitLoss>
    <us-gaap:ProfitLoss
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzMtNS0xLTEtMTEyMTUy_8b9edb2a-32ca-4c4b-8226-2060b089a9a0"
      unitRef="usd">-889772000</us-gaap:ProfitLoss>
    <us-gaap:NetIncomeLossAttributableToNoncontrollingInterest
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzQtMS0xLTEtMTEyMTUy_aa23be95-14e4-4baf-a381-ff75ee85538e"
      unitRef="usd">1095000</us-gaap:NetIncomeLossAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLossAttributableToNoncontrollingInterest
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzQtMy0xLTEtMTEyMTUy_b95427e5-2cc4-4c0c-8cc1-2f85de08bc93"
      unitRef="usd">6384000</us-gaap:NetIncomeLossAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLossAttributableToNoncontrollingInterest
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzQtNS0xLTEtMTEyMTUy_fa121d1a-77ed-4790-9735-4625fa652e41"
      unitRef="usd">1391000</us-gaap:NetIncomeLossAttributableToNoncontrollingInterest>
    <us-gaap:NetIncomeLoss
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzUtMS0xLTEtMTEyMTUy_358e9bac-f31c-4db7-88c0-7414c190c4d6"
      unitRef="usd">1725325000</us-gaap:NetIncomeLoss>
    <us-gaap:NetIncomeLoss
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzUtMy0xLTEtMTEyMTUy_e1b8bed7-f5d6-49f3-9ed9-4a560f886607"
      unitRef="usd">2389896000</us-gaap:NetIncomeLoss>
    <us-gaap:NetIncomeLoss
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzUtNS0xLTEtMTEyMTUy_8b7ab81e-ecc4-4f7d-b156-caedb39d1300"
      unitRef="usd">-891163000</us-gaap:NetIncomeLoss>
    <us-gaap:PreferredStockDividendsAndOtherAdjustments
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzYtMS0xLTEtMTEyMTUy_a6046448-51ed-43bf-933c-7b9a999be7d4"
      unitRef="usd">110623000</us-gaap:PreferredStockDividendsAndOtherAdjustments>
    <us-gaap:PreferredStockDividendsAndOtherAdjustments
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzYtMy0xLTEtMTEyMTUy_5a483108-5287-4792-8fa2-f52496509da9"
      unitRef="usd">107532000</us-gaap:PreferredStockDividendsAndOtherAdjustments>
    <us-gaap:PreferredStockDividendsAndOtherAdjustments
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzYtNS0xLTEtMTEyMTUy_4af3813c-ef24-4d27-8833-f0d0d7057d7b"
      unitRef="usd">142036000</us-gaap:PreferredStockDividendsAndOtherAdjustments>
    <us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzctMS0xLTEtMTEyMTUy_692471b0-fbe7-40ca-b3db-70700a952a1b"
      unitRef="usd">1614702000</us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic>
    <us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzctMy0xLTEtMTEyMTUy_66c4cd7c-e931-41db-bf4c-2c9f94580d2c"
      unitRef="usd">2282364000</us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic>
    <us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzctNS0xLTEtMTEyMTUy_b9015270-a378-4d4d-b85d-7911e9946e5c"
      unitRef="usd">-1033199000</us-gaap:NetIncomeLossAvailableToCommonStockholdersBasic>
    <us-gaap:WeightedAverageNumberOfSharesOutstandingBasic
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEwLTEtMS0xLTExMjE1Mg_25cc43ad-c812-4c01-bf28-6b2ccbc9ec99"
      unitRef="shares">411348484</us-gaap:WeightedAverageNumberOfSharesOutstandingBasic>
    <us-gaap:WeightedAverageNumberOfSharesOutstandingBasic
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEwLTMtMS0xLTExMjE1Mg_551f68b0-068a-4b5d-a1b0-61f87ef864e5"
      unitRef="shares">356856520</us-gaap:WeightedAverageNumberOfSharesOutstandingBasic>
    <us-gaap:WeightedAverageNumberOfSharesOutstandingBasic
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEwLTUtMS0xLTExMjE1Mg_70a8eb91-8db6-4cea-aac2-1c12f20406b3"
      unitRef="shares">353664860</us-gaap:WeightedAverageNumberOfSharesOutstandingBasic>
    <us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzExLTEtMS0xLTExMjE1Mg_d6838cba-cc32-41a4-ab73-c7a924016faa"
      unitRef="shares">273274</us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements>
    <us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzExLTMtMS0xLTExMjE1Mg_e4a895bf-bc82-47e5-b821-519a35f15bb1"
      unitRef="shares">285731</us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements>
    <us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzExLTUtMS0xLTExMjE1Mg_6ae459f9-6b9c-4025-aeec-383ef6e7e9f5"
      unitRef="shares">0</us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements>
    <us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEyLTEtMS0xLTExMjE1Mg_eaeb0d04-435d-4b5a-a64c-2c349c3424c0"
      unitRef="shares">411621758</us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding>
    <us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEyLTMtMS0xLTExMjE1Mg_a2fab67f-3937-4930-ba34-c4198e3b1a5c"
      unitRef="shares">357142251</us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding>
    <us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="0"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzEyLTUtMS0xLTExMjE1Mg_3afb3ff0-c3ca-4bd4-8f81-8792c1149fdc"
      unitRef="shares">353664860</us-gaap:WeightedAverageNumberOfDilutedSharesOutstanding>
    <us-gaap:EarningsPerShareBasic
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE0LTEtMS0xLTExMjE1Mg_0038d2b7-b424-4fc3-aa22-034616be0c8f"
      unitRef="usdPerShare">3.93</us-gaap:EarningsPerShareBasic>
    <us-gaap:EarningsPerShareBasic
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE0LTMtMS0xLTExMjE1Mg_59cd2f33-e036-4926-8b87-a2c2662e8f3a"
      unitRef="usdPerShare">6.40</us-gaap:EarningsPerShareBasic>
    <us-gaap:EarningsPerShareBasic
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE0LTUtMS0xLTExMjE1Mg_7211337f-6d87-41fd-913a-e76440ff7ca4"
      unitRef="usdPerShare">-2.92</us-gaap:EarningsPerShareBasic>
    <us-gaap:EarningsPerShareDiluted
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE1LTEtMS0xLTExMjE1Mg_f429cd77-ecce-46df-bffb-4a42fe8d6e68"
      unitRef="usdPerShare">3.92</us-gaap:EarningsPerShareDiluted>
    <us-gaap:EarningsPerShareDiluted
      contextRef="i959942eb51754a8298d040552bac45e9_D20210101-20211231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE1LTMtMS0xLTExMjE1Mg_ed3456cf-8fff-4d40-9203-e43569f90a6c"
      unitRef="usdPerShare">6.39</us-gaap:EarningsPerShareDiluted>
    <us-gaap:EarningsPerShareDiluted
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="2"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90YWJsZTphZTFkM2MzM2E0NTk0YTg2YjU2ODIzYjg5MjMzOWU0Ni90YWJsZXJhbmdlOmFlMWQzYzMzYTQ1OTRhODZiNTY4MjNiODkyMzM5ZTQ2XzE1LTUtMS0xLTExMjE1Mg_223e3804-4e2d-414a-9f1f-b9b1b706c246"
      unitRef="usdPerShare">-2.92</us-gaap:EarningsPerShareDiluted>
    <us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90ZXh0cmVnaW9uOmE4NWY3ZWE1NTVjNDRhNmNhYmRiYjVlOTI4YjU1OGYwXzIxOTkwMjMyNTYwODM_d489db5a-d82a-4eab-8b1d-588910fcfad0"
      unitRef="shares">700000</us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount>
    <us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount
      contextRef="ia45a8a3267ef4b188ed466999cdfff75_D20200101-20201231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MTgvZnJhZzphODVmN2VhNTU1YzQ0YTZjYWJkYmI1ZTkyOGI1NThmMC90ZXh0cmVnaW9uOmE4NWY3ZWE1NTVjNDRhNmNhYmRiYjVlOTI4YjU1OGYwXzIxOTkwMjMyNTYyMzg_8e427896-123b-427b-87bf-bc8ad9e5ae13"
      unitRef="shares">1000000</us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount>
    <us-gaap:IncomeTaxDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzI0MTU_03a62b45-8106-4dd4-b230-044d64c6abf5">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;19. INCOME TAXES&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;For the year ended December 31, 2022 the Company was qualified to be taxed as a REIT under Code Sections 856 through 860. As a REIT, the Company will not incur federal income tax to the extent that it distributes its taxable income to its stockholders. To maintain qualification as a REIT, the Company must distribute at least 90% of its annual REIT taxable income to its stockholders and meet certain other requirements that relate to, among other things, assets it may hold, income it may generate and its stockholder composition. It is generally the Company&#x2019;s policy to distribute 100% of its REIT taxable income. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;To the extent there is any undistributed REIT taxable income at the end of a year, the Company distributes such shortfall within the next year as permitted by the Code.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company and certain of its direct and indirect subsidiaries, including Annaly TRS, Inc. and certain subsidiaries of Mountain Merger Sub Corp., have made separate joint elections to treat these subsidiaries as TRSs. As such, each of these TRSs is taxable as a domestic C corporation and subject to federal, state and local income taxes based upon their taxable income.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The provisions of ASC 740, Income Taxes (&#x201c;ASC 740&#x201d;), clarify the accounting for uncertainty in income taxes recognized in financial statements and prescribe a recognition threshold and measurement attribute for uncertain tax positions taken or expected to be taken on a tax return. ASC 740 also requires that interest and penalties related to unrecognized tax benefits be recognized in the financial statements. The Company does not have any unrecognized tax benefits that would affect its financial position. Thus, no accruals for penalties and interest were deemed necessary at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The state and local tax jurisdictions for which the Company is subject to tax-filing obligations recognize the Company&#x2019;s status as a REIT and, therefore, the Company generally does not pay income tax in such jurisdictions. The Company may, however, be subject to certain minimum state and local tax filing fees as well as certain excise, franchise or business taxes. The Company&#x2019;s TRSs are subject to federal, state and local taxes.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;During the years ended December 31, 2022, 2021 and 2020 the Company recorded $45.6 million, $4.7 million and ($28.4) million, respectively, of income tax expense (benefit) attributable to its TRSs. The Company&#x2019;s federal, state and local tax returns from 2019 and forward remain open for examination.&lt;/span&gt;&lt;/div&gt;</us-gaap:IncomeTaxDisclosureTextBlock>
    <nly:PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzU3NQ_3069153e-60ec-47e1-b9e1-ddacbfc903f9"
      unitRef="number">1</nly:PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit>
    <us-gaap:IncomeTaxExpenseBenefit
      contextRef="ie5311f34d61b474a9595ed45f0bbc16b_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzIyMjk_978b1a20-02d9-4168-9a3b-608e2e9fcd84"
      unitRef="usd">45600000</us-gaap:IncomeTaxExpenseBenefit>
    <us-gaap:IncomeTaxExpenseBenefit
      contextRef="ia2b5833fb5e04d1d917ef2f05059f1de_D20210101-20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzIyMzM_e4f3c1bf-12a0-40fa-8447-a1262bba3d0d"
      unitRef="usd">4700000</us-gaap:IncomeTaxExpenseBenefit>
    <us-gaap:IncomeTaxExpenseBenefit
      contextRef="ieff5cefe0c844f8594eaf15dcf595be5_D20200101-20201231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjEvZnJhZzplMWEwMDVmNDM3MmI0YzVlODVhOTMwMmU2M2MyOWZkMi90ZXh0cmVnaW9uOmUxYTAwNWY0MzcyYjRjNWU4NWE5MzAyZTYzYzI5ZmQyXzIyNDA_c573f652-5c20-4521-8f72-f1813991782e"
      unitRef="usd">-28400000</us-gaap:IncomeTaxExpenseBenefit>
    <nly:RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjQvZnJhZzo2OGJlNDgyMGJkN2E0NzRkOGNhMGQ0MmFmOTYyYzQxMy90ZXh0cmVnaW9uOjY4YmU0ODIwYmQ3YTQ3NGQ4Y2EwZDQyYWY5NjJjNDEzXzQwNDI_33734e95-fb2a-402b-a497-69deeb062897">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;20. RISK MANAGEMENT&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The primary risks to the Company are capital, liquidity and funding risk, investment/market risk, credit risk and operational risk. Interest rates are highly sensitive to many factors, including governmental monetary and tax policies, domestic and international economic and political considerations and other factors beyond the Company&#x2019;s control. Changes in the general level of interest rates can affect net interest income, which is the difference between the interest income earned on interest earning assets and the interest expense incurred in connection with the interest bearing liabilities, by affecting the spread between the interest earning assets and interest bearing liabilities. Changes in the level of interest rates can also affect the value of the interest earning assets and the Company&#x2019;s ability to realize gains from the sale of these assets. A decline in the value of the interest earning assets pledged as collateral for borrowings under repurchase agreements and derivative contracts could result in the counterparties demanding additional collateral or liquidating some of the existing collateral to reduce borrowing levels.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company may seek to mitigate the potential financial impact by entering into interest rate agreements such as interest rate swaps, interest rate swaptions and other hedges. &lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Weakness in the mortgage market, the shape of the yield curve, changes in the expectations for the volatility of future interest rates and deterioration of financial conditions in general may adversely affect the performance and market value of the Company&#x2019;s investments. This could negatively impact the Company&#x2019;s book value.&#160;Furthermore, if many of the Company&#x2019;s lenders are unwilling or unable to provide additional financing, the Company could be forced to sell its&#160;investments at an inopportune time&#160;when prices are depressed. The Company has established policies and procedures for mitigating risks, including conducting scenario and sensitivity analyses and utilizing a range of hedging strategies.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The payment of principal and interest on the Freddie Mac and Fannie Mae Agency mortgage-backed securities, which exclude CRT securities issued by Freddie Mac and Fannie Mae, is guaranteed by those respective agencies and the payment of principal and interest on Ginnie Mae Agency mortgage-backed securities is backed by the full faith and credit of the U.S. government.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company faces credit risk on the portions of its portfolio which are not guaranteed by the respective Agency or by the full faith and credit of the U.S. government. The Company is exposed to credit risk on commercial mortgage-backed securities, residential mortgage loans, CRT securities, other non-Agency mortgage-backed securities and corporate debt. MSR values may also be adversely impacted by rising borrower delinquencies which would reduce servicing income and increase overall costs to service the underlying mortgage loans. The Company is exposed to risk of loss if an issuer, borrower or counterparty fails to perform its obligations under contractual terms. The Company has established policies and procedures for mitigating credit risk, including reviewing and establishing limits for credit exposure, limiting transactions with specific counterparties, pre-purchase due diligence, maintaining qualifying collateral and continually assessing the creditworthiness of issuers, borrowers and counterparties, credit rating monitoring and active servicer oversight.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company depends on third-party service providers to perform various business processes related to its operations, including mortgage loan servicers and sub-servicers. The Company&#x2019;s vendor management policy establishes procedures for engaging, onboarding and monitoring the performance of third-party vendors. These procedures include assessing a vendor&#x2019;s financial health as well as oversight of its compliance with applicable laws and regulations, cybersecurity and business continuity programs and security of personally identifiable information.&lt;/span&gt;&lt;/div&gt;</nly:RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock>
    <us-gaap:RelatedPartyTransactionsDisclosureTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzI4MzM_692a3dc7-3aa0-4c9c-bf52-d3ab16c0cd0b">&lt;div style="margin-bottom:6pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;21. RELATED PARTY TRANSACTIONS&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:400;line-height:120%"&gt;Closing of the Internalization and Termination of Management Agreement&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;On February 12, 2020, the Company entered into an internalization agreement (the &#x201c;Internalization Agreement&#x201d;) with the Former Manager and certain affiliates of the Former Manager. Pursuant to the Internalization Agreement, the Company agreed to acquire all of the outstanding equity interests of the Former Manager and the Former Manager&#x2019;s direct and indirect parent companies from their respective owners (the &#x201c;Internalization&#x201d;) for nominal cash consideration ($1.00). In connection with the closing of the Internalization, on June&#160;30, 2020, the Company acquired all of the assets and liabilities of the Former Manager (the net effect of which was immaterial in amount), and the Company transitioned from an externally-managed REIT to an internally-managed REIT. At the closing, all employees of the Former Manager became employees of the Company. The parties also terminated the Amended and Restated Management Agreement by and between the Company and the Former Manager (the &#x201c;Management Agreement&#x201d;) and therefore the Company no longer pays a management fee to, or reimburses expenses of, the Former Manager. Pursuant to the Internalization Agreement, the Former Manager waived any Acceleration Fee (as defined in the Management Agreement).&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Prior to the closing of the Internalization, the Former Manager, under the Management Agreement and subject to the supervision and direction of the Board, was responsible for (i) the selection, purchase and sale of assets for the Company&#x2019;s investment portfolio; (ii) recommending alternative forms of capital raising; (iii) supervising the Company&#x2019;s financing and hedging activities; and (iv) day to day management functions.&#160;The Former Manager also performed such other supervisory and management services and activities relating to the Company&#x2019;s assets and operations as appropriate.&#160;In exchange for the management services, the Company paid the Former Manager a monthly management fee, and the Former Manager was responsible for providing personnel to manage the Company. Prior to the closing of the Internalization, the Company had paid the Former Manager a monthly management fee for its management services in an amount equal to 1/12th of the sum of (i) 1.05% of Stockholders' Equity (as defined in the Management Agreement) up to $17.28&#160;billion, and (ii) 0.75% of Stockholders' Equity (as defined in the Management Agreement) in excess of $17.28&#160;billion.&#160;The Company did not pay the Former Manager any incentive fees.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;For the six months ended June 30, 2020, the compensation and management fee computed in accordance with the Management Agreement was $77.9&#160;million and reimbursement payments to the former manager was $14.2&#160;million.&lt;/span&gt;&lt;/div&gt;</us-gaap:RelatedPartyTransactionsDisclosureTextBlock>
    <us-gaap:TemporaryEquityRedemptionPricePerShare
      contextRef="id0ee1ed8eddd476fb9d87fb7a8ee9d28_I20200212"
      decimals="INF"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzU0MA_a68a2fa6-b75f-4e0e-95c2-61b890cf3d83"
      unitRef="usdPerShare">1.00</us-gaap:TemporaryEquityRedemptionPricePerShare>
    <nly:StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee
      contextRef="i95b8e3b07d97453187b1bcf8729ff3f3_I20200211"
      decimals="-7"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzIzNTU_8f9bb090-b4a2-4cb9-b3c2-05be3a19fb80"
      unitRef="usd">17280000000</nly:StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee>
    <nly:MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee
      contextRef="i28af6559c5914da7a046140ad277d925_D20200211-20200211"
      decimals="4"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzIzNjg_7e2dc82e-ef20-4aab-ba7c-bf5c6e9cbb7c"
      unitRef="number">0.0075</nly:MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee>
    <nly:StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee
      contextRef="i95b8e3b07d97453187b1bcf8729ff3f3_I20200211"
      decimals="-7"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzI0NDk_07dd3c47-9945-4ae4-9311-088a7e272ea1"
      unitRef="usd">17280000000</nly:StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee>
    <us-gaap:LaborAndRelatedExpense
      contextRef="idde5ba474a1a4f9f80b505fbbbafb28a_D20200101-20200630"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzI2NDk_7343d523-12f2-4d3c-9bf1-3886ded63caa"
      unitRef="usd">77900000</us-gaap:LaborAndRelatedExpense>
    <us-gaap:PaymentForManagementFee
      contextRef="i32368e832785429f98a364ed40e042c1_D20200101-20200630"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MjcvZnJhZzo5OTllYTZjMWIxYjY0ZGRhOTdiMTcyNzQ1YWM4OGE4NC90ZXh0cmVnaW9uOjk5OWVhNmMxYjFiNjRkZGE5N2IxNzI3NDVhYzg4YTg0XzI3MDU_7c3bd809-738a-47ef-b6ac-5ab8f9cd7eba"
      unitRef="usd">14200000</us-gaap:PaymentForManagementFee>
    <us-gaap:LesseeOperatingLeasesTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwNTU_002e6cb9-c9c8-4977-9122-815df7119e80">&lt;div style="margin-bottom:6pt"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;22. LEASE COMMITMENTS AND CONTINGENCIES &lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The Company&#x2019;s operating leases are primarily comprised of corporate office leases with a remaining lease terms of approximately three years and five years, respectively. The corporate office leases include options to extend for up to five years, however the extension terms were not included in the operating lease liability calculation. Leases with an initial term of 12 months or less are not recorded on the balance sheet. The Company recognizes lease expense for these leases on a straight-line basis over the lease term. The lease cost for the year ended December 31, 2022 was $3.2 million.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Supplemental information related to leases as of and for the year ended December 31, 2022 was as follows:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.356%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:38.414%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:31.655%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.631%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr style="height:11pt"&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Operating Leases&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Classification&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:8pt"&gt;&lt;td colspan="9" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Operating lease right-of-use assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&lt;span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzMtMS0xLTEtMTEyMTUy_9594b59e-9bba-418e-b471-a7e7b0b9d8a7"&gt;Other assets&lt;/span&gt;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,872&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Operating lease liabilities&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&lt;span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzYtMS0xLTEtMTEyMTUy_60097d50-cbdd-46c0-8873-9f3829f99931"&gt;Other liabilities&lt;/span&gt;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,265&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Lease term and discount rate&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Weighted average remaining lease term&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.9 years&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Weighted average discount rate&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.2%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cash paid for amounts included in the measurement of lease liabilities&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&#160;&#160;Operating cash flows from operating leases&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,872&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; For the Company&#x2019;s leases that do not provide an implicit rate, the Company uses an incremental borrowing rate based on the information available at adoption date in determining the present value of lease payments.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides details related to maturities of lease liabilities:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:53.362%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:52.598%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:45.202%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Maturity of Lease Liabilities&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Years ended December 31,&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2023&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,061&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2024&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,107&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2025&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,149&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2026&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;261&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Later years&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;291&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total lease payments&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,869&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Less imputed interest&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;604&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Present value of lease liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,265&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-style:italic;font-weight:700;line-height:120%"&gt;Contingencies&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;From time to time, the Company is involved in various claims and legal actions arising in the ordinary course of business. In the opinion of management, the ultimate disposition of these matters will not have a material effect on the Company&#x2019;s consolidated financial statements. There were no material contingencies at December 31, 2022 and 2021.&lt;/span&gt;&lt;/div&gt;</us-gaap:LesseeOperatingLeasesTextBlock>
    <nly:OperatingLeaseRemainingLeaseTerm
      contextRef="ib40d41b2ec1b455e8da67b2dbe0b6f2f_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzU0OTc1NTgxNTExMg_a1adbffb-ae76-47fd-abbb-7862e28a6f52">P3Y</nly:OperatingLeaseRemainingLeaseTerm>
    <nly:OperatingLeaseRemainingLeaseTerm
      contextRef="i296056625e2343ddbaf5fb3e9e169217_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzU0OTc1NTgxNTEyNA_a9014374-0719-4033-9607-b5f3ff817617">P5Y</nly:OperatingLeaseRemainingLeaseTerm>
    <us-gaap:LesseeOperatingLeaseRenewalTerm
      contextRef="i205a03da68bb4c84adef1a58acd432c3_I20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzIwNQ_421f94e8-c194-4a23-9b22-1c1254fb871e">P5Y</us-gaap:LesseeOperatingLeaseRenewalTerm>
    <us-gaap:OperatingLeaseCost
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzUyOA_35fdb2aa-5bc2-4267-a0a6-aa03074d1416"
      unitRef="usd">3200000</us-gaap:OperatingLeaseCost>
    <nly:LesseeOperatingLeasesSupplementalInformationTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwNjA_ab76f0f0-f20c-4381-8f11-9d1269574509">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;Supplemental information related to leases as of and for the year ended December 31, 2022 was as follows:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:84.356%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:38.414%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:31.655%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:26.631%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr style="height:11pt"&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Operating Leases&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Classification&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" rowspan="2" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;December 31, 2022&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:8pt"&gt;&lt;td colspan="9" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="6" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Operating lease right-of-use assets&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&lt;span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzMtMS0xLTEtMTEyMTUy_9594b59e-9bba-418e-b471-a7e7b0b9d8a7"&gt;Other assets&lt;/span&gt;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;8,872&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Liabilities&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Operating lease liabilities&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&lt;span style="-sec-ix-hidden:id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzYtMS0xLTEtMTEyMTUy_60097d50-cbdd-46c0-8873-9f3829f99931"&gt;Other liabilities&lt;/span&gt;&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,265&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Lease term and discount rate&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Weighted average remaining lease term&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#ffffff;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;2.9 years&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:6.75pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Weighted average discount rate&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:100%;position:relative;top:-2.8pt;vertical-align:baseline"&gt; (1)&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#e5e5e5;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#e5e5e5;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3.2%&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="background-color:#083b92;border-left:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:middle"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Cash paid for amounts included in the measurement of lease liabilities&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&#160;&#160;Operating cash flows from operating leases&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,872&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="9" style="border-top:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="padding-left:9pt;text-align:justify;text-indent:-9pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline"&gt;(1)&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"&gt; For the Company&#x2019;s leases that do not provide an implicit rate, the Company uses an incremental borrowing rate based on the information available at adoption date in determining the present value of lease payments.&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</nly:LesseeOperatingLeasesSupplementalInformationTableTextBlock>
    <us-gaap:OperatingLeaseRightOfUseAsset
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzMtMi0xLTEtMTEyMTUy_a3523c76-b8f1-4f3a-b7ad-d145f523b23b"
      unitRef="usd">8872000</us-gaap:OperatingLeaseRightOfUseAsset>
    <us-gaap:OperatingLeaseLiability
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzYtMi0xLTEtMTEyMTUy_ece9acfe-b40c-4634-8abb-a3b8e82bf5be"
      unitRef="usd">11265000</us-gaap:OperatingLeaseLiability>
    <us-gaap:OperatingLeaseWeightedAverageRemainingLeaseTerm1
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzktMi0xLTEtMTEyMTUy_ea215d3a-2540-403b-a179-c2f72b91dace">P2Y10M24D</us-gaap:OperatingLeaseWeightedAverageRemainingLeaseTerm1>
    <us-gaap:OperatingLeaseWeightedAverageDiscountRatePercent
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzExLTItMS0xLTExMjE1Mg_03833eb7-c3f3-43be-b705-9fb92f9998c9"
      unitRef="number">0.032</us-gaap:OperatingLeaseWeightedAverageDiscountRatePercent>
    <us-gaap:OperatingLeasePayments
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZToxMDBhYjJhMmRhZjY0NWYyODYyZmY0YWE0ZWRhY2Q2ZC90YWJsZXJhbmdlOjEwMGFiMmEyZGFmNjQ1ZjI4NjJmZjRhYTRlZGFjZDZkXzE1LTItMS0xLTExMjE1Mg_56bc4456-173d-4b45-b7e7-e34f0ff42f45"
      unitRef="usd">3872000</us-gaap:OperatingLeasePayments>
    <us-gaap:LesseeOperatingLeaseLiabilityMaturityTableTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwNTE_3c742707-05a4-406e-8ecb-1dc7cc7d4de2">&lt;div style="margin-bottom:6pt"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;The following table provides details related to maturities of lease liabilities:&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:center"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:53.362%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:52.598%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:45.202%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#031f48;border-left:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="background-color:#031f48;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:bottom"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Maturity of Lease Liabilities&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#083b92;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Years ended December 31,&lt;/span&gt;&lt;/td&gt;&lt;td colspan="3" style="background-color:#083b92;border-right:0.5pt solid #000000;padding:2px 1pt;text-align:center;vertical-align:top"&gt;&lt;span style="color:#ffffff;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;(dollars in thousands)&lt;/span&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2023&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,061&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2024&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;4,107&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2025&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;3,149&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;2026&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#dbdbdb;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;261&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Later years&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;291&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Total lease payments&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,869&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#ffffff;border-left:0.5pt solid #000000;padding:2px 1pt 2px 7.75pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;Less imputed interest&lt;/span&gt;&lt;/td&gt;&lt;td colspan="2" style="background-color:#ffffff;padding:2px 0 2px 1pt;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;604&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#ffffff;border-right:0.5pt solid #000000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="background-color:#dbdbdb;border-left:0.5pt solid #000000;padding:2px 1pt;text-align:left;vertical-align:top"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;Present value of lease liabilities&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0 2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;$&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-top:0.5pt solid #000;padding:2px 0;text-align:right;vertical-align:bottom"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:700;line-height:100%"&gt;11,265&lt;/span&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:100%"&gt;&#160;&lt;/span&gt;&lt;/td&gt;&lt;td style="background-color:#dbdbdb;border-right:0.5pt solid #000000;border-top:0.5pt solid #000;padding:2px 1pt 2px 0;text-align:right;vertical-align:bottom"/&gt;&lt;/tr&gt;&lt;tr style="height:3pt"&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-left:0.5pt solid #000000;padding:0 1pt"/&gt;&lt;td colspan="3" style="border-bottom:0.5pt solid #000000;border-right:0.5pt solid #000000;border-top:3pt double #000000;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;</us-gaap:LesseeOperatingLeaseLiabilityMaturityTableTextBlock>
    <us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzMtMS0xLTEtMTEyMTUy_95c93ba1-75b9-4315-b8ba-083788504d15"
      unitRef="usd">4061000</us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths>
    <us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueYearTwo
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzQtMS0xLTEtMTEyMTUy_18aa3112-fb21-42ae-b91c-e864603b8840"
      unitRef="usd">4107000</us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueYearTwo>
    <us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueYearThree
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzUtMS0xLTEtMTEyMTUy_8091a2f3-3387-47b2-98fe-841fb457217e"
      unitRef="usd">3149000</us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueYearThree>
    <us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueYearFour
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzYtMS0xLTEtMTEyMTUy_c4582cec-9748-457d-9c51-4b74a4828043"
      unitRef="usd">261000</us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueYearFour>
    <us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzctMS0xLTEtMTEyMTUy_5082cd2c-d065-48d1-954b-f9a9681e25ed"
      unitRef="usd">291000</us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive>
    <us-gaap:LesseeOperatingLeaseLiabilityPaymentsDue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzgtMS0xLTEtMTEyMTUy_f904307c-6522-48ea-a748-e6a4b546f90d"
      unitRef="usd">11869000</us-gaap:LesseeOperatingLeaseLiabilityPaymentsDue>
    <us-gaap:LesseeOperatingLeaseLiabilityUndiscountedExcessAmount
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzktMS0xLTEtMTEyMTUy_1921b44b-114b-4b43-80f4-147f34f32056"
      unitRef="usd">604000</us-gaap:LesseeOperatingLeaseLiabilityUndiscountedExcessAmount>
    <us-gaap:OperatingLeaseLiability
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-3"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90YWJsZTowMTBkMjliNTFlZDE0NDM2ODFhMTQ4NDE0NGFjZWRmOC90YWJsZXJhbmdlOjAxMGQyOWI1MWVkMTQ0MzY4MWExNDg0MTQ0YWNlZGY4XzEwLTEtMS0xLTExMjE1Mg_9a237814-43e5-4dd9-bbe3-63adc19733cd"
      unitRef="usd">11265000</us-gaap:OperatingLeaseLiability>
    <us-gaap:CommitmentsAndContingenciesPolicyTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwNjI_cbf3ff8c-98ab-4e71-a52b-d34784ad053d">ContingenciesFrom time to time, the Company is involved in various claims and legal actions arising in the ordinary course of business. In the opinion of management, the ultimate disposition of these matters will not have a material effect on the Company&#x2019;s consolidated financial statements.</us-gaap:CommitmentsAndContingenciesPolicyTextBlock>
    <us-gaap:LossContingencyAccrualAtCarryingValue
      contextRef="i85be47519e2e461bbbf0d9ab13c80a52_I20211231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwMTI_1d0ae838-9a93-4921-a227-5893d3ddbfe6"
      unitRef="usd">0</us-gaap:LossContingencyAccrualAtCarryingValue>
    <us-gaap:LossContingencyAccrualAtCarryingValue
      contextRef="i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzMvZnJhZzo4ZDk2MTQ1NzM0OWQ0M2FkYWQ0NzkxMzA3NWJlNWE3Ny90ZXh0cmVnaW9uOjhkOTYxNDU3MzQ5ZDQzYWRhZDQ3OTEzMDc1YmU1YTc3XzEwMTI_8c06e7e8-dcf2-489b-b94f-0b8ef609c1aa"
      unitRef="usd">0</us-gaap:LossContingencyAccrualAtCarryingValue>
    <us-gaap:SubsequentEventsTextBlock
      contextRef="i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzkvZnJhZzpjODBjNTQ0NDk5MTQ0YzM2YWJiMTZmYWY4NDI4MGQ1Yi90ZXh0cmVnaW9uOmM4MGM1NDQ0OTkxNDRjMzZhYmIxNmZhZjg0MjgwZDViXzQ1Mw_3df52529-468c-482d-aea7-cbd713875c8a">&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;table style="border-collapse:collapse;display:inline-table;margin-bottom:5pt;vertical-align:text-bottom;width:99.415%"&gt;&lt;tr&gt;&lt;td style="width:1.0%"/&gt;&lt;td style="width:98.900%"/&gt;&lt;td style="width:0.1%"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="padding:2px 1pt;text-align:left;vertical-align:bottom"&gt;&lt;div style="text-align:justify"&gt;&lt;span style="color:#031f48;font-family:'Times New Roman',sans-serif;font-size:11pt;font-weight:700;line-height:100%"&gt;23. SUBSEQUENT EVENTS&lt;/span&gt;&lt;/div&gt;&lt;/td&gt;&lt;/tr&gt;&lt;tr style="height:5pt"&gt;&lt;td colspan="3" style="border-top:1pt solid #00316c;padding:0 1pt"/&gt;&lt;/tr&gt;&lt;tr&gt;&lt;td colspan="3" style="display:none"/&gt;&lt;/tr&gt;&lt;/table&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In January 2023, the Company completed and closed the securitization of residential mortgage loans, OBX 2023-NQM1, with a  face value of $405.2&#160;million. The securitization represents financing transactions which provided non-recourse financing to the Company collateralized by residential mortgage loans purchased by the Company.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In January 2023, the Company upsized capacity of an existing credit facility by $200&#160;million for the Company&#x2019;s residential mortgage loans.&lt;/span&gt;&lt;/div&gt;&lt;div style="margin-bottom:6pt;text-align:justify"&gt;&lt;span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:10pt;font-weight:400;line-height:120%"&gt;In February 2023, the Company closed a $250&#160;million credit facility for Annaly&#x2019;s MSR platform.&lt;/span&gt;&lt;/div&gt;</us-gaap:SubsequentEventsTextBlock>
    <us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss
      contextRef="iaa31b793c5454e4b94b8b52c390bea8b_I20230131"
      decimals="-5"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzkvZnJhZzpjODBjNTQ0NDk5MTQ0YzM2YWJiMTZmYWY4NDI4MGQ1Yi90ZXh0cmVnaW9uOmM4MGM1NDQ0OTkxNDRjMzZhYmIxNmZhZjg0MjgwZDViXzE2MQ_091eb91a-84cb-4434-a7fb-81542fd2b7db"
      unitRef="usd">405200000</us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss>
    <nly:LineOfCreditFacilityMaximumBorrowingCapacityIncrease
      contextRef="ifeadf2c3188046c0be11df1850d20335_I20230131"
      decimals="-6"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzkvZnJhZzpjODBjNTQ0NDk5MTQ0YzM2YWJiMTZmYWY4NDI4MGQ1Yi90ZXh0cmVnaW9uOmM4MGM1NDQ0OTkxNDRjMzZhYmIxNmZhZjg0MjgwZDViXzI3NDg3NzkwNzExMTI_3d8418ad-1c09-4a29-9ec5-67d404c3f439"
      unitRef="usd">200000000</nly:LineOfCreditFacilityMaximumBorrowingCapacityIncrease>
    <us-gaap:LineOfCreditFacilityMaximumBorrowingCapacity
      contextRef="id542aa2518ab48d2a2db05d3dfe7fb7a_I20230228"
      decimals="-6"
      id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MzkvZnJhZzpjODBjNTQ0NDk5MTQ0YzM2YWJiMTZmYWY4NDI4MGQ1Yi90ZXh0cmVnaW9uOmM4MGM1NDQ0OTkxNDRjMzZhYmIxNmZhZjg0MjgwZDViXzI3NDg3NzkwNzExMjY_1f2e53cc-04df-4cd2-9cdc-699c4528acef"
      unitRef="usd">250000000</us-gaap:LineOfCreditFacilityMaximumBorrowingCapacity>
    <link:footnoteLink
      xlink:role="http://www.xbrl.org/2003/role/link"
      xlink:type="extended">
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMS0xLTEtMTEyMTUy_9b2ea377-4b5b-4cb2-8589-d7a0445f58a8"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMS0xLTEtMTEyMTUy_9b2ea377-4b5b-4cb2-8589-d7a0445f58a8"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMy0xLTEtMTEyMTUy_06c9b9f5-6e1e-48cc-bb26-96dece784204"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMy0xLTEtMTEyMTUy_06c9b9f5-6e1e-48cc-bb26-96dece784204"
          xlink:type="locator"/>
        <link:footnote id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mg_ad5f8250-285a-4ab8-9c75-71d86cc9c265" xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mg_ad5f8250-285a-4ab8-9c75-71d86cc9c265" xlink:role="http://www.xbrl.org/2003/role/footnote" xlink:type="resource" xml:lang="en-US"><xhtml:span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</xhtml:span><xhtml:span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes cash of consolidated Variable Interest Entities (&#x201c;VIEs&#x201d;) of $2.2 million and $16.2 million at December 31, 2022 and 2021, respectively.</xhtml:span></link:footnote>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMS0xLTEtMTEyMTUy_9b2ea377-4b5b-4cb2-8589-d7a0445f58a8"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mg_ad5f8250-285a-4ab8-9c75-71d86cc9c265"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzQtMy0xLTEtMTEyMTUy_06c9b9f5-6e1e-48cc-bb26-96dece784204"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYxLTAtMS0xLTExMjE1Mg_ad5f8250-285a-4ab8-9c75-71d86cc9c265"
          xlink:type="arc"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTYtMS0xLTExMjE1Mg_c80af597-8d38-42a5-9cfd-d56f14c13df0"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTYtMS0xLTExMjE1Mg_c80af597-8d38-42a5-9cfd-d56f14c13df0"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTItMS0xLTExMjE1Mg_b1886e0d-28b3-4595-8dc1-0ec29a7a8c4d"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTItMS0xLTExMjE1Mg_b1886e0d-28b3-4595-8dc1-0ec29a7a8c4d"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMy0xLTEtMTEyMTUy_ed52f935-61b6-4be4-989d-4cb5f4e181b3"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMy0xLTEtMTEyMTUy_ed52f935-61b6-4be4-989d-4cb5f4e181b3"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTQtMS0xLTExMjE1Mg_464ea255-86df-44a1-83ac-ad9c4bdf7053"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTQtMS0xLTExMjE1Mg_464ea255-86df-44a1-83ac-ad9c4bdf7053"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMS0xLTEtMTEyMTUy_1f405e5b-1e50-4e05-9b6a-ebdba565b031"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMS0xLTEtMTEyMTUy_1f405e5b-1e50-4e05-9b6a-ebdba565b031"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTItMS0xLTExMjE1Mg_38a2729b-fdc6-4045-b5f9-76e57656551f"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTItMS0xLTExMjE1Mg_38a2729b-fdc6-4045-b5f9-76e57656551f"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTQtMS0xLTExMjE1Mg_9ec71129-d3f9-456a-9ee8-983a044e5ccb"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTQtMS0xLTExMjE1Mg_9ec71129-d3f9-456a-9ee8-983a044e5ccb"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTYtMS0xLTExMjE1Mg_5c202a13-31af-43c0-8136-a60673196e7a"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTYtMS0xLTExMjE1Mg_5c202a13-31af-43c0-8136-a60673196e7a"
          xlink:type="locator"/>
        <link:footnote id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30" xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30" xlink:role="http://www.xbrl.org/2003/role/footnote" xlink:type="resource" xml:lang="en-US"><xhtml:span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(1)</xhtml:span><xhtml:span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Refer to the &#x201c;Capital Stock&#x201d; Note for dividends per share for each class of shares.</xhtml:span></link:footnote>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTYtMS0xLTExMjE1Mg_c80af597-8d38-42a5-9cfd-d56f14c13df0"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTItMS0xLTExMjE1Mg_b1886e0d-28b3-4595-8dc1-0ec29a7a8c4d"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMy0xLTEtMTEyMTUy_ed52f935-61b6-4be4-989d-4cb5f4e181b3"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTQtMS0xLTExMjE1Mg_464ea255-86df-44a1-83ac-ad9c4bdf7053"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl80MDkvZnJhZzo1MmViNGEyOGQ3MmI0YjE0YjRmY2Y4MjliMTAxNzc4Ni90YWJsZTozNGIyNDQxZjNmN2I0NmIxYTFiYTY1YjMxNzdjMWE5Ni90YWJsZXJhbmdlOjM0YjI0NDFmM2Y3YjQ2YjFhMWJhNjViMzE3N2MxYTk2XzMtMS0xLTEtMTEyMTUy_1f405e5b-1e50-4e05-9b6a-ebdba565b031"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTItMS0xLTExMjE1Mg_38a2729b-fdc6-4045-b5f9-76e57656551f"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM5LTQtMS0xLTExMjE1Mg_9ec71129-d3f9-456a-9ee8-983a044e5ccb"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzM4LTYtMS0xLTExMjE1Mg_5c202a13-31af-43c0-8136-a60673196e7a"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNjEvZnJhZzplNmU4MWFiYjc0NTI0MmRlOGYyOTRiZDljMDQzOTM3Yi90YWJsZTpmMmQyNTg4MGI3ZTU0NzI4OGQ5NTkwYTAxMTFiMTI2ZS90YWJsZXJhbmdlOmYyZDI1ODgwYjdlNTQ3Mjg4ZDk1OTBhMDExMWIxMjZlXzQ5LTAtMS0xLTExMjE1Mg_2e8a6806-fb8b-4c12-8a4b-a29696284f30"
          xlink:type="arc"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMy0xLTEtMTEyMTUy_53a59709-8289-4ef7-9d97-9f8217ae0633"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMy0xLTEtMTEyMTUy_53a59709-8289-4ef7-9d97-9f8217ae0633"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMS0xLTEtMTEyMTUy_b6518272-3a46-431d-865f-b66d77fad84f"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMS0xLTEtMTEyMTUy_b6518272-3a46-431d-865f-b66d77fad84f"
          xlink:type="locator"/>
        <link:footnote id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mg_4d8f0e1d-feee-4df0-a695-9ace711c7bbf" xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mg_4d8f0e1d-feee-4df0-a695-9ace711c7bbf" xlink:role="http://www.xbrl.org/2003/role/footnote" xlink:type="resource" xml:lang="en-US"><xhtml:span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(2)</xhtml:span><xhtml:span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Excludes $0.0 million and $44.2 million at December 31, 2022 and 2021, respectively, of agency mortgage-backed securities, $1.0 billion and $350.4 million at December 31, 2022 and 2021, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company&#x2019;s Consolidated Statements of Financial Condition.</xhtml:span></link:footnote>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMy0xLTEtMTEyMTUy_53a59709-8289-4ef7-9d97-9f8217ae0633"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mg_4d8f0e1d-feee-4df0-a695-9ace711c7bbf"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzUtMS0xLTEtMTEyMTUy_b6518272-3a46-431d-865f-b66d77fad84f"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYyLTAtMS0xLTExMjE1Mg_4d8f0e1d-feee-4df0-a695-9ace711c7bbf"
          xlink:type="arc"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMy0xLTEtMTEyMTUy_d1e9feca-2671-4e15-8381-f9aeea71b49e"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMy0xLTEtMTEyMTUy_d1e9feca-2671-4e15-8381-f9aeea71b49e"
          xlink:type="locator"/>
        <link:loc
          xlink:href="#id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMS0xLTEtMTEyMTUy_f3a38e3b-c56e-4062-bca8-7de52ae268ad"
          xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMS0xLTEtMTEyMTUy_f3a38e3b-c56e-4062-bca8-7de52ae268ad"
          xlink:type="locator"/>
        <link:footnote id="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mg_24c2db01-9525-4f56-99dc-5fcb465e4e3b" xlink:label="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mg_24c2db01-9525-4f56-99dc-5fcb465e4e3b" xlink:role="http://www.xbrl.org/2003/role/footnote" xlink:type="resource" xml:lang="en-US"><xhtml:span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:5.2pt;font-weight:400;line-height:120%;position:relative;top:-2.8pt;vertical-align:baseline">(3)</xhtml:span><xhtml:span style="color:#000000;font-family:'Times New Roman',sans-serif;font-size:8pt;font-weight:400;line-height:120%"> Includes $1.3&#160;million and $2.3&#160;million of residential mortgage loans held for sale at December 31, 2022 and 2021, respectively.</xhtml:span></link:footnote>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMy0xLTEtMTEyMTUy_d1e9feca-2671-4e15-8381-f9aeea71b49e"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mg_24c2db01-9525-4f56-99dc-5fcb465e4e3b"
          xlink:type="arc"/>
        <link:footnoteArc
          xlink:arcrole="http://www.xbrl.org/2003/arcrole/fact-footnote"
          xlink:from="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYtMS0xLTEtMTEyMTUy_f3a38e3b-c56e-4062-bca8-7de52ae268ad"
          xlink:to="id3VybDovL2RvY3MudjEvZG9jOjcwMDc3MGVlMzM0MzRlMzNhNzE3NjNjMzg3YzYxMzAyL3NlYzo3MDA3NzBlZTMzNDM0ZTMzYTcxNzYzYzM4N2M2MTMwMl8zNTUvZnJhZzpmNTI0ZjA5YzdlOGU0ZGE0OGE4YTIyNjZmZDdmNTk5NC90YWJsZTphYzE0YzUyOWZkNDQ0YjIwYTg3M2Q5YjczMTU5NDNmZC90YWJsZXJhbmdlOmFjMTRjNTI5ZmQ0NDRiMjBhODczZDliNzMxNTk0M2ZkXzYzLTAtMS0xLTExMjE1Mg_24c2db01-9525-4f56-99dc-5fcb465e4e3b"
          xlink:type="arc"/>
    </link:footnoteLink>
</xbrl>
</XML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EXCEL
<SEQUENCE>120
<FILENAME>Financial_Report.xlsx
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
begin 644 Financial_Report.xlsx
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MP/<K2OG^@[A!]1Z8B_\"4$L#!!0    (  >$4%;#J^SV1@(  +0%   8
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M4\=E6A_--8 Q0\Z3[<1G[<1T8N*%3 X1(QZBF%*+^N+YZF1??0XNV/F![OQ
MF_'8Q'BG=2VUU8Q6C]OUS+)\6Z_C1![/8-W5LKJ3LY,__R "O[,9]9L&VS.1
M[4QDKM%/SN)ZA>!AH<1\D?]LLKLXEZ6NT>NL3/)-*FNTSF6ZE"F*&W<@=8M>
M$8]3[@&&1A<N*:6>CWT/EGV]ELVZS1_>6*Q][\;SG?QM\W>K%#1*)FO=G1 _
M$ 'A1_.[OBLM<HQ3'.&=W)Z7^,Y+W(GJ2B:;*M.9?,(M GL"_@@EK5]\X8G
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MK8KFZTI"ZUH9 ?C]5BG]>&$FV+VU<O)_4$L#!!0    (  >$4%:YEN4D/ <
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M;K:D(<07U-SR,)P/%;?99\!PD &L1R#13B!1=S\(F<!-G*3-[)UM=?IY/8\
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M:0&4%D)I$906HVAM8339?*+.YO=V(ZMYO;71S5<+Y^\IM,+9^0H]:(4^E!9
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MN-'&9]%\W7;U<O,P?()E40W_YD^;BA@]0&3@ ;IY@+H/\, #;/, ._8!OGF
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MI'05<F6\E^M^A [=H-2+.S.H6YB]2Y,4WN3ER^A&WQ65B4CWZ '@7*.=7R+
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M0W]X'/?#3(=B)Y+X6!(J*+-5+<VM,H7(.@8I%\N.++\ABUEUI*. L8$\TQJ
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M2Y!AMTJ#3,F)DL?#F\CW4V1Q"["8T820;&*YT8"BL!7%\&\>MHG EC/VOE#
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M,(-<Z>&J7S,,-="BEW'BCF"S<8:1$/'!5@6>C%(T%ZE[E &9I>CH #/4"_.
M2%V//=$]/8[*IAE\7%3BSGWN(P9*+5QKJ5%?-@ZX>,S2&9\*DVGYN"_C%2EN
MD!(@Z2FF:'XBQN0!6+WE@>![V")+)#1^3P8K3D^JLZ$LQVD2' Q:.P(QNG)1
M )7V"\ZZ,Z/M _YM6Y/BQAF6>.D7I0&JLWGT,EAQ.J4IW 8Y:<WE/IU8X+F4
MLDB+,OS8\J[CA$V\E^NH/M(8D OXM5SD0,>ZG=R][*_L4\^)Y, 36*37'BOH
M8B7(/"HU#%NS+G(^ED!2JS<T!("^6]NW_) 4(L>#>;<3'XNDHPN$;'4[^#+"
MK_IH)I.#>RZ-CW0W4'G@.D16J=^V;Z)=Z)8BKO3X3#@@>*+^F&YP7"X'ACJ&
MM90P:]0@!%KKVWRM);-_W51](PB>AX&+14+C6VN:>K:-$6E'FK-NK99"'L^\
MX3'NW,0-535(W):8B FJDV%*CA( O@\R]+6^3J-V3H6\*R%YV>IQO^%^H=X[
MR<LCE04J;?$& F3N3&!-Y& BWG!Y2QBYY=*C,-/IRG U)R,#3H9IKURGK='@
M2W@CY_"53RW5'-2\;C0RQC!KY_(EJ3K3&(H674F=P8%'>L^>6?.L:GL?G1TI
M@^CZESZD]BO*-G('SF0;GNES@6D^65Y%[-$RRB?;!F2VLT"P196O/@?.6(0<
MW5 2?)7]"5'>M^Q,-R8'3Q9 C"5L\LB#AC:D1JFCDK#CS^334]%M2/U5'OC3
MM=62!YN(5T2UVHU+E"ACG3\Q:3F'R%-)^"0-<'GJG"YD1O]4J%' 2O*U8;Q7
M*!NVV2OTM''AO X%=8/D;_;"#'HL5UD]C!BY+,K9#D<EI#D,(3N0D8!DS+A)
M;04X\3A[4/N(A?5^U"M@&R0\W_GE:-L-1C$;H>W$S.)UK:Z-3 6@X:$<Y-E
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MY!'.\=7*U'TC@X*ADAWO^]GB-&(M*F1^J24W/ZE<+G8#J^HTUZ+K>?@8S3L
MHSQW9,3,V2Y-N_2X<#+RL*FAD%M0KO #D%%SB32N&^F5@X4TILXZ^4O;%[E]
MV/?"#EF"LX[N=EY42^-LVD^! \[2>(L7-T!7%F3!EZH4E^D&.DWF.-+M;DO)
M(;+GN;QD8MKAAJKO<B!Q(^K3.P%-FK$GXPP(M^#>HW03,K/,R:@\&CMIX1;/
MSL[39EG@Z9*:"UW PUT@PPBQ04:,AD*<7-6[?KEB3Z&"@WQTI\-#RBF#;;I?
M#XB(_?N:\QUB?ZF_[&$^D7RG/Q5O8&W[TO2.,6)M:O??OKAZ-X0F77SSZT'M
MNKDMRA;O;J:O9%RBZ3F6!6D^)L$6'929R>YY74* 'D6+6IB:KYT3M(&CK#+S
M*9K<'<"BD#YZBZ1 A04<"2O3;9=L=-+^TSQIY1IZ"V+K#0FZYDZW2<D7:^N)
M8Y$Z?0G]'/681<UDTKR;PV^8AL@K$3GPY-Z;;DB)9;I *;?KD4M6[^3'?&O[
M[NUU&*]M+P*_87<L;8=H&61I$;=1B1R;K(;<]"Z<NAQB(U^$XB1N-NGU-5'P
ML;PMRK\VKIIHW(2R2-Y5[B%?'OWMBS%N/)*(5F3@\@UF[SI\KE(U-KG#'MYM
MX6:&<G"54RP;4%HA)]FFH'E-,QJ>F+Y?RWN/6?,7U^_#Y,(<R+DQ_&X3PQ[Q
MAB7C.T]#VP!%I)<O)Z\V)1:ZTM__4;[4=>CMW8UTQVX=I3RGSO?/HLTV9=K4
MKN][A_ND>.$>$+SD/RL(\H*'O'L_/!W^<N%"7M@?E\N?/?S,+X@@TY@%MI[.
MOOWZ2-[LRU^B6_/K^W,7HVOYX\H@P#PMP.\+!P]*7^B X>\YGOT?4$L#!!0
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M"29DBSU;:?SI"2L>5.UMFD,2T;JK)M8LHC69QH9IDO% :&D&*%66&*OJ_+
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MEJLO-\,XI1O[7)4V!*I54NIH:B4!@:JM=MQNS=G->[ZD>1XJ/S PA(.@WC-
M&>%IOP)@5K=LPB#%ZFW %'<- :0?Z2P%?-35Y)B2<X3M,C<HO<MA!K1'@MRU
M6QE=^/8W.IC4GU:?Q&W8C,K %E+<!,;+S_\"ZN5=]WO<D1DNL\("I;$Q-GI#
MG[7&(,M<_[%=3PMSYS*KSR_-=;6=]AO3L"8E-+#4.N"GSQ\ZIV.N<;+IEU[3
M1MU_:T!]1*1:CYR]5J+#XF..J;"LAN%22H9M8*Y&RU[?;DTFC?O#3"O.-?U\
MR8'.3J.3/B?#59%1TJGJAB,?ERRH% 2=,'G:HI0*4+*TA]6T"A!&_RU-QTVN
MN$<B)D-^WV042@Q0#E+;(L_TIX)^ 6)73&@J#;.YQS.;I>RUOCZ W=/^>[1;
MZZ]4K&W3NMU0O$)*QISA1ZC D.81SOJ'F!9E6=RITNPL#M(\NUPO5VM"CEF"
M\Y)+MCF>N&6)VPWJ&VOQNP#B20T5V]^XZ+LDBGRSD="OX@QPD(=!QB93\V5#
M _M>+V[5*IUE)&?Q,&>53YL8Z9FN[P!7VFJ]I\?-?5/4N#&:D]G*2F-_L:U@
M2E03K]22: $FU##W7Y,<7*/=#!)/1&!;OO2MP/;Q0UI^'%M^X.':=_&$[P:N
M%?AH$GKB<YL</<_R0K3P;0@+963%3B!D(*W ]8076!XN'=L6UYQ!N<HREH3C
MH;G+ X>@!7[H6GZ(XG<DO="*79^N8LN)I&6[*#@_(^40Z&>(@]V\N*-]*@SG
M2<MSN;^TK=!#PY%GN2'UCC%Z"-7H^E+7=;Q&8W%!>;14FJKXKA5%]EB$EF>[
M(I(A)&":/FZ][6W:SO_8ZGTP](#:F+<3D(J^M** KAS<]E@33!X&D/&87I3T
M[7[(^F%6:<G0LZ)86SZ.(BN$'K"\#"S7CJF);X51;,5VN.?W-6UD5&W%>[]G
M=\CP\WR<ZR+>2>QMOD.-M!QL>->GZQWGZ9%GW5I?(!SH72.I^KE4ZW2[[MUY
M#;9#=$A<MF7[[]W.:>_R306PY1*5E_0?K)8)O1-1\S;]IN;G)27[03W"@2"Q
MP%X8\XHYMF]%#JW8R+%L&P\E/ [-X(>N;]E!J%?9#FQJ@[OP2C>(QSKL;#AY
MZ$?BDAV,=Z8.!Z7Q;!D))X08'XZ/$:078[B(-' CC!U #(1*%R-$(9#V-^'8
MCN5[+H5FY.B-0?D,=UW+E5[[>^2X5NAX8P$?"QP;!%$72>=%SAO&D:29Q,)S
M(TO"39M^S6_'=Q$'"#^7PE<ZD66'H?C8*Y9H3RNV(FB#R,0RDSX^FTOB"7[Y
MB%TW1 CZ$:82>983V/0 8(-+'TN.? ?BTW"$2@ [O# 2F F6H=$(#A3Y83<Q
MA!.;)$)X108DS?NKGM\_$:%OD?[2D[RB41A9CA,U*TJS=WBU L0@YAS1H] !
M2,5Z14.X@.O*\3"<^T#>I+\CK]5X(^\))FMC'=R 9&,I8^,LD8R:IS2&S4^!
M+?04Z^+9W#F.">A"0_@<A]2.14Q89'L00#X:AW9OR:&TCR6/'4L"L3\S,Z1]
M/<P*L.U$@7" GW& IJ'&4^G95A![:.'#$T= ?M?'X Z&CB#ZNN&7B&#@5L^]
MX+M.1$H@43@8#$.&/N.E'=)M'SB'^ 'KO "=Q&,/R!=PPP!N2@U]F]W!<R0P
MWA9P[U%,J8@5=J&AXWMF$IK_CGY9UL]>2!ON? O^AD6GQ# 60%*'3 7/"2V)
MB*0<@W7']$+";(J5@'S3HY8T:SB/'[O&><K#)1TXDF-#1\2HYVC8=A@C1@Y\
MR(G8AP /:."%A!=8)FE[O)(NX#WTQH,4<#CD8*R(\@PF$;FZEP?1<:B=UH&;
M^@Z[!AD=F3T,2*7(M1S/U9X58XJN'8RUIA*HYB-(>ORB=SD8V*>\'G=11_K#
M$1GT?+B%'=.<>D\QX3#2CTU.TU,;3H>\#D 4R2/3@5UC)S33"0)@B>_O3P<3
ML&-G/,R7![N$_\]SBX^01KR 5;"O -]A%9^M ++DL(?X\!^)F)+L0R =,:TP
M6P'($Q '0B/"YH )W;V9Q04R2,>AN*?$0F(Q"-VUH0.2BI0N(Y0K*6Y=G5<
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M3Q"X PR"4!Z91^3;9AXQ2*X7N>T\8CT"* .Z>.-A/4M(TN:%BT^%V=I.UIP
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MVS86_2L8U^[8,XQ,4M0KKQG'3;K9<=I,G+;3V=D/, E):"B2!4DKZJ_?<R_
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ME43RH GX/L\ADWNA#=K?$[[\'U!+ P04    "  'A%!6\<;*7S@&  #G#P
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MHVNTK2[:U8LW1;C<+HRGJW(89O3?!"TOH/FE,;YY80/;?SOG?P)02P,$%
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M6780BL"UPKDW8LA8R)G-Q=RRW:@QT;:).5;DN?A_AF&70VQ,G/.:2<=R0K#
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M _#])L\K\X86J'_]YM7_ %!+ P04    "  'A%!6<@L>>F80  "],@  &0
M 'AL+W=O<FMS:&5E=',O<VAE970Q.2YX;6S-6UMSV[B2_BLL'\\INXJ62>H^
MN50Y3F8W59/9K)V9>3BU#Q0)23RA2 U VM'\^OVZ 9 @1=G.SJDZ^V*)$-#H
M;G1_?0']^K&47]56B,K[MLL+]>9L6U7['Z^O5;(5NUB-RKTH\,NZE+NXPJ/<
M7*N]%''*BW;Y=10$L^M=G!5G;U_SV&?Y]G595WE6B,_24_5N%\O#.Y&7CV_.
MPC,[<)=MMA4-7+]]O8\WXEY4O^X_2SQ=-U32;"<*E96%)\7ZS=E-^..["<WG
M";]EXE$YWSV29%667^GA8_KF+""&1"Z2BBC$^'@0MR+/B1#8^,/0/&NVI(7N
M=TO])Y8=LJQB)6[+_/<LK;9OSA9G7BK6<9U7=^7C?PHCSY3H)66N^*_WJ.>.
M)V=>4JNJW)G%X&"7%?HS_F;TX"Q8!"<61&9!Q'SKC9C+]W$5OWTMRT=/TFQ0
MHR\L*J\&<UE!AW)?2?R:85WU]J>;CW?>;S<___K!^_3AYO[7NP^?/OSRY?[U
M=07B-.4Z,83>:4+1"4)AY'TJBVJKO ]%*M(N@6MPU; 66=;>14]2?"^2D3<.
M?2\*HN@)>N-&U#'3&Y\2-<ZD]UN<U\)[GZDD+U4MA?+^<;-2E81U_,^0T)KD
M9)@D><R/:A\GXLT97$()^2#.WO[];^$L>/4$PY.&X<E3U+_G;)XF%$8C[P0Q
M[\M6>+?E;A\7!V]=YG!2Y:U)4P^LJ4V=I7&1""\C#TI*J9\>LVKK_<?-S6>O
M*GF\+BHLEUY687E68%(6YU@$U=;P88S&1>I]NK_SJFU<>;$4=IE(>2$&VVU'
MS);#1KGVXD&Z#=E,@3*([I@5WN2QK//46PF 1R+@^RDQ"T#(L<B+E0+D8>-]
MG/$/L(%"K04X\?(L7F5Y5AU8Z@*S4B'S@YX2:SA9B>I1B *^*+^"T#Z6599D
M4".)6C$O.Q&3B3&;:5Q!*M:8%'_4&5E>DH.);)TE,5.$C$]K+BM(V2 MA;C*
MQ8/(O6TF9"R3[8&A*?5 AG;>RZR4Q#]HTG-6[&L0(BGQ1"K56U8BV1;9'P,*
M;PEOH#FMVRT03JBJI0YZ?]0EG2"&$LS*+,P:M2AM$RG$@)2Y5KHBK5L59UAU
M\3/+$EZRI+03K+"_45V4*W*P>)4W\IB%X\N1][$C:*WT89L3X)^>M)YUG.=L
MU) @S=8P _J5=:RL$AN5^/R(4Q,;L/>G5B7LKW,$?1&8,VV7F*JR3<$G3[:J
M3\51OFLXS0E:GN'*C21&GR2%JU#8.YELVG4JR]EM6:@RS\@B4^^^PH<V,^S4
M4L:D---F*:$1ADM,SS0)*7)>7>#P%3MSHPV,=O3PK.EAO;+(\Z-G3,'[^]\6
M41B^.KE\)ZIMF99YN3GP_ET[O*B+./TGHJ=(+X=-L*^R(\L=&5:B[V(E*Y*\
M3OOL$ <JVV5Y+%^\O\]3[)X6,QT?(**,>!;(&M3R/0%+%G1NL(0*P$4:*.R3
MK_FI$?9@?CAL0C8RP!H^4 FYLS8WY#%6+>/O/J&. Y-L/1\H'^!>X* ?!6QP
M2@4MB,G@*,@HD=12ZP[V V1.LV(#I3W$4#.VN(*05RK&7A!V*_+TJBJOD,75
M[(VI0%9+*[QZ;PRU.NPYSAC"AP:,# ,L[_P5'55EH<.&";"_+1%K5)UL6P($
M0&;#D7??\FMQGQQ4#7',.VN)6'52[$M9#?ES3+Y>2TDSX7:9,D#.[D2#P)J8
M5)?(;&^CS*ES(MX8.=ECG "4Q-BAOSWOI$1O/0?V_3[/- "?L/8XD:720<6-
M9D/QQ]>Y!DVU]J-U#D&,Z:6"K#8K2%[VB/U>EG ]V(J&<$!F77&RER!%I5Q/
M,\I;I9"95AZ[; L:KC*.8QQ; F%@YUP-DHV\.Q@N4P*AU@I\MB-),4(2H^HQ
MWF.0/NA8--52N[&0V4-<<1Q^AFT^.) MV*M!/-O%3P.1IF(7>;LR1<CK>AY
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MG)[IEH%]J,H]_X/"JJRJ<L=?MT@^A*0)^'U=(NR:!]J@^8^5M_\+4$L#!!0
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M=- BEZ[J:1'L,EZ/IS;@LAT?%_AU(QT;X/O,VK!9L(/Z]]+9OU!+ P04
M"  'A%!695]"*M@(  !9&   &0   'AL+W=O<FMS:&5E=',O<VAE970R,2YX
M;6S566UOVS@2_BN$-UVT@&I+U*O;)(";IMT V[1(NMT/A_M R[0M5!:U)%TG
M]^OO&4J6Y=A)=OOI#FAKB9IYYGTX9$\W2G\W2RDMNUN5E3D;+*VMWXQ&)E_*
ME3!#5<L*7^9*KX3%JUZ,3*VEF#FF53GBOI^,5J*H!N>G;NV+/C]5:UL6E?RB
MF5FO5D+?OY.EVIP-@L%VX:98+"TMC,Y/:[&0M]+^47_1>!MU*+-B)2M3J(II
M.3\;3((W[R*B=P3?"KDQO6=&EDR5^DXO5[.S@4\*R5+FEA $?G[("UF6! 0U
M_FHQ!YU(8NP_;]$_.-MARU08>:'*/XN979X-L@&;R;E8E_9&;7Z3K3TQX>6J
M-.Y?MFEH>3I@^=I8M6J9H<&JJ)I?<=?ZH<>0^8\P\):!.[T;04[+]\**\U.M
M-DP3-=#HP9GJN*%<45%0;JW&UP)\]OSV\N*/F\OW[,/5]>3ZXNKZX^G( I8^
MCO(6XET#P1^!"#C[I"J[-.RRFLG9/L (^G1*\:U2[_B3B.]E/F1AX#'N<_X$
M7M@9&3J\\%&\J67O"Y.7RJRU9/^:3(W52(A_'[.VP8J.8U&1O#&UR.79 %5@
MI/XA!^>__A(D_MLG-(TZ3:.GT/]>.)Z&"*(A.X!A-_*'U$;BMU[K?(D\9J*:
M]5\G"RTERLT:]NLO&0^"M^SK4K(+M:I%=<_F126J7!HFF"D653$O<E%95BOM
MJDO-60%.88S$SZ:P2Y3L3E2'/603RRQP"X#56U8I\B5#1"HC7+%ZCF0KFD#Q
M9]:0@9P^FEKF4 *KN2ZLU(4 ))O<7K L\3WVE<#F,-F9>8LP%7E1+9CGWJ$4
M2A=<J"@@V*6P>^"-L42_TYR9I5J7,S:5T%0*"S[AO"'SM2;2CFFXYSCPDAI%
M915<TD3AJ&L8"*30Z%3LOI"0!-_(.[C<L%R8)9I/Z2( >(568(L%E(#U<E9
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MN(5"_(DE30$5C;TT#%D2<B])PTYX .AP[#/.O<!/O3A) !5D@$H<5-9"08'
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M203X/E?(M_:%!'3_FW#^7U!+ P04    "  'A%!6L(>LI&$+   @)0  &0
M 'AL+W=O<FMS:&5E=',O<VAE970R,BYX;6R]6NM3XS@2_U=469B".N/XD81D
M!J@* 6;9G=FA"+-35U?W0;&51(MM>629P/WUURV_35[LS-V76+&DUJ_?W4K.
M5D(^)DO&%'D.@R@Y[RR5BM]WNXFW9"%-3!&S"&;F0H94P5>YZ":Q9-37F\*@
MZUC6H!M2'G4NSO2[.WEQ)E(5\(C=29*D84CERR4+Q.J\8W>*%_=\L53XHGMQ
M%M,%FS+U-;Z3\*U;4O%YR**$BXA(-C_OC.WWESU<KQ?\R=DJJ8T)<C(3XA&_
MW/KG'0L!L8!Y"BE0>#RQ"0L") 0PON<T.^61N+$^+JC?:-Z!EQE-V$0$W[BO
MEN>=88?X;$[30-V+U:\LYZ>/]#P1)/J3K+*U-BSVTD2),-\,"$(>94_ZG,NA
MMF%H;=C@Y!L<C3L[2*.\HHI>G$FQ(A)7 S4<:%;U;@#'(U3*5$F8Y;!/74S&
M=[</XT]D^O!E\OM95P%)G.AZ^?;+;+NS8;OMD,\B4LN$7$<^\YL$NH"E!.04
M@"Z=K12OF&<2US:(8SG.%GINR:"KZ;D;Z%U_3[EZ(?\:SQ(EP0;^O8[)C$1O
M/0GTB_=)3#UVW@'#3YA\8IV+=[_8 ^O#%H"]$F!O&_7=&MBZ?3TXNV^2!EUR
M-#XF$Q&&X A3);Q'\K!D9"X"<$H>+8BBLX"16(HG[K.$T,))B9@3!2MA:TRC
MEW>_#!W[]$-"O(Q4LJ02EZ=J*23_#_,-0B.?\"1)F:^'$ <2!0,\A"H"VF7A
MC,E2PWH1#&R33-O$BC<;R+VFU7YC[[7FCDKR)PU25@@HT0)RC)$[,/J695B6
MU?K6&PP-UQH90]LB[J '<SW#&O3)@65:-KF-JE/@!,NHBQ#8B$0:><"06H)$
MN$K(I:#2KS..ZR6+4^DM(>*@$M*8*$$.;+-/9CP(,*#!6]Q<%TE3+6HI1;I8
MKF'Y" ] 93K6ASO)A<Q$3>ZK,^^D6$@:ZD7VAV,3N?J-1BD:!0KR_\=4S@W,
M>'7];.*NU^!NDDK)(K4'?^@0NU8C_H!Z.3/;)6>2JU1JWX*E+XS*A#",D5M\
MP""1*-A=,:!:T/1)"EME)O)=& '3&Y%M M;4L1<(1*)6 G#- NZ!2N8,"240
M221P0>AB(=F"*M"NY L>T4 [+P7+0/WU+4AAF9XW*%73*8E //(8\_4RL!+7
M+LUDQF E@_3KIY#6@94""F'/4*\D+-$&ZXDHRM/_BJLE8=1;EDN;W(%@(I4K
M5@M[);EB$F.A6G*I7DY\"N$PUL24*%63&S$R[_L<9X%IUSSM[V#5(*LE!S2O
MSF//3'H<)<TC,D^# )\S >AYA#[AL<0 .TR@[$!^8;)Y]H$]&IC5Z3!?BG&W
MU+0"=IE%YBN9PBH3 %DC6=C@[V==F8F#3.* X;98&RW($C?>LR<0!LN3U30.
MN-)NHG3: OL096@@-(38 T%C29\8\,BP6E129 5? ,')_PL**=2MP#H2"T)-
MAP%V3V&<!"!B;I(O$1FG"UA+!L::R U>!PM1+T H83&5:*3C,.,/T=TST!">
M=,6AVN"S5%O+>,$B[P4>DC%8#"<>4;"K?-_L)2.!,^0/81*[D,'?H2Q:+-A9
M1FZ>X/S@"7^(IUR519R ,E37V2CO3&AY_)W2 *RJVE[$VX8_DOO+"9G0F"NP
MW\]4/C(%-O[IT\0@EU1Z 7U)RNG;R#/AM9B/R91Y8&F*HT-DKR?P;0%I(28?
M S&KB!73H#VPHVD*08G5MI.CKU.HC_2!'T7@A^!14X"6D'<TC#^  9C9Y.^,
MS1F<+M,7ID#WV?0W(?P2PF_FG0DUL5P@C>H$O?WKY;3U3DO^&_0D";FA<B$:
M/.'\T4[)UJ5JDKM48KQ5A8;;\F]:=(@A#3U8XX!>*:A%*\S#S8@%#J;KN$:@
M+T((N*^W(:L;9"Y%2!1T<QJ7?N;I&V'D16:=HT82I^H$OIV$6IDDT<OB=O[>
M.Z=5J70+W::<\@JTUS=/VV$= V8K3]D5WQ'0S0,_T(!7B9;TG&&"V@^Q_2.(
MH1%P=B+N]QVS5ZS:@?GA?Q!_<_6O"?DF.;H\AK(%O$YBY%W7NO!]VI4T3 .*
M< " #ZZ0MSL%W3R7[=^K0&VA.7C"D J'4A)P:#1]JH,F"-@'T8D@BZ%-4,9:
MA/ N:@!H@U/T4>L:0/E,UU-/14&XH3?3VW28!:W'6NA0MM"7,,?L<VSV(C\I
M$ZM?C_S(%81)E92=V?A59W:;6=D8]G^I89]0*5]P4+15D6Z]4PC(]Q@SKJD,
M(,(I4+G/PJRDNL*)(_LX&XP5^:;+HZL<9+;QD@%S<.Y-(*@N8,K!.(I*\C^K
M,=QGS0U_9OZ)$B?S HDN"J80$Q$G<8;&L&@A=PT'HX$QLFM/<]0_)*.N:W7U
MZ=7(_4P^W5Y^N2?_(#US-'(/BP,_$OL4:6EZ.X<]VS9<MU\^H6ZT#HG;=6T\
MQJV/Z@?:ITYYX"W2.ZU(;Q_V@%L7.K3B.8 Z^9 ,<KYZM5&3P^'HD#P(3/\#
MMVS"=PX/B&WTL6L?C!ICM+)I.OLK=XEU/B3Q,B^/NP$/.48OCTN((WD)GL4R
M#"6O/)5IZY98>0NI [<@Q=6,3JK?P5+YG'M9L,!2D-Q?WSY@V-AVHF0!S:,H
M)=![1 N&9WCH72)H11D3G S<)\FT!'-ME$M]+M2PY$D[*28"?7L1 X \KH/;
M-0,;OI&5SY8I_\#IFR!T$@<I4/4\6=S7I%%,N5\+-47:!ZA<UFG!"0S3R_JF
MOM6*+BG09% 8ROP<?0J%\D4R0(MO0<@2RG5(/]7A(EJK[)9HLB17>G#IX66L
MT4%F4J64^RJEM%*54?GE;C+M-(=\E5[V]NW0SSZ"_J-:4]7(#&U[^;*NKE\G
MKNQB![9?@: ]);!'CO'J$'51O^&) Z@4=4<?!$5!R9XAQ^C6LY8OVM"Q/?+9
MG$?8'N'O!HW"M[UZVZ7.U[)R EL(RU(#D;7KI<95E:CS477XM:JW'FBJFOF5
M_K&]E;J;+ROC(WY<C_K-@CN+^3_)^"KO;KMVO;HN#VOM+Z1H &* 7,L;;<B8
M-=Y@Z#\-\L?-D-%Y ':&^W0#[M/^X5L\[*?AOMV .X.MQ(+AE416NVW23CT\
MO)+#-G]IWGA6)EV/\V5*R*XYFP?K&U[L'&?U^UQ]D5'WJ+C5B>YV6P-S(1SZ
M.@RM:!YCGGD(6"&H0YLU*-JLC)/=] &P1\.B[T"-KKW+T*WP$F,6>XXAQ.&J
M5Y?,)FQL7-76)0$<M^ON_22P[]49]$63X\9%C2Y(--FE"'R\1_RQ'WB*I-GL
M"71+AS^G%=>$8.9<^$E6W^#]Z7MRDT_]4U]Y7V^X^UOSFX0/8'$+QRPMT@3T
MD!B@ X_%JN9/8*+TN.P+LN:E1(O9'XQ7WR"4!8*(FIDO5[!D)S.M+KJ"A)9D
M):+5,]R^J\?.8&CT^\.6F$NJB*C^>XLN*P^(:_:=XM'<J6L4T%(=2Z$L.H?\
ME$L3E0X4>K9CV#9"<1W;L'MKR;T"L8:090Z'Q>,J3U[^WT=6_ B4*\YMOW!J
MNBF%I2],\T#6*K>*@PY(WS5LU\8!A.N>M8Y.90; Q":*Y,A!3=CFL-?7SU-W
MN!W4Q\V@G%-C /U(.=@3U"N*):B!TR^?6T'=;@$U,H:#8378$]0KBA4H;2+9
M$^WX9H^? 0PRA-1_J-W)=G'4_C5G;1#)[IRT?U08,< K^JR#%"8!"74AVA2/
ML.'/.Q')5"KUQ827708;1835]TSF/JCAT[:L-T+MC>I0,=K7L*[!96JY[B?#
M HV.IBWM; "U&4M+;F^5R$_!L%8>Z_XGT:W]:R5D<J'_FX/75VFDLC^PE&_+
MO_^,LW^]5,NS_PY]IG+! 57 YK#5@L*ND[7PQ1<E8OT?F)E02H1ZN&04O D7
MP/Q<"%5\P0/*/T5=_!=02P,$%     @ !X105K4>ZW:P!0  '@T  !D   !X
M;"]W;W)K<VAE971S+W-H965T,C,N>&ULG5?;<MLV$/V5'27-V#.R;K83)[[,
M^-;6T\3QV$[ZT.D#!*Y(-"#! *!DY>N[NR0E.K8UG;[8("YG=\^>74!'"^>_
MA0PQPD-NBW#<RV(L/PR'06>8JS!P)1:T,G,^5Y$^?3H,I4>5R*'<#B>CT=MA
MKDS1.SF2N1M_<N2J:$V!-QY"E>?*+\_0NL5Q;]QK)VY-FD6>&)X<E2K%.XQ?
MRAM/7\,52F)R+()Q!7B<'?=.QQ_.]GB_;/AJ<!$Z8^!(ILY]XX^KY+@W8H?0
MHHZ,H.C?',_16@8B-[XWF+V523[8';?HOTKL%,M4!3QW]D^3Q.RX=]"#!&>J
MLO'6+7[')IY]QM/.!OD+BWKOWFX/=!6BRYO#Y$%NBOJ_>FAXZ!PX&+UP8-(<
MF(C?M2'Q\D)%=7+DW0(\[R8T'DBH<IJ<,P4GY2YZ6C5T+IY\_'S]V\[]Y>TG
MN+O_?/X'7%V?7U[?7WV]A)N/I]='PT@V>.=0-WAG-=[D!;SQ!#ZY(F8!+HL$
MD\< 0W)NY>&D]?!LLA'Q O4 =L=]F(PFDPUXNZN(=P5O]P6\NTQYW#FC3"9P
MHY8DL BGWJLB11G_=3H-T9-:_GXN^AI[[WELKJ /H50:CWM4(@']''LG;UZ-
MWXX.-WB^M_)\;Q/Z_\C59KSQVP%LQH3+O+1NB1CZ<&$\59+S 521@(L94FU3
MA$8CE-[-38*TYF9 *W#N\E(52R"J :U)S=0B1 >E\M%H4ZJ(8(KNUC>O#B;C
M=X>!TSR"R^^5B4NX*C2EA,H6;JPJ8(OW\\;)Z) G9#@^W.[#(C,Z:]T(0,T*
M4"!VII)H34:HDRCI!(UA[FCL+]68_@:NY#6*,[ ^0)640&WJ YY+FY82P_ 4
M/6//E66YM&N4[NB-CF1,$'Z:$AM586* K2:"V[LO81U!AU01:.VW6BB?A '<
M=SC-5!#_U=18)HEHE6U0E3*F5I>F'E/FF,*CTIGLC_JCT:AQC-R@5 E$1)^O
M<L:,4OC5]!_*LR E_U #DJ)@0B6?X@]M5Q$62#Q1GP^1?#=%VL%]FM/Q?\JI
M-V2GD]D^)<Y* Y^C7<)/Z0^];7!U+G$VJW=!TH3=1B3$4E"!<D9V"04?2I)R
M7X(W!6WO T='P83*>^0@B'F:HJ!G:"A] [AV4- -TX3/>TL^'3FWQ-04J2<G
MV&%@'0JEUL;,56E&EDV(S%2#XY&OS;7S [A=2^9.)/-%)---?TJMBJ98/;!E
M"FTK(5^^.\DC_^3*)K:)1$J0R'LEOIN.^+9Y/ZXKO2XF#C+% KVR1!JIO2*G
M:E4VI&OK ILN/?> AG.AP"YYOI%;L[M-C/@_ +I3:Y]%2W.*N__2^1F7;TXP
M=16Q8PDUE;GD::N@EPMM\5R3/+$P,<N<%5*B>M@&*I?F-9*TI4_5;8U6W)3J
MTE%4,-+^J=:8FD8.*S:?$[72F<%Y?6EP&RFI7\P,&7E$O2<!>:-$AHQ25/F4
M-$('NK7$\8,FM<H]!#/O<OB!WK'M\?[HEY9=(0]4[BKF\/0GWSOY:EKA&IWI
M,.RTIA>15[$F0Z./+$%MO*YRKF3-"@@5"R 0S2IFXGIB0M-O!G!1D[_<D/+'
M*6LEM7;/:5WQ;4$PH B$(MA9HO+,G7%)GUU=J7:M. F?- K<R<-,3+8AM$&N
M&VDCB9J:)Q)XDO=ND5'O=VEA?F"RX1ZA1D)C$?7K\?O!'KW/K.4%[I9L0R+B
MAI(09QHE\>U+AK(G/#U9D#(@]2V(_]>3T>#]"I;I=E%9(KSCWR.7M",=>;2J
M:4R%*W:8F/96>BX,M7[\" M"/<'0?XY0KWM<QVJ3N86\>OFBHF]ZQ#?Y8U?'
M@X-]82 ,GGO[##MOUAQ]*B]SMDS*KI^OJ]G5X_^T?O.NM]>_'#XIGQKJ;19G
M='0T>+??JZ_E]B.Z4E[ 4Q?I/2W#C'[ H.<-M#YS+K8?;&#UD^CD7U!+ P04
M    "  'A%!6<4*K\RP&  "O#@  &0   'AL+W=O<FMS:&5E=',O<VAE970R
M-"YX;6S%5VUOVS@2_BL#[V*1 JJM-TMVFP1P4A>;0Y,:3G;W%H?[0$MCBUM)
M5$DJJ?OK;X:27YHF0>]PP'ZQ)6KFF?>'Y.F#TI],@6CA2U76YFQ06-N\&8U,
M5F ES% U6-.7M=*5L/2J-R/3:!2Y4ZK*4>C[R:@2LAZ<G[JUA3X_5:TM98T+
M#::M*J&W%UBJA[-!,-@M+.6FL+PP.C]MQ 9OT?[6+#2]C?8HN:RP-E+5H'%]
M-I@%;RYBEG<"OTM\,$?/P)&LE/K$+U?YV<!GA[#$S#*"H+][O,2R9"!RXW./
M.=B;9,7CYQWZ>Q<[Q;(2!B]5^8?,;7$VF P@Q[5H2[M4#[]B'\^8\3)5&O<+
M#YUL[ \@:XU55:],'E2R[O[%ESX/1PJ3YQ3"7B%T?G>&G)?OA!7GIUH]@&9I
M0N,'%ZK3)N=DS46YM9J^2M*SYU<W=_/E_/8.KFXN/U[/87;S#O9K\W\NYC>W
M\].1)4LL/\IZU(L.-7P&-0CA6M6V,#"O<\R_!1B1BWL_PYV?%^&+B.\P&T(4
M>!#Z8?@"7K2/.W)XT3-X%Z+^).L-B#J'NT++M?7@JK:HT5CXUVQEK*:&^?=3
MH7? \=/ /$1O3",R/!O0E!C4]S@X_^6G(/'?ON!VO'<[?@G]?R[7RZA!.H0?
M088EKE&#56 +A%]^FH2A__96;FJYEIFH+<RR3+6UY<0N5"DSB<9)!6_A1ED$
M(A$:&2MD:8@&M";AG(49[E)5C:BW+!^D;PW-ZQZK8:PM<4 I+.9LOR:ZDKMR
MR3I3%0+-N,&LU=*265?84HG:#*F^;+DD_G&VQ*K$GH3D5Y)DXX^Q-&:*PG+$
M4:$M5*Y*M=FZ )9H9([DF2CA=F_PS:%]KCJ,ZR.]V09KBN"]_(+Y:TU10".,
M>6T+2L&F@)/@%<S7:W04!5N)90XGT2N8Y7\1!;##_X72-1&27(M*EELG<TF3
MR,W<DK^7PA3PGC)AX/+ZX[,02[Q';1 JI>V&N-G 2?@*%EJ9II?=!?M:U6SF
MT=?C%&4:<VGA<GGWG=BLM*]GWZTN-+'^=ZNW[:IY\L/-XL-HN?CP#,Q?;;52
MWWUS:2E$S9')&M9":K@798L@]+[X7ZG5Z.-'Z@\-5%$:YX)WHWO<=<E)J8QY
MQ8W'/<0-ZUJ8NXR2;JAK<]>PMY;^:">S!M3:-?H!JF^6DP\.BOOKJ(F;5F<%
M[3DY4.S*3=X_6LIWSX/#H^(=KWN0_6!P-S1'&]JZ31<+=M'(^IY*VSG,<Z1<
M"O[/8=;X0!X?(CR$/73U^M'Z_#TA#-V</)X=:=@Y469MQU2.[R0):1I_BF6%
M]@&Q!G)-5DZ"?>MGDTPU8GMPV7G*$^@BS12S$WUQE,":E)JU$Z), C[RI! Y
M62-3HFE*R>FEGG6-BPVSVF-6='L56V9 SHZJ=UEXBIP?\R7[NU_#+W1D-!W;
ML_(6A3: ?!( VL>Q6E$IHGVOTF_@ .C!'\+[7NM/IS5_6JM38H4#[>Z&DBBW
M9%7)Q5:M(6CJB9Z!CX:+2>!G"+T@CKUDFM!SX,63V(O&L7M.DL ;)\E39':$
M$L2^1]L@I!,OF00P3KUH&G^CLR/1;CMR9N. E:803$(R1_\IO=,_I;E"G;'6
MH8%I^].6*B65T^79F 3>9#R&,$J]\32%*)IX:1+M:9L:J1\K$!N-?4.3SB2%
M>,RAQ1'<*>O,?)L]3DA*L; H)V$ZB3P_2MPZ>>PEX?B0\5VAE\_8\\/$"_T
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MPZT] X]7:&7#/VQ:V630@:*Q3E=;96)0R;K]BKNM'QXIY-$K"GRKP /O]J#
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M"O4>INU.VHG3Z] 1S+6C_B(,5]30H?$"M+_0Y)OMQ!^P;Q$G_P-02P,$%
M  @ !X105N3ITOH0!@  ?@X  !D   !X;"]W;W)K<VAE971S+W-H965T,C8N
M>&ULC5?9;MPV%/T58I(&"3"=S6OB!? 6- ]N ]M=@*(/E'0U8DR)"DEY9OKU
M/9=:1DK&3A_L$:F[G7,7BJ<K8Q]=1N3%.M>%.QMEWI<?IE,79Y1+-S$E%7B3
M&IM+CZ5=3EUI229!*=?3Q6QV.,VE*D;GIV'OLST_-977JJ#/5K@JSZ7=7)(V
MJ[/1?-1NW*EEYGEC>GY:RB7=D_^]_&RQFG96$I53X90IA*7T;'0Q_W"YS_)!
MX ]%*]=[%HPD,N:1%Y^2L]&, R)-L6<+$C]/=$5:LR&$\;6Q.>I<LF+_N;7^
M,6 'ED@ZNC+Z3Y7X[&QT/!()I;+2_LZL?J$&SP';BXUVX;]8U;)[>R,15\Z;
MO%%&!+DJZE^Y;GCH*1S/GE%8- J+$'?M*$1Y+;T\/[5F)2Q+PQH_!*A!&\&I
M@I-R[RW>*NCY\T^_7OUV>R,>+OZZN3^=>ECD_6G<:%_6VHMGM.<+<6L*GSEQ
M4R24# U,$4H7SZ*-YW+QHL5KBB=B;SX6B]EB\8*]O0[?7K"W]QR^(C8YB0>Y
M%M?*Q=JXRI+X^R)RWJ(B_MF%N;:XO]LB=\D'5\J8SD9H T?VB4;G;U[-#V<G
M+\2[W\6[_Y+U'^;C9>WY^XGH6Q"H7.$S$AN25A#G2(!ARB.R'<M!X,KDI2PV
M8B6=^%I)K5(%66]$1,++-9[Q0HJ[FT\/HH(="XV$Q'W=7$X<'QS"CC75,A/'
MA[.)N&C%QT/[2FM1&"]4$5=6I 134O.*TP1/[),5:.VI\'B4D/4B44B8BBI/
M#DO'DC+2U"F:L(MVB1\SHV'43<2#$3R6//Y:3+&L9\'NX'+T6\^3@&M-$GOO
M9S\)DP87LBA@JB;BQT% /!$Y#]>8; C$P*'%./M:*4N8;HR%,5K2TK.-L9"Y
M*9:-H,]4L738<XX\0P>DC6#KX]9ML[>D E1RU'#Y31P"@J5QBL&C0L"H:^2U
MWO0I>//J>#$_.G&B-%K%&X;4XV,^V_*P@X# ^"!WA%Y33,*&BZ8SE.RD3_I:
M&>'#APPU.\Q/OPA<%6?"9<;Z%"!05\Q4D"[@OBYXI+DDFRO/+J,6:,*!]JPR
M7UUV:G )<A/[FLFB6;@J<BI1TBIR@7M=)<B-N"@*"1(?[N[' M-F,K#75V+C
MMZ:JZ_&6[!)YN:\BQ&'+R5AD\HF02#25HU*&3'XQJ%[1GF NM 9.WL"3HZ%Q
M8$4(+C0><S,6),$0?-;"_))ST9(>6B ![\ZK6%RA0FQI;-,>0 #C7Q@V?#9-
M.D9%M?6E33SH6@3 9V,BJM*$+"C[?7& \]*:)^4"&$1V<7\ECO9G@;=F2L/0
M6R["Q>RD>1M6\Y-W8Q%K0$WK-,HX9BHY ?@R074UC/L-_ T#0_;,LE#_$B=3
MI*J01:P0?4!3=R!#XF$>H[I@NU4)9&"JD>,V:GI9\@G":BC8MC$&(80IUG8;
M$_Y(*"R,WW4)0GM3->R#[:!@R5<6S=F@%E([TXZ)9D0 '1K*U76)KS*IO0KX
M>'($LU71 \M6(S1YRA4-AT,>F,1=7 Q[(S%PP.,Z5&?=Q\^Y"#&N3,5,I2G7
M#N]N?6P'T$-6H84*PUFTF*8N$+A%5/== W;%0R0A1)>@M6-R#A^//"R^/\A8
M#P_S&L.WU<K!?JFL<HEJ^HF]KC*%-NE/&>7ZQ0^MGU.EN=!,I-52UJH="3NG
M)[NN7._(1!3C>A[")PVGVG80=VR7<M,_$L,@092#Z(>)P@F $6)6]$08FA'U
M(;1UB<]'E5?Y3F(:B"G5HV2%SV3^;55I'2N'N%.+9&9XY(*.*H?O#^?J/AO$
MTS$1QHZT]+_F26/G&C 12_O=XI[[< G_YVW69P-2.3^6M5[O'TP. 5UKD#;&
M<G+4KH+FV]>+X\G^NZT$BH[[%'<%#4KY0-@F@ENX /BW3=&_ZV9 F'3-!T ]
MAW>Q\1+R9@) R)H<@.;OPWO4RTK:!&_S<$ A@%"WM);(9ZC&R:[OSFGO3I#S
M8<,W'R24IV9]/>AVN\O517VGV(K7-[-;:9<*@6E*H3J;'!V,A*UO._7"FS+<
M,"+C<5\)CQDNB&19 .]38WR[8 ?=E?/\/U!+ P04    "  'A%!6^< P&PT(
M  "%%   &0   'AL+W=O<FMS:&5E=',O<VAE970R-RYX;6RM6-%N&[<2_15"
M!?JD2+:2-D%J&W#2I#>X<!'8:?M0W =J=U8BS"4W)%>R^O7WS'!WM:O:;H![
M'Q)+7')X9N;,F=%>['VXCUNBI!YJZ^+E;)M2\W:YC,66:AT7OB&')Y4/M4[X
M&C;+V 32I1RJ[7)U=O;CLM;&S:XN9.USN+KP;;+&T>>@8EO7.AS>D?7[R]GY
MK%^X-9MMXH7EU46C-W1'Z;?F<\"WY6"E-#6Y:+Q3@:K+V?7YVW>O>+]L^-W0
M/HX^*_9D[?T]?_E47L[.&!!9*A);T/BSH_=D+1L"C*^=S=EP)1\<?^ZM?Q3?
MX<M:1WKO[1^F3-O+V9N9*JG2K4VW?O\OZOSY@>T5WD;Y7^WSWM7KF2K:F'S=
M'0:"VKC\5S]T<1@=>'/VQ(%5=V EN/-%@O)GG?351?![%7@WK/$'<55. YQQ
MG)2[%/#4X%RZNOUT]V]U<_WK]2\?;C[\^N5BF6"4'RV+SL"[;&#UA('SE;KQ
M+FVC^N!**J<&ED S0%KUD-ZMGK7X,Q4+]?)\KE9GJ]4S]EX.+KX4>R^?<M'$
M>W6C'3@&-B7UY_4ZI@ Z_.<Q;[.M5X_;XA)Y&QM=T.4,-1 I[&AV]?UWYS^>
M_?0,TE<#TE?/6?^69#QO8'6V4"=&U)<MJ288+CD5$(JHDE<)B^]]W6AW4#J0
M*G1CDK9S9<W7UI0F8=F5JFI=:=Q&SLV5<3N*B6.(<@_W4(R\7@3""?DBIZ 8
M07/-:2N+"_7))4*XL$<GBG+C%N5B#RIR?7-A,JJ:X53(C ^1KRML*]=O_(Z"
MXXMAL?:.$CO#5R7]H!IO36$()TI?XQ)3R"/#=[H>!Q7>^;I[Q">P#<M8C:;L
MX,:,'K$)/0JUIH/G>X[Q^OZ[-ZOSUS]%/IN"MPOU?JO=!FX9)_LVY&#0*DL[
MLLI7&<G1^T)#C*H*LJ3@R?$I_ 7^N=IO3;%5)HJQTF!G(%<0H*0]4;[CY) B
M'1P!NSL^X24.GHZ14G9M<I(>(.R1%XHV((,,'RZY3B[W)FVG!]:PR :MT6O#
M >20KP^=+_R$M^?>\#C81R ]9_UOD7TVHC;Z/JR\=Z=M2[SWGQ \EMH,X<"<
MA#?6_(6LHL%%505?9S>U[:TCAMG<0EVC(11<E#WB;T+16"HW2(!F3ED+EY@^
M:+AJ[0,D!%NC0B6"EH&:-A1;S7=N HF@93?PU.RT5)(0$_QE<ZTM<2BB1_60
ML,8X&ATXQCB'JI,JTR6J.%?+" 909$W0DN+(;.O\H0<397&T72)6MDS7'GM.
M&Z+S920ZM>;:IWLI>UR[P7DQVO@$GPP'P#CM"OYD< 9I!=>(H;--Q-)/:3 .
M2&Q103J>;(A[W8BNG"Z>%O^6\P' ?Y"^=Q0'_M4^I W:B,KR-\],V.IF",G!
M$ *.@MJAD(LI>[G@BM0I#6=7".(1N4PVF*C:U 8ZI7=.+SONLU#)UB$Z2'=.
MG-S4JP\'6)?034Q AW%A0)QEEF-)8<N=E$^8>EH/1^67-)J>68XV0CG<T.7H
ML=,\DV7["_6Q#1QB1!(!,E66_"=NM<2<S^VB=7MC+6<>@6N=7EOI&$WP.^CW
MF+M=8-QF/NER&?":./(%B@V'$1EP*TW<4SHA*ECQ38-LMRCEA"$4H@PQ0QLM
MNO95$O?_2.64UJA,!5. 9S"3E4-ORFTG>-R,!.?T=[3O^^NDXW%.VRRJL2 '
M:?1BHF^7N4%K>XB=[99)])>4,5@#VG%0F<=B(C&1-B*I,@[H@TQ"V *7$*P&
M<9NHL<^4_8A:+@UA>LJ-\Z-V3KZ2N@;1BL-0$B_6NK@G!@CR=[TA-S)Z8*<0
MHMLOHZ?H;['%?M3TTY?,N0MN6@V'$N7-:>NA?<#(M<1BIQE''^'TK<[]8K[=
M$0;1+0H 4*@%<2K-'9(-=_-/Q^+?%G>+T<0RY0?&"NY7HX&IBS2334J8NQOW
M!'RO0![?19$YYWSZ6S0FL>A<X<;QOP*%S] KQ%HJY00P1HZ:@HC/<_D',M1F
M%O-!.JW7#L^F;)AWPNN\>_'/^1!7?&B\"'A):V"_N;O-$A.S\O$TL*:1 F9]
MRF&#'UP6N4/AVI*@+%_;CD@YX/NN=4HOXT'?%+GOR+R5^82P<"?F$&K+0AQ3
MS,+"VW,_D[YM#WQV&H/GXIT#76$C-Y]*%(GK)<R/H)'E42MG:ADKMW<"+S3R
M$*)-UW+R!-$/!RTW:PAQ_+\(V(@@8QD+M,//:%$E'!_LYCFO9H!LISLL_K?<
M%^29#)3@>M1%QB\3*7/=5)CCIV/,'-CHQ3 ;E2U/SG"=!^>YXI<3"?_8Y%<X
M;JK#R=B2*06J.CSF?@EIC[&?:3/ /=('Z#P/<)%*/N(Q(3TOI[#ZP.0PX;>+
MP<^*/B#YE41/ER!$BOP:89H3]!ITPIBEPH3R14YXS[*N!X9)\G?<,EH(5QLS
M9,D=>X6DL-?",Z%(_VMMTH F7!T09A]CNWXQK$R@#JU[!\#,D..O;B'28<2M
M>$HG<KA0^K9W:Z]#V8=I%+73 4:D[!B2?&W&%&E\0?:,1HG5W>X!\W&BVF+F
M3S) [GE$P-\A,[T^0P4:_%1A#,)+W>!K(6.)U?L<IT";UO:A+0YK5B(1L?S;
M=4A-1SQ>!^)-T'47YWXWMS(<YO&&E4PTM3)RF7'YQ1PN63SV!F(Y>C4$S=[(
M"["8:9K?$@VKPSNVZ_QJZ;@]OZ"[T6'#OX$L53AZMGC]PPP%+R^]\I?D&WG1
MM/8I^5H^(I)@)F_ \\ICMN^^\ 7#F\>K_P)02P,$%     @ !X105O@>':OW
M!0  Q \  !D   !X;"]W;W)K<VAE971S+W-H965T,C@N>&ULK5=K;]LV%/TK
MA)MU">#YH:1-UCP )TVQ#&L;)-Z&8=@'6KJ.N$JD2E)QO%^_<TE9L5,Y6X%^
ML47IWG//?9(\61C[R>5$7CR4A7:GO=S[ZLUPZ-*<2ND&IB*-+W-C2^FQM'=#
M5UF265 JBV$R&KT>EE+IWME)>'=MSTY,[0NEZ=H*5Y>EM,MS*LSBM#?NK5[<
MJ+O<\XOAV4DE[^B6_*_5M<5JV*)DJB3ME-'"TORT-QF_.3]@^2#PFZ*%6WL6
M[,G,F$^\N,I.>R,F1 6EGA$D_N[I@HJ"@4#C<X/9:TVRXOKS"OU=\!V^S*2C
M"U/\KC*?G_:.>B*CN:P+?V,6/U'CSRO&2TWAPJ]81-E]"*>U\Z9LE,&@5#K^
MRX<F#FL*1Z,M"DFCD 3>T5!@^59Z>79BS4)8E@8:/P17@S;(*<U)N?467Q7T
M_-G-Y2^3Z>5;<3VYF?XAIC>3#[>3B^G5QP^W)T,/?)8:I@W6><1*MF"-$_'>
M:)\[<:DSRC8!AB#6LDM6[,Z39Q'?4CH0^^.^2$9)\@S>?NOM?L#;W^8M%=)3
M)JZE]4LQM5([&:K#B3\G,^<M5G]U.1YA#[IAN7'>N$JF=-I#9SBR]]0[>_EB
M_'IT_ SI@Y;TP7/H7YFBY[&2\4!LQQ,7A7%*WPDS%SXG<:4]62T+]8^,+:0S
M,26+,HQKB+V7&KV++O5B<F<I/GW4XAW-;(TN%^,D9&_4#X@7IJRD7@IB9"1"
M:6\ R_^;EEJL759[^>(H24;'3_FT%L/W\?$>FL?GP1"W+-F&G@W,4[(>4TK(
M^5P5"G7@5GYN"@_$=6U=+6$<Y+KBT-K=="J0SEA)II]K94G(HEC9P$!T'C0X
MO(2OJ+_@-#F_A4<@_>5K]G5\>.Q$!@NI#U)*-XM*6@Y:&A@I>#BWIF0093%"
M745A" JST&3=<[%M(XJY+[3AE!<BE2X'-B9R1C:&8G=G/!B-]@:($7_1S;!M
M\Y ^6U%] =F?:TUB?]15)DT<L_5 2N<((6.WD<494NG5ME1&#S7V-IK/.3Z0
M6N0JS<5".J&P#X&.@F=<%J6IM=_KMV%?D? \)A33!9$03Q0L/41'BN4/9;"5
MH:^NIF*SG)]\'8B)7X]*/_A%9568)6WU84:I+.E+L8;?0$RQ0.)#&&3A4+--
MCU)T9()2S3B(<.P&]18^=#;N;!F$9N071'HS%9W%N%%"79!M'37ZV',-&F,=
M61M1&,U@E5S" U$^XLP)L@9EPN6KRAD:$T[2 \XD+D2B_RT:^(E/"XD>X7 M
MQ21-<8!H:OT=R.RB;K#I*QV&5]#N<AL-<6T56#<$_JL-OF31%S629K=:" %U
M]>QO+NO&BJLK[#W*K69U' K-I&:!<R-MU@_%S]. .WE64.CQ7;47,58'IKZH
M:IOF./%$4Q*"@&G:CU76DM@.):7O46&!8&6LGYM"F6.  QU<3,FER(&018A
MF$9\M Q5G<I*>72CE8JC%?2@V+H%O2Z;R(;4:4 %T9RRN_#,HR[,AN/P?E?=
M[XE,+CE8_+=>9;6.IX#82T_',+<4&#!-XIAC?!@NY9:8L;$_UB#Y$*!2BG/J
MD0J"@!-(<,1T^K(VW7#PCH7';X6L*FLJR_M6&+;T@-R@:]I,=!C?'*:55)TM
MC(;C4UNQ?-)X_6T]WU4^('>O0F;!VO%&4+"+$7%S7'UU8ZP<R&7VU4X$<@H1
M[<H-3_W5X.=-60;.X^$XP>[5,,)MA1^Y/;#3O?J.%[?>I)]R4Z _W??B,N[F
M_W<RB+IB*SOCPT%R)+!_%<'16**P,AH<?@LK*I0(N=!8F\9BE:^BFB&@VO#1
M8=E]".&#2@K,T*K8?P8L$F.C'F+8,9+##M.QE?-1!,/Z\0#Y)#_\O?;1&YFF
MQF;H97H\0'3./J[ G</#P8^X$@67 G*[0\3Q(Y?\[U:5-H]^E6M%O#,^&"0K
MB$'747VX=K."]EVX/SJ01L7$2U;[MKVB3N+-[%$\WF_?2XNYY$1!<ZAREGO"
MQCMC7'A3A7O:S'C<^L)CCFLV61; ][DQ?K5@ ^W%_>Q?4$L#!!0    (  >$
M4%;\A3H@>04  -X,   9    >&PO=V]R:W-H965T<R]S:&5E=#(Y+GAM;)U7
M^T\;.1#^5ZR4JUJ)YK$)X5&(!"F]0RH4%>ZJT^E^<'9G$ZO>]9[M3>#^^OO&
MW@T! JI.0JP?,]^\9YSCE;$_W(+(B[M"E^ZDL_"^.NKU7+J@0KJNJ:C$36YL
M(3VV=MYSE269!:9"]Y)^?]PKI"H[D^-P=FTGQZ;V6I5T;86KBT+:^S/29G72
M&73:@V]JOO!\T)L<5W).-^1_KZXM=KTU2J8**ITRI;"4GW1.!T=G(Z8/!'\H
M6KF-M6!+9L;\X,U%=M+ILT*D*?6,(/%9TI2T9B"H\4^#V5F+9,;-=8O^.=@.
M6V;2T=3H[RKSBY/.04=DE,M:^V]F]1LU]NPQ7FJT"__%*M(.QQV1ULZ;HF&&
M!H4JXU?>-7[88#CHO\"0- Q)T#L*"EI^DEY.CJU9"<O40.-%,#5P0SE5<E!N
MO,6M I^??#D_O3D7TZ^7EQ>WE^=7MS?B].H3]E>W%U>_GE]-+\YOCGL>@IB\
MES:@9Q$T>0%TD(A+4_J%$^=E1MEC@!XT7*N9M&J>):\B?J*T*X:#79'TD^05
MO.':[&' &[YD-B&23OQU.G/>(C/^WF9DA!AMA^!J.7*53.FD@W)P9)?4F;Q]
M,QCW/[ZBX&BMX.@U]/\;E]=!DZ0K?@)8W"Y(3$U1R?+^[9N#9+#_T0FT 2N]
M*N="1]])2Z*R"J6L]+U(06Z5HTR8'!M;&5 3-KE*J659*;\0$K7,W6(-)3S9
MPC&?K"IK[@#I"9!^88G$/4D+864F<I1OW.X"PE44"EK?=X.^+\E49:KK#*<5
M=P$GO!%TYXGQC!5UQ0>;R NSHB592*=(&-I/5'%%L+DTO@7-L B$3YPCM)(S
MI96'7Z1.:RU9-GR_Z882S,HKJ0,XFX^R*6+90#--+OJ8Y5F">2S/1'DSJ64)
M&T/==S?C%4CGI?H7<J(N=(<&CB^;"UZW]@SW1,'ISXWK ^<*]S>%B];^A_!$
M&7&?&N=;M. U05SE C5*Q0RL;9V*E71B9]B%64KKX(&;NJHTH:E[V*W*.%1B
M?X>3 ()HM/D54Z()U$_)PE]N-.:,.Q)?UR%IO#[5TCF%U(@"GR.<.D?>B7<9
M(#CG0FQ-[:"">[^!%[U@@]=,_J'&1D;6K]#2MIL=<;![L)^(+TTN*.CP%$1O
MW+T;O&\ -D]WQ&"PFXSWHA4Q5=@GF7*IJ4ND!J?\]S!\X!>)T&&6;BTQD70/
MFW)Z1O\8CE5!V'X14^D6HI(JQD 63.*>97\!$;4-4>60/3?MP>R4 7..D,BM
M*9YWE1TQ#%YC%3XW<7_:BAI2OY!>9"84"/K&4J'*N:J*2JM415-V-P%$'?**
M"R^U;1+.C$5K9@V"Z3SAUV6VF:!R*966,PT97L@LMA.1,0_<D!%[.'J<.<-$
M@#N64M?TX)1*WK-8%\LIYFI@"<"-$8[1(,QM%@6TJ&WTYC87'XG+2'#/US%7
M-A/OSQ#V+;7S0K:C((:(Q6BW/Q[P9H3EH+_/RSU$:# ZY.58)+C^ AUMDUC)
MX4#<&O;K8X-C'A^,#Z$;^AIB5/N00& EM)-Q?R2NM_ML:S5,T2?A."I3/O[,
MJ>3Q5F1/\?=QV!5;MS1Z&5-VB8D%0T6JI2KB:-$TA\HRC2,"]XZCTC9WFZD2
M#U8TOMJZH-FL!@$,Z8J+=@ @]L@'W!6R1$6QU5$+/ _#1.,:JXQ3OJ&+O1@W
M< '/!*U#)B]0DNC+S&%Y.%">8]"U&?FT%%+H:[3*0IKD4!,. 9/S.'C(-$R1
M9G0]X*://(B<?MX0V3-8#+K;WC.]C3=G078>7M:L$%I$?'ZN3]>/]]/X9GT@
MCR__2VGGJN2ZSL':[^[O=6)[;3?>5.$%.S,>[^&P7. '"%DFP'UNC&\W+&#]
MDV;R'U!+ P04    "  'A%!6<0;E>@@#  #A!@  &0   'AL+W=O<FMS:&5E
M=',O<VAE970S,"YX;6R-56U3&C$0_BL[5\=/>@<'J%5@!A2G=@:KHK8SG7X(
M=PN7,9><20[$7]]-#I"J,/V2U]UGG]W-;MISI9],AFCA)1?2=(+,VN(TBDR2
M8<Y,J J4=#-1.F>6MGH:F4(C2[U2+J*X5CN*<L9ET&W[LQO=;:O2"B[Q1H,I
M\YSI11^%FG>">K ZN./3S+J#J-LNV!1':!^*&TV[:(V2\AREX4J"QDDGZ-5/
M^TTG[P4>.<[-QAJ<)V.EGMSF*NT$-4<(!2;6(3":9GB.0C@@HO&\Q S6)IWB
MYGJ%?NE])U_&S."Y$C]Y:K-.<!) BA-6"GNGYM]PZ4_+X25*&#_"O)*-OP:0
ME,:J?*E,#'(NJYF]+..PH7!2VZ(0+Q5BS[LRY%E>,,NZ;:WFH)TTH;F%=]5K
M$SDN75)&5M,M)SW;'3WT1X/;A\'U/0P>:1RU(TNP[C)*EA#]"B+> E&/8:BD
MS0P,9(KIOP 1\5F3BE>D^O%.Q M,0FC4#R"NQ?$.O,;:R8;':VQSLAP;?"Y1
M6AC,:#3PNS<V5M.3^/.9OQ5:\W,T5R:GIF )=@*J X-ZAD%W_TO]J':V@VMS
MS;6Y"_W_$K(;(FZ$\ $&KB1\9[*DRG-A;1R S1#.55XPN8"$9H$64V RA40H
M0TLG8# I-;?\E?DB4A.J1,-3"B)G G*E[91J%X1BTAS C_XO#WYX?3ND],VY
MS8#!A&(%,R9*=/I[S5HKC.DM"T&((=Q_M*+1!]8E:L(EDPF74Z!T2<-\+1N8
M9SS)H-!J1EQ2D$H>:DQ4J0UNJJAW3@K!+&HF^"LIC1<[?(&BU$G&3"6W@1+N
M#F19& ^>,'HAW"Z<QTP"OG!C':5$8\JM"PD7[IK ]ZB!KL(!U&8W\?:_G,3U
MXS.S@ZDG=(ECO2VU53(9V6F]V7G/P]GM2<G$F\GAZ X*"ICK_.%G+SO::#LY
MZJEOKH;"7$I;=:#UZ;I_]ZJV]29>-?\ATU-.41<X(=5:>-P*0%<-M=I85?@F
M-E:66J)?9O0'H78"=#]1RJXVSL#Z5^O^!5!+ P04    "  'A%!64B\UL?<9
M   Q6@  &0   'AL+W=O<FMS:&5E=',O<VAE970S,2YX;6S%7%ESV[B6_BLL
MWZI[DRI;MI5>TIVERG$G/:[J3ERQDWFX-0\0"4GH4(0"D'8\OW[.AH4413OI
MS,Q+8DG$ 7!PEN\LX/-;ZS[YM=9M\653-_[%P;IMM[\>'_MRK3?*S^Q6-_#+
MTKJ-:N&C6QW[K=.JHD&;^GA^<O+3\4:9YN#E<_KNTKU\;KNV-HV^=(7O-AOE
M[E[IVMZ^.#@]"%^\-ZMUBU\<OWR^52M]I=L/VTL'GXXCE<IL=..-;0JGER\.
MSDY_?36?XP!ZXJ/1MS[[N\"M+*S]A!\NJA<')[@B7>NR11(*_KO1Y[JND1*L
MX[,0/8ASXL#\[T#]#6T>-K-07I_;^C]-U:Y?'#P]*"J]5%W=OK>W_Z%E0S\B
MO=+6GOXM;OG9'T\.BK+SK=W(8%C!QC3\O_HBC,@&/-TW8"X#B!''/!&M\C?5
MJI?/G;TM'#X-U/ /VBJ-AL69!D_EJG7PJX%Q[<NKB]_?7KRY.#][>UV<G9^_
M^_#V^N+M[\7ENS\NSB]>7Q6/+FUM2J/]X^?'+<R'HXY+H?V*:<_WT#Z=%W_:
MIEW[XG53Z:I/X!@6&E<[#ZM]-9^D^)LN9\63T\-B?C*?3]![$G?_A.@]V4/O
MK"QMU[2F615AG\6_SQ:^=2 M_S6V8Z;WPS@]5*%?_5:5^L4!Z(C7[D8?O/SG
M/TY_.GDVL=H?XFI_F*+^\I7RQA=V65PB[:95*-=CBYPF<[W6H REW6Q5<X=;
M+VWC8?>5:G55+$VCFM*HNO P@08%;'VAF@I4L*8'&MMJ6D4+=,Z92K%6-[I8
M:-T4L.^M<O"<:6@65P$Y#5+=KHL/LZM9L=*-=JJN[_!GO462*AW#UAF8?5O#
M%(_^^8^G\_G)L]_/SB[IS]-GCV<3;/PQLO''R?U?IBE@%^=Q\WN8^<W$"EST
MZ>FS AE^/X^!3MU5FM@J#(ELA@=,B\)YN]9.#S@/QX/D6V?K&EF8J)NFA<=]
M.RLNF@).0KNBM6"SX%LP)1JI 2GWU?0."]/"U\ZWA;Y1=:=:7AH14PTO]ZXP
M2.G&TKF&H>&W<+@?W[T.9PLKQ.>5,VI1Z_TC+N*(67%6RZI$G,%"URAO++*@
MQHU79/Y])J*Z-K!].@D0TC(_LRGY^BG*UT^3(O&1=WP1UO]:#F],N+Z-4I2L
MLP+X1WR.3&_7JJ5#]-URB1:M 0Y^[O G9 EL^'9MRG7XSC0W0-DZX<_]DG2=
MR4HFU!Y7$N33M")&&_67=3B-R+$(@\P-7_H.E@(CI_C^<^3[S]/<"I+S(,Y_
M*ZV<]Q?$>\  ,!JL6'X,^_G\R#PN*HMFE%F.?"G7"CV.=L:WIB2UOU\'X3B/
M064>F0'!D8-O"Z#\J0 0E\S)'=H"IHLGYAD@B9D!:PT0KE!595 MT%)U"[ @
MHC:9 >NV6^O &CB[*2P9 ##_2&26..1P'>@38,;%P!8N[FARL/N("N'G1N/J
MX>]#X6"?Q;A^G"&3] 7,2VREW^PMFSEAG]C3N#4:M;%PHMZL&@-SJ:8%9V1
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MKF[-4FU0XW*)#X0]*$^K/DE34<H@!G!'7!++F3A(;6EWH=-*DC!UV=4Q?T8
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MDD#>]2-KEF7E01/[O65\JY1J^!HX#SE,%P?S8-ISG3+O7^XU+B1+$Z]L[MV
M_@++3K%6;SNI\7NWN3P_B\#NG?;-E8@5>1-J>Z$2+:9^>],^C'Q<S6"5.],B
M@G$KRIR%)_'35#9LGJY=S:>O2(5+1^_[%V^RCV>QYW54$[\?^=$ZI;PUR0\*
M%M2G;F/)+G_IQIYVW3.6'.PTBYDD2L1G &30KDFO]$%@FLIM&%B6[/;#[2C4
MO[.K\^+I3R> WZ3%AU7ZB@PX*@:+_EKU8!,YEYSX,MR:RF]Z^76X'TT5Q=3>
MBR B7:G'M[[DC,,.&B=]I).=S'0O73E,QG&3%/7ZDSQ+4P*_Y@W(VV(#NK9"
MY9, 6G_96O3]?<YM;&.HR2W#Z+D^^&'H&AK;*0/$SLOG<"9[\4<T$UE:_;XI
M>BT5@Z9BS5V:#D3*M[NO&%$]X)=>#8+IJ<_4]&MQ\(J.1AIN@_?LYUV25<:C
M&KOLE]WNVWOO+V83O=KH_ 4H*>%+O\14\?>Z*!B;3*C+.=Z+22N+-PBC8F"\
MB[+>XK3MCH2&-XQDO634QSC*$)\K1RH0Q+?$9.,G&1L@[X#. XHJ.,L;G&72
M\*;[A_/I:X,P%2X"P-^>NZU?,_X->7;#.0;\OR_F)KY#C-!">*4+Q )&VO%J
MO<+.GA"&.2-)'4Y<4X4'TYVV<]STF##.A3RS-8U8U4W$D[P*;#*GEUX (J97
M\Z0\OB=!)4,5NT"D](TC'(H@=R<.:M,C;SK;@WI&3^LX>XLO!((K>E>Q9W7B
M%_K&;^/[D,_X+<#I<7Z9\I_@F]%:U7H)0T]F/_]XP&6M\*&U6WHG\,*VK=W0
MGVNM !CB _#[TD+\)A]P@OB6Z)?_ U!+ P04    "  'A%!6I=>627<#  "C
M!P  &0   'AL+W=O<FMS:&5E=',O<VAE970S,BYX;6Q]5=MNVS@0_96!"A0M
MD%JVG+9!8ANPG:3U@UO#3G<?%OM 4V.)"$5J22J.]^MW2%WB;AR_2+S,G#EG
MR!F.]MH\VAS1P7,AE1U'N7/E=1Q;GF/!;$^7J&AGITW!'$U-%MO2($N#4R'C
MI-__$A=,J&@R"FLK,QGIRDFA<&7 5D7!S&&&4N_'T2!J%]8BRYU?B">CDF6X
M0?>K7!F:Q1U**@I45F@%!G?C:#JXGEUZ^V#PA\"]/1J#5[+5^M%/%NDXZGM"
M*)$[C\#H]X1SE-(#$8U_&LRH"^D=C\<M^GW03EJVS.)<RS]%ZO)Q=!5!BCM6
M2;?6^^_8Z/GL\;B6-GQA7]L.AQ'PRCI=-,[$H!"J_K/G)@]'#E?]-QR2QB$)
MO.M @>4M<VPR,GH/QEL3FA\$J<&;R GE#V7C#.T*\G.3V[O-?+U8/2Q^_H"?
M]S#[M5G\N-MLX,,#VTJT'T>QHRC>-N8-XJQ&3-Y '"2PU,KE%NY4BNGO #'1
MZS@F+<=9<A;Q%GD/AH,+2/I)<@9OV&D>!KSA&WA3SG6EG% 9K+047*"%OZ9;
MZPS=D;]/*:[Q+D_C^;JYMB7C.(ZH,"R:)XPF[]\-OO1OSK"][-A>GD.?;*@.
MTTHBZ!TLU!-:1S7AX)O156E/D3T/]Y CS'51,G5X_^XJ&7R]L>!R@PCB!3P+
MX, ,0FD$5:N0!^#D983%U#-Q!+/3DFJ:TGC]FAC<HN5&E*'TIDHQ IAFJ/BA
M-F@\+$5MUPMM7$:-X-.6\4>*8I%71CA_.A\\U:1_LYQMPFAP\Y'H2,D<&B;%
MOV2]/5"/L"(E"H+)#LS"/A<\#U*RBAFF'-;6]TPI@;!D> 'W!M,T3#AH ]]$
MNP5,I4&X1"^.VM91F@A;N)P$^&2T(IAY1'=!5EQ6J;]BS0:!%&CX,;?70GMM
MJM9'4N9$3KC_I>WE6"B^TNI3$^8X!_M<T[61FBD;=+1Q?+I*H].*_R[AV+?1
MW5$.LE[X+1L)L*';3A5$.D,_MZ]/=[E97S2'0$&?*$(=S)N#TV # IX\O88\
MH> SSYG*_*4SP* D W^SFILHZ%3)WT')#O7)%(SBZ%I7 .F=*L7XJ'&2U"P\
M#Q9">ZA[:+?:O4#3NO&^F-?/UY*93!!7B3MR[?>^?HYJC>W$Z3*TX:UVU-3#
M,*=7%(TWH/V=UJZ=^ #=NSSY#U!+ P04    "  'A%!6,H;EA0@&  #\$
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M]ZY$"&K0L(/BA9/8H>Y%%0(!'@*@H&17;^D +9"& LQ8!YP4(;4)B*&085I
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M2C.X.SZD+TBRH;(%B:%8RDWEH\2C+,7?'47XCP9/'XI0,KNF)2H,O$D>CX<
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M=476-_[Z08NUO67/A<8[NQVN\".)2F. [Q="Z-V#"=!\=@W_!5!+ P04
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M)$@\9H2&/OC6/8RZ;A;%)/$\"(<)19!/.",[C#?TY& 4.T=,U//9P7<T9':
MFOE_"2%&QS^*#%Y"8(.G(;Y1:XL9^/@>^]B*%+ _C$@<)-8M):%/29C&=L1M
M>G\5O/\?$_P;_^1_('I4<<!"$G@)^(R1$.5# QQT+]X))D5%L !H[.8HB /P
MAGYP('K4><!($E-@"<ZQ=? (BV/P<?(85E4'B(6&<QF$S *E!Y*/B%U $_3
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MH['%,.^+&KE9L:)17C2WD*-2PKF:80<6M86VE4>]LQNABD=N+R]8"'A<7;D
MKM,_0V4;X<1>U,T5K;DME8Y/"R1F,[P$64J](R2WF51+7F]<O<=G&N\V7=QB
M%W?8P_]P:SJF/?ULZ[_W>6;[^/!$=/O;P]Z^^J1YM^Z,G\KLN>U_^[S#$;6G
MTQ^*U;=TC/8N<[C8S=V5U2Y]B-_<Z[K6[E8\;BZ#._/F2OV1JSE.'91BAJ[>
M,,825\TUM?DP<NFNAE-I\*+I7A=XLQ?*&F#_3**ZV@\;H/NMX/)/4$L#!!0
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M[)#M+-(B(;KZ8!F+*5;5\CCHC J<J!A]QUZ.,V.'/M%,::,$$H;1'1-3Z+B
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MB C/=&2^?S4)@^2M>=+?F5(_ARTEMUNLO$:A#2#_#@ =YE@N*'6BOK;H&3@
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MM3.@_;E2=C=Q!^R_;<;_ %!+ P04    "  'A%!6K@7[N!<$  "I"0  &0
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M2_/\J)1^:?"ZSYY@1G=G4BCO=RI<86CQD%2/XA_^L,PIME)B/E*?CRKWEI-
M.;+[6DY+]]P$ASKCJN;'VR_C8)M_?;<>D/P;(B4=MZF%.F>M;LB3#@W#U@4/
MSZFQPLXE#[L0T?8=<325'J++$.::V^%EG4KY];J7Q,U:;JW"^;XG4[0.NJT.
M/!XN]4$1'RI[<^_Z3-&L_"/!@I=C>9/6J_4[9%1>O\_'RT?,5)B5S%@@2S)M
M-2ZHPJ9\&)03IW-_&2^THZO=#]?TED+#!VA_J;7;3=A!_3H;_@102P,$%
M  @ !X105F3!VWLR @  J00  !D   !X;"]W;W)K<VAE971S+W-H965T-#8N
M>&UL?91-CYLP$(;_BN5*52M5@9!L6J6 E*]M<]AL%+KMH>K!@0E8:VQJF[#]
M][4-H53*Y@(>>^:9U\,,82/DLRH -'HI&5<1+K2NYIZGT@)*HD:B FY.3D*6
M1!M3YIZJ))#,!97,"WQ_YI6$<AR';F\OXU#4FE$.>XE4799$_ED"$TV$Q_BR
M<:!YH>V&%X<5R2$!_53MI;&\GI+1$KBB@B,)IP@OQO/EU/H[A^\4&C58(WN3
MHQ#/UMAF$?:M(&"0:DL@YG6&%3!F04;&[XZ)^Y0V<+B^T._=W<U=CD3!2K ?
M---%A#]AE,&)U$P?1/,5NOO<65XJF')/U+2^DRE&::VT*+M@HZ"DO'V3EZX.
MPP#_E8"@"PB<[C:14[DFFL2A% V2UMO0[,)=U44;<93;CY)H:4ZIB=/Q>I.L
M#MO]M^WC#CW>H^53LMUMD@2]6X,FE*GWH:=-&NOLI1URV2*#5Y#C #T(K@N%
M-CR#['^ 9_3U(H.+R&5PD[B&=(0FXP\H\(, 47X&I4UCZ"]2U-4-_J0OPL3Q
M)Z_P%VDJ:JXIS]%>,)I24.CGXJBT-$WSZUH%6M[T.L\.TEQ5)(4(FTE1(,^
MX[=OQC/_\PVUTU[M]!8]WM7E$202IT$E4&Y+H:Y);6$S![,C>HXGH7<>YO<&
M[5."S-V0*.1JTG92O]O/X:)MOW_N[1 _$)E3KA"#DPGU1Q_O,)+M8+2&%I5K
MQJ/0IK7=LC#_$I#6P9R?A- 7PR;H_T[Q7U!+ P04    "  'A%!6ULA./94"
M  !5!P  &0   'AL+W=O<FMS:&5E=',O<VAE970T-RYX;6RME=]OTS 0Q_^5
M4T!H2%6=IMT8(XW4-4SL@:U:!CP@'MSDVEAS[&"[[>"OQW:RJ$-M*=)>$O^X
M^_CN:_L<;Z1ZT"6B@<>*"ST.2F/J"T)T7F)%=5_6*.S,0JJ*&MM52Z)KA;3P
M3A4G41B>D8HR$22Q'YNI))8KPYG F0*]JBJJ?ETBEYMQ, B>!N[8LC1N@"1Q
M39>8H?E2SY3MD8Y2L J%9E* PL4XF PNTI&S]P9?&6[T5AM<)G,I'USGNA@'
MH0L(.>;&$:C]K7&*G#N0#>-GRPRZ)9WC=ON)?N5SM[G,J<:IY-]88<IQ<!Y
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M U=MKVHG),NFW!\EF>;1#->FO:.R 69_*26]3&P'Z7\8T7]02P,$%     @
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MFUP^E,]_\MV&:(V7EGG5_ ;/.]M@!-)-)<O5;K'R8)45V[_L[QT1K060]"Q
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M=LC4O3B^XVU!M-*+15;6O^C8ONO.4'PHE<C;8.T@3XOFGWUN.Z(7 # 1 &T
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MGJ!%8-KZ&"<389A%$P1^0BE <W "C$9/)V85#$%/61IC>"+W0X HY"DZ#BC
M9#0,N#)ZF%H)2\V%84JDQC-@%/(<+8$48$)2E"+,.DQ9ED ]!)!",4G3H ),
M24\JJ033PT )2VT 3"K0 %3($[445H!AV=W(0CD[C)6P%/XB 9TZ]0&LD"?K
MB^MF>?$G&5YVP[W3<"5O_3HI4)FS)ZB4JJ*ZEK?^B 14\RSXBL&T==-+4(K[
M E8.LRAAJ;GT651I^BKE49V;IV@1F#@&([?& @QO)\)0&*DL3TS^>  H+P5H
M#DP<@_$8&)-"#',^9<F]H4T$&@C*\P0=!Q/'3/2%$[/<HN'$ELH9UPUH(LS
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M19!AFO_#YX*('0/7/V#@%0;>6X/@@(%?&/C'&@2%06"8R5,Q/(RAA,,^9QO
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M4\YB+HT O!\+H=\'QD%Y#S;\#U!+ P04    "  'A%!6+%$VM_4#   ,$@
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MU@V]#JAG%#*)/V/8J+U[8JB\"?'5#!ZBL>48BX!#J T$P[\UW 'G!@GM^*\
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MEE,MD]T*Y1HIMR(5-%MT+N.]EI,V,GX!&9K$$3/"HG^QQV5O'#K2I,K)BE5
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M<<\0K&?$%ANN60#=$7 R\/U!M]L6!Z@4@#L..D[#>(E)M.3W69HU"X!= 2R
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MEL9(M9S3H$?M$FA_JI3=!&Z6-'\=Z3]02P,$%     @ !X105J+Q:U;U P
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M74VH'X2TCZFXVO5)B]S \P:AMR\7M<AYGM.G+W)[3/HUDWXGDT]"8S(@C:S
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MG0[ ]RNE[-M-.D'9:IW] U!+ P04    "  'A%!6H=Y^"GT$  #R%   &0
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M]/SZ,3?7,I36P+Q?"J%?!W:!]J(W_@]02P,$%     @ !X105A3>+)@; P
M:@@  !D   !X;"]W;W)K<VAE971S+W-H965T-C0N>&ULK99;;]HP%,>_RE$V
M39W4-A<@T XB 6TITM@J:+N':0]N<B#6')O9#FS??G8"&87 ]K 7\.6<OW_'
MEW/270OY7:6(&GYFC*N>DVJ]O'9=%:>8$74IELC-S%S(C&C3E0M7+262I'#*
MF!MX7NAFA'(GZA9C#S+JBEPSRO%!@LJSC,A? V1BW7-\9SLPI8M4VP$WZB[)
M F>HGY8/TO3<2B6A&7)%!0>)\Y[3]Z^''6M?&#Q37*N=-MA(7H3X;COCI.=X
M%@@9QMHJ$/.WPB$R9H4,QH^-IE,M:1UWVUOUNR)V$\L+43@4[ M-=-IS.@XD
M."<YTU.QOL=-/"VK%PNFBE]8;VP]!^)<:9%MG U!1GGY3WYN]F''P0^/. 0;
MAV#?H7G$H;%Q:!2!EF1%6#=$DZ@KQ1JDM39JME'L3>%MHJ'<GN),2S-+C9^.
M)I^GCZ/^Z!9FM]/G\7#\:033\>C^<087,.8:)2H-E,-D-H6I8/;>K(E,X.P&
M-:%,O=^Q4UO#"_B(*V30,*VGV0V<O7T/;^WD8RIR17BBNJXV\!;!C3>@@Q(T
M. +J!S 17*<*;GF"R6L!UT1=A1YL0Q\$)Q5O,+Z$AG\.@1<$-4##?W?W3^ T
MJI-H%'J-(WHSE"L:4[Z OE+F^1(-=X1*>"8LQW/H9R+G&K[:0X"[\A2^U6UC
MN4JS?A6;%*[5DL38<\RK5V9-=*)W;_S0^U"W!?])[-6&-*L-:9Y2CP:XH)S;
M#7DAC/ 8ZZ(M)=J%A,U8JRB\:OAAUUWMAG%HY546K]A:%5OK)-M#+N/49(_:
MBURZACNK-3NAMX=T:!2V?*]=CQ566.%)K$=)N)JCK,4*#U:\Z 1A:Q_LT.S(
M7K4KJ/9)J)&I)7#&A#+)@O*8Y>;YVF3 T6:66&2U!]L^P.@TV\T]UD.C9N!=
MU>-V*MS.25R37OYRYSHG;E/)=6CQ^E:68.Y.VLY0+HIJIB"V#[U,8]5H53#[
M19W8&Q^80EK6O3\R916>$&D>D0*&<R/I7;;-M9-E92L[6BR+XO BM"DU13,U
M'P,HK8&9GPNAMQV[0/5Y$?T&4$L#!!0    (  >$4%:[N#K0@@@  +5!   9
M    >&PO=V]R:W-H965T<R]S:&5E=#8U+GAM;+6<;4_C.AJ&_XK5@XYF)*!Y
M:])RH!+0)(MT8!$PLRN-S@<W<5MKDKCKN#"L]L>ODX:F;EQ#CQ[FPY 7/Y>=
MW+%CW[%[_L+XSW)!B$"_\JPH+WH+(99G_7Z9+$B.RU.V)(4\,V,\QT+N\GF_
M7'*"TSHHS_J.9?G]'-.B-SZOC]WS\3E;B8P6Y)ZC<I7GF+]>D8R]7/3LWMN!
M!SI?B.I ?WR^Q'/R2,2WY3V7>_T-):4Y*4K*"L3)[*)W:9_%KE\%U"F^4_)2
M;FVCZE*FC/VL=F[2BYY5E8AD)!$5 LL_S^2:9%E%DN7X3P/M;?*L K>WW^A1
M??'R8J:X)-<L^Q=-Q>*B-^RAE,SP*A,/[.4?I+F@0<5+6%;6_Z.7)JW50\FJ
M%"QO@F4)<EJL_^)?S8W8"K#=/0%.$^#L!@SV!+A-@+L;X.\)\)H ;S? VQ,P
M: (&'PWPFP#_HP%!$Q#48JWO;BW-! L\/N?L!?$JM:15&[6^=;14A!;5H_@H
MN#Q+99P8?[]\N+F\^C-$-W=/X4/X^(3"NZ>;IYOP$9V@.\PYKAX5]&5"!*99
M^54>_?8X05^.OJ(C1 OTM&"K$A=I>=X7LC@5M)\T65^OLW;V9&VC6U:(18G"
M(B6I)G[R3KQC /3E?=C<#.?M9EP[1N+E:GZ*7/L8.98=Z ID#I^0Y"W<<33A
MX<?#;4UX]/%P2Q,>F\-O,=\7KMQ+=_-@N37/W?=@84[Q-"/HIA"$DU)(E005
MK^C'GS(ENA$D+__2/31KK*?'5BWS6;G$";GHR::W)/R9],:__V;[UA\ZP2!A
M(20L@H3%0#!%:&\CM&>BCQ])LN)4T/^25+X#I@*Q&4I84;*,IEC(@]]O0FWK
M8,0>*O0:%M2PZO7[/ X"SY.IS_O/VQIVTPWLP<!W735=!%FX& BFR#/8R#,P
MRA.6@N:U#C-,.7K&V8IHRGAEIORPM775&'2HA&N8OR6-/PB&HY$5[&BH2>CZ
M4L3 VQ$1LG@Q$$P1T=^(Z!MO_S4K12E?M[*F<:FD?._*&E8TO;D7*A:H?*N%
MN#JFT\J8PZ%:^1T);-\)G-&.4IID0]^R=W7R.Y72<1Q[-%"3Q4!7H"@0;!0(
MC I\*V1'/ZL;N;GLX)?H2\;*DL@.D52@;O86)$O1]!6)!>4I6F(N*-&V>\:,
M#A4BZ-YA.0J1_W:4Z*8[\4?>;K((LFPQ$$S1:[C1:VC4Z[ZZ_PE=UM5!5IVR
M7&G[F-=&S*%J##MW>6A90V^W6G23V98WLGQ_1PW(LL5 ,$6-T4:-D5&-V\<'
M]$@SIA/ &'FH )"P$!(60<)B()BBI6VU0T;K<[KV#1=(:U!:"$J+0&DQ%$W5
M>\LBL(VU=Z,W?=.;U'H?(_92$%XNZ!(M"4_D43S7=2ZOFPRJZVB;/+6QFY@+
M<;"<D+0(E!9#T50YG59.YYW.Y <&9V;&P545DA:"TB)06@Q%4[5M31?[DUP7
M&]1V :6%H+0(E!9#T52]6^_%-ILOX:\E*U><(,$0FV9TWO1WV6Q_S0;U71J:
MVI?5#4! LXU :3$4316Q=6ALL[G2:9#1_]#M*A-TAG.:O6I%!'5>0&DA*"T"
MI<50-%7IUL:Q_4]JGD'=&U!:"$J+0&DQ%$W5NS6-;+-K=+T2)VPV0U751DM.
MB\J1R- 49[A(]#UE4'<(E!:"TB)06MS0%&-??0VI$K8^DFTVDB:RGB9L7M36
MWYO+JC?VS*2#M>NZ1)[C:5ZLD+E&H+08BJ9JU[I.MMEVTFJW=LC1,UG0)-LC
M)*@GU="VA71']J@K)*C?!$J+H6CJ9_G6<7*,#L?XC@B=[4Y+V?N5[:GL[=+B
M6;Y.<U*($N$B14PL"-=I:\[I4&T;FJ*MV['50]!,(U!:#$53I6W-)<=L+KW3
M^95[#]74DT*>?>LT:66%=&@FH+00E!:!TF(HFJI^ZT4YSN=TB!U0?PJ4%H+2
M(E!:#$53]6[]*<?HAXPW=7EC)1>L>AV;.\5FZ,%B@YI3H+0(E!8WM(]VBIW6
M=G+,MI.NT?[GU;_1$U_M:9Y!32=06@A*BT!I,11-U;EUIIS!)S7/H/X4*"T$
MI46@M!B*INK=^E..>9[1WY[+9^8>K'=WWE 0Z$QE34+/UR2,0,L70]%4E5I7
MR7G'50*8#6;.XF#!NM.+ K^K5C?5H),J BU9#$53I6K=(\?L'LD7I> X$2O9
MP6G]/YRS55%7KL-FCIDS.UBTKL$TTGZZT23<4\M S2,HFBI=:QXY9O/(V,>1
MV^UY6<6.49C1G!;KSV]:[4 ])5!:"$J+0&DQ%$U=Q- Z3^XGS75R07TF4%H(
M2HM :3$43=6[M:-<LQWUP>GRUV;,P?+:'_R*KDD8#*UAIR4&+5X,15,U:4TB
MUSQA23:^Q^B."73/:;5>$EV1@LQH0JOMRA\L:5K-2)-OUIQQ,<=S@C*&]>VP
M.:^#A0,UCD!I$2@MAJ*IS\#6:K+/6DX&NYX,=D$9[(HRV"5EGS&QR6T=)M?L
M,'UX_KZ9<["^7L<Q&VK;X6XZ;8,=@18OAJ*IHE1VD'JD-0Q<LV'PP_X+?7&^
MHO!7DJU24J(CZ]1".<VR>IUYD:(CSSMUVB,"34A"\BGAFY6R=;)JS>LQDH5>
MDGIQ>E;-+IXAV907R>NF63^9XN2G\AW^&!W9,L?I=H[NP#KU_G:6!2M.+M_+
MMAET[PP0EAE)YW('E_)DELD3O!KMR;Q(,SJH^A6<Y7*H1^0 (E_BXO7WWX:.
M'?Q1(F7 \2CDG_7G3%FF2,;*L:.$R40IK>K$J4[1_M9"\)SP>;W&ORJ,'&Y6
M(FX=W?R.P%6]>G[G^,0^BVS-\4MW<!:Y ^T97YZI5['WVZS7/VAPB_F\^GB;
MD9DLAG4:#'J(KW\C8+TCV+)>HCYE0K"\WEP0G!)>)9#G9XR)MYTJ@\TO-8S_
M#U!+ P04    "  'A%!6$S?P! ,(   $<   &0   'AL+W=O<FMS:&5E=',O
M<VAE970V-BYX;6RUW6]OVE@6Q_&W8K&CU8RT4[ -!KH)4A/?:U^KS7:;3':E
MU3YP@I.@ 9RU33)]]VL3%W.IN0/5ER<-?WP^QNTYR2V_V)R]IMGO^5.2%-8?
MB_DR/^\\%<7S^VXWOW]*%G'^+GU.EN4S#VFVB(OR;O;8S9^S))ZNBQ;SKM/K
M>=U%/%MV)F?KQSYGD[-T5<QGR^1S9N6KQ2+.OEXD\_3UO&-WOCWP9?;X5%0/
M="=GS_%C<IT4OSU_SLI[W8TRG2V293Y+EU:6/)QW/MCO(]>K"M9;W,Z2UWSK
MME4=REV:_E[=4=/S3J]Z1<D\N2\J(BZ_O"27R7Q>2>7K^%^-=C;[K JW;W_3
MY?K@RX.YB_/D,IW_:S8MGLX[HXXU31[BU;SXDKZ&27U @\J[3^?Y^D_KM=ZV
MU['N5WF1+NKB\A4L9LNWK_$?]5_$5H'=WU/@U 7.H05N7> >6M"O"_J'%@SJ
M@L&A!5Y=X.T6N'L*AG7!\- ]C.J"T:$%X[I@?&B!W?OV+]=;=]#;/_FZ7_RX
MB"=G6?IJ9=7VI5?=6#?=NKYLD]FRFH_K(BN?G95UQ>3VPQ?UX>*CL-35C?@B
MKF\L<76C;I2XMGZUKLMIG*[FB94^6,538LEXEEFW\7RU?N0?%_^V;K+R1>;6
MY3S-DZGULY\4\6R>_U+6;IXM;U^FRSR=SZ9Q46YTJT1>/O;;M6_]_-,OUD_6
M;&G=/*6K/%Y.\[-N41Y4]=*Z]_4!7+P=@+/G /SD_IWEVG^SG)[CM)1?FLNO
MTI>RO+>WW#>77R?/QG)A+O^P>C2^>&DNCU9+X]X#<_FG^*MIY^&?56?&UZ[,
MY3*Y>V<YH[WET9\<>KS<M_=N.0*;.7 V<^"L/7??',39++XK6UTMBR1+RK85
MRV)6?+7^\['<TE)%LLC_V]:=;VR_G:U^NKW/G^/[Y+Q3_OC*D^PEZ4S^^A?;
MZ_V]K5=)S"<Q06*2Q (2"TE,D5@$8=IPN)OA<$WZY&,:+UN_-1O+CFU^$O-)
M3)"8?,.&:ZQ:O;Y,7'<P[O7.NB_;;=VRV6CLNGU]L[!E,WLPZKOZ9NK[S?KN
MN._8^F;1]YL-!IXW]C:;:>W3W[1/W]@^U5*@^C;]J[JZM=O:R%A^;!N1F$]B
M@L0DB04D%I*8(K$(PK0A&&R&8'":!<: ' X2\TE,D)@DL8#$0A)3)!9!F#8<
MWF8XO!];8!C+CFU^$O-)3)"8)+& Q$(24R06>=\OHX9#9SAH7_@,-VT]/'CA
MT_9_W MC^;'M36(^B0D2DR06D%A(8HK$(@C3AF"T&8+1:18^(W(X2,PG,4%B
MDL0"$@M)3)%8!&':<(PWPS'^L86/L>S8YB<QG\0$B4D2"T@L)#$U_OZ]',_S
M1M[.>SG0/K6VMGM-K-0[>.GCMJ8ZQOIC.QS5?%03J"91+4"U$-44JD64IL_#
M5LQJGV855+O4G)":CVH"U22J!:@6HII"M8C2]#EI8EC;&&3M7Q"9ZXZ> S1I
M136!:A+5 E0+:TW/PGHC9S>]0O<:49K>X4V6:IO#U,W*Z.J?G_JMG8ZFJJCF
MHYI -8EJ :J%J*90+:(T?1Z:<-CNGVAEA,;&J.:CFD UB6H!JH6HIE MHC1]
M3IK\V#8F<(:5$9H0HYJ/:@+5)*H%M::]+3,8.J/!SB_LH'M5J!91FM[A30AL
MFU/@[971H+73T3@8U7Q4$Z@F42U M1#5%*I%E*;/0Y,>V\,3K8S07!G5?%03
MJ"91+4"U$-44JD64IL])$S#;QHC.L#)"(V14\U%-H)JL-6_[?9EQ;SC<6<L$
MZ%Y#5%.H%E&:WN%-2FR;8^+ME9'7VNEH7HQJ/JH)5).H%J!:B&H*U2)*T\_5
M:M)EIW>:E9&#ILZHYJ.:0#6):@&JA:BF4"VB-'U.FM39,:9U^U=&YKJCYP!-
ME5%-H)JL-?VTK.'8WDFL G2O(:HI5(LH3>_P)B]VS'GQ9F44M?Z"M;GZZ#YG
MS\]E3]!ES]!E3]%ES]%E3])ES](]1;;L--FRXYYH781FSJCFHYI -8EJ :J%
MJ*90+:(T?4Z:S-DQ9G6&=1&:*:.:CVJBUK253&\P]L;Z2D:B>PU0+40UA6H1
MI>D=WJ3%CCDMWG[':-C:Z6AJC&H^J@E4DZ@6H%J(:@K5(DK3YZ')EAWO1"LC
M-'-&-1_5!*I)5 M0+40UA6H1I>ESTF3.COF4Y?TK(S131C4?U42M:2NCP6CL
MVKLK(S0M1K40U12J192F=WB3%COFM'A[931J[70T-48U']4$JDE4"U M1#6%
M:A&EZ?/09,O.^$0K(S1S1C4?U02J250+4"U$-85J$:7IET!L,F?7?$;S_HL@
MHIDRJOFUIJUEQL/^<.=J@P+=JT2U -5"5%.H%E&:WN%-6NR:T^+M<_9;?__:
M7']TIZ.I,:H)5).H%J!:B&H*U2)*T^>AR9;=$UT3VD539U3S44V@FD2U -5"
M5%.H%E&:/B=;5X?^T<M#L]>';KG6L>,YSLZ%;WQTKP+5)*H%J!:BFD*UB-+T
M#F_R8M><%V^_9S1N[70T-T8U']4$JDE4"U M1#6%:A&EZ?/0I,ONB2YF[:*I
M,ZKYJ"903:):@&HAJBE4BRA-GY,F=79_\+K6;LL%AP=C=[3SOLREV3^ZP]&\
M&-4DJ@6H%J*:0K6(TMXZO+OU26+5Y^-]BK/'V3*WYLE#R??>#<MYRMX^<N[M
M3I$^KS]<["XMBG2QOOF4Q-,DJS8HGW](T^+;G>KSRC8?_#?Y/U!+ P04
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M,_7RO*;3K2>!1 KJE@5;CG14NM&J2?:=4A2=]V+[?S M*I@6J9GV";_B14#
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MQ!,8TY]_LOO6+W69;)/,;9/,:XFLDO-NF?-N$_MTGDH<D9($N/U*%2I,YZ4
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MT!7+) A_>:-3&@29$O?Q3R%JE+^9-:R^_U"_S9/GR;R0E$[CX$]_S;9CPS7
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M^Z+3Z3YXP2W1DH1S#+32_?AS0HA)L VA7CZT),P\F7'&,X_M.5NE_'LV94R
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MFVT3X0-A_#\99PY\ZIRHZY^2;PCT_ ;RA[L':K]\_)A]G@%%J##0;J-WG(.
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M )6]A9H\R.<FCQ8T<29OXX)3<346<7P\NWN:O]X^SU_OP/QA\?ST<G_W\+P
M5V!1W%= EF :(2JF&].8\3A@LNEY<@MFHF&+Y%U@X/,,<Q0G[(N(E-?"@VM7
MX&4Q Y\_?0&?0)R!YXAL&,I"-M2Y )!IZ$&9[*1(UCR1+#3!/<EXQ,!=%N+P
M6$ 7Y!6^N<>?F$K%&0ZN@07_ *9AFAT)3<\/AXITK.IN6+F>=5)O/VW@G[_%
M-3#G.&7_=LU4(61W"\G%?\/6*, C3:QNAND6:^/??X.N\6<794]B1\QVQ6RK
MU,</1*YGE'1!%I%>'BD+TG8,#<=V#,,8ZMM# .40%P(X%8"C!)BGZR3&(9@2
MQL$$L;CSR2XTW",4US+\01-%.=B%*&Z%XIZ%<H_HN["05Y1L<!>,VP'C>+[K
MN0T8Y7 7PG@5C*=^L 3!%%'Z(\Y6IU&\%LJ58YK0;H HA[H0Q*] ?"7(XX8&
MD; J$(CB)RMQYP.FU/C5@M"3V!'NH,(=]%4$!WTR]R1VQ R-VH>-B\M@&=I8
M;Z)TM.I@V?.P8IH&M*S#GL<)'KPHP![*7"G2J'.>XUF#9JKMGL)%_8'ON"=2
M->M4S5[*6"G32-:T+*<UK^V>IF%9OFM9)Y*M+1\JW?7,,E6*-.J4Y;=FU6H]
M +;O>=Z)+&N3AFJ77J#D)_5'+?"KB[$OM6/<VM*ATU<-@CT9=LG]$?8/:_^'
MZA< 915JN_Z5;7?4H(\P?5B[/E3;_IEUJL/W;=NW6^OI(XP?ULX/U=9_=B7S
MNW!<K_D:HQ[N4IS:V:'21,^M=8/V:[_G-$EZM6O]8 >=8KK*/RPP4? V&2]V
MDU5K]?'B-M^R-]HG\J-&OC.O98HO(N(6KN*,@00OA:1Q[8F53HN/#,4))^M\
MG_Y&N-CUYX<11F(G+3N(ZTM"^/Y$#E!]ZAG_#U!+ P04    "  'A%!6\2):
MX#@&  ##,0  &0   'AL+W=O<FMS:&5E=',O<VAE970W-2YX;6RUF^]OVC@8
MQ_\5BYM.FW0KL9U VJ-(+>VT2FM5E;;3=+H7&3$0C<1<8MI5VA]_S@]B/()#
MPL.;0A(_7_MK/PZ?QL[@E<<_DCEC OT,%U%RWID+L3SK=I/)G(5><L*7+))7
MICP./2$/XUDW6<;,\[.@<-$EEM7KAEX0=8:#[-Q]/!SPE5@$$;N/4;(*0R]^
MNV0+_GK>P9WUB8=@-A?IB>YPL/1F;,S$T_(^ED?=4L4/0A8E 8]0S*;GG0M\
M-G*R@*S$<\!>DXWO*+7RG?,?Z<&-?]ZQTA:Q!9N(5,*3'R]LQ!:+5$FVX[]"
MM%/6F09N?E^K?\K,2S/?O82-^.)KX(OY><?M()]-O=5"//#7SZPPY*1Z$[Y(
MLK_HM2AK==!DE0@>%L&R!6$0Y9_>SZ(C-@*(LR. % %DWP!:!-#,:-ZRS-:5
M)[SA(.:O*$Y+2[7T2]8W6;1T$T3I,(Y%+*\&,DX,KZX?;IXO'F^>K]'-W?CQ
MX>GV^NYQC#ZB<3ZNB$_1B,5")@0:S;U8=CN+@T0$DR2]]&DE5C%+T)4\^>*E
M(Y*@]U=,%E\D'Z3*T_@*O7_W ;U#,OYQSE>)%_G)H"MDT],&="=%,R_S9I(=
MS<0$W?)(S!-T'?G,UP6ZTG-IG*R-7Q*CXA6;G""*_T+$(J2B0:/]P[&A.;0<
M!YKIV3OTGD[&)^A13L1D)3M]6G3K1T30&_/BJ@XSZJ6S_RQ9>A-VWI'3.V'Q
M"^L,__P#]ZR_J\P"B6G6[=*ZG:G3G5VYSAWTSQ=Y#=T(%B;_5GFV(3T#B6F>
MG=*S8QSN6T\.<"#>T+TTS_TJKV:!/"^J9M+(&-C25Z_TU3,VZVMVVV0^NGAA
ML?P90-_25B+!T=IQE56S)LZL(HQ1F-\"L(-\[ZW2NU&II?=^Z;U_P!1&O] =
M3W^YO(4\]X5',W3/DR ]4WD_--;5--6!Q+1N<<MN<:&FMPOI&4A,\WQ:>CXU
MIL)H%<<L$N6(5YG-%?J90@I;+T-KT'W9=&"LHZ4#;"DPL,#2>3SGL3#GL[FV
MIH,+I:;WS08T8:B<+I2@? .IZ;Z)\DT.SNM"8C.Q70>[MO5[>IOK:NM% 1=N
M1US.3N(R"S8>RF,P%U;0A<&H"X-B%Y2:[EN!%SZ8O&H4G-WHU292]Z% "Q^#
MM&I$[;R!R"Y1B^Y$K<92_0HIW;PB+=P.M9Q6J&6NK'%^'P.VL*(M#(9;&)2W
MH-1TWXJX\.'(A>N9RUA$?]"@2(JT(ZFJ;-V#I,RU-1TV*#6];Q1)$3"2(J D
M!:6F^U8D10XG*;)-4HYKT6V2JBK8L^U3:U?J*D@B[2 )6WGN>I&/9O*R8)7$
M9%9O/&3'(":BB(F $1,!)28H-=VW(B9R,#'5*!394HD1K4)U)XJ9R#&8J4;4
M+4"G>#R%B+T3F6J4>FLE:\U,I Z9B$(FT@Z9*F9R4WXRU]PXVX_!3T3Q$P'C
M)P+*3U!JNF_%3^1P?B+U_&0LHJ^,*'ZB[?BI-G7W@"ESU8V748X!4U3!% 6#
M*0H*4U!JNF\%4_1PF*+;C-1S>[W3+9BJ*'A*76SM@BFZL<1GAJGU8NE$WMS3
MA=3JA(1=USL&,E&%3!0,F2@H,D&IZ;X5,E$SM;0#C1K1]1.5OO&)2N&_H52O
M#C2H@BQJIIBM+&^*$V;]QIEPC"5!JK"+]L%F "A&0:GIOA5&42.N['=+=FMQ
MPEA$;YHB'6HFG9H$W0<:@%;F"H_'6.>S%5W9%MCV"U!8@E+3?2M8LHU0LE>&
M%A*;Z4<P=MW^%C54E20.=? N;+ 5W=AFNEGGZR_Y[^"W'4M39HG&(W.,E3E;
M<9)-P3(2E):@U'3?&_N@C%2RSX,6LT)CO^;V5.XQTKTI(K*/041FT<9V:QXU
M[;7/2/>OJ,C>CXH,+&2>X*!0!*6F=X:"(AL,BFQ0*()2TWTK*+(/AR*S1&/#
M>_.3K?C)WH^?3-1DSF50?()2T_=Q*GQRP/#) <4G*#7=M\(GYW!\,DLT-KR-
M6'W'.B5;A-7=V X?LGB6O260\OXJ$OD&\?)L^2;"1;;__K?SE_ALE+]/H&3R
MUQMNO7@6R#1?L*F4M$[Z\J<ESM\8R \$7V:;[K]S(7B8?9TSSV=Q6D!>GW(N
MU@=I!>5[&\/_ 5!+ P04    "  'A%!6(=] W50'   3,P  &0   'AL+W=O
M<FMS:&5E=',O<VAE970W-BYX;6RUFVUSFS@0@/^*QM>YZ<TT-7H%>HEGTJ2]
MR\RUETG2WF?JR#%3##F0D]Z_/V%3"Y!8L$V^),;>778E[3Z2$*?/6?Z]6$JI
MT(]5DA9GDZ52C^^FTV*^E*NH>)L]RE3_LLCR5:3T9?XP+1YS&=UOE%;)E'B>
MF*ZB.)W,3C??7>>STVRMDCB5USDJUJM5E/_W7B;9\]D$3WY^<1,_+%7YQ71V
M^A@]R%NIOCQ>Y_IJNK-R'Z]D6L19BG*Y.)N<XW<70I0*&XFOL7PN:I]1&<JW
M+/M>7ES=GTV\TB.9R+DJ343ZWY.\D$E26M)^_%L9G>SN62K6/_^T_G$3O [F
M6U3(BRSY)[Y7R[-),$'W<A&M$W63/?\IJX!X:6^>)<7F+WJN9+T)FJ\+E:TJ
M9>W!*DZW_Z,?54/4%##K4""5 AFJ0"L%N@ETZ]DFK,M(1;/3/'M&>2FMK94?
M-FVST=;1Q&G9C;<JU[_&6D_-+C_<7'T]O[OZ^@%=?;Z]N_GRZ</GNUMT@OY>
M+ JI5)P^H&R!+F4>/T5EBZ/S0G]?H"B]1W_%T;<XB54L"_3Z4JHH3HK?M.Z7
MVTOT^M5OZ!6*4W2WS-:%EBY.ITH[7-YV.J^<>[]UCG0Y)^=O$<5O$/$(<:A?
M#%?'3?6I;J9=6Y%=6Y&-/=IA;QNY*XRM'G/KE9GXKGB,YO)LHE.MD/F3G,Q^
M_04+[W=74",9:X1(=R%2R/KLCSPK"G2^RM:I.]*MNK]1+TO$TXPRX@EV.GVJ
MQV"+8=^COK<3:WC'=MXQL -JX\WE&QNS%T8RUHB3[^+DQ_7"5EW4FI=X#/ND
MU0NV6!!@3GUW+XB==P+T[N-:K77,:)ZE*M=EV.DA:&+?OAC)6"-:?Q>M?V#2
M^V.&.)*Q1HC!+L3@N.$66..(4NR'K=%F2X4>"=QC+=RY%L)C+4ZC=!Y'";I*
M"Y6O]03"[6)HW?R$,-PN2PZI;A^Q9QCJ@5Y>1,42Z8E$$BF91XD3=)YU:Z_E
M'"C2]*Q&=PQZ]EE/!(&.K;0;/>OY@K<]L\6Z/#,LQ3!,>VHY'A6I8UEKQFJ@
MBH^D:J5?;V",0]S.,)<8"3%E'9UAN(I!G U/L\I.7YZYQ(!$,US$,!B'))H-
MO9.0>]:0=HAAXF%/=/AHZ(AA//:EG.@O!)!(TRM#,0P29':]SN=+O=S1U%ZM
M8M7=P:-2;2QKS: -UW!P(+LQ2,2]PQS)6C-,PT@,0[*_O-C<PP%MSQ9=4GZ-
M\LTUDX$C@>$XN+:0?D2"(DW_#"()C,@!-85 _*L\&XQ(4EMN@ECJJR25=D^O
MNJ2Z>]4@C=!C\$U (.Z](A[)6C-60T<"T[$WOXB-.R:L$6(+!5T+8F*(2& B
M#L\N&WB6AY!(TS]#0P+3<$AV]1,1%&EZ9HA(8"+V99<_I$]MH>X^-=@B\'KL
M*M5M)0N%<MUHJ'B.'HLW*%)H$<4Y>HJ2M70Z/"K2QK+6; *#-!(>NM4&LG#O
M,$>RUMQL,VRD,!O[M]MLX%'JU2:IU78;>)M#PS (I3!"!Q<A:E-2+Q\$:<_.
MX?L=&H\!+X7!.Z!H41NK[>( W^30(&H[N?"BLZ>^47LM&=  MV-X"?)20UYZ
MU(8O'77'=RQKS5@-R>F1F[[4QC/V I]8>^^VG,]\CW:L;*EA.>W9^!V<YC:N
MW6D^&.O48)W"6!^2NS:U]=J?6V/?(>;[PNO8/J>&[Q3F>U]FVANI 0E8T';/
M%A,B9*1C:D\->RF\G+2G'^4#UR%3$-CPWOGX$FQFALW,.W *PD:B;?6@Z278
MS0R[&<SNWK+#;&83+L*PG2X..>QQ'W<]\S,T9C"-!Y<=UL]D4*3IGP$M@T$[
MH.(P&[:69Y!(T[/:XU)XX=I3:)B](G7WK"T']JQ!'H.1=_?^'-WO3A8,J3"P
MP;U3;R1KS? -3YDXM,*,^OAT+&O-, V1&4SD_@IC@Q;['F\O<AQBG(B0=HQ"
M@V,&XWAX?;&)>X)%X+>G-2XY&O@=\R]FP,Q@, \I-/8>KE5H()'F<07#2@ZO
M8WL*#;=7L=A::CB$6!#@CMD6-X#C^)@U!!]IJ5D%\1(+5VY0R6%4]A\<L?DG
M0N*WQXA#C(:X8P!S0TH.DW)PIG$;ALY,<\EU9QHWX.0P. =D&K>A:+6BXRDH
MZ\JUVMD@&)I]N6:O_CBAH=5R@_=ZN>$9[]GKS>5]K.I$=SHX*MO&LM8,V;"-
M'WHZB(_Z('4L:\TP#2+YD2>$8/V]H[4!BK'H&I^&GWRDPT2PG;VC<9PZXEW%
M5!CFBJ,/'<$6]CZ%-_CAJS!P%D>=3X*U]P[ 7J$*UG%V1ACFBJ,.,HE1#S*-
M9:T9JP&X./(@DW"<4*)^V#[(Y!#CM0EATSM#;3'2*2;1SVZ'")"T!M[BZ -,
MPG6 B5B+<I=8[>!>T[_:T=ZC#B]5VO5SW8Q[[9U)AU2[4$QK;RR4KXM\BO*'
M."U0(A=:QWOKZ^CR[1L8VPN5/6Y>8OB6*96M-A^7,M)3C5) _[[(,O7SHGPO
M8O<>S.Q_4$L#!!0    (  >$4%;B)MYK6@,  !()   9    >&PO=V]R:W-H
M965T<R]S:&5E=#<W+GAM;*U636_;.!#]*X2V*!*@B3XC.:DMP+&\6P.;(+"=
M[&&Q!T8:6T0ETDO2=MM?WZ$DJ[8C&SGT(I'4O$>^&<Z,^ELAOZH<0)-O9<'5
MP,JU7MW9MDIS**FZ%BO@^&4A9$DU3N725BL)-*M 96%[CA/:)67<BOO5VI.,
M^V*M"\;A21*U+DLJO]]#(;8#R[5V"U.VS+59L./^BBYA!OIY]21Q9K<L&2N!
M*R8XD; 86$/W+@F-?67PPF"K]L;$*'D5XJN93+*!Y9@#00&I-@P47QL805$8
M(CS&_PVGU6YI@/OC'?N?E7;4\DH5C$3Q#\MT/K!Z%LE@0=>%GHKM%VCTW!B^
M5!2J>I)M8^M8)%TK+<H&C"<H&:_?]%OCASV &YX > W .P8$)P!^ _#?"P@:
M0%!YII92^2&AFL9]*;9$&FMD,X/*F14:Y3-NPC[3$K\RQ.DX&4\G+\/YY&5,
M)H^S^?3Y8?PXGY$K,EXL,#1$+,B$:Y"@-)E2#62VI2M%,&(CP94H6(:+&9EI
M?.%MT,H@1J+$.YB;R[$!Q*>B!'+QMU#JDEPDH"DK<'1%GF<)N?AP23X0QLD\
M%VM%>:;ZMD9AYGAVVHBXKT5X)T2X'GD07.>*C'D&V2&!C1YIW>+MW'+OG65,
M(+TFOON)>([G=1QH]'ZXVP%/W@]WSJCQVR#[%9]_DD^R#=5U,)26ZSI2Z&SR
M!;(EXTLR-/G'- -%$J;20JBU!/+O\!7-,3?_ZPI*O6G0O:FI5W=J15,86'@9
M%,@-6/''/]S0^=SET-])EOPFL@-G!ZVS@W/L\2/6:K9+&;SY*\'1VR8MVE5I
M$DF91.IR:TT?5?2F:F]B/PS=$._19M]A;\VNO"AT ^_0+NFR<Z)>%+5V!S)O
M6IDW9V5.@1;L!Z;^7]A;5)W=@%F-E6$.$BL5K>KZB?IQX5YV2:^W# _.&H:!
M%QUI[[!S/3_T@]LC\5V&MVX4>KUN]6&K/CRK_IG+G?YEK;_XI?^=<0[?QCGH
M.9'3.Q+[ULYS;WM!+SS2^M;NZM8);GSO2*J]URU*D,NJZRJ\JFNNZPK9KK:-
M?5CULZ/U>VSX=7_^15/_+3Q0N31>*6"!E,YUA'&0=0>N)UJLJI[T*C1VN&J8
MXT\+2&. WQ="Z-W$;-#^!L4_ 5!+ P04    "  'A%!6+/+==?0%  !B)@
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M-+]<DTAN#"I /E]2*AYOU!=4Q\HF_P%02P,$%     @ !X105KFDL/MO$
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M>UD]_<YW(XHZO&55-MO_DZ>=K3<CRX>FK=:[@X4'ZV+S_&_^SXX)Y0 :'#G
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M2*=C7T[].L^^,\\)>]&':X=GFD&?: 3'"+/E7(IBO)5-<!ET@_U=P-GX!X<
M!\W1&#CA9OO=KQ <>;MT2&WHRFP@<! G4)8T04N6Q!<(:G#8.DP\Y1*M:9);
M^Z)*8GMD0D)L$[*J&>[LGGLU=U&W7 #^1%0:13)G374K)CZ<IR1L'T(>UH,!
M[1U%) TB<2).8<=(\]2:FS/RU(/X7&J[G(W[P.>R'_BL_N-<:KO8C0/!;@M2
M[$3WF=(R-\07:%H>VV]6<K<61F^,2BND,_"CD(UYP6Y7,*6O1^>P,_+DP3R3
MVBYG8UEP>*XY?"8?4F%_AJO!C:W!;E]SVAQV:[6*.6QUGN[(CU(VU@:[O<U4
M2+TP-F$&TMP<-JBX/5!H+-*4:W-DCN$PXAK=@;E+C+W[!_T&*L;EE5^L'>)L
M]N2I<":UW4YJ?!7NGVL%G,DD5=B?8;E(8[F(VW)5XSZOQOW"7'68'0^]" EB
MVY;?UA?DT$MU;$[*G<6IE/[6]4O*Y**XE5)@D^!?K/(6HWY;WWQ=%_<]>^]O
M\-6XO+]J9,KKM"F5"YXIE+ Y2 :77=B?97E#51:T6!67/"]":Y$6CTM&8R9-
M!?@^%T*_%TP#]3WAZ%]02P,$%     @ !X105O(/T4\S#   ?'<  !D   !X
M;"]W;W)K<VAE971S+W-H965T.#4N>&ULM9UM;]LX$L>_BN!;'':!;<UG4KTD
M0)ONWO5%>T7:WKY6'34QUK9RMM)L@?OP)]FR28KB.!1&^V*;A^%?''*D_#PD
M1Q=/U?;/W7U9UME?Z]5F=SF[K^N'5_/Y;G%?KHO=R^JAW#2_^59MUT7=?+N]
MF^\>MF5QNV^T7LT9(6J^+I:;V=7%_F<?MU<7U6.]6F[*C]ML][A>%]L?;\I5
M]70YH[/C#VZ6=_=U^X/YU<5#<5=^*NLO#Q^WS7?SD\KM<EUN=LMJDVW+;Y>S
MU_35->6\;;$W^<^R?-HY7V>M+U^KZL_VFW>WES/2=JE<E8NZU2B:?[Z7U^5J
MU4HU'?EOISH[7;1MZ'Y]5/]][WWCS==B5UY7JS^6M_7]Y<S,LMOR6_&XJF^J
MIW^5G4>RU5M4J]W^_]E39TMFV>)Q5U?KKG'3@_5R<_BW^*L;":<!%9$&K&O
MGMN =PWV(S<_]&SOUMNB+JXNMM53MFVM&[7VB_W8[%LWWBPW[3Q^JK?-;Y=-
MN_KJTV_77VY^>YO]_N[#ZP_7[S[\,WN1W90/C]O%?3,XV>N[;5DVTU;O]C]O
M V.YN<O>%_7C=EDOR]VO63. JZ(NM\4J^_SCH=QEQ>8V^V,_?.5M]OI[\YN[
M,KMI3+*?WY9UL5SM?FG$OGQZF_W\TR_93]ERDWV^KQYW3;O=Q;QNG&J[-E]T
M#KPY., B#KPM%R\S3G_-&&%LH/GU\YM3O_F\&<K3>++3>+*]'H_H#8[=JR&W
M#CIB6*>]?5_M'HI%>3EK[L]=N?U>SJ[^_C>JR#^&G$02\USF)Y<YI.ZZ7)Q<
M'O+X(*/W,NWSY?N5S"5E,M<7\^^N-P.&0JM<"7XR]'HJ3CT5Z>,P&*J'P8F.
M]YO#=2AUNDA>$L'RGB?#=H3J84?DR1$)#OGUS>?!$09;I<84DICGH#HYJ)!N
M(X7I,I*8Y[(^N:QQ;B,=W!U"&97+7NB%9E0K(<EPY)E3+PW8RP_5YL7KNW*S
M^)&]K[;U77/#O'A3+/YL[I]/Y:+[HS#4:U V=9Z0Q+P1R$\CD".%9H[I,I*8
MYS(EEA((3G!V.LH).T8H9XKVPG/ ,->:*S4<G]0!&GJFJ[OE;=.]90,DZRY$
MLU55;(;["XJE3A*6FN^Z90^*!1\4E3ZPU'RW+7]0) #I=-R8T]0H0OJQ&=I)
M(IL_VY'8M/Q!00"Y&O7DA#63YPI)S1\!"RY48H4H*LQ@J?EN6YRA(#HDA*@*
M0T\:*5G.^T$Z8,DT$SF+4#*U)$)A%+FNUNMRNW"?H"^^'D)U!X<JJ)L\9TAJ
M_BA8TJ$&*U11X09+S7?;X@T%42(A5/,@ (546IA^H(9VW,B<1,*462AA,)30
M[+;X,?C1&FR7_-D:2<WWTO(,HU@9!526P5+SW7;R*" T/#\,.QWW@T[_[SEH
MXO?/0@<#H0,QE]!=J 7BN >@C>^"I1$&T\C^_LG^E\6R"7#SY'B: CR8!0^&
M!1X,%3RPU'RW+7@P)/#H=,#;"#+Q^V=1@\&H<8S!T7D%6#]YMJ9 #F:1@V$A
M!T-%#BPUWVV+' P).5B($D&00B9^?MN"!G\&:#1!FI9:@$53IPA+S1\"2R$<
MBT(X*H5@J?EN6PKA2!32Z4"1"9KX_7.67N#4QS$R1STZ8>WDF4)2\T?"P@P7
M6 &*BC58:K[;%FLXO!+T_ "5YP,4,O'[9_F#P_QQ8LRQ*058/WFVIECAX99V
MN,8*4E2LP5+SW;98P^%%H^<'J3D?I)")WS_+'QSF#Y;55<;R-E2'NX6ZDH.E
MYB^!6Y@1!"D&!2K 8*GY;EN $>>6A9X9@YV.^RF'4\$4#3*P Y9,$\J%%I%]
M"I8[Q(@EDW$[%5ADJT)_TT7$D-"8,Q92! PI[NT%I!M@E>1PFP)'A+/3! M'
M!"J.8*GY;EL<$4@XTNEXVQ-R3E2P@6; CG/)9"0H+9@(&$QZ03DZ_P!?)GGZ
MIN 38?E$8/&)0.43+#7?;<LG HE/1 @?D@G!63]J0SLFE":1;5_"DHIX/JDD
M)R1@[>0YFP)CI,48B84Q$A5CL-1\MRW&2"2,Z73\C3@DY_U]. -V$9Z6EEXD
MG#7I1>FHYRI\B>19FV*'BK0$)#E6L*)"$)::[[:%( DO,#T_6$6X1$R:!RN1
M_8]_ Y9,"2X%,9&H=?;4PNS2Q]2Q&0OX,LE3.,7ZD;28)+$VXDI4$,)2\]VV
M("21-N-V.GX\<DV#QVQH1W-M>.3#E;3L(F%VX:0-6QE/7L#MD^=EBI4B:?E'
M8FV^E:BP@Z7F;X:WL*.0MM]V.EY*@E&BI;.O]N#1@"4EC#(A(_MRE&44-6)1
M9E3RHKM0D+R@_3U&$4-"\X@SEF44S#+>_05D+V"9Y(,(4_"*LKRBL'A%H?(*
MEIKOMN45A<0KG8YW\XA<\WZ&<,".&R,C#WUE447!J-(/RM'9"_@ZR=,WR9$A
MY\P0VJ$AW%-#4["*LJRBD%A%A0RB.%,ZB-H!IM&$ZTCV0EE640FLDIR^@,63
M)VT*D%$69!06R"A4D,%2\X^X69#12""CP^-!_8^" R94YCQVPDU;?M%PCJ4?
MIJ.>K/ U4J<-2\T?$0M!&NM@D4;%("PUWVV+01KI8)$.#PPU*$V(UD'0AI:Y
M%MQH%HE:"R\:AI< 5,?F+^#K)$_A% M2VI*2QMKVJU%1"$O-=]NBD$;:]JO#
M4T3-9T">!W$;VL6>L\Z!9QA<U#YB33QU ;=/GI(I%IFTA1^-M;=7HX(.EIKO
MM@4=C;2WM]/QJCXPQ0@+#K:'AJJ!4RXB?&HLG9@1BS>C$A?=A8+$A>RO;T<,
MHQ4BC*48 U.,=W<!B0M8)OED_A2@8BRH&"Q0,:B@@J7FNVU!Q2"!B@E+J_2?
M] ,F@NC(T6=C\<3 >-(/Q_&%)%#Q!$O-'Q6+)P8+3PPJGF"I^6Y;/#%(>&)"
M[-"&Y:3_-V' CLMVUUXD;"VCF 1&24Y9P.+)DS8%P!BG\@L6P!C<8B]3 (RQ
M &.0 ,:</YP$FOC5:"RTY'!*I1^AHQZJ\#62:]5,L4<FM^238YU5RE'9!TO-
M=]NR3XYT5BD/#R()08D($L$#AHHP:F(IMMP"2PX#2P"G8Y,5\'629W"*]:?<
M,E*.M6DX1X4@+#7?;0M!.=*FX3P\H*2,$OV=[ -FL8"UQ)+#Q)+O Y;2>+("
M%DB>DBG6E'*+/3G61N <%7&PU'RW+>+D2!N!.QUO85=I$U22&K 3AHF<1G:K
MY4X5NA$K-:-R%=V%^BD(:?J[FB.&A$8VXU/BUI>#*<:_OX!TQ1FAY&([6'(]
MSYUR=02+5HY*:*Y/4JV.,,=U)&(Y"GD;+I@T85&L </(LY\2I\ <@7$EB,[1
MV8LS5TJ?PRF(I6%!9VBPF.6HA.;Z%-1"B5/*CB!QRU'(2V-P)L.:F*%=$^8.
ME_?ZZM2?(RG\DIS(.".?/G=3X TE3H4[@@4X1R4TUR>I:D><LG8$"7*.0EXX
M-L M^WM)APRC3UVG$!V!,R]!S(Y\XJ)NH$&3ZY6W=5")8IU\HG!5WV37L>1Z
MKKNE?9%./QV%H&3<D(TPE'$1XUFW$B]<\W: 9T?7U$2NU3M-L5ZW6B_%VEQ,
MX<*_Z:Y/ DMN^=\S]7\3XE<\(WXAFUX?':J!2^%>_;OYZ @F.LX(I,_*)*5Y
MW=J\%&O?,(7+_*:[/@D&N85^SU3Z30C(\'T"7.2$!I_ !@P5%U3(6/5LMR+O
MF-JWHY(>QROUDQF*:^+\%Q!ZI!EAD?T:U"V\>Z;RKG?G02D06"<]"B<A&J>.
M+V5H1(-;VA=-KN>Z0S1P&=V$&Y"%U6:"OPB@3:^/#LN<*<7;C\OQR0_X0NFS
M-PG*.#6 *4-#F3'EA"'7)T$9IW8P/5,\."%PGX$R S:Y8B:6^'#*_E*XP&X0
MO(EY#]QBP&ARO>%P6(>AL0Y<63C=]4E8QZDT3,^4&DZ(V/  U##K#!I*%44=
MIQ(PA6ON!G$[\H&+^V:"2>H$4Z=0,&58QZ8H7',XW?5)(,FI04S/%"%.>,O-
M^;-30S92-Y\H161ADCJE@BE<E#?DV-&I#]Q:PFARO9%Q2(JCO: )+DR<[OHT
MKVARW]&$]I*F\WN4AVRH,6[YN$-'Y\Z;4=OWTKXOMG?+S2Y;E=^:AN1E>TQG
M>WC3Z^&;NGK8ORSU:U77U7K_Y7U9W);;UJ#Y_;>JJH_?M.]?/;UP]^K_4$L#
M!!0    (  >$4%:/JVYHO0(  %D)   9    >&PO=V]R:W-H965T<R]S:&5E
M=#@V+GAM;*U676^;,!3]*Q:KID[JRE<@H2-(:=)V?5A6)>OV[))+0 7,;)-T
M_W[70%BR$EJI?8F_[CF<<WT=V]\R_BAB $F>LC078RV6LKC0=1'&D%%QS@K(
M<25B/*,2AWRMBX(#756@+-4MPW#UC":Y%OC5W!T/?%;*-,GACA-19AGE?RXA
M9=NQ9FJ[B46RCJ6:T ._H&M8@KPO[CB.])9EE620BX3EA$,TUB;FQ=13\57
MSP2V8J]/E),'QA[5X'8UU@PE"%((I6*@V&Q@"FFJB%#&[X93:S^I@/O]'?MU
MY1V]/% !4Y;^2E8R'FLCC:P@HF4J%VS[%1H_CN(+62JJ7[)M8@V-A*60+&O
MJ"!+\KJE3TT>]@#FX C :@#6:P%V [ KH[6RRM:,2AKXG&T)5]'(ICI5;BHT
MNDERM8M+R7$U09P,EE?3^\75C%S?SB?SZ>W\AGPFRWI'"8O(#6="D$G&RER*
MLUV'?(\B@15&\Q698[N;1L "BI*',2:63-8< #>\CEO !CC.=@:<SD#2)!6?
M\.OWRQDY/?E$3DB2DQ\Q*P7"A:]+=*LTZV'C[+)V9AUQ-H/PG-CF&;$,R^J
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M9B QH>)4!;U%)A()YB "4ZHBM)49U0DOJX3.CH0SB ;(M<^08SE.AWRZ7[Z
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M,>8#NB*)G%E2%F,A7]F3SE>,8#]5BB,=&8:CQSA,M,DX'9NSR9BN110F9,X
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MH:1)++OPSEX$7:57P(]4"!JGCP'!/F%*0,XOJ0Q1_J(6*/[M,/D74$L#!!0
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MYGL"I=U@WD^$T*\3>T#UA=+_%U!+ P04    "  'A%!6B;3 UI<$   ,$0
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MNM<T9^K7!+B>H)Y/&).;CGY!\;,3_@-02P,$%     @ !X105N;/[;1- P
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M_=$]9N:+!*5=8-ZOA="'@4U0?^/$_P-02P,$%     @ !X105H6T+;;) @
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MT539+PUG1?)3)_;2JGLZ>^_,(R%BD9].213Q+%7;NF_96IZ W>0'10?MW>O
M[=;V]'1/?FAF[UQLC]SNL%A0_5",S+4[I]73THGM*=;V1O%5?NHRXTKQ)+]<
M$AP380;H_CGGZO7&."C/$D?_ %!+ P04    "  'A%!6C%/0WG0#  !=&
M#0   'AL+W-T>6QE<RYX;6S=65%OVC 0_BM1NDZM-#6$M(&L@+0A59JT397:
MA[U5ACA@R7$RQW307S]?;$*@OHKV886!2NP[?]]]/I^36!U4:L7IW9Q2Y2US
M+JJA/U>J_!P$U71.<U)=%"45VI,5,B=*=^4LJ$I)25H!*.=!M].)@YPPX8\&
M8I'?Y*KRIL5"J*$?AHW-,Y=OJ;;&E[YG^,9%2H?^P]G'WXM"77_PS/7DT\E)
MYZ+S<'Z]ZSFSKG,_<!)?[4&,TF*D\5YJ7Y*+4O>VJ>OAIYK( $\Q6-\!TU$V
M2.A@X,0-[K3!F.!>!P%OA49C]\+]4OEB+E%M7:>VEC ,&"&3VDX)"K_$X+L$
MEB*PNV0TR JQV2R1;PPZ!LFI]TCXT!\3SB:2 2HC.>,K8^Z"85KP0GI*[U(=
M- 1+]63<H>G!!K8\.1.%K&.;".9W8H?O.-8]$,@X;P1V?6,8#4JB%)7B1G?J
MP;7QF<NS[?M5J17.)%F%W2M_ Z@O.LBDD"F5FYN&OS:-!IQF($>RV1RNJB@#
M<"I5Y+J1,C(K!*DUK!&VH6FGE/,[N+O]RK:XEUEK]>IZ%DU3"[)-0V,ZP-]F
M,]QMVOZ;>+V2/1;JZT)/1]1]*'1Z*VG&EG5_F34",/809R=ER5=?.)N)G)K)
M[QUP-"!KG#<O)'O2T:!4IMI I>\]4JG8M&WY(TEY3Y=J74[+#-?</4+-_S;/
M,RJH)+PM6M?^(6?YS8KMV\![:*YO*[N*G2*CWN%KM&\_ARXR/GR147+X&NV[
MXZ&+[!^#R&-8[MZ[W=E?(S(\!I'=8Q 9'8/(PWQR!_;MO'4$V#H -%8/#EI#
M_R<<WO@FJ#=9,*Z8L+TY2U,JGIT#-+TB$TZW^?7XE&9DP=5]XQSZF_8/FK)%
MGC2C;B$1=M2F_1VF%\;-*4_'8B*E2YJ.;5?.)G73TPT=U7X L.NYJ3]N#X8Q
M/K<'?%@<3 &&,2@LSO\TGSXZ'^/#M/6=GCZ*Z:,8@W)YQO47B^/&)/KCGFF2
M1%$<8QD=CYT*QEC>XAC^W&R8-D!@<2#2ZW*-KS9>(2_7 ;:F+U4(-E.\$K&9
MXKD&CSMO@$@2]VIC<0"!K0)6.Q#?'0=JRHV)(EA53!NV@W%/DF >J$5WC<8Q
MDIT8ON[UP79)%"6)VP,^MX(HPCRP&W$/I@ T8)XHJI^#.\^C8/V<"C;_4!C]
M!5!+ P04    "  'A%!6EXJ[',     3 @  "P   %]R96QS+RYR96QSG9*Y
M;L,P#$!_Q=">, ?0(8@S9?$6!/D!5J(/V!(%BD6=OZ_:I7&0"QEY/3P2W!YI
M0.TXI+:+J1C]$%)I6M6X 4BV)8]ISI%"KM0L'C6'TD!$VV-#L%HL/D N&6:W
MO606IW.D5XA<UYVE/=LO3T%O@*\Z3'%":4A+,P[PS=)_,O?S##5%Y4HCE5L:
M>-/E_G;@2=&A(E@6FD7)TZ(=I7\=Q_:0T^FO8R*T>EOH^7%H5 J.W&,EC'%B
MM/XU@LD/['X 4$L#!!0    (  >$4%;&R@<(;@<  *U!   /    >&PO=V]R
M:V)O;VLN>&ULQ9Q;<Z)(%(#_2I=/,P]9(R+"U&2J"!*'&@07T)E]VB+:QJY!
ML  SEU^_#<;)::.G]N7H2Q+1D,^^G*]/GS8??Q3E]\>B^,Y^;K*\NNNLZWK[
MH=NM%FN^2:N_BBW/Y3.KHMRDM7Q8/G6K;<G39;7FO-YD7>WVUNAN4I%W/GT\
MW&M:=N&#HN:+6A2YO-A<F O^HWI]OGG(GD4E'D4FZE]WG?;GC'?81N1B(W[S
MY5WGML.J=?'C<U&*WT5>IUF\*(LLN^OT]D_,>5F+Q9O+<0.9I(]5>Z5.'Z-4
M@MQUC%MYPY4HJ[I]17O_5#(^<_GB_:-=73R(K.;E**WYN"QV6Y$_-;>1[Z(+
MWD;;#H?O^T;\4/Z?9BQ6*['@HV*QV_"\WK=CR;,&,*_68EMU6)YN^%W'">=N
MQ*;VV&W>E/PKWG+_!FM)!IJK_"#D$Z6W;!GI>.S9R$N8%SR$T<1.O#  6!J"
MI=%B.6$0A[XWLA-WQ.)$?INX01*S\($]>($-(/L(9/^*D/]J %)'(/6K03KA
M9 H@!PCDX&J0<1(Z -) ((WKM:0=?P:00P1R2 LY<F,G\J;-3&[ [F>Q%[AQ
M#.!,!,ZDA;NW8Z]MKVGDQK+MC@..A:!9M&BQ-PZ\!\^Q@X39CA/.@L0+QFPJ
M.]SQ7-A^O5LL6M_28C;!+W \VY<A.TZB63L"(1RJ$F*7Q*XSB[SDJ+DPB_2(
M->*'=J# 8+;H$>MB$D;)6(J?Q6XTEZ-*#J_(&W]6^P\S18]8%7,[\NQ[WY5C
M*W'E#$V8'%UO^A/31(_8$[$MZ?;FFKA1.P\B5WYQVW#,("8FBAZQ*0Z8$V\T
MDC]-[.B+FS#?#49M3(&8F"IZY*Z(O+F,P7/W7#3!7-$CEL6#[45L;OLSV8"N
M'<\B]PT>YHL>L3#&83CZZOD^LX-1,V'L8.PU<\>.8U>AU#!?:,2^:$.R7*Z\
M>",80S#,%1JQ*QQ[ZB5RYC;+NR\0"DTZR'41C&]DZ)OLL62W.DT$E/-CZMM*
M9H1Y1"/VR)_H+/'"B7L8@"\1^QO$Q&RB$=LD</\0OO/#.'[/IC+S;2*W7)HJ
MRV4-4XI&K)07Q,3^IFA.P_RA$?LC\N(OTAJ!7"PT,0]B8;[0B'T1N7Z;^TSM
M*/F')9%<6]E.LX17&@YSAD;L#%^*PFW'F)?LD[-F<LC$K5G,N\H,QMRA42<;
ML_O8_7LF 9D[/Y):']-%GUH76!:D[&CT,7GTB>5Q)LEE[Y)4@E00$]-)GU@G
M)Y.U ^1[2(EN8A'KY#5K.XF&*:1/K) V?3M)A1FC3VR,LWG<GA1B8A+I$TOD
M?#;7<D),3"K]JR0A)SL=,TO_.MG(J9"#F:5_U:P$)L@ZYAG]TFG)J?[6,<7H
ME\Q/3M)A9M&)S8*F &KE 5.+3JP6- 50,=$*";5FL%6CBHEY1R?VSME5SXC7
MJ8#>T3'OZ,3>.;G)?X!4IQ#F'9W8._A2MP\Q,>_HU-XYN8:\8?%NLTG+7Q 3
M\XY.G=&\+B)O6)"69=K4W__T.JPR8MX97,([!\R7)F3%BD6\$DN>0TQ,/H.+
M%5(DYK0HZU61B>)D:V(6&A!;2,%TBLVVR.4O-.UI/_%\ 3$Q"PTNE^#<L*]<
M/*UKOF3V,R_3)\Y\B(E9:$!L(05SEI<\S9KC,LPOJDH. HB)5NJI2S 0,SI
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M   :    >&PO7W)E;',O=V]R:V)O;VLN>&UL+G)E;'/-V[UNXD 81N%;0;Z
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ML\TF +VCZAT!>D?5.P+TCJIW!.B=5.\$T#NIW@F@=U*]$T#OI'HG@-Y)]4X
MO9/JG0!Z)]4[ ?1.L\V" +V3ZIT >B?5.P'TSJIW!NB=5>\,T#NKWAF@=U:]
M,T#OK'IG@-Y9]<X O;/JG0%Z9]4[ _3.L\W> +VSZIT!>A?5NP#T+JIW >A=
M5.\"T+NHW@6@=U&]"T#OHGH7@-Y%]2X O8OJ70!Z%]6[ /0NL\,Z +U-,S^N
M\YU^C]/GH1MO15_K6<!W:CU=[NUNOW]=?EV<'1%JKD#7]QGCTU]02P,$%
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M[:MV>,G/EO\NWOP$4$L! A0#%     @ !X105@=!36*!    L0   !
M         ( !     &1O8U!R;W!S+V%P<"YX;6Q02P$"% ,4    "  'A%!6
M[&R"!>X    K @  $0              @ &O    9&]C4')O<',O8V]R92YX
M;6Q02P$"% ,4    "  'A%!6F5R<(Q &  "<)P  $P              @ ',
M 0  >&PO=&AE;64O=&AE;64Q+GAM;%!+ 0(4 Q0    (  >$4%::O1WT8 D
M !-&   8              " @0T(  !X;"]W;W)K<VAE971S+W-H965T,2YX
M;6Q02P$"% ,4    "  'A%!6PZOL]D8"  "T!0  &               @(&C
M$0  >&PO=V]R:W-H965T<R]S:&5E=#(N>&UL4$L! A0#%     @ !X105I:\
MHSWQ"   P2(  !@              ("!'Q0  'AL+W=O<FMS:&5E=',O<VAE
M970S+GAM;%!+ 0(4 Q0    (  >$4%:YEN4D/ <  .(E   8
M  " @48=  !X;"]W;W)K<VAE971S+W-H965T-"YX;6Q02P$"% ,4    "  '
MA%!6I[0^_?,(  !\*P  &               @(&X)   >&PO=V]R:W-H965T
M<R]S:&5E=#4N>&UL4$L! A0#%     @ !X105O:<\EV-#0  ^)   !@
M         ("!X2T  'AL+W=O<FMS:&5E=',O<VAE970V+GAM;%!+ 0(4 Q0
M   (  >$4%:WP7!#HPX  (M)   8              " @:0[  !X;"]W;W)K
M<VAE971S+W-H965T-RYX;6Q02P$"% ,4    "  'A%!6G+$- -D&  #V$
M&               @(%]2@  >&PO=V]R:W-H965T<R]S:&5E=#@N>&UL4$L!
M A0#%     @ !X105DPY2>OV!@  V1(  !@              ("!C%$  'AL
M+W=O<FMS:&5E=',O<VAE970Y+GAM;%!+ 0(4 Q0    (  >$4%9R[ 5A@Q
M -LQ   9              " @;A8  !X;"]W;W)K<VAE971S+W-H965T,3 N
M>&UL4$L! A0#%     @ !X105HAEHN_W!0  [1   !D              ("!
M<FD  'AL+W=O<FMS:&5E=',O<VAE970Q,2YX;6Q02P$"% ,4    "  'A%!6
M\Q"LA*44  #!.P  &0              @(&@;P  >&PO=V]R:W-H965T<R]S
M:&5E=#$R+GAM;%!+ 0(4 Q0    (  >$4%:G.%YXS0T  %LH   9
M      " @7R$  !X;"]W;W)K<VAE971S+W-H965T,3,N>&UL4$L! A0#%
M  @ !X105O'&RE\X!@  YP\  !D              ("!@)(  'AL+W=O<FMS
M:&5E=',O<VAE970Q-"YX;6Q02P$"% ,4    "  'A%!6Z)(M3\D/   4,
M&0              @('OF   >&PO=V]R:W-H965T<R]S:&5E=#$U+GAM;%!+
M 0(4 Q0    (  >$4%;K!PKOD 4  /D,   9              " @>^H  !X
M;"]W;W)K<VAE971S+W-H965T,38N>&UL4$L! A0#%     @ !X105KS70.R3
M!0  ^0P  !D              ("!MJX  'AL+W=O<FMS:&5E=',O<VAE970Q
M-RYX;6Q02P$"% ,4    "  'A%!6MC X0R45   )1P  &0
M@(& M   >&PO=V]R:W-H965T<R]S:&5E=#$X+GAM;%!+ 0(4 Q0    (  >$
M4%9R"QYZ9A   +TR   9              " @=S)  !X;"]W;W)K<VAE971S
M+W-H965T,3DN>&UL4$L! A0#%     @ !X105F@:>^^4!0  .PT  !D
M         ("!>=H  'AL+W=O<FMS:&5E=',O<VAE970R,"YX;6Q02P$"% ,4
M    "  'A%!695]"*M@(  !9&   &0              @(%$X   >&PO=V]R
M:W-H965T<R]S:&5E=#(Q+GAM;%!+ 0(4 Q0    (  >$4%:PAZRD80L  " E
M   9              " @5/I  !X;"]W;W)K<VAE971S+W-H965T,C(N>&UL
M4$L! A0#%     @ !X105K4>ZW:P!0  '@T  !D              ("!Z_0
M 'AL+W=O<FMS:&5E=',O<VAE970R,RYX;6Q02P$"% ,4    "  'A%!6<4*K
M\RP&  "O#@  &0              @('2^@  >&PO=V]R:W-H965T<R]S:&5E
M=#(T+GAM;%!+ 0(4 Q0    (  >$4%8X_G_U=P0  "X*   9
M  " @34! 0!X;"]W;W)K<VAE971S+W-H965T,C4N>&UL4$L! A0#%     @
M!X105N3ITOH0!@  ?@X  !D              ("!XP4! 'AL+W=O<FMS:&5E
M=',O<VAE970R-BYX;6Q02P$"% ,4    "  'A%!6^< P&PT(  "%%   &0
M            @($J# $ >&PO=V]R:W-H965T<R]S:&5E=#(W+GAM;%!+ 0(4
M Q0    (  >$4%;X'AVK]P4  ,0/   9              " @6X4 0!X;"]W
M;W)K<VAE971S+W-H965T,C@N>&UL4$L! A0#%     @ !X105OR%.B!Y!0
MW@P  !D              ("!G!H! 'AL+W=O<FMS:&5E=',O<VAE970R.2YX
M;6Q02P$"% ,4    "  'A%!6<0;E>@@#  #A!@  &0              @(%,
M( $ >&PO=V]R:W-H965T<R]S:&5E=#,P+GAM;%!+ 0(4 Q0    (  >$4%92
M+S6Q]QD  #%:   9              " @8LC 0!X;"]W;W)K<VAE971S+W-H
M965T,S$N>&UL4$L! A0#%     @ !X105J77EDEW P  HP<  !D
M     ("!N3T! 'AL+W=O<FMS:&5E=',O<VAE970S,BYX;6Q02P$"% ,4
M"  'A%!6,H;EA0@&  #\$   &0              @(%G00$ >&PO=V]R:W-H
M965T<R]S:&5E=#,S+GAM;%!+ 0(4 Q0    (  >$4%:',[W=RPT  *LE   9
M              " @:9' 0!X;"]W;W)K<VAE971S+W-H965T,S0N>&UL4$L!
M A0#%     @ !X105EA!FA.$!P  XQ0  !D              ("!J%4! 'AL
M+W=O<FMS:&5E=',O<VAE970S-2YX;6Q02P$"% ,4    "  'A%!6ZJ&62HD$
M  "A"@  &0              @(%C70$ >&PO=V]R:W-H965T<R]S:&5E=#,V
M+GAM;%!+ 0(4 Q0    (  >$4%8J1O^ <04  ((-   9              "
M@2-B 0!X;"]W;W)K<VAE971S+W-H965T,S<N>&UL4$L! A0#%     @ !X10
M5E\AS%GP"P  C"@  !D              ("!RV<! 'AL+W=O<FMS:&5E=',O
M<VAE970S."YX;6Q02P$"% ,4    "  'A%!6C*_M8Q<(  #^%@  &0
M        @('R<P$ >&PO=V]R:W-H965T<R]S:&5E=#,Y+GAM;%!+ 0(4 Q0
M   (  >$4%: ]QGXV@(  !0&   9              " @4!\ 0!X;"]W;W)K
M<VAE971S+W-H965T-# N>&UL4$L! A0#%     @ !X105DEVC1WZ!0  -Q
M !D              ("!47\! 'AL+W=O<FMS:&5E=',O<VAE970T,2YX;6Q0
M2P$"% ,4    "  'A%!61WA.US &  !0$@  &0              @(&"A0$
M>&PO=V]R:W-H965T<R]S:&5E=#0R+GAM;%!+ 0(4 Q0    (  >$4%9KI)6*
M!P8  +T.   9              " @>F+ 0!X;"]W;W)K<VAE971S+W-H965T
M-#,N>&UL4$L! A0#%     @ !X105M-GPPD:!   YP@  !D
M ("!)Y(! 'AL+W=O<FMS:&5E=',O<VAE970T-"YX;6Q02P$"% ,4    "  '
MA%!6K@7[N!<$  "I"0  &0              @(%XE@$ >&PO=V]R:W-H965T
M<R]S:&5E=#0U+GAM;%!+ 0(4 Q0    (  >$4%9DP=M[,@(  *D$   9
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M970U,"YX;6Q02P$"% ,4    "  'A%!6]9NI]! %   M%P  &0
M    @($FK@$ >&PO=V]R:W-H965T<R]S:&5E=#4Q+GAM;%!+ 0(4 Q0    (
M  >$4%;$7H:U\!   $U^   9              " @6VS 0!X;"]W;W)K<VAE
M971S+W-H965T-3(N>&UL4$L! A0#%     @ !X105E;75+MM!   (Q,  !D
M             ("!E,0! 'AL+W=O<FMS:&5E=',O<VAE970U,RYX;6Q02P$"
M% ,4    "  'A%!60O7U"/($   3$P  &0              @($XR0$ >&PO
M=V]R:W-H965T<R]S:&5E=#4T+GAM;%!+ 0(4 Q0    (  >$4%8L43:W]0,
M  P2   9              " @6'. 0!X;"]W;W)K<VAE971S+W-H965T-34N
M>&UL4$L! A0#%     @ !X105L#7Z*KG @   PD  !D              ("!
MC=(! 'AL+W=O<FMS:&5E=',O<VAE970U-BYX;6Q02P$"% ,4    "  'A%!6
M,?G5"@8$   S$@  &0              @(&KU0$ >&PO=V]R:W-H965T<R]S
M:&5E=#4W+GAM;%!+ 0(4 Q0    (  >$4%81R>E7< 4   T8   9
M      " @>C9 0!X;"]W;W)K<VAE971S+W-H965T-3@N>&UL4$L! A0#%
M  @ !X105KOV])NI @  1@8  !D              ("!C]\! 'AL+W=O<FMS
M:&5E=',O<VAE970U.2YX;6Q02P$"% ,4    "  'A%!6HO%K5O4#  #4#@
M&0              @(%OX@$ >&PO=V]R:W-H965T<R]S:&5E=#8P+GAM;%!+
M 0(4 Q0    (  >$4%;=@%.'!@0  '85   9              " @9OF 0!X
M;"]W;W)K<VAE971S+W-H965T-C$N>&UL4$L! A0#%     @ !X105J'>?@I]
M!   \A0  !D              ("!V.H! 'AL+W=O<FMS:&5E=',O<VAE970V
M,BYX;6Q02P$"% ,4    "  'A%!6>6R"R(P#  #T"0  &0
M@(&,[P$ >&PO=V]R:W-H965T<R]S:&5E=#8S+GAM;%!+ 0(4 Q0    (  >$
M4%84WBR8&P,  &H(   9              " @4_S 0!X;"]W;W)K<VAE971S
M+W-H965T-C0N>&UL4$L! A0#%     @ !X105KNX.M"""   M4$  !D
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M=#8Y+GAM;%!+ 0(4 Q0    (  >$4%:]JK,G:P(  #(&   9
M  " @2@5 @!X;"]W;W)K<VAE971S+W-H965T-S N>&UL4$L! A0#%     @
M!X105O:Y!>) !0  NA\  !D              ("!RA<" 'AL+W=O<FMS:&5E
M=',O<VAE970W,2YX;6Q02P$"% ,4    "  'A%!6=@NP_2H'   ;+@  &0
M            @(%!'0( >&PO=V]R:W-H965T<R]S:&5E=#<R+GAM;%!+ 0(4
M Q0    (  >$4%;N!BC>Q@,  +\.   9              " @:(D @!X;"]W
M;W)K<VAE971S+W-H965T-S,N>&UL4$L! A0#%     @ !X105M50/.;Y P
M]A$  !D              ("!GR@" 'AL+W=O<FMS:&5E=',O<VAE970W-"YX
M;6Q02P$"% ,4    "  'A%!6\2):X#@&  ##,0  &0              @('/
M+ ( >&PO=V]R:W-H965T<R]S:&5E=#<U+GAM;%!+ 0(4 Q0    (  >$4%8A
MWT#=5 <  !,S   9              " @3XS @!X;"]W;W)K<VAE971S+W-H
M965T-S8N>&UL4$L! A0#%     @ !X105N(FWFM: P  $@D  !D
M     ("!R3H" 'AL+W=O<FMS:&5E=',O<VAE970W-RYX;6Q02P$"% ,4
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M+GAM;%!+ 0(4 Q0    (  >$4%:XW*(=00(  .<$   9              "
M@5YA @!X;"]W;W)K<VAE971S+W-H965T.#(N>&UL4$L! A0#%     @ !X10
M5@<@1_@4 P  @P<  !D              ("!UF," 'AL+W=O<FMS:&5E=',O
M<VAE970X,RYX;6Q02P$"% ,4    "  'A%!6#/]CAX0$   S%   &0
M        @($A9P( >&PO=V]R:W-H965T<R]S:&5E=#@T+GAM;%!+ 0(4 Q0
M   (  >$4%;R#]%/,PP  'QW   9              " @=QK @!X;"]W;W)K
M<VAE971S+W-H965T.#4N>&UL4$L! A0#%     @ !X105H^K;FB] @  60D
M !D              ("!1G@" 'AL+W=O<FMS:&5E=',O<VAE970X-BYX;6Q0
M2P$"% ,4    "  'A%!6*N4@9<("   C"0  &0              @($Z>P(
M>&PO=V]R:W-H965T<R]S:&5E=#@W+GAM;%!+ 0(4 Q0    (  >$4%;A*>Z%
M60D  )]O   9              " @3-^ @!X;"]W;W)K<VAE971S+W-H965T
M.#@N>&UL4$L! A0#%     @ !X105C8,?N8U!0  82,  !D
M ("!PX<" 'AL+W=O<FMS:&5E=',O<VAE970X.2YX;6Q02P$"% ,4    "  '
MA%!6SRD*6CL%  ""&   &0              @($OC0( >&PO=V]R:W-H965T
M<R]S:&5E=#DP+GAM;%!+ 0(4 Q0    (  >$4%:55*)GDP,  *T,   9
M          " @:&2 @!X;"]W;W)K<VAE971S+W-H965T.3$N>&UL4$L! A0#
M%     @ !X105HFTP-:7!   #!$  !D              ("!:Y8" 'AL+W=O
M<FMS:&5E=',O<VAE970Y,BYX;6Q02P$"% ,4    "  'A%!6J)5CH:X$  ":
M$   &0              @($YFP( >&PO=V]R:W-H965T<R]S:&5E=#DS+GAM
M;%!+ 0(4 Q0    (  >$4%;YY%3!H (   D&   9              " @1Z@
M @!X;"]W;W)K<VAE971S+W-H965T.30N>&UL4$L! A0#%     @ !X105GV,
M>6$3 P  0PL  !D              ("!]:(" 'AL+W=O<FMS:&5E=',O<VAE
M970Y-2YX;6Q02P$"% ,4    "  'A%!66!-%P'T$  !<&0  &0
M    @($_I@( >&PO=V]R:W-H965T<R]S:&5E=#DV+GAM;%!+ 0(4 Q0    (
M  >$4%8/3Z@B+0,  /@,   9              " @?.J @!X;"]W;W)K<VAE
M971S+W-H965T.3<N>&UL4$L! A0#%     @ !X105N;/[;1- P  [P@  !D
M             ("!5ZX" 'AL+W=O<FMS:&5E=',O<VAE970Y."YX;6Q02P$"
M% ,4    "  'A%!6A;0MMLD"  !X!P  &0              @(';L0( >&PO
M=V]R:W-H965T<R]S:&5E=#DY+GAM;%!+ 0(4 Q0    (  >$4%8SZJ&AK00
M %<<   :              " @=NT @!X;"]W;W)K<VAE971S+W-H965T,3 P
M+GAM;%!+ 0(4 Q0    (  >$4%:,4]#>= ,  %T8   -              "
M <"Y @!X;"]S='EL97,N>&UL4$L! A0#%     @ !X105I>*NQS     $P(
M  L              ( !7[T" %]R96QS+RYR96QS4$L! A0#%     @ !X10
M5L;*!PAN!P  K4$   \              ( !2+X" 'AL+W=O<FMB;V]K+GAM
M;%!+ 0(4 Q0    (  >$4%;#*Q\]U@(  ,<Z   :              "  >/%
M @!X;"]?<F5L<R]W;W)K8F]O:RYX;6PN<F5L<U!+ 0(4 Q0    (  >$4%:%
MGR=*6 (  ,,X   3              "  ?'( @!;0V]N=&5N=%]4>7!E<UTN
9>&UL4$L%!@    !L &P K!T  'K+ @    $!

end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>121
<FILENAME>Show.js
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
// Edgar(tm) Renderer was created by staff of the U.S. Securities and Exchange Commission.  Data and content created by government employees within the scope of their employment are not subject to domestic copyright protection. 17 U.S.C. 105.
var Show={};Show.LastAR=null,Show.showAR=function(a,r,w){if(Show.LastAR)Show.hideAR();var e=a;while(e&&e.nodeName!='TABLE')e=e.nextSibling;if(!e||e.nodeName!='TABLE'){var ref=((window)?w.document:document).getElementById(r);if(ref){e=ref.cloneNode(!0);
e.removeAttribute('id');a.parentNode.appendChild(e)}}
if(e)e.style.display='block';Show.LastAR=e};Show.hideAR=function(){Show.LastAR.style.display='none'};Show.toggleNext=function(a){var e=a;while(e.nodeName!='DIV')e=e.nextSibling;if(!e.style){}else if(!e.style.display){}else{var d,p_;if(e.style.display=='none'){d='block';p='-'}else{d='none';p='+'}
e.style.display=d;if(a.textContent){a.textContent=p+a.textContent.substring(1)}else{a.innerText=p+a.innerText.substring(1)}}}
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>122
<FILENAME>report.css
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
/* Updated 2009-11-04 */
/* v2.2.0.24 */

/* DefRef Styles */
..report table.authRefData{
	background-color: #def;
	border: 2px solid #2F4497;
	font-size: 1em;
	position: absolute;
}

..report table.authRefData a {
	display: block;
	font-weight: bold;
}

..report table.authRefData p {
	margin-top: 0px;
}

..report table.authRefData .hide {
	background-color: #2F4497;
	padding: 1px 3px 0px 0px;
	text-align: right;
}

..report table.authRefData .hide a:hover {
	background-color: #2F4497;
}

..report table.authRefData .body {
	height: 150px;
	overflow: auto;
	width: 400px;
}

..report table.authRefData table{
	font-size: 1em;
}

/* Report Styles */
..pl a, .pl a:visited {
	color: black;
	text-decoration: none;
}

/* table */
..report {
	background-color: white;
	border: 2px solid #acf;
	clear: both;
	color: black;
	font: normal 8pt Helvetica, Arial, san-serif;
	margin-bottom: 2em;
}

..report hr {
	border: 1px solid #acf;
}

/* Top labels */
..report th {
	background-color: #acf;
	color: black;
	font-weight: bold;
	text-align: center;
}

..report th.void	{
	background-color: transparent;
	color: #000000;
	font: bold 10pt Helvetica, Arial, san-serif;
	text-align: left;
}

..report .pl {
	text-align: left;
	vertical-align: top;
	white-space: normal;
	width: 200px;
	white-space: normal; /* word-wrap: break-word; */
}

..report td.pl a.a {
	cursor: pointer;
	display: block;
	width: 200px;
	overflow: hidden;
}

..report td.pl div.a {
	width: 200px;
}

..report td.pl a:hover {
	background-color: #ffc;
}

/* Header rows... */
..report tr.rh {
	background-color: #acf;
	color: black;
	font-weight: bold;
}

/* Calendars... */
..report .rc {
	background-color: #f0f0f0;
}

/* Even rows... */
..report .re, .report .reu {
	background-color: #def;
}

..report .reu td {
	border-bottom: 1px solid black;
}

/* Odd rows... */
..report .ro, .report .rou {
	background-color: white;
}

..report .rou td {
	border-bottom: 1px solid black;
}

..report .rou table td, .report .reu table td {
	border-bottom: 0px solid black;
}

/* styles for footnote marker */
..report .fn {
	white-space: nowrap;
}

/* styles for numeric types */
..report .num, .report .nump {
	text-align: right;
	white-space: nowrap;
}

..report .nump {
	padding-left: 2em;
}

..report .nump {
	padding: 0px 0.4em 0px 2em;
}

/* styles for text types */
..report .text {
	text-align: left;
	white-space: normal;
}

..report .text .big {
	margin-bottom: 1em;
	width: 17em;
}

..report .text .more {
	display: none;
}

..report .text .note {
	font-style: italic;
	font-weight: bold;
}

..report .text .small {
	width: 10em;
}

..report sup {
	font-style: italic;
}

..report .outerFootnotes {
	font-size: 1em;
}
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>XML
<SEQUENCE>123
<FILENAME>FilingSummary.xml
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
<XML>
<?xml version='1.0' encoding='utf-8'?>
<FilingSummary>
  <Version>3.22.4</Version>
  <ProcessingTime/>
  <ReportFormat>html</ReportFormat>
  <ContextCount>549</ContextCount>
  <ElementCount>452</ElementCount>
  <EntityCount>1</EntityCount>
  <FootnotesReported>true</FootnotesReported>
  <SegmentCount>163</SegmentCount>
  <ScenarioCount>0</ScenarioCount>
  <TuplesReported>false</TuplesReported>
  <UnitCount>7</UnitCount>
  <MyReports>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R1.htm</HtmlFileName>
      <LongName>0000001 - Document - COVER PAGE</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/COVERPAGE</Role>
      <ShortName>COVER PAGE</ShortName>
      <MenuCategory>Cover</MenuCategory>
      <Position>1</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R2.htm</HtmlFileName>
      <LongName>0000002 - Document - AUDIT INFORMATION</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/AUDITINFORMATION</Role>
      <ShortName>AUDIT INFORMATION</ShortName>
      <MenuCategory>Cover</MenuCategory>
      <Position>2</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R3.htm</HtmlFileName>
      <LongName>0000003 - Statement - CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION</Role>
      <ShortName>CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION</ShortName>
      <MenuCategory>Statements</MenuCategory>
      <Position>3</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R4.htm</HtmlFileName>
      <LongName>0000004 - Statement - CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (Parenthetical)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical</Role>
      <ShortName>CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (Parenthetical)</ShortName>
      <MenuCategory>Statements</MenuCategory>
      <Position>4</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R5.htm</HtmlFileName>
      <LongName>0000005 - Statement - CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS</Role>
      <ShortName>CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS)</ShortName>
      <MenuCategory>Statements</MenuCategory>
      <Position>5</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R6.htm</HtmlFileName>
      <LongName>0000006 - Statement - CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY</Role>
      <ShortName>CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY</ShortName>
      <MenuCategory>Statements</MenuCategory>
      <Position>6</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R7.htm</HtmlFileName>
      <LongName>0000007 - Statement - CONSOLIDATED STATEMENTS OF CASH FLOWS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS</Role>
      <ShortName>CONSOLIDATED STATEMENTS OF CASH FLOWS</ShortName>
      <MenuCategory>Statements</MenuCategory>
      <Position>7</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R8.htm</HtmlFileName>
      <LongName>0000008 - Disclosure - DESCRIPTION OF BUSINESS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DESCRIPTIONOFBUSINESS</Role>
      <ShortName>DESCRIPTION OF BUSINESS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>8</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R9.htm</HtmlFileName>
      <LongName>0000009 - Disclosure - BASIS OF PRESENTATION</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/BASISOFPRESENTATION</Role>
      <ShortName>BASIS OF PRESENTATION</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>9</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R10.htm</HtmlFileName>
      <LongName>0000010 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIES</Role>
      <ShortName>SIGNIFICANT ACCOUNTING POLICIES</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>10</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R11.htm</HtmlFileName>
      <LongName>0000011 - Disclosure - FINANCIAL INSTRUMENTS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/FINANCIALINSTRUMENTS</Role>
      <ShortName>FINANCIAL INSTRUMENTS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>11</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R12.htm</HtmlFileName>
      <LongName>0000012 - Disclosure - SECURITIES</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECURITIES</Role>
      <ShortName>SECURITIES</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>12</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R13.htm</HtmlFileName>
      <LongName>0000013 - Disclosure - LOANS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LOANS</Role>
      <ShortName>LOANS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>13</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R14.htm</HtmlFileName>
      <LongName>0000014 - Disclosure - MORTGAGE SERVICING RIGHTS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/MORTGAGESERVICINGRIGHTS</Role>
      <ShortName>MORTGAGE SERVICING RIGHTS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>14</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R15.htm</HtmlFileName>
      <LongName>0000015 - Disclosure - VARIABLE INTEREST ENTITIES</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/VARIABLEINTERESTENTITIES</Role>
      <ShortName>VARIABLE INTEREST ENTITIES</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>15</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R16.htm</HtmlFileName>
      <LongName>0000016 - Disclosure - SALE OF COMMERCIAL REAL ESTATE BUSINESS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESS</Role>
      <ShortName>SALE OF COMMERCIAL REAL ESTATE BUSINESS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>16</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R17.htm</HtmlFileName>
      <LongName>0000017 - Disclosure - SALE OF MIDDLE MARKET LENDING PORTFOLIO</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIO</Role>
      <ShortName>SALE OF MIDDLE MARKET LENDING PORTFOLIO</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>17</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R18.htm</HtmlFileName>
      <LongName>0000018 - Disclosure - DERIVATIVE INSTRUMENTS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTS</Role>
      <ShortName>DERIVATIVE INSTRUMENTS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>18</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R19.htm</HtmlFileName>
      <LongName>0000019 - Disclosure - FAIR VALUE MEASUREMENTS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/FAIRVALUEMEASUREMENTS</Role>
      <ShortName>FAIR VALUE MEASUREMENTS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>19</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R20.htm</HtmlFileName>
      <LongName>0000020 - Disclosure - GOODWILL AND INTANGIBLE ASSETS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/GOODWILLANDINTANGIBLEASSETS</Role>
      <ShortName>GOODWILL AND INTANGIBLE ASSETS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>20</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R21.htm</HtmlFileName>
      <LongName>0000021 - Disclosure - SECURED FINANCING</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECUREDFINANCING</Role>
      <ShortName>SECURED FINANCING</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>21</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R22.htm</HtmlFileName>
      <LongName>0000022 - Disclosure - CAPITAL STOCK</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CAPITALSTOCK</Role>
      <ShortName>CAPITAL STOCK</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>22</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R23.htm</HtmlFileName>
      <LongName>0000023 - Disclosure - LONG-TERM STOCK INCENTIVE PLAN</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLAN</Role>
      <ShortName>LONG-TERM STOCK INCENTIVE PLAN</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>23</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R24.htm</HtmlFileName>
      <LongName>0000024 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSE</Role>
      <ShortName>INTEREST INCOME AND INTEREST EXPENSE</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>24</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R25.htm</HtmlFileName>
      <LongName>0000025 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARE</Role>
      <ShortName>NET INCOME (LOSS) PER COMMON SHARE</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>25</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R26.htm</HtmlFileName>
      <LongName>0000026 - Disclosure - INCOME TAXES</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/INCOMETAXES</Role>
      <ShortName>INCOME TAXES</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>26</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R27.htm</HtmlFileName>
      <LongName>0000027 - Disclosure - RISK MANAGEMENT</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/RISKMANAGEMENT</Role>
      <ShortName>RISK MANAGEMENT</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>27</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R28.htm</HtmlFileName>
      <LongName>0000028 - Disclosure - RELATED PARTY TRANSACTIONS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/RELATEDPARTYTRANSACTIONS</Role>
      <ShortName>RELATED PARTY TRANSACTIONS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>28</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R29.htm</HtmlFileName>
      <LongName>0000029 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIES</Role>
      <ShortName>LEASE COMMITMENTS AND CONTINGENCIES</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>29</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R30.htm</HtmlFileName>
      <LongName>0000030 - Disclosure - SUBSEQUENT EVENTS</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SUBSEQUENTEVENTS</Role>
      <ShortName>SUBSEQUENT EVENTS</ShortName>
      <MenuCategory>Notes</MenuCategory>
      <Position>30</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R31.htm</HtmlFileName>
      <LongName>0000031 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES (Policies)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies</Role>
      <ShortName>SIGNIFICANT ACCOUNTING POLICIES (Policies)</ShortName>
      <MenuCategory>Policies</MenuCategory>
      <Position>31</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R32.htm</HtmlFileName>
      <LongName>0000032 - Disclosure - DESCRIPTION OF BUSINESS (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DESCRIPTIONOFBUSINESSTables</Role>
      <ShortName>DESCRIPTION OF BUSINESS (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/DESCRIPTIONOFBUSINESS</ParentRole>
      <Position>32</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R33.htm</HtmlFileName>
      <LongName>0000033 - Disclosure - FINANCIAL INSTRUMENTS (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/FINANCIALINSTRUMENTSTables</Role>
      <ShortName>FINANCIAL INSTRUMENTS (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/FINANCIALINSTRUMENTS</ParentRole>
      <Position>33</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R34.htm</HtmlFileName>
      <LongName>0000034 - Disclosure - SECURITIES (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECURITIESTables</Role>
      <ShortName>SECURITIES (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/SECURITIES</ParentRole>
      <Position>34</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R35.htm</HtmlFileName>
      <LongName>0000035 - Disclosure - LOANS (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LOANSTables</Role>
      <ShortName>LOANS (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/LOANS</ParentRole>
      <Position>35</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R36.htm</HtmlFileName>
      <LongName>0000036 - Disclosure - MORTGAGE SERVICING RIGHTS (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/MORTGAGESERVICINGRIGHTSTables</Role>
      <ShortName>MORTGAGE SERVICING RIGHTS (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/MORTGAGESERVICINGRIGHTS</ParentRole>
      <Position>36</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R37.htm</HtmlFileName>
      <LongName>0000037 - Disclosure - VARIABLE INTEREST ENTITIES (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/VARIABLEINTERESTENTITIESTables</Role>
      <ShortName>VARIABLE INTEREST ENTITIES (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/VARIABLEINTERESTENTITIES</ParentRole>
      <Position>37</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R38.htm</HtmlFileName>
      <LongName>0000038 - Disclosure - DERIVATIVE INSTRUMENTS (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSTables</Role>
      <ShortName>DERIVATIVE INSTRUMENTS (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/DERIVATIVEINSTRUMENTS</ParentRole>
      <Position>38</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R39.htm</HtmlFileName>
      <LongName>0000039 - Disclosure - FAIR VALUE MEASUREMENTS (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/FAIRVALUEMEASUREMENTSTables</Role>
      <ShortName>FAIR VALUE MEASUREMENTS (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/FAIRVALUEMEASUREMENTS</ParentRole>
      <Position>39</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R40.htm</HtmlFileName>
      <LongName>0000040 - Disclosure - GOODWILL AND INTANGIBLE ASSETS (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSTables</Role>
      <ShortName>GOODWILL AND INTANGIBLE ASSETS (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/GOODWILLANDINTANGIBLEASSETS</ParentRole>
      <Position>40</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R41.htm</HtmlFileName>
      <LongName>0000041 - Disclosure - SECURED FINANCING (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECUREDFINANCINGTables</Role>
      <ShortName>SECURED FINANCING (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/SECUREDFINANCING</ParentRole>
      <Position>41</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R42.htm</HtmlFileName>
      <LongName>0000042 - Disclosure - CAPITAL STOCK (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CAPITALSTOCKTables</Role>
      <ShortName>CAPITAL STOCK (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/CAPITALSTOCK</ParentRole>
      <Position>42</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R43.htm</HtmlFileName>
      <LongName>0000043 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSETables</Role>
      <ShortName>INTEREST INCOME AND INTEREST EXPENSE (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSE</ParentRole>
      <Position>43</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R44.htm</HtmlFileName>
      <LongName>0000044 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARETables</Role>
      <ShortName>NET INCOME (LOSS) PER COMMON SHARE (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARE</ParentRole>
      <Position>44</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R45.htm</HtmlFileName>
      <LongName>0000045 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES (Tables)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESTables</Role>
      <ShortName>LEASE COMMITMENTS AND CONTINGENCIES (Tables)</ShortName>
      <MenuCategory>Tables</MenuCategory>
      <ParentRole>http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIES</ParentRole>
      <Position>45</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R46.htm</HtmlFileName>
      <LongName>0000046 - Disclosure - DESCRIPTION OF BUSINESS (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DESCRIPTIONOFBUSINESSDetails</Role>
      <ShortName>DESCRIPTION OF BUSINESS (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <ParentRole>http://annaly.com/role/DESCRIPTIONOFBUSINESSTables</ParentRole>
      <Position>46</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R47.htm</HtmlFileName>
      <LongName>0000047 - Disclosure - BASIS OF PRESENTATION (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/BASISOFPRESENTATIONDetails</Role>
      <ShortName>BASIS OF PRESENTATION (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <ParentRole>http://annaly.com/role/BASISOFPRESENTATION</ParentRole>
      <Position>47</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R48.htm</HtmlFileName>
      <LongName>0000048 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails</Role>
      <ShortName>SIGNIFICANT ACCOUNTING POLICIES - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>48</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R49.htm</HtmlFileName>
      <LongName>0000049 - Disclosure - FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails</Role>
      <ShortName>FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>49</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R50.htm</HtmlFileName>
      <LongName>0000050 - Disclosure - SECURITIES - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECURITIESNarrativeDetails</Role>
      <ShortName>SECURITIES - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>50</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R51.htm</HtmlFileName>
      <LongName>0000051 - Disclosure - SECURITIES - Summary of Residential Securities and CMBS (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails</Role>
      <ShortName>SECURITIES - Summary of Residential Securities and CMBS (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>51</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R52.htm</HtmlFileName>
      <LongName>0000052 - Disclosure - SECURITIES - Portfolio (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECURITIESPortfolioDetails</Role>
      <ShortName>SECURITIES - Portfolio (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>52</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R53.htm</HtmlFileName>
      <LongName>0000053 - Disclosure - SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails</Role>
      <ShortName>SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>53</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R54.htm</HtmlFileName>
      <LongName>0000054 - Disclosure - SECURITIES - Weighted Average Life (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECURITIESWeightedAverageLifeDetails</Role>
      <ShortName>SECURITIES - Weighted Average Life (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>54</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R55.htm</HtmlFileName>
      <LongName>0000055 - Disclosure - SECURITIES - Unrealized Loss Position (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails</Role>
      <ShortName>SECURITIES - Unrealized Loss Position (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>55</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R56.htm</HtmlFileName>
      <LongName>0000056 - Disclosure - SECURITIES - Realized Gain (Loss) (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECURITIESRealizedGainLossDetails</Role>
      <ShortName>SECURITIES - Realized Gain (Loss) (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>56</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R57.htm</HtmlFileName>
      <LongName>0000057 - Disclosure - LOANS - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LOANSNarrativeDetails</Role>
      <ShortName>LOANS - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>57</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R58.htm</HtmlFileName>
      <LongName>0000058 - Disclosure - LOANS - Investment Loan Activity (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LOANSInvestmentLoanActivityDetails</Role>
      <ShortName>LOANS - Investment Loan Activity (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>58</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R59.htm</HtmlFileName>
      <LongName>0000059 - Disclosure - LOANS - Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails</Role>
      <ShortName>LOANS - Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>59</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R60.htm</HtmlFileName>
      <LongName>0000060 - Disclosure - LOANS - Summary of Comprehensive Income (Loss) (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails</Role>
      <ShortName>LOANS - Summary of Comprehensive Income (Loss) (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>60</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R61.htm</HtmlFileName>
      <LongName>0000061 - Disclosure - LOANS - Geographic Concentrations Based on Unpaid Principal Balances (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails</Role>
      <ShortName>LOANS - Geographic Concentrations Based on Unpaid Principal Balances (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>61</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R62.htm</HtmlFileName>
      <LongName>0000062 - Disclosure - LOANS - Additional Information about Residential Mortgage Loans (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails</Role>
      <ShortName>LOANS - Additional Information about Residential Mortgage Loans (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>62</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R63.htm</HtmlFileName>
      <LongName>0000063 - Disclosure - MORTGAGE SERVICING RIGHTS - Presentation of Activity Related to MSR (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails</Role>
      <ShortName>MORTGAGE SERVICING RIGHTS - Presentation of Activity Related to MSR (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>63</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R64.htm</HtmlFileName>
      <LongName>0000064 - Disclosure - MORTGAGE SERVICING RIGHTS - Interest in MSR Rollforward (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails</Role>
      <ShortName>MORTGAGE SERVICING RIGHTS - Interest in MSR Rollforward (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>64</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R65.htm</HtmlFileName>
      <LongName>0000065 - Disclosure - VARIABLE INTEREST ENTITIES - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails</Role>
      <ShortName>VARIABLE INTEREST ENTITIES - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>65</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R66.htm</HtmlFileName>
      <LongName>0000066 - Disclosure - VARIABLE INTEREST ENTITIES - Schedule of the Fair Value of OBX Trusts Closed (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails</Role>
      <ShortName>VARIABLE INTEREST ENTITIES - Schedule of the Fair Value of OBX Trusts Closed (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>66</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R67.htm</HtmlFileName>
      <LongName>0000067 - Disclosure - VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails</Role>
      <ShortName>VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>67</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R68.htm</HtmlFileName>
      <LongName>0000068 - Disclosure - SALE OF COMMERCIAL REAL ESTATE BUSINESS - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails</Role>
      <ShortName>SALE OF COMMERCIAL REAL ESTATE BUSINESS - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>68</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R69.htm</HtmlFileName>
      <LongName>0000069 - Disclosure - SALE OF MIDDLE MARKET LENDING PORTFOLIO (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails</Role>
      <ShortName>SALE OF MIDDLE MARKET LENDING PORTFOLIO (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <ParentRole>http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIO</ParentRole>
      <Position>69</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R70.htm</HtmlFileName>
      <LongName>0000070 - Disclosure - DERIVATIVE INSTRUMENTS - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails</Role>
      <ShortName>DERIVATIVE INSTRUMENTS - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>70</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R71.htm</HtmlFileName>
      <LongName>0000071 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails</Role>
      <ShortName>DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>71</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R72.htm</HtmlFileName>
      <LongName>0000072 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails</Role>
      <ShortName>DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>72</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R73.htm</HtmlFileName>
      <LongName>0000073 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails</Role>
      <ShortName>DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>73</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R74.htm</HtmlFileName>
      <LongName>0000074 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails</Role>
      <ShortName>DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>74</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R75.htm</HtmlFileName>
      <LongName>0000075 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails</Role>
      <ShortName>DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>75</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R76.htm</HtmlFileName>
      <LongName>0000076 - Disclosure - DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails</Role>
      <ShortName>DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>76</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R77.htm</HtmlFileName>
      <LongName>0000077 - Disclosure - DERIVATIVE INSTRUMENTS - Effect of Interest Rate Swaps on Consolidated Statements of Comprehensive Income (Loss) (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails</Role>
      <ShortName>DERIVATIVE INSTRUMENTS - Effect of Interest Rate Swaps on Consolidated Statements of Comprehensive Income (Loss) (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>77</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R78.htm</HtmlFileName>
      <LongName>0000078 - Disclosure - DERIVATIVE INSTRUMENTS - Effect of Other Derivative Contracts on the Consolidated Statements of Operations and Comprehensive Income (Loss) (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails</Role>
      <ShortName>DERIVATIVE INSTRUMENTS - Effect of Other Derivative Contracts on the Consolidated Statements of Operations and Comprehensive Income (Loss) (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>78</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R79.htm</HtmlFileName>
      <LongName>0000079 - Disclosure - FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails</Role>
      <ShortName>FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>79</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R80.htm</HtmlFileName>
      <LongName>0000080 - Disclosure - FAIR VALUE MEASUREMENTS - Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs (Detail)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail</Role>
      <ShortName>FAIR VALUE MEASUREMENTS - Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs (Detail)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>80</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R81.htm</HtmlFileName>
      <LongName>0000081 - Disclosure - FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail</Role>
      <ShortName>FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>81</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R82.htm</HtmlFileName>
      <LongName>0000082 - Disclosure - GOODWILL AND INTANGIBLE ASSETS - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails</Role>
      <ShortName>GOODWILL AND INTANGIBLE ASSETS - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>82</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R83.htm</HtmlFileName>
      <LongName>0000083 - Disclosure - GOODWILL AND INTANGIBLE ASSETS - Summary of Indefinite and Finite-Lived Intangible Assets (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails</Role>
      <ShortName>GOODWILL AND INTANGIBLE ASSETS - Summary of Indefinite and Finite-Lived Intangible Assets (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>83</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R84.htm</HtmlFileName>
      <LongName>0000084 - Disclosure - SECURED FINANCING - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECUREDFINANCINGNarrativeDetails</Role>
      <ShortName>SECURED FINANCING - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>84</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R85.htm</HtmlFileName>
      <LongName>0000085 - Disclosure - SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails</Role>
      <ShortName>SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>85</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R86.htm</HtmlFileName>
      <LongName>0000086 - Disclosure - SECURED FINANCING - Summary of Gross Amounts, Amounts Offset and Net Amounts of Repurchase Agreement and Reverse Repurchase Agreement (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails</Role>
      <ShortName>SECURED FINANCING - Summary of Gross Amounts, Amounts Offset and Net Amounts of Repurchase Agreement and Reverse Repurchase Agreement (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>86</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R87.htm</HtmlFileName>
      <LongName>0000087 - Disclosure - CAPITAL STOCK - Schedule of Common Stock (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CAPITALSTOCKScheduleofCommonStockDetails</Role>
      <ShortName>CAPITAL STOCK - Schedule of Common Stock (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>87</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R88.htm</HtmlFileName>
      <LongName>0000088 - Disclosure - CAPITAL STOCK - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CAPITALSTOCKNarrativeDetails</Role>
      <ShortName>CAPITAL STOCK - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>88</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R89.htm</HtmlFileName>
      <LongName>0000089 - Disclosure - CAPITAL STOCK - Schedule of Preferred Stock (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails</Role>
      <ShortName>CAPITAL STOCK - Schedule of Preferred Stock (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>89</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R90.htm</HtmlFileName>
      <LongName>0000090 - Disclosure - CAPITAL STOCK - Summary of Dividend Distribution Activity (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails</Role>
      <ShortName>CAPITAL STOCK - Summary of Dividend Distribution Activity (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>90</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R91.htm</HtmlFileName>
      <LongName>0000091 - Disclosure - LONG-TERM STOCK INCENTIVE PLAN - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails</Role>
      <ShortName>LONG-TERM STOCK INCENTIVE PLAN - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>91</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R92.htm</HtmlFileName>
      <LongName>0000092 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE - Components of Company's Interest Income and Interest Expense (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails</Role>
      <ShortName>INTEREST INCOME AND INTEREST EXPENSE - Components of Company's Interest Income and Interest Expense (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>92</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R93.htm</HtmlFileName>
      <LongName>0000093 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails</Role>
      <ShortName>NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <ParentRole>http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARETables</ParentRole>
      <Position>93</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R94.htm</HtmlFileName>
      <LongName>0000094 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARENarrativeDetails</Role>
      <ShortName>NET INCOME (LOSS) PER COMMON SHARE - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <ParentRole>http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARETables</ParentRole>
      <Position>94</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R95.htm</HtmlFileName>
      <LongName>0000095 - Disclosure - INCOME TAXES - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/INCOMETAXESNarrativeDetails</Role>
      <ShortName>INCOME TAXES - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>95</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R96.htm</HtmlFileName>
      <LongName>0000096 - Disclosure - RELATED PARTY TRANSACTIONS - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails</Role>
      <ShortName>RELATED PARTY TRANSACTIONS - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>96</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R97.htm</HtmlFileName>
      <LongName>0000097 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Narrative (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails</Role>
      <ShortName>LEASE COMMITMENTS AND CONTINGENCIES - Narrative (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>97</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R98.htm</HtmlFileName>
      <LongName>0000098 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Supplemental Lease Information (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails</Role>
      <ShortName>LEASE COMMITMENTS AND CONTINGENCIES - Supplemental Lease Information (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>98</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R99.htm</HtmlFileName>
      <LongName>0000099 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Details of Maturities of Lease Liabilities (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails</Role>
      <ShortName>LEASE COMMITMENTS AND CONTINGENCIES - Details of Maturities of Lease Liabilities (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <Position>99</Position>
    </Report>
    <Report instance="nly-20221231.htm">
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <HtmlFileName>R100.htm</HtmlFileName>
      <LongName>0000100 - Disclosure - SUBSEQUENT EVENTS (Details)</LongName>
      <ReportType>Sheet</ReportType>
      <Role>http://annaly.com/role/SUBSEQUENTEVENTSDetails</Role>
      <ShortName>SUBSEQUENT EVENTS (Details)</ShortName>
      <MenuCategory>Details</MenuCategory>
      <ParentRole>http://annaly.com/role/SUBSEQUENTEVENTS</ParentRole>
      <Position>100</Position>
    </Report>
    <Report>
      <IsDefault>false</IsDefault>
      <HasEmbeddedReports>false</HasEmbeddedReports>
      <LongName>All Reports</LongName>
      <ReportType>Book</ReportType>
      <ShortName>All Reports</ShortName>
    </Report>
  </MyReports>
  <Logs>
    <Log type="Warning">[ix-0514-Hidden-Fact-Eligible-For-Transform] WARN: 5 fact(s) appearing in ix:hidden were eligible for transformation: nly:DebtInstrumentMaturity, nly:MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee, us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue, us-gaap:StockholdersEquityNoteStockSplitConversionRatio1 -  nly-20221231.htm 4</Log>
  </Logs>
  <InputFiles>
    <File doctype="10-K" original="nly-20221231.htm">nly-20221231.htm</File>
    <File>a202210-knlyexhibit1012.htm</File>
    <File>a202210-knlyexhibit1013.htm</File>
    <File>a202210-knlyexhibit211.htm</File>
    <File>a202210-knlyexhibit231.htm</File>
    <File>a202210-knlyexhibit311.htm</File>
    <File>a202210-knlyexhibit312.htm</File>
    <File>a202210-knlyexhibit321.htm</File>
    <File>a202210-knlyexhibit322.htm</File>
    <File>a202210-knlyexhibit410.htm</File>
    <File>nly-20221231.xsd</File>
    <File>nly-20221231_cal.xml</File>
    <File>nly-20221231_def.xml</File>
    <File>nly-20221231_lab.xml</File>
    <File>nly-20221231_pre.xml</File>
  </InputFiles>
  <SupplementalFiles>
    <File>nly-20221231_g1.jpg</File>
    <File>nly-20221231_g2.jpg</File>
    <File>nly-20221231_g3.jpg</File>
  </SupplementalFiles>
  <BaseTaxonomies>
    <BaseTaxonomy items="3">http://fasb.org/srt/2022</BaseTaxonomy>
    <BaseTaxonomy items="1449">http://fasb.org/us-gaap/2022</BaseTaxonomy>
    <BaseTaxonomy items="46">http://xbrl.sec.gov/dei/2022</BaseTaxonomy>
  </BaseTaxonomies>
  <HasPresentationLinkbase>true</HasPresentationLinkbase>
  <HasCalculationLinkbase>true</HasCalculationLinkbase>
</FilingSummary>
</XML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>JSON
<SEQUENCE>126
<FILENAME>MetaLinks.json
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
{
 "instance": {
  "nly-20221231.htm": {
   "axisCustom": 0,
   "axisStandard": 39,
   "baseTaxonomies": {
    "http://fasb.org/srt/2022": 3,
    "http://fasb.org/us-gaap/2022": 1449,
    "http://xbrl.sec.gov/dei/2022": 46
   },
   "contextCount": 549,
   "dts": {
    "calculationLink": {
     "local": [
      "nly-20221231_cal.xml"
     ]
    },
    "definitionLink": {
     "local": [
      "nly-20221231_def.xml"
     ]
    },
    "inline": {
     "local": [
      "nly-20221231.htm"
     ]
    },
    "labelLink": {
     "local": [
      "nly-20221231_lab.xml"
     ]
    },
    "presentationLink": {
     "local": [
      "nly-20221231_pre.xml"
     ]
    },
    "schema": {
     "local": [
      "nly-20221231.xsd"
     ],
     "remote": [
      "http://www.xbrl.org/2003/xbrl-instance-2003-12-31.xsd",
      "http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd",
      "http://www.xbrl.org/2003/xl-2003-12-31.xsd",
      "http://www.xbrl.org/2003/xlink-2003-12-31.xsd",
      "http://www.xbrl.org/2005/xbrldt-2005.xsd",
      "http://www.xbrl.org/2006/ref-2006-02-27.xsd",
      "http://www.xbrl.org/lrr/role/negated-2009-12-16.xsd",
      "http://www.xbrl.org/lrr/role/net-2009-12-16.xsd",
      "http://www.xbrl.org/lrr/role/reference-2009-12-16.xsd",
      "https://www.xbrl.org/2020/extensible-enumerations-2.0.xsd",
      "https://www.xbrl.org/dtr/type/2020-01-21/types.xsd",
      "https://xbrl.fasb.org/srt/2022/elts/srt-2022.xsd",
      "https://xbrl.fasb.org/srt/2022/elts/srt-roles-2022.xsd",
      "https://xbrl.fasb.org/srt/2022/elts/srt-types-2022.xsd",
      "https://xbrl.fasb.org/us-gaap/2022/elts/us-gaap-2022.xsd",
      "https://xbrl.fasb.org/us-gaap/2022/elts/us-roles-2022.xsd",
      "https://xbrl.fasb.org/us-gaap/2022/elts/us-types-2022.xsd",
      "https://xbrl.sec.gov/country/2022/country-2022.xsd",
      "https://xbrl.sec.gov/dei/2022/dei-2022.xsd",
      "https://xbrl.sec.gov/stpr/2022/stpr-2022.xsd"
     ]
    }
   },
   "elementCount": 805,
   "entityCount": 1,
   "hidden": {
    "http://annaly.com/20221231": 2,
    "http://fasb.org/us-gaap/2022": 7,
    "http://xbrl.sec.gov/dei/2022": 4,
    "total": 13
   },
   "keyCustom": 128,
   "keyStandard": 324,
   "memberCustom": 94,
   "memberStandard": 64,
   "nsprefix": "nly",
   "nsuri": "http://annaly.com/20221231",
   "report": {
    "R1": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "dei:DocumentType",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "document",
     "isDefault": "true",
     "longName": "0000001 - Document - COVER PAGE",
     "menuCat": "Cover",
     "order": "1",
     "role": "http://annaly.com/role/COVERPAGE",
     "shortName": "COVER PAGE",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "dei:DocumentType",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R10": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:SignificantAccountingPoliciesTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000010 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES",
     "menuCat": "Notes",
     "order": "10",
     "role": "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIES",
     "shortName": "SIGNIFICANT ACCOUNTING POLICIES",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:SignificantAccountingPoliciesTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R100": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000100 - Disclosure - SUBSEQUENT EVENTS (Details)",
     "menuCat": "Details",
     "order": "100",
     "role": "http://annaly.com/role/SUBSEQUENTEVENTSDetails",
     "shortName": "SUBSEQUENT EVENTS (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:SubsequentEventsTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ifeadf2c3188046c0be11df1850d20335_I20230131",
      "decimals": "-6",
      "lang": "en-US",
      "name": "nly:LineOfCreditFacilityMaximumBorrowingCapacityIncrease",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R11": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FinancialInstrumentsDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000011 - Disclosure - FINANCIAL INSTRUMENTS",
     "menuCat": "Notes",
     "order": "11",
     "role": "http://annaly.com/role/FINANCIALINSTRUMENTS",
     "shortName": "FINANCIAL INSTRUMENTS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FinancialInstrumentsDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R12": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000012 - Disclosure - SECURITIES",
     "menuCat": "Notes",
     "order": "12",
     "role": "http://annaly.com/role/SECURITIES",
     "shortName": "SECURITIES",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R13": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:LoansNotesTradeAndOtherReceivablesDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000013 - Disclosure - LOANS",
     "menuCat": "Notes",
     "order": "13",
     "role": "http://annaly.com/role/LOANS",
     "shortName": "LOANS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:LoansNotesTradeAndOtherReceivablesDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R14": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000014 - Disclosure - MORTGAGE SERVICING RIGHTS",
     "menuCat": "Notes",
     "order": "14",
     "role": "http://annaly.com/role/MORTGAGESERVICINGRIGHTS",
     "shortName": "MORTGAGE SERVICING RIGHTS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R15": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:VariableInterestEntityDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000015 - Disclosure - VARIABLE INTEREST ENTITIES",
     "menuCat": "Notes",
     "order": "15",
     "role": "http://annaly.com/role/VARIABLEINTERESTENTITIES",
     "shortName": "VARIABLE INTEREST ENTITIES",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:VariableInterestEntityDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R16": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock",
      "reportCount": 1,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000016 - Disclosure - SALE OF COMMERCIAL REAL ESTATE BUSINESS",
     "menuCat": "Notes",
     "order": "16",
     "role": "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESS",
     "shortName": "SALE OF COMMERCIAL REAL ESTATE BUSINESS",
     "subGroupType": "",
     "uniqueAnchor": null
    },
    "R17": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock",
      "reportCount": 1,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000017 - Disclosure - SALE OF MIDDLE MARKET LENDING PORTFOLIO",
     "menuCat": "Notes",
     "order": "17",
     "role": "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIO",
     "shortName": "SALE OF MIDDLE MARKET LENDING PORTFOLIO",
     "subGroupType": "",
     "uniqueAnchor": null
    },
    "R18": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000018 - Disclosure - DERIVATIVE INSTRUMENTS",
     "menuCat": "Notes",
     "order": "18",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTS",
     "shortName": "DERIVATIVE INSTRUMENTS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R19": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FairValueDisclosuresTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000019 - Disclosure - FAIR VALUE MEASUREMENTS",
     "menuCat": "Notes",
     "order": "19",
     "role": "http://annaly.com/role/FAIRVALUEMEASUREMENTS",
     "shortName": "FAIR VALUE MEASUREMENTS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FairValueDisclosuresTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R2": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "dei:AuditorFirmId",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "document",
     "isDefault": "false",
     "longName": "0000002 - Document - AUDIT INFORMATION",
     "menuCat": "Cover",
     "order": "2",
     "role": "http://annaly.com/role/AUDITINFORMATION",
     "shortName": "AUDIT INFORMATION",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "dei:AuditorFirmId",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R20": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:GoodwillDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000020 - Disclosure - GOODWILL AND INTANGIBLE ASSETS",
     "menuCat": "Notes",
     "order": "20",
     "role": "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETS",
     "shortName": "GOODWILL AND INTANGIBLE ASSETS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:GoodwillDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R21": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DebtDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000021 - Disclosure - SECURED FINANCING",
     "menuCat": "Notes",
     "order": "21",
     "role": "http://annaly.com/role/SECUREDFINANCING",
     "shortName": "SECURED FINANCING",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DebtDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R22": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:StockholdersEquityNoteDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000022 - Disclosure - CAPITAL STOCK",
     "menuCat": "Notes",
     "order": "22",
     "role": "http://annaly.com/role/CAPITALSTOCK",
     "shortName": "CAPITAL STOCK",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:StockholdersEquityNoteDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R23": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000023 - Disclosure - LONG-TERM STOCK INCENTIVE PLAN",
     "menuCat": "Notes",
     "order": "23",
     "role": "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLAN",
     "shortName": "LONG-TERM STOCK INCENTIVE PLAN",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R24": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000024 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE",
     "menuCat": "Notes",
     "order": "24",
     "role": "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSE",
     "shortName": "INTEREST INCOME AND INTEREST EXPENSE",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R25": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:EarningsPerShareTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000025 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE",
     "menuCat": "Notes",
     "order": "25",
     "role": "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARE",
     "shortName": "NET INCOME (LOSS) PER COMMON SHARE",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:EarningsPerShareTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R26": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:IncomeTaxDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000026 - Disclosure - INCOME TAXES",
     "menuCat": "Notes",
     "order": "26",
     "role": "http://annaly.com/role/INCOMETAXES",
     "shortName": "INCOME TAXES",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:IncomeTaxDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R27": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000027 - Disclosure - RISK MANAGEMENT",
     "menuCat": "Notes",
     "order": "27",
     "role": "http://annaly.com/role/RISKMANAGEMENT",
     "shortName": "RISK MANAGEMENT",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R28": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:RelatedPartyTransactionsDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000028 - Disclosure - RELATED PARTY TRANSACTIONS",
     "menuCat": "Notes",
     "order": "28",
     "role": "http://annaly.com/role/RELATEDPARTYTRANSACTIONS",
     "shortName": "RELATED PARTY TRANSACTIONS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:RelatedPartyTransactionsDisclosureTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R29": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:LesseeOperatingLeasesTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000029 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES",
     "menuCat": "Notes",
     "order": "29",
     "role": "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIES",
     "shortName": "LEASE COMMITMENTS AND CONTINGENCIES",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:LesseeOperatingLeasesTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R3": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:CashAndCashEquivalentsAtCarryingValue",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "statement",
     "isDefault": "false",
     "longName": "0000003 - Statement - CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION",
     "menuCat": "Statements",
     "order": "3",
     "role": "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
     "shortName": "CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R30": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:SubsequentEventsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000030 - Disclosure - SUBSEQUENT EVENTS",
     "menuCat": "Notes",
     "order": "30",
     "role": "http://annaly.com/role/SUBSEQUENTEVENTS",
     "shortName": "SUBSEQUENT EVENTS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:SubsequentEventsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R31": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:BasisOfAccounting",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:BasisOfAccountingPolicyPolicyTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000031 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES (Policies)",
     "menuCat": "Policies",
     "order": "31",
     "role": "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies",
     "shortName": "SIGNIFICANT ACCOUNTING POLICIES (Policies)",
     "subGroupType": "policies",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:BasisOfAccounting",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:BasisOfAccountingPolicyPolicyTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R32": {
     "firstAnchor": {
      "ancestors": [
       "us-gaap:BusinessDescriptionAndBasisOfPresentationTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:ScheduleOfInvestmentGroupsTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000032 - Disclosure - DESCRIPTION OF BUSINESS (Tables)",
     "menuCat": "Tables",
     "order": "32",
     "role": "http://annaly.com/role/DESCRIPTIONOFBUSINESSTables",
     "shortName": "DESCRIPTION OF BUSINESS (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:BusinessDescriptionAndBasisOfPresentationTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:ScheduleOfInvestmentGroupsTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R33": {
     "firstAnchor": {
      "ancestors": [
       "us-gaap:FinancialInstrumentsDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:TradingSecuritiesAndCertainTradingAssetsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000033 - Disclosure - FINANCIAL INSTRUMENTS (Tables)",
     "menuCat": "Tables",
     "order": "33",
     "role": "http://annaly.com/role/FINANCIALINSTRUMENTSTables",
     "shortName": "FINANCIAL INSTRUMENTS (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:FinancialInstrumentsDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:TradingSecuritiesAndCertainTradingAssetsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R34": {
     "firstAnchor": {
      "ancestors": [
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DebtSecuritiesAvailableForSaleTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000034 - Disclosure - SECURITIES (Tables)",
     "menuCat": "Tables",
     "order": "34",
     "role": "http://annaly.com/role/SECURITIESTables",
     "shortName": "SECURITIES (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DebtSecuritiesAvailableForSaleTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R35": {
     "firstAnchor": {
      "ancestors": [
       "us-gaap:LoansNotesTradeAndOtherReceivablesDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:SummaryOfLoansInvestmentActivityTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000035 - Disclosure - LOANS (Tables)",
     "menuCat": "Tables",
     "order": "35",
     "role": "http://annaly.com/role/LOANSTables",
     "shortName": "LOANS (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:LoansNotesTradeAndOtherReceivablesDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:SummaryOfLoansInvestmentActivityTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R36": {
     "firstAnchor": {
      "ancestors": [
       "us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfServicingAssetsAtFairValueTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000036 - Disclosure - MORTGAGE SERVICING RIGHTS (Tables)",
     "menuCat": "Tables",
     "order": "36",
     "role": "http://annaly.com/role/MORTGAGESERVICINGRIGHTSTables",
     "shortName": "MORTGAGE SERVICING RIGHTS (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfServicingAssetsAtFairValueTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R37": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:VariableInterestEntityDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfVariableInterestEntitiesTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000037 - Disclosure - VARIABLE INTEREST ENTITIES (Tables)",
     "menuCat": "Tables",
     "order": "37",
     "role": "http://annaly.com/role/VARIABLEINTERESTENTITIESTables",
     "shortName": "VARIABLE INTEREST ENTITIES (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:VariableInterestEntityDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfVariableInterestEntitiesTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R38": {
     "firstAnchor": {
      "ancestors": [
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfDerivativeInstrumentsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000038 - Disclosure - DERIVATIVE INSTRUMENTS (Tables)",
     "menuCat": "Tables",
     "order": "38",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSTables",
     "shortName": "DERIVATIVE INSTRUMENTS (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfDerivativeInstrumentsTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R39": {
     "firstAnchor": {
      "ancestors": [
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000039 - Disclosure - FAIR VALUE MEASUREMENTS (Tables)",
     "menuCat": "Tables",
     "order": "39",
     "role": "http://annaly.com/role/FAIRVALUEMEASUREMENTSTables",
     "shortName": "FAIR VALUE MEASUREMENTS (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R4": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:CashCollateralForBorrowedSecurities",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "statement",
     "isDefault": "false",
     "longName": "0000004 - Statement - CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (Parenthetical)",
     "menuCat": "Statements",
     "order": "4",
     "role": "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
     "shortName": "CONSOLIDATED STATEMENTS OF FINANCIAL CONDITION (Parenthetical)",
     "subGroupType": "parenthetical",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:CashCollateralForBorrowedSecurities",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R40": {
     "firstAnchor": {
      "ancestors": [
       "us-gaap:GoodwillDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000040 - Disclosure - GOODWILL AND INTANGIBLE ASSETS (Tables)",
     "menuCat": "Tables",
     "order": "40",
     "role": "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSTables",
     "shortName": "GOODWILL AND INTANGIBLE ASSETS (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:GoodwillDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R41": {
     "firstAnchor": {
      "ancestors": [
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000041 - Disclosure - SECURED FINANCING (Tables)",
     "menuCat": "Tables",
     "order": "41",
     "role": "http://annaly.com/role/SECUREDFINANCINGTables",
     "shortName": "SECURED FINANCING (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R42": {
     "firstAnchor": {
      "ancestors": [
       "us-gaap:StockholdersEquityNoteDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfStockByClassTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000042 - Disclosure - CAPITAL STOCK (Tables)",
     "menuCat": "Tables",
     "order": "42",
     "role": "http://annaly.com/role/CAPITALSTOCKTables",
     "shortName": "CAPITAL STOCK (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:StockholdersEquityNoteDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfStockByClassTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R43": {
     "firstAnchor": {
      "ancestors": [
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000043 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE (Tables)",
     "menuCat": "Tables",
     "order": "43",
     "role": "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSETables",
     "shortName": "INTEREST INCOME AND INTEREST EXPENSE (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R44": {
     "firstAnchor": {
      "ancestors": [
       "us-gaap:EarningsPerShareTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000044 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE (Tables)",
     "menuCat": "Tables",
     "order": "44",
     "role": "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARETables",
     "shortName": "NET INCOME (LOSS) PER COMMON SHARE (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:EarningsPerShareTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R45": {
     "firstAnchor": {
      "ancestors": [
       "us-gaap:LesseeOperatingLeasesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:LesseeOperatingLeasesSupplementalInformationTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000045 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES (Tables)",
     "menuCat": "Tables",
     "order": "45",
     "role": "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESTables",
     "shortName": "LEASE COMMITMENTS AND CONTINGENCIES (Tables)",
     "subGroupType": "tables",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:LesseeOperatingLeasesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "nly:LesseeOperatingLeasesSupplementalInformationTableTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R46": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "nly:ScheduleOfInvestmentGroupsTableTextBlock",
       "us-gaap:BusinessDescriptionAndBasisOfPresentationTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "nly:NumberOfInvestmentGroups",
      "reportCount": 1,
      "unique": true,
      "unitRef": "investmentgroup",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000046 - Disclosure - DESCRIPTION OF BUSINESS (Details)",
     "menuCat": "Details",
     "order": "46",
     "role": "http://annaly.com/role/DESCRIPTIONOFBUSINESSDetails",
     "shortName": "DESCRIPTION OF BUSINESS (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "nly:ScheduleOfInvestmentGroupsTableTextBlock",
       "us-gaap:BusinessDescriptionAndBasisOfPresentationTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "nly:NumberOfInvestmentGroups",
      "reportCount": 1,
      "unique": true,
      "unitRef": "investmentgroup",
      "xsiNil": "false"
     }
    },
    "R47": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "idec7d8a3638c4527bd18e87515ca5eda_I20220908",
      "decimals": "2",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:CommonStockParOrStatedValuePerShare",
      "reportCount": 1,
      "unitRef": "usdPerShare",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000047 - Disclosure - BASIS OF PRESENTATION (Details)",
     "menuCat": "Details",
     "order": "47",
     "role": "http://annaly.com/role/BASISOFPRESENTATIONDetails",
     "shortName": "BASIS OF PRESENTATION (Details)",
     "subGroupType": "details",
     "uniqueAnchor": null
    },
    "R48": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:SignificantAccountingPoliciesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ie09fc239320d4b1e95030f575ed59db8_I20221231",
      "decimals": "-8",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:MarginDepositAssets",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000048 - Disclosure - SIGNIFICANT ACCOUNTING POLICIES - Narrative (Details)",
     "menuCat": "Details",
     "order": "48",
     "role": "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails",
     "shortName": "SIGNIFICANT ACCOUNTING POLICIES - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:SignificantAccountingPoliciesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ie09fc239320d4b1e95030f575ed59db8_I20221231",
      "decimals": "-8",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:MarginDepositAssets",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R49": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:Assets",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000049 - Disclosure - FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details)",
     "menuCat": "Details",
     "order": "49",
     "role": "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails",
     "shortName": "FINANCIAL INSTRUMENTS - Summary of Characteristics of Financial Instruments (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:TradingSecuritiesAndCertainTradingAssetsTextBlock",
       "us-gaap:FinancialInstrumentsDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i34acb9e21e544e23b0768a49ffd33a0d_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:Assets",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R5": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTableTextBlock",
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:InterestIncomeOperating",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "statement",
     "isDefault": "false",
     "longName": "0000005 - Statement - CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS)",
     "menuCat": "Statements",
     "order": "5",
     "role": "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
     "shortName": "CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS)",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:FeesAndCommissionsMortgageBankingAndServicing",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R50": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-8",
      "first": true,
      "lang": "en-US",
      "name": "nly:MortgageBackedSecuritiesSoldCarryingValue",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000050 - Disclosure - SECURITIES - Narrative (Details)",
     "menuCat": "Details",
     "order": "50",
     "role": "http://annaly.com/role/SECURITIESNarrativeDetails",
     "shortName": "SECURITIES - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-8",
      "first": true,
      "lang": "en-US",
      "name": "nly:MortgageBackedSecuritiesSoldCarryingValue",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R51": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:DebtSecuritiesAvailableForSaleTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i85be47519e2e461bbbf0d9ab13c80a52_I20211231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000051 - Disclosure - SECURITIES - Summary of Residential Securities and CMBS (Details)",
     "menuCat": "Details",
     "order": "51",
     "role": "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails",
     "shortName": "SECURITIES - Summary of Residential Securities and CMBS (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:DebtSecuritiesAvailableForSaleTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "nly:PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R52": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:InvestmentOwnedBalancePrincipalAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000052 - Disclosure - SECURITIES - Portfolio (Details)",
     "menuCat": "Details",
     "order": "52",
     "role": "http://annaly.com/role/SECURITIESPortfolioDetails",
     "shortName": "SECURITIES - Portfolio (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:InvestmentOwnedBalancePrincipalAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R53": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000053 - Disclosure - SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details)",
     "menuCat": "Details",
     "order": "53",
     "role": "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails",
     "shortName": "SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i94cdfb5142504d57b35059fc9eae0c05_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R54": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000054 - Disclosure - SECURITIES - Weighted Average Life (Details)",
     "menuCat": "Details",
     "order": "54",
     "role": "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails",
     "shortName": "SECURITIES - Weighted Average Life (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ibd943c48b2304d58ac3eb084576900eb_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "nly:AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R55": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000055 - Disclosure - SECURITIES - Unrealized Loss Position (Details)",
     "menuCat": "Details",
     "order": "55",
     "role": "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails",
     "shortName": "SECURITIES - Unrealized Loss Position (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i94cdfb5142504d57b35059fc9eae0c05_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:DebtSecuritiesAvailableForSaleExcludingAccruedInterest",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R56": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "ix:continuation",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i8ad666d17fcf48d48407c9f15cc2e83e_D20221001-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DebtSecuritiesAvailableForSaleRealizedGain",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000056 - Disclosure - SECURITIES - Realized Gain (Loss) (Details)",
     "menuCat": "Details",
     "order": "56",
     "role": "http://annaly.com/role/SECURITIESRealizedGainLossDetails",
     "shortName": "SECURITIES - Realized Gain (Loss) (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "ix:continuation",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i8ad666d17fcf48d48407c9f15cc2e83e_D20221001-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DebtSecuritiesAvailableForSaleRealizedGain",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R57": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:Assets",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000057 - Disclosure - LOANS - Narrative (Details)",
     "menuCat": "Details",
     "order": "57",
     "role": "http://annaly.com/role/LOANSNarrativeDetails",
     "shortName": "LOANS - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:LoansNotesTradeAndOtherReceivablesDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-5",
      "lang": "en-US",
      "name": "us-gaap:FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R58": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i85be47519e2e461bbbf0d9ab13c80a52_I20211231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000058 - Disclosure - LOANS - Investment Loan Activity (Details)",
     "menuCat": "Details",
     "order": "58",
     "role": "http://annaly.com/role/LOANSInvestmentLoanActivityDetails",
     "shortName": "LOANS - Investment Loan Activity (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "nly:SummaryOfLoansInvestmentActivityTableTextBlock",
       "us-gaap:LoansNotesTradeAndOtherReceivablesDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-8",
      "lang": "en-US",
      "name": "nly:NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R59": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ie3990415b64a4858b1074888ea943c72_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "nly:MortgageLoansFairValueDisclosure",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000059 - Disclosure - LOANS - Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio (Details)",
     "menuCat": "Details",
     "order": "59",
     "role": "http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails",
     "shortName": "LOANS - Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio (Details)",
     "subGroupType": "details",
     "uniqueAnchor": null
    },
    "R6": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i21e2cc66fd7f47fa89351a4c7088b7ce_I20191231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "statement",
     "isDefault": "false",
     "longName": "0000006 - Statement - CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY",
     "menuCat": "Statements",
     "order": "6",
     "role": "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY",
     "shortName": "CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i21e2cc66fd7f47fa89351a4c7088b7ce_I20191231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R60": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTableTextBlock",
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:InterestIncomeExpenseNet",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000060 - Disclosure - LOANS - Summary of Comprehensive Income (Loss) (Details)",
     "menuCat": "Details",
     "order": "60",
     "role": "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails",
     "shortName": "LOANS - Summary of Comprehensive Income (Loss) (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfComprehensiveIncomeLossTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ic39da6070a1c4a5aa44cffda4da80a2c_D20220101-20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:InterestIncomeExpenseNet",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R61": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "ix:continuation",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i44ac78daf02843b3ba08a476dc82e47f_D20220101-20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ConcentrationRiskPercentage1",
      "reportCount": 1,
      "unique": true,
      "unitRef": "number",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000061 - Disclosure - LOANS - Geographic Concentrations Based on Unpaid Principal Balances (Details)",
     "menuCat": "Details",
     "order": "61",
     "role": "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails",
     "shortName": "LOANS - Geographic Concentrations Based on Unpaid Principal Balances (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "ix:continuation",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i44ac78daf02843b3ba08a476dc82e47f_D20220101-20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ConcentrationRiskPercentage1",
      "reportCount": 1,
      "unique": true,
      "unitRef": "number",
      "xsiNil": "false"
     }
    },
    "R62": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ie3990415b64a4858b1074888ea943c72_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000062 - Disclosure - LOANS - Additional Information about Residential Mortgage Loans (Details)",
     "menuCat": "Details",
     "order": "62",
     "role": "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
     "shortName": "LOANS - Additional Information about Residential Mortgage Loans (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "ix:continuation",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i8afcd0f3868c4507a3d493d8d49e1ef7_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:PrincipalAmountOutstandingOfLoansHeldInPortfolio",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R63": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfServicingAssetsAtFairValueTextBlock",
       "us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i85be47519e2e461bbbf0d9ab13c80a52_I20211231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ServicingAssetAtFairValueAmount",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000063 - Disclosure - MORTGAGE SERVICING RIGHTS - Presentation of Activity Related to MSR (Details)",
     "menuCat": "Details",
     "order": "63",
     "role": "http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails",
     "shortName": "MORTGAGE SERVICING RIGHTS - Presentation of Activity Related to MSR (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfServicingAssetsAtFairValueTextBlock",
       "us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:ServicingAssetAtFairValueAdditions",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R64": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfServicingAssetsAtFairValueTextBlock",
       "us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i205c71d70055483da27452fdaf641a2b_I20211231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000064 - Disclosure - MORTGAGE SERVICING RIGHTS - Interest in MSR Rollforward (Details)",
     "menuCat": "Details",
     "order": "64",
     "role": "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails",
     "shortName": "MORTGAGE SERVICING RIGHTS - Interest in MSR Rollforward (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfServicingAssetsAtFairValueTextBlock",
       "us-gaap:TransfersAndServicingOfFinancialAssetsTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i71c372cd02574b1fb3e86631ab5ad077_I20201231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R65": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "nly:SecuritizedDebtOfConsolidatedVie",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000065 - Disclosure - VARIABLE INTEREST ENTITIES - Narrative (Details)",
     "menuCat": "Details",
     "order": "65",
     "role": "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails",
     "shortName": "VARIABLE INTEREST ENTITIES - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-8",
      "lang": "en-US",
      "name": "nly:SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R66": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "ix:continuation",
       "div",
       "us-gaap:VariableInterestEntityDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i3081f63b204a4b1aa5cf24704b290241_I20220630",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:MortgageLoansOnRealEstate",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000066 - Disclosure - VARIABLE INTEREST ENTITIES - Schedule of the Fair Value of OBX Trusts Closed (Details)",
     "menuCat": "Details",
     "order": "66",
     "role": "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails",
     "shortName": "VARIABLE INTEREST ENTITIES - Schedule of the Fair Value of OBX Trusts Closed (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "ix:continuation",
       "div",
       "us-gaap:VariableInterestEntityDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i3081f63b204a4b1aa5cf24704b290241_I20220630",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:MortgageLoansOnRealEstate",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R67": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:CashAndCashEquivalentsAtCarryingValue",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000067 - Disclosure - VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details)",
     "menuCat": "Details",
     "order": "67",
     "role": "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails",
     "shortName": "VARIABLE INTEREST ENTITIES - Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "id0d962eb3eda428d97662505068deb9c_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:CashAndCashEquivalentsAtCarryingValue",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R68": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:GainLossOnSaleOfBusiness",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000068 - Disclosure - SALE OF COMMERCIAL REAL ESTATE BUSINESS - Narrative (Details)",
     "menuCat": "Details",
     "order": "68",
     "role": "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
     "shortName": "SALE OF COMMERCIAL REAL ESTATE BUSINESS - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i2650fbb9c86b4f5786af0d0a2621175e_I20210325",
      "decimals": "-7",
      "lang": "en-US",
      "name": "us-gaap:DisposalGroupIncludingDiscontinuedOperationConsideration",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R69": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:GainLossOnSaleOfBusiness",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000069 - Disclosure - SALE OF MIDDLE MARKET LENDING PORTFOLIO (Details)",
     "menuCat": "Details",
     "order": "69",
     "role": "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails",
     "shortName": "SALE OF MIDDLE MARKET LENDING PORTFOLIO (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i44dc3dfbc17a4b409f1f1bdd2c79f6e4_I20220430",
      "decimals": "-8",
      "lang": "en-US",
      "name": "us-gaap:DisposalGroupIncludingDiscontinuedOperationConsideration",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R7": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ProfitLoss",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "statement",
     "isDefault": "false",
     "longName": "0000007 - Statement - CONSOLIDATED STATEMENTS OF CASH FLOWS",
     "menuCat": "Statements",
     "order": "7",
     "role": "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS",
     "shortName": "CONSOLIDATED STATEMENTS OF CASH FLOWS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:AccretionAmortizationOfDiscountsAndPremiumsInvestments",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R70": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ie09fc239320d4b1e95030f575ed59db8_I20221231",
      "decimals": "-8",
      "first": true,
      "lang": "en-US",
      "name": "nly:DerivativeInstrumentsVariationMarginonCollateral",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000070 - Disclosure - DERIVATIVE INSTRUMENTS - Narrative (Details)",
     "menuCat": "Details",
     "order": "70",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails",
     "shortName": "DERIVATIVE INSTRUMENTS - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ie09fc239320d4b1e95030f575ed59db8_I20221231",
      "decimals": "-8",
      "first": true,
      "lang": "en-US",
      "name": "nly:DerivativeInstrumentsVariationMarginonCollateral",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R71": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfDerivativeInstrumentsTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:InterestRateDerivativeAssetsAtFairValue",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000071 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details)",
     "menuCat": "Details",
     "order": "71",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
     "shortName": "DERIVATIVE INSTRUMENTS - Summary of Fair Value Information about Derivative Assets and Liabilities (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfDerivativeInstrumentsTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ic5a7506bc8614531890ed409d90eb685_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:DerivativeFairValueOfDerivativeAsset",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R72": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ie09fc239320d4b1e95030f575ed59db8_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeNotionalAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000072 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details)",
     "menuCat": "Details",
     "order": "72",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails",
     "shortName": "DERIVATIVE INSTRUMENTS - Summary of Characteristics of Interest Rate Swaps (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ie09fc239320d4b1e95030f575ed59db8_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeNotionalAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R73": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ib57eb268e94f4d0aaa095b55dc88d799_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeNotionalAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000073 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details)",
     "menuCat": "Details",
     "order": "73",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails",
     "shortName": "DERIVATIVE INSTRUMENTS - Summary of Swaptions Outstanding (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ib57eb268e94f4d0aaa095b55dc88d799_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeNotionalAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R74": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i71038c0a17b04c82a542b2fed142b564_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeAssetNotionalAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000074 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details)",
     "menuCat": "Details",
     "order": "74",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails",
     "shortName": "DERIVATIVE INSTRUMENTS - Summary of Characteristics of TBA Derivatives (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i71038c0a17b04c82a542b2fed142b564_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeAssetNotionalAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R75": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "ix:continuation",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ic42bfaf8fcad456e85f1cbf9d37ada72_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeTermOfContract",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000075 - Disclosure - DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details)",
     "menuCat": "Details",
     "order": "75",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
     "shortName": "DERIVATIVE INSTRUMENTS - Summary of Certain Characteristics of Futures Derivatives (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "ix:continuation",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ic42bfaf8fcad456e85f1cbf9d37ada72_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeTermOfContract",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R76": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DerivativeAssets",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000076 - Disclosure - DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details)",
     "menuCat": "Details",
     "order": "76",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
     "shortName": "DERIVATIVE INSTRUMENTS - Offsetting of Derivative Assets and Liabilities (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ic5a7506bc8614531890ed409d90eb685_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:DerivativeCollateralObligationToReturnSecurities",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R77": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "nly:GainLossOnRealizedInterestRateSwaps",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000077 - Disclosure - DERIVATIVE INSTRUMENTS - Effect of Interest Rate Swaps on Consolidated Statements of Comprehensive Income (Loss) (Details)",
     "menuCat": "Details",
     "order": "77",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails",
     "shortName": "DERIVATIVE INSTRUMENTS - Effect of Interest Rate Swaps on Consolidated Statements of Comprehensive Income (Loss) (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "nly:GainLossOnRealizedInterestRateSwaps",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R78": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:UnrealizedGainLossOnDerivatives",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000078 - Disclosure - DERIVATIVE INSTRUMENTS - Effect of Other Derivative Contracts on the Consolidated Statements of Operations and Comprehensive Income (Loss) (Details)",
     "menuCat": "Details",
     "order": "78",
     "role": "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
     "shortName": "DERIVATIVE INSTRUMENTS - Effect of Other Derivative Contracts on the Consolidated Statements of Operations and Comprehensive Income (Loss) (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:DerivativeGainLossOnDerivativeNet",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R79": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000079 - Disclosure - FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details)",
     "menuCat": "Details",
     "order": "79",
     "role": "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
     "shortName": "FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i560c8aa7a15348c694751e3563c73f2a_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R8": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:BusinessDescriptionAndBasisOfPresentationTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000008 - Disclosure - DESCRIPTION OF BUSINESS",
     "menuCat": "Notes",
     "order": "8",
     "role": "http://annaly.com/role/DESCRIPTIONOFBUSINESS",
     "shortName": "DESCRIPTION OF BUSINESS",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:BusinessDescriptionAndBasisOfPresentationTextBlock",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R80": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ib80ead57fa5c4fd3b2d12a93ebbbaffa_D20220101-20221231",
      "decimals": "0",
      "first": true,
      "lang": "en-US",
      "name": "nly:FairValueInputsCostToService",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000080 - Disclosure - FAIR VALUE MEASUREMENTS - Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs (Detail)",
     "menuCat": "Details",
     "order": "80",
     "role": "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
     "shortName": "FAIR VALUE MEASUREMENTS - Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs (Detail)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "ib80ead57fa5c4fd3b2d12a93ebbbaffa_D20220101-20221231",
      "decimals": "0",
      "first": true,
      "lang": "en-US",
      "name": "nly:FairValueInputsCostToService",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R81": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:OtherSecuredFinancings",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000081 - Disclosure - FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail)",
     "menuCat": "Details",
     "order": "81",
     "role": "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail",
     "shortName": "FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:FairValueByBalanceSheetGroupingTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i6a4509ffcee04e098d2cd07ad6ae3053_I20221231",
      "decimals": "-3",
      "lang": "en-US",
      "name": "us-gaap:FinancialInstrumentsOwnedCorporateDebtAtFairValue",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R82": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:GoodwillDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i6ad26db08f984cc1868787569fc75662_D20200630-20200630",
      "decimals": "-5",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FinitelivedIntangibleAssetsAcquired1",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000082 - Disclosure - GOODWILL AND INTANGIBLE ASSETS - Narrative (Details)",
     "menuCat": "Details",
     "order": "82",
     "role": "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails",
     "shortName": "GOODWILL AND INTANGIBLE ASSETS - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:GoodwillDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i6ad26db08f984cc1868787569fc75662_D20200630-20200630",
      "decimals": "-5",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:FinitelivedIntangibleAssetsAcquired1",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R83": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock",
       "us-gaap:GoodwillDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i85be47519e2e461bbbf0d9ab13c80a52_I20211231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:IntangibleAssetsNetExcludingGoodwill",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000083 - Disclosure - GOODWILL AND INTANGIBLE ASSETS - Summary of Indefinite and Finite-Lived Intangible Assets (Details)",
     "menuCat": "Details",
     "order": "83",
     "role": "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails",
     "shortName": "GOODWILL AND INTANGIBLE ASSETS - Summary of Indefinite and Finite-Lived Intangible Assets (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock",
       "us-gaap:GoodwillDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i85be47519e2e461bbbf0d9ab13c80a52_I20211231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:IntangibleAssetsNetExcludingGoodwill",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R84": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfRepurchaseAgreements",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:SecuritiesSoldUnderAgreementsToRepurchase",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000084 - Disclosure - SECURED FINANCING - Narrative (Details)",
     "menuCat": "Details",
     "order": "84",
     "role": "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
     "shortName": "SECURED FINANCING - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "lang": "en-US",
      "name": "us-gaap:RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R85": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfRepurchaseAgreements",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:SecuritiesSoldUnderAgreementsToRepurchase",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000085 - Disclosure - SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details)",
     "menuCat": "Details",
     "order": "85",
     "role": "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails",
     "shortName": "SECURED FINANCING - Repurchase Agreements - Remaining Maturities, Collateral Types and Weighted Average Rate (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "4",
      "lang": "en-US",
      "name": "nly:RepurchaseAgreementsWeightedAverageRates",
      "reportCount": 1,
      "unique": true,
      "unitRef": "number",
      "xsiNil": "false"
     }
    },
    "R86": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfRepurchaseAgreements",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "nly:SecuritiesForReverseRepurchaseAgreementsGrossAmounts",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000086 - Disclosure - SECURED FINANCING - Summary of Gross Amounts, Amounts Offset and Net Amounts of Repurchase Agreement and Reverse Repurchase Agreement (Details)",
     "menuCat": "Details",
     "order": "86",
     "role": "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails",
     "shortName": "SECURED FINANCING - Summary of Gross Amounts, Amounts Offset and Net Amounts of Repurchase Agreement and Reverse Repurchase Agreement (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfRepurchaseAgreements",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "nly:SecuritiesForReverseRepurchaseAgreementsGrossAmounts",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R87": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:CommonStockSharesAuthorized",
      "reportCount": 1,
      "unitRef": "shares",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000087 - Disclosure - CAPITAL STOCK - Schedule of Common Stock (Details)",
     "menuCat": "Details",
     "order": "87",
     "role": "http://annaly.com/role/CAPITALSTOCKScheduleofCommonStockDetails",
     "shortName": "CAPITAL STOCK - Schedule of Common Stock (Details)",
     "subGroupType": "details",
     "uniqueAnchor": null
    },
    "R88": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:StockholdersEquityNoteDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:TreasuryStockSharesAcquired",
      "reportCount": 1,
      "unique": true,
      "unitRef": "shares",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000088 - Disclosure - CAPITAL STOCK - Narrative (Details)",
     "menuCat": "Details",
     "order": "88",
     "role": "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
     "shortName": "CAPITAL STOCK - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:StockholdersEquityNoteDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:TreasuryStockSharesAcquired",
      "reportCount": 1,
      "unique": true,
      "unitRef": "shares",
      "xsiNil": "false"
     }
    },
    "R89": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "ix:continuation",
       "us-gaap:StockholdersEquityNoteDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:PreferredStockSharesAuthorized",
      "reportCount": 1,
      "unitRef": "shares",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000089 - Disclosure - CAPITAL STOCK - Schedule of Preferred Stock (Details)",
     "menuCat": "Details",
     "order": "89",
     "role": "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails",
     "shortName": "CAPITAL STOCK - Schedule of Preferred Stock (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "us-gaap:PreferredStockSharesOutstanding",
       "span",
       "td",
       "tr",
       "table",
       "div",
       "ix:continuation",
       "us-gaap:StockholdersEquityNoteDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "INF",
      "lang": "en-US",
      "name": "us-gaap:PreferredStockSharesIssued",
      "reportCount": 1,
      "unique": true,
      "unitRef": "shares",
      "xsiNil": "false"
     }
    },
    "R9": {
     "firstAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:BasisOfAccounting",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000009 - Disclosure - BASIS OF PRESENTATION",
     "menuCat": "Notes",
     "order": "9",
     "role": "http://annaly.com/role/BASISOFPRESENTATION",
     "shortName": "BASIS OF PRESENTATION",
     "subGroupType": "",
     "uniqueAnchor": {
      "ancestors": [
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:BasisOfAccounting",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R90": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:DividendsDeclaredTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:DividendsCommonStockCash",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000090 - Disclosure - CAPITAL STOCK - Summary of Dividend Distribution Activity (Details)",
     "menuCat": "Details",
     "order": "90",
     "role": "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails",
     "shortName": "CAPITAL STOCK - Summary of Dividend Distribution Activity (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:DividendsDeclaredTableTextBlock",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "INF",
      "lang": "en-US",
      "name": "us-gaap:CommonStockDividendsPerShareDeclared",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usdPerShare",
      "xsiNil": "false"
     }
    },
    "R91": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000091 - Disclosure - LONG-TERM STOCK INCENTIVE PLAN - Narrative (Details)",
     "menuCat": "Details",
     "order": "91",
     "role": "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails",
     "shortName": "LONG-TERM STOCK INCENTIVE PLAN - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "ix:continuation",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": null,
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1",
      "reportCount": 1,
      "unique": true,
      "unitRef": null,
      "xsiNil": "false"
     }
    },
    "R92": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTableTextBlock",
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "nly:InterestIncomeAgencySecurityLoans",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000092 - Disclosure - INTEREST INCOME AND INTEREST EXPENSE - Components of Company's Interest Income and Interest Expense (Details)",
     "menuCat": "Details",
     "order": "92",
     "role": "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails",
     "shortName": "INTEREST INCOME AND INTEREST EXPENSE - Components of Company's Interest Income and Interest Expense (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTableTextBlock",
       "us-gaap:InterestIncomeAndInterestExpenseDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "nly:InterestIncomeAgencySecurityLoans",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R93": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:ProfitLoss",
      "reportCount": 1,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000093 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details)",
     "menuCat": "Details",
     "order": "93",
     "role": "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails",
     "shortName": "NET INCOME (LOSS) PER COMMON SHARE - Schedule of Net Income (Loss) per Share Reconciliation (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock",
       "us-gaap:EarningsPerShareTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "0",
      "lang": "en-US",
      "name": "us-gaap:IncrementalCommonSharesAttributableToShareBasedPaymentArrangements",
      "reportCount": 1,
      "unique": true,
      "unitRef": "shares",
      "xsiNil": "false"
     }
    },
    "R94": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:EarningsPerShareTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-5",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "shares",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000094 - Disclosure - NET INCOME (LOSS) PER COMMON SHARE - Narrative (Details)",
     "menuCat": "Details",
     "order": "94",
     "role": "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARENarrativeDetails",
     "shortName": "NET INCOME (LOSS) PER COMMON SHARE - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:EarningsPerShareTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-5",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount",
      "reportCount": 1,
      "unique": true,
      "unitRef": "shares",
      "xsiNil": "false"
     }
    },
    "R95": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:IncomeTaxDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "nly:PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit",
      "reportCount": 1,
      "unique": true,
      "unitRef": "number",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000095 - Disclosure - INCOME TAXES - Narrative (Details)",
     "menuCat": "Details",
     "order": "95",
     "role": "http://annaly.com/role/INCOMETAXESNarrativeDetails",
     "shortName": "INCOME TAXES - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:IncomeTaxDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "nly:PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit",
      "reportCount": 1,
      "unique": true,
      "unitRef": "number",
      "xsiNil": "false"
     }
    },
    "R96": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:RelatedPartyTransactionsDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "id0ee1ed8eddd476fb9d87fb7a8ee9d28_I20200212",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:TemporaryEquityRedemptionPricePerShare",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usdPerShare",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000096 - Disclosure - RELATED PARTY TRANSACTIONS - Narrative (Details)",
     "menuCat": "Details",
     "order": "96",
     "role": "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails",
     "shortName": "RELATED PARTY TRANSACTIONS - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:RelatedPartyTransactionsDisclosureTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "id0ee1ed8eddd476fb9d87fb7a8ee9d28_I20200212",
      "decimals": "INF",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:TemporaryEquityRedemptionPricePerShare",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usdPerShare",
      "xsiNil": "false"
     }
    },
    "R97": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:LesseeOperatingLeasesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-5",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:OperatingLeaseCost",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000097 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Narrative (Details)",
     "menuCat": "Details",
     "order": "97",
     "role": "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails",
     "shortName": "LEASE COMMITMENTS AND CONTINGENCIES - Narrative (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "div",
       "us-gaap:LesseeOperatingLeasesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i22e5c9a48b16434ea5b2964e6655489e_D20220101-20221231",
      "decimals": "-5",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:OperatingLeaseCost",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R98": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:LesseeOperatingLeasesSupplementalInformationTableTextBlock",
       "us-gaap:LesseeOperatingLeasesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:OperatingLeaseRightOfUseAsset",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000098 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Supplemental Lease Information (Details)",
     "menuCat": "Details",
     "order": "98",
     "role": "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails",
     "shortName": "LEASE COMMITMENTS AND CONTINGENCIES - Supplemental Lease Information (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "nly:LesseeOperatingLeasesSupplementalInformationTableTextBlock",
       "us-gaap:LesseeOperatingLeasesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:OperatingLeaseRightOfUseAsset",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    },
    "R99": {
     "firstAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:LesseeOperatingLeaseLiabilityMaturityTableTextBlock",
       "us-gaap:LesseeOperatingLeasesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     },
     "groupType": "disclosure",
     "isDefault": "false",
     "longName": "0000099 - Disclosure - LEASE COMMITMENTS AND CONTINGENCIES - Details of Maturities of Lease Liabilities (Details)",
     "menuCat": "Details",
     "order": "99",
     "role": "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails",
     "shortName": "LEASE COMMITMENTS AND CONTINGENCIES - Details of Maturities of Lease Liabilities (Details)",
     "subGroupType": "details",
     "uniqueAnchor": {
      "ancestors": [
       "span",
       "td",
       "tr",
       "table",
       "div",
       "us-gaap:LesseeOperatingLeaseLiabilityMaturityTableTextBlock",
       "us-gaap:LesseeOperatingLeasesTextBlock",
       "body",
       "html"
      ],
      "baseRef": "nly-20221231.htm",
      "contextRef": "i4ab52561d5cc4d1e82ebac38a3f5d89a_I20221231",
      "decimals": "-3",
      "first": true,
      "lang": "en-US",
      "name": "us-gaap:LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths",
      "reportCount": 1,
      "unique": true,
      "unitRef": "usd",
      "xsiNil": "false"
     }
    }
   },
   "segmentCount": 163,
   "tag": {
    "dei_AmendmentFlag": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Boolean flag that is true when the XBRL content amends previously-filed or accepted submission.",
        "label": "Amendment Flag",
        "terseLabel": "Amendment Flag"
       }
      }
     },
     "localname": "AmendmentFlag",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "booleanItemType"
    },
    "dei_AuditorFirmId": {
     "auth_ref": [
      "r762",
      "r763",
      "r764"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "PCAOB issued Audit Firm Identifier",
        "label": "Auditor Firm ID",
        "terseLabel": "Auditor Firm ID"
       }
      }
     },
     "localname": "AuditorFirmId",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/AUDITINFORMATION"
     ],
     "xbrltype": "nonemptySequenceNumberItemType"
    },
    "dei_AuditorLocation": {
     "auth_ref": [
      "r762",
      "r763",
      "r764"
     ],
     "lang": {
      "en-us": {
       "role": {
        "label": "Auditor Location",
        "terseLabel": "Auditor Location"
       }
      }
     },
     "localname": "AuditorLocation",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/AUDITINFORMATION"
     ],
     "xbrltype": "internationalNameItemType"
    },
    "dei_AuditorName": {
     "auth_ref": [
      "r762",
      "r763",
      "r764"
     ],
     "lang": {
      "en-us": {
       "role": {
        "label": "Auditor Name",
        "terseLabel": "Auditor Name"
       }
      }
     },
     "localname": "AuditorName",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/AUDITINFORMATION"
     ],
     "xbrltype": "internationalNameItemType"
    },
    "dei_CityAreaCode": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Area code of city",
        "label": "City Area Code",
        "terseLabel": "City Area Code"
       }
      }
     },
     "localname": "CityAreaCode",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "normalizedStringItemType"
    },
    "dei_CoverAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Cover page.",
        "label": "Cover [Abstract]",
        "terseLabel": "Cover [Abstract]"
       }
      }
     },
     "localname": "CoverAbstract",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "xbrltype": "stringItemType"
    },
    "dei_CurrentFiscalYearEndDate": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "End date of current fiscal year in the format --MM-DD.",
        "label": "Current Fiscal Year End Date",
        "terseLabel": "Current Fiscal Year End Date"
       }
      }
     },
     "localname": "CurrentFiscalYearEndDate",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "gMonthDayItemType"
    },
    "dei_DocumentAnnualReport": {
     "auth_ref": [
      "r762",
      "r763",
      "r764"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Boolean flag that is true only for a form used as an annual report.",
        "label": "Document Annual Report",
        "terseLabel": "Document Annual Report"
       }
      }
     },
     "localname": "DocumentAnnualReport",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "booleanItemType"
    },
    "dei_DocumentFiscalPeriodFocus": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fiscal period values are FY, Q1, Q2, and Q3.  1st, 2nd and 3rd quarter 10-Q or 10-QT statements have value Q1, Q2, and Q3 respectively, with 10-K, 10-KT or other fiscal year statements having FY.",
        "label": "Document Fiscal Period Focus",
        "terseLabel": "Document Fiscal Period Focus"
       }
      }
     },
     "localname": "DocumentFiscalPeriodFocus",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "fiscalPeriodItemType"
    },
    "dei_DocumentFiscalYearFocus": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This is focus fiscal year of the document report in YYYY format. For a 2006 annual report, which may also provide financial information from prior periods, fiscal 2006 should be given as the fiscal year focus. Example: 2006.",
        "label": "Document Fiscal Year Focus",
        "terseLabel": "Document Fiscal Year Focus"
       }
      }
     },
     "localname": "DocumentFiscalYearFocus",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "gYearItemType"
    },
    "dei_DocumentInformationLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Document Information [Line Items]",
        "terseLabel": "Document Information [Line Items]"
       }
      }
     },
     "localname": "DocumentInformationLineItems",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "stringItemType"
    },
    "dei_DocumentInformationTable": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Container to support the formal attachment of each official or unofficial, public or private document as part of a submission package.",
        "label": "Document Information [Table]",
        "terseLabel": "Document Information [Table]"
       }
      }
     },
     "localname": "DocumentInformationTable",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "stringItemType"
    },
    "dei_DocumentPeriodEndDate": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "For the EDGAR submission types of Form 8-K: the date of the report, the date of the earliest event reported; for the EDGAR submission types of Form N-1A: the filing date; for all other submission types: the end of the reporting or transition period.  The format of the date is YYYY-MM-DD.",
        "label": "Document Period End Date",
        "terseLabel": "Document Period End Date"
       }
      }
     },
     "localname": "DocumentPeriodEndDate",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "dateItemType"
    },
    "dei_DocumentTransitionReport": {
     "auth_ref": [
      "r765"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Boolean flag that is true only for a form used as a transition report.",
        "label": "Document Transition Report",
        "terseLabel": "Document Transition Report"
       }
      }
     },
     "localname": "DocumentTransitionReport",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "booleanItemType"
    },
    "dei_DocumentType": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The type of document being provided (such as 10-K, 10-Q, 485BPOS, etc). The document type is limited to the same value as the supporting SEC submission type, or the word 'Other'.",
        "label": "Document Type",
        "terseLabel": "Document Type"
       }
      }
     },
     "localname": "DocumentType",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "submissionTypeItemType"
    },
    "dei_DocumentsIncorporatedByReferenceTextBlock": {
     "auth_ref": [
      "r760"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Documents incorporated by reference.",
        "label": "Documents Incorporated by Reference [Text Block]",
        "terseLabel": "Documents Incorporated by Reference"
       }
      }
     },
     "localname": "DocumentsIncorporatedByReferenceTextBlock",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "textBlockItemType"
    },
    "dei_EntityAddressAddressLine1": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Address Line 1 such as Attn, Building Name, Street Name",
        "label": "Entity Address, Address Line One",
        "terseLabel": "Entity Address, Address Line One"
       }
      }
     },
     "localname": "EntityAddressAddressLine1",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "normalizedStringItemType"
    },
    "dei_EntityAddressCityOrTown": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Name of the City or Town",
        "label": "Entity Address, City or Town",
        "terseLabel": "Entity Address, City or Town"
       }
      }
     },
     "localname": "EntityAddressCityOrTown",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "normalizedStringItemType"
    },
    "dei_EntityAddressPostalZipCode": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Code for the postal or zip code",
        "label": "Entity Address, Postal Zip Code",
        "terseLabel": "Entity Address, Postal Zip Code"
       }
      }
     },
     "localname": "EntityAddressPostalZipCode",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "normalizedStringItemType"
    },
    "dei_EntityAddressStateOrProvince": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Name of the state or province.",
        "label": "Entity Address, State or Province",
        "terseLabel": "Entity Address, State or Province"
       }
      }
     },
     "localname": "EntityAddressStateOrProvince",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "stateOrProvinceItemType"
    },
    "dei_EntityCentralIndexKey": {
     "auth_ref": [
      "r759"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "A unique 10-digit SEC-issued value to identify entities that have filed disclosures with the SEC. It is commonly abbreviated as CIK.",
        "label": "Entity Central Index Key",
        "terseLabel": "Entity Central Index Key"
       }
      }
     },
     "localname": "EntityCentralIndexKey",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "centralIndexKeyItemType"
    },
    "dei_EntityCommonStockSharesOutstanding": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicate number of shares or other units outstanding of each of registrant's classes of capital or common stock or other ownership interests, if and as stated on cover of related periodic report. Where multiple classes or units exist define each class/interest by adding class of stock items such as Common Class A [Member], Common Class B [Member] or Partnership Interest [Member] onto the Instrument [Domain] of the Entity Listings, Instrument.",
        "label": "Entity Common Stock, Shares Outstanding",
        "terseLabel": "Entity Common Stock, Shares Outstanding"
       }
      }
     },
     "localname": "EntityCommonStockSharesOutstanding",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "sharesItemType"
    },
    "dei_EntityCurrentReportingStatus": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicate 'Yes' or 'No' whether registrants (1) have filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that registrants were required to file such reports), and (2) have been subject to such filing requirements for the past 90 days. This information should be based on the registrant's current or most recent filing containing the related disclosure.",
        "label": "Entity Current Reporting Status",
        "terseLabel": "Entity Current Reporting Status"
       }
      }
     },
     "localname": "EntityCurrentReportingStatus",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "yesNoItemType"
    },
    "dei_EntityDomain": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "All the names of the entities being reported upon in a document. Any legal structure used to conduct activities or to hold assets. Some examples of such structures are corporations, partnerships, limited liability companies, grantor trusts, and other trusts. This item does not include business and geographical segments which are included in the geographical or business segments domains.",
        "label": "Entity [Domain]",
        "terseLabel": "Entity [Domain]"
       }
      }
     },
     "localname": "EntityDomain",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/INCOMETAXESNarrativeDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "dei_EntityEmergingGrowthCompany": {
     "auth_ref": [
      "r759"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicate if registrant meets the emerging growth company criteria.",
        "label": "Entity Emerging Growth Company",
        "terseLabel": "Entity Emerging Growth Company"
       }
      }
     },
     "localname": "EntityEmergingGrowthCompany",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "booleanItemType"
    },
    "dei_EntityFileNumber": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Commission file number. The field allows up to 17 characters. The prefix may contain 1-3 digits, the sequence number may contain 1-8 digits, the optional suffix may contain 1-4 characters, and the fields are separated with a hyphen.",
        "label": "Entity File Number",
        "terseLabel": "Entity File Number"
       }
      }
     },
     "localname": "EntityFileNumber",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "fileNumberItemType"
    },
    "dei_EntityFilerCategory": {
     "auth_ref": [
      "r759"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicate whether the registrant is one of the following: Large Accelerated Filer, Accelerated Filer, Non-accelerated Filer. Definitions of these categories are stated in Rule 12b-2 of the Exchange Act. This information should be based on the registrant's current or most recent filing containing the related disclosure.",
        "label": "Entity Filer Category",
        "terseLabel": "Entity Filer Category"
       }
      }
     },
     "localname": "EntityFilerCategory",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "filerCategoryItemType"
    },
    "dei_EntityIncorporationStateCountryCode": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Two-character EDGAR code representing the state or country of incorporation.",
        "label": "Entity Incorporation, State or Country Code",
        "terseLabel": "Entity Incorporation, State or Country Code"
       }
      }
     },
     "localname": "EntityIncorporationStateCountryCode",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "edgarStateCountryItemType"
    },
    "dei_EntityInteractiveDataCurrent": {
     "auth_ref": [
      "r766"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Boolean flag that is true when the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T during the preceding 12 months (or for such shorter period that the registrant was required to submit such files).",
        "label": "Entity Interactive Data Current",
        "terseLabel": "Entity Interactive Data Current"
       }
      }
     },
     "localname": "EntityInteractiveDataCurrent",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "yesNoItemType"
    },
    "dei_EntityPublicFloat": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The aggregate market value of the voting and non-voting common equity held by non-affiliates computed by reference to the price at which the common equity was last sold, or the average bid and asked price of such common equity, as of the last business day of the registrant's most recently completed second fiscal quarter.",
        "label": "Entity Public Float",
        "terseLabel": "Entity Public Float"
       }
      }
     },
     "localname": "EntityPublicFloat",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "monetaryItemType"
    },
    "dei_EntityRegistrantName": {
     "auth_ref": [
      "r759"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The exact name of the entity filing the report as specified in its charter, which is required by forms filed with the SEC.",
        "label": "Entity Registrant Name",
        "terseLabel": "Entity Registrant Name"
       }
      }
     },
     "localname": "EntityRegistrantName",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "normalizedStringItemType"
    },
    "dei_EntityShellCompany": {
     "auth_ref": [
      "r759"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Boolean flag that is true when the registrant is a shell company as defined in Rule 12b-2 of the Exchange Act.",
        "label": "Entity Shell Company",
        "terseLabel": "Entity Shell Company"
       }
      }
     },
     "localname": "EntityShellCompany",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "booleanItemType"
    },
    "dei_EntitySmallBusiness": {
     "auth_ref": [
      "r759"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicates that the company is a Smaller Reporting Company (SRC).",
        "label": "Entity Small Business",
        "terseLabel": "Entity Small Business"
       }
      }
     },
     "localname": "EntitySmallBusiness",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "booleanItemType"
    },
    "dei_EntityTaxIdentificationNumber": {
     "auth_ref": [
      "r759"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The Tax Identification Number (TIN), also known as an Employer Identification Number (EIN), is a unique 9-digit value assigned by the IRS.",
        "label": "Entity Tax Identification Number",
        "terseLabel": "Entity Tax Identification Number"
       }
      }
     },
     "localname": "EntityTaxIdentificationNumber",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "employerIdItemType"
    },
    "dei_EntityVoluntaryFilers": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicate 'Yes' or 'No' if the registrant is not required to file reports pursuant to Section 13 or Section 15(d) of the Act.",
        "label": "Entity Voluntary Filers",
        "terseLabel": "Entity Voluntary Filers"
       }
      }
     },
     "localname": "EntityVoluntaryFilers",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "yesNoItemType"
    },
    "dei_EntityWellKnownSeasonedIssuer": {
     "auth_ref": [
      "r767"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicate 'Yes' or 'No' if the registrant is a well-known seasoned issuer, as defined in Rule 405 of the Securities Act. Is used on Form Type: 10-K, 10-Q, 8-K, 20-F, 6-K, 10-K/A, 10-Q/A, 20-F/A, 6-K/A, N-CSR, N-Q, N-1A.",
        "label": "Entity Well-known Seasoned Issuer",
        "terseLabel": "Entity Well-known Seasoned Issuer"
       }
      }
     },
     "localname": "EntityWellKnownSeasonedIssuer",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "yesNoItemType"
    },
    "dei_IcfrAuditorAttestationFlag": {
     "auth_ref": [
      "r762",
      "r763",
      "r764"
     ],
     "lang": {
      "en-us": {
       "role": {
        "label": "ICFR Auditor Attestation Flag",
        "terseLabel": "ICFR Auditor Attestation Flag"
       }
      }
     },
     "localname": "IcfrAuditorAttestationFlag",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "booleanItemType"
    },
    "dei_LegalEntityAxis": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The set of legal entities associated with a report.",
        "label": "Legal Entity [Axis]",
        "terseLabel": "Legal Entity [Axis]"
       }
      }
     },
     "localname": "LegalEntityAxis",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/INCOMETAXESNarrativeDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "dei_LocalPhoneNumber": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Local phone number for entity.",
        "label": "Local Phone Number",
        "terseLabel": "Local Phone Number"
       }
      }
     },
     "localname": "LocalPhoneNumber",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "normalizedStringItemType"
    },
    "dei_Security12bTitle": {
     "auth_ref": [
      "r758"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Title of a 12(b) registered security.",
        "label": "Title of 12(b) Security",
        "terseLabel": "Title of Each Class"
       }
      }
     },
     "localname": "Security12bTitle",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "securityTitleItemType"
    },
    "dei_SecurityExchangeName": {
     "auth_ref": [
      "r761"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Name of the Exchange on which a security is registered.",
        "label": "Security Exchange Name",
        "terseLabel": "Name of Each Exchange on Which Registered"
       }
      }
     },
     "localname": "SecurityExchangeName",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "edgarExchangeCodeItemType"
    },
    "dei_TradingSymbol": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Trading symbol of an instrument as listed on an exchange.",
        "label": "Trading Symbol",
        "terseLabel": "Trading Symbol"
       }
      }
     },
     "localname": "TradingSymbol",
     "nsuri": "http://xbrl.sec.gov/dei/2022",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "tradingSymbolItemType"
    },
    "nly_A20192020ShareRepurchaseProgramMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "2019 - 2020 Share Repurchase Program",
        "label": "2019 - 2020 Share Repurchase Program [Member]",
        "terseLabel": "2019 - 2020 Share Repurchase Program"
       }
      }
     },
     "localname": "A20192020ShareRepurchaseProgramMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_A2021ShareRepurchaseProgramMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "2021 Share Repurchase Program",
        "label": "2021 Share Repurchase Program [Member]",
        "terseLabel": "2021 Share Repurchase Program"
       }
      }
     },
     "localname": "A2021ShareRepurchaseProgramMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]",
        "label": "6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]",
        "terseLabel": "6.50% Series G Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock"
       }
      }
     },
     "localname": "A6.50SeriesGFixedtoFloatingRateCumulativeRedeemablePreferredStockMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]",
        "label": "6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]",
        "terseLabel": "6.75% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock"
       }
      }
     },
     "localname": "A6.75SeriesIFixedtoFloatingRateCumulativeRedeemablePreferredStockMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]",
        "label": "6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock [Member]",
        "terseLabel": "6.95% Series F Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock"
       }
      }
     },
     "localname": "A6.95SeriesFFixedtoFloatingRateCumulativeRedeemablePreferredStockMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AccretionAmortizationOfDebtSecuritiesAvailableForSale": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Accretion (Amortization) Of Debt Securities Available-For-Sale",
        "label": "Accretion (Amortization) Of Debt Securities Available-For-Sale",
        "terseLabel": "(Amortization) / accretion"
       }
      }
     },
     "localname": "AccretionAmortizationOfDebtSecuritiesAvailableForSale",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Adjustable Rate Pass Through Mortgage Backed Securities Available For Sale [Member]",
        "label": "Adjustable Rate Pass Through Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Adjustable-rate pass-through"
       }
      }
     },
     "localname": "AdjustableRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AgencyMortgageBackedSecuritiesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Agency Mortgage Backed Securities [Member]",
        "label": "Agency Mortgage Backed Securities [Member]",
        "verboseLabel": "Agency Mortgage-Backed Securities"
       }
      }
     },
     "localname": "AgencyMortgageBackedSecuritiesMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails",
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails",
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Agency Mortgage Backed Securities, Recognized Through Comprehensive Income [Member]",
        "label": "Agency Mortgage Backed Securities, Recognized Through Comprehensive Income [Member]",
        "terseLabel": "Agency mortgage-backed securities, recognized through other comprehensive income"
       }
      }
     },
     "localname": "AgencyMortgageBackedSecuritiesRecognizedThroughComprehensiveIncomeMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Agency Mortgage Backed Securities, Recognized Through Earnings [Member]",
        "label": "Agency Mortgage Backed Securities, Recognized Through Earnings [Member]",
        "terseLabel": "Agency mortgage-backed securities, recognized through earnings"
       }
      }
     },
     "localname": "AgencyMortgageBackedSecuritiesRecognizedThroughEarningsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AltaMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Alt-A Mortgage Backed Securities Available For Sale [Member]",
        "label": "Alt-A Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Alt-A"
       }
      }
     },
     "localname": "AltaMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 3.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amortization Of Securitized Debt Premiums And Discounts Net",
        "label": "Amortization Of Securitized Debt Premiums And Discounts Net",
        "negatedLabel": "Amortization of securitized debt premiums and discounts and deferred financing costs"
       }
      }
     },
     "localname": "AmortizationOfSecuritizedDebtPremiumsAndDiscountsNet",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_AssetTransferredOrPledgedMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Asset Transferred or Pledged",
        "label": "Asset Transferred or Pledged [Member]",
        "terseLabel": "Asset Transferred or Pledged"
       }
      }
     },
     "localname": "AssetTransferredOrPledgedMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AssetsTransferredOrPledgedToSecuritizationMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Assets Transferred Or Pledged To Securitization [Member]",
        "label": "Assets Transferred Or Pledged To Securitization [Member]",
        "terseLabel": "Total assets transferred or pledged to securitization vehicles"
       }
      }
     },
     "localname": "AssetsTransferredOrPledgedToSecuritizationMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AtthemarketSaleProgramMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "At-the-market Sale Program [Member]",
        "label": "At-the-market Sale Program [Member]",
        "terseLabel": "At-the-market Sale Program"
       }
      }
     },
     "localname": "AtthemarketSaleProgramMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AuditInformationAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Audit Information [Abstract]",
        "label": "Audit Information [Abstract]"
       }
      }
     },
     "localname": "AuditInformationAbstract",
     "nsuri": "http://annaly.com/20221231",
     "xbrltype": "stringItemType"
    },
    "nly_AvailableForSaleSecurities1Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Available-For-Sale Securities1",
        "label": "Available-For-Sale Securities1 [Member]",
        "terseLabel": "Available-For-Sale Securities"
       }
      }
     },
     "localname": "AvailableForSaleSecurities1Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Available For Sale Securities, Continuous Unrealized Loss Positions, Greater Than 12 Months [Member]",
        "label": "Available For Sale Securities, Continuous Unrealized Loss Positions, Greater Than 12 Months [Member]",
        "terseLabel": "12 Months or more"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsGreaterThanTwelveMonthsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Available For Sale Securities, Continuous Unrealized Loss Positions, Less Than 12 Months [Member]",
        "label": "Available For Sale Securities, Continuous Unrealized Loss Positions, Less Than 12 Months [Member]",
        "terseLabel": "Less than 12 months"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesContinuousUnrealizedLossPositionsLessThanTwelveMonthsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": 4.0,
       "parentTag": "us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of greater than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.",
        "label": "Available for Sale Securities Debt Expected Life After Ten Years Amortized Cost",
        "terseLabel": "Greater than ten years"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsAmortizedCost",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": 4.0,
       "parentTag": "us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This item represents the fair value of debt securities with an expected life of greater than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.",
        "label": "Available for Sale Securities Debt Expected Life After Ten Years Fair Value",
        "terseLabel": "Greater than ten years"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesDebtExpectedLifeAfterTenYearsFairValue",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": 3.0,
       "parentTag": "us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of greater than five years and less than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.",
        "label": "Available for Sale Securities Debt Expected Life Greater Than Five and Less Than Ten Years Amortized Cost",
        "terseLabel": "Greater than five years through ten years"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsAmortizedCost",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": 3.0,
       "parentTag": "us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This item represents the fair value of debt securities with an expected life of greater than five years and less than ten years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.",
        "label": "Available for Sale Securities Debt Expected Life Greater Than Five and Less Than Ten Years Fair Value",
        "terseLabel": "Greater than five years through ten years"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanFiveAndLessThanTenYearsFairValue",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of greater than one year and less than five years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.",
        "label": "Available for Sale Securities Debt Expected Life Greater Than One and Less Than Five Years Amortized Cost",
        "terseLabel": "Greater than one year through five years"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsAmortizedCost",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This item represents the fair value of debt securities with an expected life of greater than one year and less than five years from the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.",
        "label": "Available for Sale Securities Debt Expected Life Greater Than One and Less Than Five Years Fair Value",
        "terseLabel": "Greater than one year through five years"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesDebtExpectedLifeGreaterThanOneAndLessThanFiveYearsFairValue",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This item represents debt securities, at cost, net of adjustments made for accretion, amortization, other-than-temporary impairments, and hedging, if any, with an expected life of less than one year of the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.",
        "label": "Available for Sale Securities Debt Expected Life of Less Than One Year Amortized Cost",
        "terseLabel": "Less than one year"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearAmortizedCost",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This item represents the fair value of debt securities with an expected life of less than one year of the balance sheet date and which are categorized neither as held-to-maturity nor trading securities.",
        "label": "Available for Sale Securities Debt Expected Life of Less Than One Year Fair Value",
        "terseLabel": "Less than one year"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesDebtExpectedLifeOfLessThanOneYearFairValue",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The fair value as of the balance sheet date of securities pledged as collateral that an institution holds on behalf of repurchase agreements, after giving effect for interest rate swaps.",
        "label": "Collateral Held on Repurchase Agreements After Effect of Interest Rate Swaps Fair Value",
        "terseLabel": "Secured financings and interest rate swaps - collateral held, estimated fair value"
       }
      }
     },
     "localname": "CollateralHeldOnRepurchaseAgreementsAfterEffectOfInterestRateSwapsFairValue",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_CommercialMortgageLoanMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Commercial Mortgage Loan [Member]",
        "label": "Commercial Mortgage Loan [Member]",
        "terseLabel": "Commercial Mortgage Loans"
       }
      }
     },
     "localname": "CommercialMortgageLoanMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_CommercialRealEstateBusinessMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Commercial Real Estate Business",
        "label": "Commercial Real Estate Business [Member]",
        "terseLabel": "CRE Business"
       }
      }
     },
     "localname": "CommercialRealEstateBusinessMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Commercial Real Estate Debt Investment, Credit Risk Transfer Securities",
        "label": "Commercial Real Estate Debt Investment, Credit Risk Transfer Securities [Member]",
        "terseLabel": "Commercial real estate debt investments - credit risk transfer securities"
       }
      }
     },
     "localname": "CommercialRealEstateDebtInvestmentCreditRiskTransferSecuritiesMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Commercial Real Estate Debt Investment, Securities, Recognized Through Earnings [Member]",
        "label": "Commercial Real Estate Debt Investment, Securities, Recognized Through Earnings [Member]",
        "terseLabel": "Commercial real estate debt investments - CMBS"
       }
      }
     },
     "localname": "CommercialRealEstateDebtInvestmentSecuritiesRecognizedThroughEarningsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_CommonStockDividendsPerShareTaxable": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Common Stock, Dividends, Per Share, Taxable",
        "label": "Common Stock, Dividends, Per Share, Taxable",
        "terseLabel": "Common stock dividends taxable (in dollars per share)"
       }
      }
     },
     "localname": "CommonStockDividendsPerShareTaxable",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "perShareItemType"
    },
    "nly_CommonStockDividendsTaxableOrdinaryIncomePercent": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Common Stock, Dividends, Taxable Ordinary Income, Percent",
        "label": "Common Stock, Dividends, Taxable Ordinary Income, Percent",
        "terseLabel": "Common stock, dividends, taxable ordinary income, percent"
       }
      }
     },
     "localname": "CommonStockDividendsTaxableOrdinaryIncomePercent",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_CommonStockDividendsTaxableReturnOfCapitalPercent": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Common Stock, Dividends, Taxable Return Of Capital, Percent",
        "label": "Common Stock, Dividends, Taxable Return Of Capital, Percent",
        "terseLabel": "Common stock, dividends, taxable return of capital, percent"
       }
      }
     },
     "localname": "CommonStockDividendsTaxableReturnOfCapitalPercent",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_ComprehensiveIncomeLossAttributableToCommonStockHolders": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Comprehensive income (loss) attributable to common stockholders.",
        "label": "Comprehensive Income Loss Attributable To Common Stock Holders",
        "totalLabel": "Comprehensive income (loss) attributable to common stockholders"
       }
      }
     },
     "localname": "ComprehensiveIncomeLossAttributableToCommonStockHolders",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_ConsolidationVotingInterestEntityPolicyPolicyTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Consolidation, Voting Interest Entity, Policy [Policy Text Block]",
        "label": "Consolidation, Voting Interest Entity, Policy [Policy Text Block]",
        "terseLabel": "Voting Interest Entities"
       }
      }
     },
     "localname": "ConsolidationVotingInterestEntityPolicyPolicyTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_CorporateDebtHeldForInvestmentMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Corporate Debt, Held For Investment [Member]",
        "label": "Corporate Debt, Held For Investment [Member]",
        "terseLabel": "Corporate debt, held for investment"
       }
      }
     },
     "localname": "CorporateDebtHeldForInvestmentMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_CorporatePortfolioSegmentMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Corporate Portfolio Segment [Member]",
        "label": "Corporate Portfolio Segment [Member]",
        "terseLabel": "Corporate Debt"
       }
      }
     },
     "localname": "CorporatePortfolioSegmentMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_CreditDerivativesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Credit derivatives.",
        "label": "Credit Derivatives [Member]",
        "terseLabel": "Credit derivatives"
       }
      }
     },
     "localname": "CreditDerivativesMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Credit Risk Transfer Mortgage Backed Securities Available For Sale, Interest-Only Security [Member]",
        "label": "Credit Risk Transfer Mortgage Backed Securities Available For Sale, Interest-Only Security [Member]",
        "terseLabel": "CRT Interest-only security"
       }
      }
     },
     "localname": "CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleInterestOnlySecurityMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Credit Risk Transfer Mortgage Backed Securities Available For Sale [Member]",
        "label": "Credit Risk Transfer Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Credit risk transfer"
       }
      }
     },
     "localname": "CreditRiskTransferMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_CreditRiskTransferSecuritiesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Credit Risk Transfer Securities [Member]",
        "label": "Credit Risk Transfer Securities [Member]",
        "terseLabel": "CRTs",
        "verboseLabel": "Residential credit risk transfer securities"
       }
      }
     },
     "localname": "CreditRiskTransferSecuritiesMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails",
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_DebtInstrumentMaturity": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Debt Instrument, Maturity",
        "label": "Debt Instrument, Maturity",
        "terseLabel": "Debt Instrument, Maturity"
       }
      }
     },
     "localname": "DebtInstrumentMaturity",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "nly_DebtSecuritiesAvailableForSaleLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "[Line Items] for Debt Securities, Available-For-Sale [Table]",
        "label": "Debt Securities, Available-For-Sale [Line Items]",
        "terseLabel": "Debt Securities, Available-For-Sale [Line Items]"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableForSaleLineItems",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_DebtSecuritiesAvailableForSaleRollForward": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Debt Securities, Available-For-Sale [Roll Forward]",
        "label": "Debt Securities, Available-For-Sale [Roll Forward]",
        "terseLabel": "Debt Securities, Available-For-Sale [Roll Forward]"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableForSaleRollForward",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_DebtSecuritiesAvailableforsaleRemainingDiscount": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Debt Securities, Available-for-sale, Remaining Discount",
        "label": "Debt Securities, Available-for-sale, Remaining Discount",
        "negatedTerseLabel": "Remaining Discount"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableforsaleRemainingDiscount",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_DebtSecuritiesAvailableforsaleRemainingPremium": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Debt Securities, Available-for-sale, Remaining Premium",
        "label": "Debt Securities, Available-for-sale, Remaining Premium",
        "terseLabel": "Remaining Premium"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableforsaleRemainingPremium",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 4.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Depreciation, Depletion And Amortization, Excluding Amortization Of Debt Premiums And Discounts, Deferred Financing Costs, And Discounts Of Investments",
        "label": "Depreciation, Depletion And Amortization, Excluding Amortization Of Debt Premiums And Discounts, Deferred Financing Costs, And Discounts Of Investments",
        "terseLabel": "Depreciation, amortization and other noncash expenses"
       }
      }
     },
     "localname": "DepreciationDepletionAndAmortizationExcludingAmortizationOfDebtPremiumsAndDiscountsDeferredFinancingCostsAndDiscountsOfInvestments",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of derivative assets and liabilities that are subject to offsetting, including master netting arrangements.",
        "label": "Derivative Assets and Liabilities Offsetting [Table Text Block]",
        "terseLabel": "Offsetting of Derivative Assets and Liabilities"
       }
      }
     },
     "localname": "DerivativeAssetsAndLiabilitiesOffsettingTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_DerivativeGainLossonDerivativeNetIncludingUSTreasuries": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 4.0,
       "parentTag": "us-gaap_NonoperatingIncomeExpense",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Derivative, Gain (Loss) on Derivative, Net, Including US Treasuries",
        "label": "Derivative, Gain (Loss) on Derivative, Net, Including US Treasuries",
        "terseLabel": "Net gains (losses) on derivatives"
       }
      }
     },
     "localname": "DerivativeGainLossonDerivativeNetIncludingUSTreasuries",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_DerivativeInstrumentsMaximumMaturityPeriod": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Derivative instruments maximum maturity period.",
        "label": "Derivative Instruments Maximum Maturity Period",
        "terseLabel": "Maximum Maturity Period"
       }
      }
     },
     "localname": "DerivativeInstrumentsMaximumMaturityPeriod",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "nly_DerivativeInstrumentsMinimumMaturityPeriod": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Derivative instruments minimum maturity period.",
        "label": "Derivative Instruments Minimum Maturity Period",
        "verboseLabel": "Minimum Maturity Period"
       }
      }
     },
     "localname": "DerivativeInstrumentsMinimumMaturityPeriod",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "nly_DerivativeInstrumentsVariationMarginonCollateral": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Derivative Instruments, Variation Margin on Collateral",
        "label": "Derivative Instruments, Variation Margin on Collateral",
        "terseLabel": "Variation margin reported as an adjustment to interest rate swaps"
       }
      }
     },
     "localname": "DerivativeInstrumentsVariationMarginonCollateral",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_DerivativeNonmonetaryNotionalAmountPercentage": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Derivative, Nonmonetary Notional Amount, Percentage",
        "label": "Derivative, Nonmonetary Notional Amount, Percentage",
        "terseLabel": "Nonmonetary notional amount, percentage"
       }
      }
     },
     "localname": "DerivativeNonmonetaryNotionalAmountPercentage",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "pureItemType"
    },
    "nly_DerivativePortfolioExpirationPeriod": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Derivative Portfolio Expiration Period",
        "label": "Derivative Portfolio Expiration Period",
        "terseLabel": "Weighted Average Months to Expiration"
       }
      }
     },
     "localname": "DerivativePortfolioExpirationPeriod",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "nly_DisposalGroupIncludingDiscontinuedOperationLoans": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disposal Group, Including Discontinued Operation, Loans",
        "label": "Disposal Group, Including Discontinued Operation, Loans",
        "terseLabel": "Loans sold"
       }
      }
     },
     "localname": "DisposalGroupIncludingDiscontinuedOperationLoans",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_EPSBasicAndDilutedAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "EPS, Basic and Diluted",
        "label": "EPS, Basic and Diluted [Abstract]",
        "terseLabel": "Net income (loss) per share available (related) to common share"
       }
      }
     },
     "localname": "EPSBasicAndDilutedAbstract",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_EquityIncentivePlan2020Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The 2020 Equity Incentive Plan authorizes the Compensation Committee of the board of directors to grant options, stock appreciation rights, dividend equivalent rights, or other share-based award, including restricted shares.",
        "label": "Equity Incentive Plan 2020 [Member]",
        "terseLabel": "Equity Incentive Plan 2020"
       }
      }
     },
     "localname": "EquityIncentivePlan2020Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ExcessSpreadAgreementsRecognizedThroughEarningsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Excess Spread Agreements, Recognized Through Earnings",
        "label": "Excess Spread Agreements, Recognized Through Earnings [Member]",
        "terseLabel": "Interest in net servicing cash flows"
       }
      }
     },
     "localname": "ExcessSpreadAgreementsRecognizedThroughEarningsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_FairValueInputsCostToService": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value inputs cost to service.",
        "label": "Fair Value Inputs Cost To Service",
        "terseLabel": "Cost to service"
       }
      }
     },
     "localname": "FairValueInputsCostToService",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_FicoScore": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "FICO score.",
        "label": "Fico Score",
        "terseLabel": "FICO score at loan origination"
       }
      }
     },
     "localname": "FicoScore",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails"
     ],
     "xbrltype": "integerItemType"
    },
    "nly_FinancialAssetsFairValueDisclosure": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Financial assets, fair value disclosure.",
        "label": "Financial Assets, Fair Value Disclosure",
        "totalLabel": "Total assets"
       }
      }
     },
     "localname": "FinancialAssetsFairValueDisclosure",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_FinancingAndAccruedInvestmentIncomeReceivable": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 9.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Financing And Accrued Investment Income Receivable",
        "label": "Financing And Accrued Investment Income Receivable",
        "terseLabel": "Principal and interest receivable"
       }
      }
     },
     "localname": "FinancingAndAccruedInvestmentIncomeReceivable",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Financing Receivable, Allowance for Credit Losses, Policy for Uncollectible Amounts1",
        "label": "Financing Receivable, Allowance for Credit Losses, Policy for Uncollectible Amounts1 [Policy Text Block]",
        "terseLabel": "Allowance for Losses"
       }
      }
     },
     "localname": "FinancingReceivableAllowanceForCreditLossesPolicyForUncollectibleAmounts1PolicyTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Financing Receivable Portfolio Segments Excluding Warehouse Facilities",
        "label": "Financing Receivable Portfolio Segments Excluding Warehouse Facilities [Member]",
        "terseLabel": "Total"
       }
      }
     },
     "localname": "FinancingReceivablePortfolioSegmentsExcludingWarehouseFacilitiesMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fixed Rate Pass Through Mortgage Backed Securities Available For Sale [Member]",
        "label": "Fixed Rate Pass Through Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Fixed-rate pass-through"
       }
      }
     },
     "localname": "FixedRatePassThroughMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ForwardStartingPayFixedSwapsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Forward Starting Pay Fixed Swaps [Member]",
        "label": "Forward Starting Pay Fixed Swaps [Member]",
        "terseLabel": "Forward Starting Pay Fixed Swaps"
       }
      }
     },
     "localname": "ForwardStartingPayFixedSwapsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_GainLossOnInvestmentsDebtAndDerivatives": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 5.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Gain (Loss) On Investments, Debt, And Derivatives",
        "label": "Gain (Loss) On Investments, Debt, And Derivatives",
        "negatedLabel": "Net (gains) losses on investments and derivatives"
       }
      }
     },
     "localname": "GainLossOnInvestmentsDebtAndDerivatives",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_GainLossOnRealizedInterestRateSwaps": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Realized gain (loss) included in earnings for net interest payments from interest rate swaps.",
        "label": "Gain (Loss) On Realized Interest Rate Swaps",
        "terseLabel": "Net interest component of interest rate swaps"
       }
      }
     },
     "localname": "GainLossOnRealizedInterestRateSwaps",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_GainLossOnTerminationOfInterestRateSwaps": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Gain or loss on the termination of interest rate swap agreements recognized during the period.",
        "label": "Gain (Loss) On Termination Of Interest Rate Swaps",
        "verboseLabel": "Realized Gains (Losses) on Termination of Interest Rate Swaps (1)"
       }
      }
     },
     "localname": "GainLossOnTerminationOfInterestRateSwaps",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_IncomeTaxesLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Income Taxes [Line Items]",
        "label": "Income Taxes [Line Items]",
        "terseLabel": "Income Taxes:"
       }
      }
     },
     "localname": "IncomeTaxesLineItems",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INCOMETAXESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_IncomeTaxesTable": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Income Taxes [Table]",
        "label": "Income Taxes [Table]",
        "terseLabel": "Income Taxes [Table]"
       }
      }
     },
     "localname": "IncomeTaxesTable",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INCOMETAXESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_InterestExpenseParticipationSold": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": 3.0,
       "parentTag": "us-gaap_InterestExpense",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest expense incurred during the reporting period on participation sold.",
        "label": "Interest Expense Participation Sold",
        "terseLabel": "Participations issued"
       }
      }
     },
     "localname": "InterestExpenseParticipationSold",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestExpenseSecuritizedDebtOfConsolidatedVie": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_InterestExpense",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest expense securitized debt of Consolidated VIE.",
        "label": "Interest Expense Securitized Debt of Consolidated VIE",
        "terseLabel": "Debt issued by securitization vehicles"
       }
      }
     },
     "localname": "InterestExpenseSecuritizedDebtOfConsolidatedVie",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestInMortgageServicingRights": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 5.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      },
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails": {
       "order": 4.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest In Mortgage Servicing Rights",
        "label": "Interest In Mortgage Servicing Rights",
        "terseLabel": "Interests in MSR"
       }
      }
     },
     "localname": "InterestInMortgageServicingRights",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestInMortgageServicingRightsAtFairValueAmount": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 7.0,
       "parentTag": "nly_FinancialAssetsFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest In Mortgage Servicing Rights, At Fair Value, Amount",
        "label": "Interest In Mortgage Servicing Rights, At Fair Value, Amount",
        "terseLabel": "Interests in MSR"
       }
      }
     },
     "localname": "InterestInMortgageServicingRightsAtFairValueAmount",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestIncomeAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest Income [Abstract]",
        "label": "Interest Income [Abstract]",
        "terseLabel": "Interest income"
       }
      }
     },
     "localname": "InterestIncomeAbstract",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_InterestIncomeAgencySecurityLoans": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_InterestIncomeOperating",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest Income Agency Security Loans",
        "label": "Interest Income Agency Security Loans",
        "terseLabel": "Agency Securities"
       }
      }
     },
     "localname": "InterestIncomeAgencySecurityLoans",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestIncomeCommercialRealEstateDebtAndPreferredEquity": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": 4.0,
       "parentTag": "us-gaap_InterestIncomeOperating",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest income commercial real estate debt and preferred equity.",
        "label": "Interest Income Commercial Real Estate Debt And Preferred Equity",
        "terseLabel": "Commercial investment portfolio"
       }
      }
     },
     "localname": "InterestIncomeCommercialRealEstateDebtAndPreferredEquity",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestIncomeResidentialMortgageLoans": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": 3.0,
       "parentTag": "us-gaap_InterestIncomeOperating",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest income residential mortgage loans.",
        "label": "Interest Income Residential Mortgage Loans",
        "terseLabel": "Residential mortgage loans"
       }
      }
     },
     "localname": "InterestIncomeResidentialMortgageLoans",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_InterestIncomeOperating",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Represents interest income, including any amortization and accretion (as applicable) of discounts and premiums, derived from securities backed by a pool of mortgages or trust deeds as well as agency debentures.",
        "label": "Interest Income Securities Mortgage Backed And Agency Debentures",
        "terseLabel": "Residential credit securities"
       }
      }
     },
     "localname": "InterestIncomeSecuritiesMortgageBackedAndAgencyDebentures",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest Only Mortgage Backed Securities Available For Sale [Member]",
        "label": "Interest Only Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Interest-only"
       }
      }
     },
     "localname": "InterestOnlyMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_InterestPaidExcludingInterestPaidOnInterestRateSwaps": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount of cash paid on the difference between fixed and variable rate interest rate swap payments during the period.",
        "label": "Interest Paid Excluding Interest Paid On Interest Rate Swaps",
        "terseLabel": "Interest paid (excluding interest paid on interest rate swaps)"
       }
      }
     },
     "localname": "InterestPaidExcludingInterestPaidOnInterestRateSwaps",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestPaidNetInterestRateDerivative": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount of cash paid on the difference between fixed and variable rate interest rate swap payments during the period.",
        "label": "Interest Paid Net Interest Rate Derivative",
        "terseLabel": "Net interest received (paid) on interest rate swaps"
       }
      }
     },
     "localname": "InterestPaidNetInterestRateDerivative",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestPaidOnRepurchaseAgreements": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_InterestExpense",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest expense related to securities sold coupled with an agreement to repurchase the same from the same counterparty at a fixed or determinable price within a fixed or variable time period.",
        "label": "Interest Paid On Repurchase Agreements",
        "terseLabel": "Repurchase agreements"
       }
      }
     },
     "localname": "InterestPaidOnRepurchaseAgreements",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_InterestRateSwapsWeightedAveragePayRate": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Weighted average pay rate for interest rate swaps.",
        "label": "Interest Rate Swaps Weighted Average Pay Rate",
        "verboseLabel": "Weighted Average Pay Rate"
       }
      }
     },
     "localname": "InterestRateSwapsWeightedAveragePayRate",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_InterestRateSwapsWeightedAverageReceiveRate": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Weighted average receive rate for interest rate swaps.",
        "label": "Interest Rate Swaps Weighted Average Receive Rate",
        "terseLabel": "Weighted Average Receive Rate"
       }
      }
     },
     "localname": "InterestRateSwapsWeightedAverageReceiveRate",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_InterestRateSwaptionPayMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest Rate Swaption, Pay [Member]",
        "label": "Interest Rate Swaption, Pay [Member]",
        "terseLabel": "Long pay"
       }
      }
     },
     "localname": "InterestRateSwaptionPayMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_InterestRateSwaptionReceiveMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest Rate Swaption, Receive [Member]",
        "label": "Interest Rate Swaption, Receive [Member]",
        "terseLabel": "Long receive"
       }
      }
     },
     "localname": "InterestRateSwaptionReceiveMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_InterestRateSwaptionsWeightedAverageUnderlyingPayRate": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest rate swaptions weighted average underlying pay rate.",
        "label": "Interest Rate Swaptions Weighted Average Underlying Pay Rate",
        "terseLabel": "Weighted Average Underlying Fixed Rate"
       }
      }
     },
     "localname": "InterestRateSwaptionsWeightedAverageUnderlyingPayRate",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_InterestsInMortgageServicingRightsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interests In Mortgage Servicing Rights",
        "label": "Interests In Mortgage Servicing Rights [Member]",
        "terseLabel": "Interests in MSR"
       }
      }
     },
     "localname": "InterestsInMortgageServicingRightsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_InvestmentInterestRatePercentage": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Investment Interest Rate, Percentage",
        "label": "Investment Interest Rate, Percentage",
        "terseLabel": "Interest rate"
       }
      }
     },
     "localname": "InvestmentInterestRatePercentage",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_LesseeOperatingLeasesSupplementalInformationTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Lessee, Operating Leases, Supplemental Information [Table Text Block]",
        "label": "Lessee, Operating Leases, Supplemental Information [Table Text Block]",
        "terseLabel": "Supplemental Lease Information"
       }
      }
     },
     "localname": "LesseeOperatingLeasesSupplementalInformationTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_LineOfCreditFacilityMaximumBorrowingCapacityIncrease": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Line of Credit Facility, Maximum Borrowing Capacity, Increase",
        "label": "Line of Credit Facility, Maximum Borrowing Capacity, Increase",
        "terseLabel": "Credit facility, maximum borrowing capacity, increase"
       }
      }
     },
     "localname": "LineOfCreditFacilityMaximumBorrowingCapacityIncrease",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_LoanToValuePercentage": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Loan To Value Percentage",
        "label": "Loan To Value Percentage",
        "terseLabel": "Loan-to-value ratio at loan origination"
       }
      }
     },
     "localname": "LoanToValuePercentage",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_MSRSiloMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "MSR Silo",
        "label": "MSR Silo [Member]",
        "terseLabel": "MSR Silo"
       }
      }
     },
     "localname": "MSRSiloMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ManagementAgreementMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Management Agreement [Member]",
        "label": "Management Agreement [Member]",
        "terseLabel": "Management Agreement"
       }
      }
     },
     "localname": "ManagementAgreementMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_Maturity2To29DaysMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Period of maturity for a group of securities or other assets sold under repurchase agreements which mature between 2 to 29 days from the reporting date.",
        "label": "Maturity 2 to 29 Days [Member]",
        "terseLabel": "2 to 29 days"
       }
      }
     },
     "localname": "Maturity2To29DaysMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_Maturity30To59DaysMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Period of maturity for a group of securities or other assets sold under repurchase agreements which mature between 30 to 59 days from the reporting date.",
        "label": "Maturity 30 to 59 Days [Member]",
        "terseLabel": "30 to 59 days"
       }
      }
     },
     "localname": "Maturity30To59DaysMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_Maturity60To89DaysMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Period of maturity for a group of securities or other assets sold under repurchase agreements which mature between 60 to 89 days from the reporting date.",
        "label": "Maturity 60 to 89 Days [Member]",
        "terseLabel": "60 to 89 days"
       }
      }
     },
     "localname": "Maturity60To89DaysMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_Maturity90To119DaysMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Period of maturity for a group of securities or other assets sold under repurchase agreements which mature between 90 to 119 days from the reporting date.",
        "label": "Maturity 90 to 119 Days [Member]",
        "terseLabel": "90 to 119 days"
       }
      }
     },
     "localname": "Maturity90To119DaysMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MaturityOver119DaysMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Period of maturity for a group of securities or other assets sold under repurchase agreements which mature over 119 days from the reporting date.",
        "label": "Maturity Over 119 Days [Member]",
        "terseLabel": "Over 119 days"
       }
      }
     },
     "localname": "MaturityOver119DaysMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MaturityPeriodFiveMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Maturity Period Five [Member]",
        "label": "Maturity Period Five [Member]",
        "terseLabel": "2 Year"
       }
      }
     },
     "localname": "MaturityPeriodFiveMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MaturityPeriodFourMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Maturity Period Four [Member]",
        "label": "Maturity Period Four [Member]",
        "terseLabel": "Greater than 10 years"
       }
      }
     },
     "localname": "MaturityPeriodFourMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MaturityPeriodOneMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Maturity Period One [Member]",
        "label": "Maturity Period One [Member]",
        "terseLabel": "0 - 3 years"
       }
      }
     },
     "localname": "MaturityPeriodOneMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MaturityPeriodThreeMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Maturity Period Three [Member]",
        "label": "Maturity Period Three [Member]",
        "terseLabel": "6 - 10 years"
       }
      }
     },
     "localname": "MaturityPeriodThreeMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MaturityPeriodTwoMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Maturity Period Two [Member]",
        "label": "Maturity Period Two [Member]",
        "terseLabel": "3 - 6 years"
       }
      }
     },
     "localname": "MaturityPeriodTwoMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MeasurementInputDelinquencyRateMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Measurement Input, Delinquency Rate [Member]",
        "label": "Measurement Input, Delinquency Rate [Member]",
        "terseLabel": "Delinquency rate"
       }
      }
     },
     "localname": "MeasurementInputDelinquencyRateMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MiddleMarketLendingPortfolioMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Middle Market Lending Portfolio",
        "label": "Middle Market Lending Portfolio [Member]",
        "terseLabel": "Middle Market Lending Portfolio"
       }
      }
     },
     "localname": "MiddleMarketLendingPortfolioMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Monthly Management Fee, Percentage Of Stockholders Equity Over A Predetermined Amount Used In Calculating Total Management Fee",
        "label": "Monthly Management Fee, Percentage Of Stockholders Equity Over A Predetermined Amount Used In Calculating Total Management Fee",
        "terseLabel": "Ratio of percentage of stockholders' equity paid over predetermined amount"
       }
      }
     },
     "localname": "MonthlyManagementFeePercentageOfStockholdersEquityOverAPredeterminedAmountUsedInCalculatingTotalManagementFee",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "pureItemType"
    },
    "nly_MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Monthly Management Fee, Percentage Of Stockholders Equity Up To A Predetermined Amount Used In Calculating Total Management Fee",
        "label": "Monthly Management Fee, Percentage Of Stockholders Equity Up To A Predetermined Amount Used In Calculating Total Management Fee",
        "terseLabel": "Ratio of percentage of stockholders' equity paid up to predetermined amount"
       }
      }
     },
     "localname": "MonthlyManagementFeePercentageOfStockholdersEquityUpToAPredeterminedAmountUsedInCalculatingTotalManagementFee",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "pureItemType"
    },
    "nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage-Backed Securities Estimated Weighted Average Life Amortized Cost [Abstract]",
        "label": "Mortgage-Backed Securities Estimated Weighted Average Life Amortized Cost [Abstract]",
        "terseLabel": "Amortized Cost"
       }
      }
     },
     "localname": "MortgageBackedSecuritiesEstimatedWeightedAverageLifeAmortizedCostAbstract",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage-Backed Securities Estimated Weighted Average Life Fair Value [Abstract]",
        "label": "Mortgage-Backed Securities Estimated Weighted Average Life Fair Value [Abstract]",
        "terseLabel": "Estimated Fair Value"
       }
      }
     },
     "localname": "MortgageBackedSecuritiesEstimatedWeightedAverageLifeFairValueAbstract",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_MortgageBackedSecuritiesPortfolioLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage-Backed Securities Portfolio [Line Items]",
        "label": "Mortgage-Backed Securities Portfolio [Line Items]",
        "terseLabel": "Mortgage-Backed Securities Portfolio [Line Items]"
       }
      }
     },
     "localname": "MortgageBackedSecuritiesPortfolioLineItems",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails",
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_MortgageBackedSecuritiesPortfolioTable": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage-Backed Securities Portfolio [Table]",
        "label": "Mortgage-Backed Securities Portfolio [Table]",
        "terseLabel": "Mortgage-Backed Securities Portfolio [Table]"
       }
      }
     },
     "localname": "MortgageBackedSecuritiesPortfolioTable",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails",
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_MortgageBackedSecuritiesSoldCarryingValue": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Carrying value of mortgage backed securities sold during period.",
        "label": "Mortgage Backed Securities Sold Carrying Value",
        "terseLabel": "Residential investment securities sold, carrying value"
       }
      }
     },
     "localname": "MortgageBackedSecuritiesSoldCarryingValue",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_MortgageLoansFairValueDisclosure": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 4.0,
       "parentTag": "nly_FinancialAssetsFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage loans fair value disclosure.",
        "label": "Mortgage Loans Fair Value Disclosure",
        "terseLabel": "Fair value",
        "verboseLabel": "Residential mortgage loans"
       }
      }
     },
     "localname": "MortgageLoansFairValueDisclosure",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_MortgageLoansHeldForPortfolioTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of mortgage loans held for portfolio.",
        "label": "Mortgage Loans Held For Portfolio [Table Text Block]",
        "terseLabel": "Residential Mortgage Loans"
       }
      }
     },
     "localname": "MortgageLoansHeldForPortfolioTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_MortgageLoansWarehouseFacilityFairValueDisclosure": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 5.0,
       "parentTag": "nly_FinancialAssetsFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage Loans, Warehouse Facility, Fair Value Disclosure",
        "label": "Mortgage Loans, Warehouse Facility, Fair Value Disclosure",
        "terseLabel": "Residential mortgage loan warehouse facility"
       }
      }
     },
     "localname": "MortgageLoansWarehouseFacilityFairValueDisclosure",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_MortgageLoansonRealEstateGainsLosses": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage Loans on Real Estate, Gains (Losses)",
        "label": "Mortgage Loans on Real Estate, Gains (Losses)",
        "terseLabel": "Gains / (losses)"
       }
      }
     },
     "localname": "MortgageLoansonRealEstateGainsLosses",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_MortgageServicingRightsCommittedCreditFacilityMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage Servicing Rights Committed Credit Facility",
        "label": "Mortgage Servicing Rights Committed Credit Facility [Member]",
        "terseLabel": "Mortgage Servicing Rights Committed Credit Facility"
       }
      }
     },
     "localname": "MortgageServicingRightsCommittedCreditFacilityMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MortgageServicingRightsIncrementalFacilityMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage Servicing Rights Incremental Facility",
        "label": "Mortgage Servicing Rights Incremental Facility [Member]",
        "terseLabel": "Mortgage Servicing Rights Incremental Facility"
       }
      }
     },
     "localname": "MortgageServicingRightsIncrementalFacilityMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MortgageServicingRightsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage Servicing Rights [Member]",
        "label": "Mortgage Servicing Rights [Member]",
        "terseLabel": "Mortgage Servicing Rights"
       }
      }
     },
     "localname": "MortgageServicingRightsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MortgageServicingRightsSilosMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage Servicing Rights Silos [Member]",
        "label": "Mortgage Servicing Rights Silos [Member]",
        "terseLabel": "MSR VIE"
       }
      }
     },
     "localname": "MortgageServicingRightsSilosMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage-Backed Securities in a continuous unrealized loss position [Line Items]",
        "label": "Mortgage-Backed Securities in a continuous unrealized loss position [Line Items]",
        "terseLabel": "Unrealized Loss Position For:"
       }
      }
     },
     "localname": "MortgagebackedSecuritiesInContinuousUnrealizedLossPositionLineItems",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage-Backed Securities in a continuous unrealized loss position [Table]",
        "label": "Mortgage-Backed Securities in a continuous unrealized loss position [Table]",
        "terseLabel": "Mortgage-Backed Securities in a continuous unrealized loss position [Table]"
       }
      }
     },
     "localname": "MortgagebackedSecuritiesInContinuousUnrealizedLossPositionTable",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "nly_MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage-backed Securities, Recognized Through Other Comprehensive Income [Member]",
        "label": "Mortgage-backed Securities, Recognized Through Other Comprehensive Income [Member]",
        "terseLabel": "Agency mortgage-backed securities"
       }
      }
     },
     "localname": "MortgagebackedSecuritiesRecognizedThroughOtherComprehensiveIncomeMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MultifamilyInterestOnlySecurityMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Multifamily Interest-Only Security",
        "label": "Multifamily Interest-Only Security [Member]",
        "terseLabel": "Multifamily Interest-Only Security"
       }
      }
     },
     "localname": "MultifamilyInterestOnlySecurityMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_MultifamilyMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Multifamily Mortgage Backed Securities Available For Sale [Member]",
        "label": "Multifamily Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Multifamily"
       }
      }
     },
     "localname": "MultifamilyMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The net change amount in unrealized (loss) gain on available-for-sale securities and interest rate swaps, net of reclassification adjustment.",
        "label": "Net change in unrealized gain loss on available-for-sale securities and interest rate swaps, net of reclassification adjustment",
        "terseLabel": "Net change in unrealized gains (losses) on available-for-sale securities, net of reclassification adjustment"
       }
      }
     },
     "localname": "NetChangeInUnrealizedGainLossOnAvailableforsaleSecuritiesAndInterestRateSwapsNetOfReclassificationAdjustment",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_NetServicingIncome": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Net servicing income less servicing expense",
        "label": "Net Servicing Income",
        "totalLabel": "Net servicing income"
       }
      }
     },
     "localname": "NetServicingIncome",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_NonAgencyMbsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Non Agency MBS [Member]",
        "label": "Non Agency MBS [Member]",
        "terseLabel": "Non-Agency Mortgage-Backed Securities"
       }
      }
     },
     "localname": "NonAgencyMbsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_NonAgencyMortgageBackedSecuritiesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Non-Agency Mortgage-Backed Securities [Member]",
        "label": "Non-Agency Mortgage-Backed Securities [Member]",
        "terseLabel": "Non-agency mortgage-backed securities"
       }
      }
     },
     "localname": "NonAgencyMortgageBackedSecuritiesMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Noncash or Part Noncash Acquisition, Derecognition Of Mortgage Payable",
        "label": "Noncash or Part Noncash Acquisition, Derecognition Of Mortgage Payable",
        "terseLabel": "Derecognition of mortgages payable"
       }
      }
     },
     "localname": "NoncashOrPartNoncashAcquisitionDerecognitionOfMortgagePayable",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Assets",
        "label": "Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Assets",
        "terseLabel": "Derecognition of assets of consolidated VIEs"
       }
      }
     },
     "localname": "NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfAssets",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Securitized Debt",
        "label": "Noncash or Part Noncash Acquisition, Variable Interest Entity, Derecognition Of Securitized Debt",
        "terseLabel": "Derecognition of securitized debt of consolidated VIEs"
       }
      }
     },
     "localname": "NoncashOrPartNoncashAcquisitionVariableInterestEntityDerecognitionOfSecuritizedDebt",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Noncash or Part Noncash, Financial Instruments, Owned and Pledged as Collateral",
        "label": "Noncash or Part Noncash, Financial Instruments, Owned and Pledged as Collateral",
        "terseLabel": "Transfer of residential loans to securitization vehicles, carrying value, noncash"
       }
      }
     },
     "localname": "NoncashOrPartNoncashFinancialInstrumentsOwnedAndPledgedAsCollateral",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_NplRplMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "NPL RPL Mortgage Backed Securities Available For Sale [Member]",
        "label": "NPL RPL Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "NPL/RPL"
       }
      }
     },
     "localname": "NplRplMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_NumberOfInvestmentGroups": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Number Of Investment Groups",
        "label": "Number Of Investment Groups",
        "terseLabel": "Number of investment groups"
       }
      }
     },
     "localname": "NumberOfInvestmentGroups",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DESCRIPTIONOFBUSINESSDetails"
     ],
     "xbrltype": "integerItemType"
    },
    "nly_OBX2022INV1Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-INV1",
        "label": "OBX 2022-INV1 [Member]",
        "terseLabel": "OBX 2022-INV1"
       }
      }
     },
     "localname": "OBX2022INV1Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022INV2Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-INV2",
        "label": "OBX 2022-INV2 [Member]",
        "terseLabel": "OBX 2022-INV2"
       }
      }
     },
     "localname": "OBX2022INV2Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022INV3Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-INV3",
        "label": "OBX 2022-INV3 [Member]",
        "terseLabel": "OBX 2022-INV3"
       }
      }
     },
     "localname": "OBX2022INV3Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022INV5Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-INV5",
        "label": "OBX 2022-INV5 [Member]",
        "terseLabel": "OBX 2022-INV5"
       }
      }
     },
     "localname": "OBX2022INV5Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022J2Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-J2",
        "label": "OBX 2022-J2 [Member]",
        "terseLabel": "OBX 2022-J2"
       }
      }
     },
     "localname": "OBX2022J2Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022NQM1Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-NQM1",
        "label": "OBX 2022-NQM1 [Member]",
        "terseLabel": "OBX 2022-NQM1"
       }
      }
     },
     "localname": "OBX2022NQM1Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022NQM4Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-NQM4",
        "label": "OBX 2022-NQM4 [Member]",
        "terseLabel": "OBX 2022-NQM4"
       }
      }
     },
     "localname": "OBX2022NQM4Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022NQM5Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-NQM5",
        "label": "OBX 2022-NQM5 [Member]",
        "terseLabel": "OBX 2022-NQM5"
       }
      }
     },
     "localname": "OBX2022NQM5Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022NQM6Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-NQM6",
        "label": "OBX 2022-NQM6 [Member]",
        "terseLabel": "OBX 2022-NQM6"
       }
      }
     },
     "localname": "OBX2022NQM6Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022NQM7Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-NQM7",
        "label": "OBX 2022-NQM7 [Member]",
        "terseLabel": "OBX 2022-NQM7"
       }
      }
     },
     "localname": "OBX2022NQM7Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022NQM8Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-NQM8",
        "label": "OBX 2022-NQM8 [Member]",
        "terseLabel": "OBX 2022-NQM8"
       }
      }
     },
     "localname": "OBX2022NQM8Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBX2022NQM9Member": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX 2022-NQM9",
        "label": "OBX 2022-NQM9 [Member]",
        "terseLabel": "OBX 2022-NQM9"
       }
      }
     },
     "localname": "OBX2022NQM9Member",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OBXTrustMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "OBX Trust [Member]",
        "label": "OBX Trust [Member]",
        "terseLabel": "OBX Trust"
       }
      }
     },
     "localname": "OBXTrustMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OperatingLeaseRemainingLeaseTerm": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Operating Lease, Remaining Lease Term",
        "label": "Operating Lease, Remaining Lease Term",
        "terseLabel": "Remaining lease term, in years"
       }
      }
     },
     "localname": "OperatingLeaseRemainingLeaseTerm",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "nly_OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 8.0,
       "parentTag": "nly_FinancialAssetsFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Other derivative instrument obligations meeting the definition of an asset which the Company is a party to as of the balance sheet date.",
        "label": "Other Derivative Financial Instruments Assets Fair Value Disclosure",
        "terseLabel": "Other derivatives"
       }
      }
     },
     "localname": "OtherDerivativeFinancialInstrumentsAssetsFairValueDisclosure",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 4.0,
       "parentTag": "us-gaap_FinancialLiabilitiesFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This element represents the fair value of derivative liabilities categorized as other as of the balance sheet date.",
        "label": "Other Derivative Financial Instruments Liabilities Fair Value Disclosure",
        "terseLabel": "Other derivatives"
       }
      }
     },
     "localname": "OtherDerivativeFinancialInstrumentsLiabilitiesFairValueDisclosure",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_OtherLocationMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Other Location [Member]",
        "label": "Other Location [Member]",
        "verboseLabel": "All other (none individually greater than 5%)"
       }
      }
     },
     "localname": "OtherLocationMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Other-than-temporary Impairment Loss, Debt Securities, Available-for-Sale1",
        "label": "Other-than-temporary Impairment Loss, Debt Securities, Available-for-Sale1",
        "terseLabel": "Impairment on commercial mortgage-backed security"
       }
      }
     },
     "localname": "OtherThanTemporaryImpairmentLossDebtSecuritiesAvailableForSale1",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PayableForInvestmentSecuritiesPurchased": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 7.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount payable for Agency Mortgage-Backed Securities, Agency debentures and corporate debt.",
        "label": "Payable For Investment Securities Purchased",
        "terseLabel": "Payable for unsettled trades"
       }
      }
     },
     "localname": "PayableForInvestmentSecuritiesPurchased",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PaymentsForProceedsFromDerivativeInstrumentOperatingActivities": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 11.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash outflow or inflow for derivative instruments during the period, which are classified as operating activities, excluding those designated as hedging instruments.",
        "label": "Payments For Proceeds From Derivative Instrument Operating Activities",
        "terseLabel": "Net receipts (payments) on derivatives"
       }
      }
     },
     "localname": "PaymentsForProceedsFromDerivativeInstrumentOperatingActivities",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PaymentsForPurchaseOfLoansOperatingActivities": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 9.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Payments For Purchase Of Loans, Operating Activities",
        "label": "Payments For Purchase Of Loans, Operating Activities",
        "negatedLabel": "Payments on purchases of loans held for sale"
       }
      }
     },
     "localname": "PaymentsForPurchaseOfLoansOperatingActivities",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PaymentsFromReliefOfSecuritizedDebt": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 6.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Payments from Relief of Securitized Debt",
        "label": "Payments from Relief of Securitized Debt",
        "negatedTerseLabel": "Payments on purchases of securitized debt"
       }
      }
     },
     "localname": "PaymentsFromReliefOfSecuritizedDebt",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PaymentsOnRepurchaseOfParticipatingMortgageLoans": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 8.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Payments On Repurchase Of Participating Mortgage Loans",
        "label": "Payments On Repurchase Of Participating Mortgage Loans",
        "negatedTerseLabel": "Payments on repurchases of participations issued"
       }
      }
     },
     "localname": "PaymentsOnRepurchaseOfParticipatingMortgageLoans",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PaymentsToAcquireInterestInMortgageServicingRights": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 9.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Payments To Acquire Interest In Mortgage Servicing Rights",
        "label": "Payments To Acquire Interest In Mortgage Servicing Rights",
        "negatedTerseLabel": "Payments on purchases of interests in MSR"
       }
      }
     },
     "localname": "PaymentsToAcquireInterestInMortgageServicingRights",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Payments to Acquire Debt Securities, Available-for-sale, Excluding Variable Interest Entity",
        "label": "Payments to Acquire Debt Securities, Available-for-sale, Excluding Variable Interest Entity",
        "terseLabel": "Purchases"
       }
      }
     },
     "localname": "PaymentstoAcquireDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PercentageOfAdjustableRateLoans": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Percentage of adjustable-rate loans.",
        "label": "Percentage of Adjustable Rate Loans",
        "terseLabel": "Percent of adjustable-rate loans"
       }
      }
     },
     "localname": "PercentageOfAdjustableRateLoans",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSNarrativeDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Percentage of taxable income required to be distributed while operating as REIT.",
        "label": "Percentage Of Taxable Income Required To Be Distributed While Operating As Reit",
        "terseLabel": "REIT Taxable income distributed"
       }
      }
     },
     "localname": "PercentageOfTaxableIncomeRequiredToBeDistributedWhileOperatingAsReit",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INCOMETAXESNarrativeDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_PreferredStockDividendRatePercentageBasisSpread": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Preferred Stock, Dividend Rate, Percentage, Basis Spread",
        "label": "Preferred Stock, Dividend Rate, Percentage, Basis Spread",
        "terseLabel": "Floating Annual Rate"
       }
      }
     },
     "localname": "PreferredStockDividendRatePercentageBasisSpread",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_PreferredStockDividendsTaxableOrdinaryIncomePercent": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Preferred Stock, Dividends, Taxable Ordinary Income, Percent",
        "label": "Preferred Stock, Dividends, Taxable Ordinary Income, Percent",
        "terseLabel": "Preferred stock, dividends, taxable ordinary income, percent"
       }
      }
     },
     "localname": "PreferredStockDividendsTaxableOrdinaryIncomePercent",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_PreferredStockDividendsTaxableReturnOfCapitalPercent": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Preferred Stock, Dividends, Taxable Return Of Capital, Percent",
        "label": "Preferred Stock, Dividends, Taxable Return Of Capital, Percent",
        "terseLabel": "Preferred stock, dividends, taxable return of capital, percent"
       }
      }
     },
     "localname": "PreferredStockDividendsTaxableReturnOfCapitalPercent",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Prime Interest-only Mortgage Backed Securities Available For Sale [Member]",
        "label": "Prime Interest-only Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Prime interest-only"
       }
      }
     },
     "localname": "PrimeInterestonlyMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Prime jumbo greater than or equal to two thousand ten vintage interest only mortgage backed securities available for sale.",
        "label": "Prime Jumbo Greater Than Or Equal To Two Thousand Ten Vintage interest only Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Prime jumbo interest-only"
       }
      }
     },
     "localname": "PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageInterestOnlyMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Prime jumbo greater than or equal to two thousand ten vintage mortgage backed securities available for sale.",
        "label": "Prime Jumbo Greater Than Or Equal To Two Thousand Ten Vintage Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Prime jumbo(>=2010 vintage)"
       }
      }
     },
     "localname": "PrimeJumboGreaterThanOrEqualToTwoThousandTenVintageMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_PrimeMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Prime Mortgage Backed Securities Available For Sale [Member]",
        "label": "Prime Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Prime"
       }
      }
     },
     "localname": "PrimeMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_PrincipalPaymentsOnParticipationMortgageLoansIssued": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 4.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Principal Payments On Participation Mortgage Loans Issued",
        "label": "Principal Payments On Participation Mortgage Loans Issued",
        "negatedTerseLabel": "Principal payments on participations issued"
       }
      }
     },
     "localname": "PrincipalPaymentsOnParticipationMortgageLoansIssued",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PrincipalPaymentsOnRepurchaseAgreements": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 2.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount of principal payments on repurchase agreements.",
        "label": "Principal payments on repurchase agreements",
        "negatedLabel": "Payments on repurchase agreements and other secured financing"
       }
      }
     },
     "localname": "PrincipalPaymentsOnRepurchaseAgreements",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_ProceedsFromParticipatingMortgageLoans": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 11.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Proceeds from Participating Mortgage Loans",
        "label": "Proceeds from Participating Mortgage Loans",
        "terseLabel": "Proceeds from participations issued"
       }
      }
     },
     "localname": "ProceedsFromParticipatingMortgageLoans",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_ProceedsFromRepurchaseAgreements": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 7.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount of proceeds from repurchase agreements.",
        "label": "Proceeds from repurchase agreements",
        "terseLabel": "Proceeds from repurchase agreements and other secured financing"
       }
      }
     },
     "localname": "ProceedsFromRepurchaseAgreements",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 14.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Proceeds from unconsolidated joint venture excess of cumulative earnings.",
        "label": "Proceeds From Unconsolidated Joint Venture Excess Of Cumulative Earnings",
        "terseLabel": "Distributions in excess of cumulative earnings from unconsolidated joint ventures"
       }
      }
     },
     "localname": "ProceedsFromUnconsolidatedJointVentureExcessOfCumulativeEarnings",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Proceeds from Sale of Debt Securities, Available-for-sale, Excluding Variable Interest Entity",
        "label": "Proceeds from Sale of Debt Securities, Available-for-sale, Excluding Variable Interest Entity",
        "negatedTerseLabel": "Sales and transfers"
       }
      }
     },
     "localname": "ProceedsfromSaleofDebtSecuritiesAvailableforsaleExcludingVariableInterestEntity",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_PublicOfferingAdditionalSharePurchaseOptionMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Public Offering Additional Share Purchase Option",
        "label": "Public Offering Additional Share Purchase Option [Member]",
        "terseLabel": "Public Offering Additional Share Purchase Option"
       }
      }
     },
     "localname": "PublicOfferingAdditionalSharePurchaseOptionMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_PublicOfferingMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Public Offering",
        "label": "Public Offering [Member]",
        "terseLabel": "Public Offering"
       }
      }
     },
     "localname": "PublicOfferingMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_RealizedGainLossOnDerivatives": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_DerivativeGainLossOnDerivativeNet",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Realized gain (loss) on derivatives.",
        "label": "Realized Gain (Loss) on Derivatives",
        "terseLabel": "Realized Gain (Loss)"
       }
      }
     },
     "localname": "RealizedGainLossOnDerivatives",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_ReceivableForInvestmentSecuritiesSold": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 8.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount receivable for Agency Mortgage-Backed Securities, Agency debentures and corporate debt.",
        "label": "Receivable for Investment Securities sold",
        "terseLabel": "Receivable for unsettled trades"
       }
      }
     },
     "localname": "ReceivableForInvestmentSecuritiesSold",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_RepurchaseAgreementsAccruedInterest": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The accrued interest as of the balance sheet date of securities pledged as collateral that an institution holds on behalf of repurchase agreements.",
        "label": "Repurchase Agreements Accrued Interest",
        "terseLabel": "Secured financings and interest rate swaps - collateral held, accrued interest"
       }
      }
     },
     "localname": "RepurchaseAgreementsAccruedInterest",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_RepurchaseAgreementsPolicyTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "A description of a company's accounting policy related to repurchase agreements.",
        "label": "Repurchase Agreements [Policy Text Block]",
        "terseLabel": "Reverse Repurchase and Repurchase Agreements"
       }
      }
     },
     "localname": "RepurchaseAgreementsPolicyTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_RepurchaseAgreementsWeightedAverageRates": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Weighted average rate of repurchase agreements.",
        "label": "Repurchase Agreements Weighted Average Rates",
        "terseLabel": "Weighted Average Rate"
       }
      }
     },
     "localname": "RepurchaseAgreementsWeightedAverageRates",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "nly_ResidentialCreditSecuritiesMortgageBackedSecuritiesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Residential Credit Securities Mortgage Backed Securities [Member]",
        "label": "Residential Credit Securities Mortgage Backed Securities [Member]",
        "terseLabel": "Residential credit"
       }
      }
     },
     "localname": "ResidentialCreditSecuritiesMortgageBackedSecuritiesMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ResidentialInvestmentsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Residential Investments [Member]",
        "label": "Residential Investments [Member]",
        "terseLabel": "Total residential securities"
       }
      }
     },
     "localname": "ResidentialInvestmentsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ResidentialMortgageLoanWarehouseFacilityMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Residential Mortgage Loan Warehouse Facility",
        "label": "Residential Mortgage Loan Warehouse Facility [Member]",
        "terseLabel": "Residential mortgage loan warehouse facility"
       }
      }
     },
     "localname": "ResidentialMortgageLoanWarehouseFacilityMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails",
      "http://annaly.com/role/LOANSNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Residential Mortgage Loans, Asset Transferred Or Pledged To Securitization, Recognized Through Earnings [Member]",
        "label": "Residential Mortgage Loans, Asset Transferred Or Pledged To Securitization, Recognized Through Earnings [Member]",
        "terseLabel": "Residential mortgage loans"
       }
      }
     },
     "localname": "ResidentialMortgageLoansAssetTransferredOrPledgedToSecuritizationRecognizedThroughEarningsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ResidentialMortgageLoansMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Residential Mortgage Loans [Member]",
        "label": "Residential Mortgage Loans [Member]",
        "terseLabel": "Residential mortgage loans"
       }
      }
     },
     "localname": "ResidentialMortgageLoansMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails",
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails",
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ReverseMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Reverse Mortgage Backed Securities Available For Sale [Member]",
        "label": "Reverse Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Reverse mortgages"
       }
      }
     },
     "localname": "ReverseMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This element may be used to disclose all significant risks in connection with investment activities related to mortgage loans and mortgage backed securities. Risks include credit risk, interest rate risk, repurchase risk and other related items.",
        "label": "Risk Associated with Investments in Mortgage Loans and Mortgage Backed Securities Disclosure [Text Block]",
        "terseLabel": "RISK MANAGEMENT"
       }
      }
     },
     "localname": "RiskAssociatedWithInvestmentsInMortgageLoansAndMortgageBackedSecuritiesDisclosureTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/RISKMANAGEMENT"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_RiskManagementAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Risk Management [Abstract]",
        "label": "Risk Management [Abstract]",
        "terseLabel": "Risk Management [Abstract]"
       }
      }
     },
     "localname": "RiskManagementAbstract",
     "nsuri": "http://annaly.com/20221231",
     "xbrltype": "stringItemType"
    },
    "nly_SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "SEC Schedule, 12-29, Real Estate Companies, Investment In Mortgage Loans On Real Estate, Amortization (Accretion) Of Premium",
        "label": "SEC Schedule, 12-29, Real Estate Companies, Investment In Mortgage Loans On Real Estate, Amortization (Accretion) Of Premium",
        "negatedTerseLabel": "(Amortization) / accretion"
       }
      }
     },
     "localname": "SECSchedule1229RealEstateCompaniesInvestmentInMortgageLoansOnRealEstateAmortizationAccretionOfPremium",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SaleOfStockOptionToPurchaseAdditionalSharesPeriod": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Sale Of Stock, Option To Purchase Additional Shares, Period",
        "label": "Sale Of Stock, Option To Purchase Additional Shares, Period",
        "terseLabel": "Sale of stock, option to purchase additional shares, period"
       }
      }
     },
     "localname": "SaleOfStockOptionToPurchaseAdditionalSharesPeriod",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "nly_SaleofStockOfferingPrice": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Sale of Stock, Offering Price",
        "label": "Sale of Stock, Offering Price",
        "terseLabel": "Aggregate stock offering price"
       }
      }
     },
     "localname": "SaleofStockOfferingPrice",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of assets and liabilities of consolidated VIEs.",
        "label": "Schedule Of Assets And Liabilities Of Consolidated VIEs [Table Text Block]",
        "terseLabel": "Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition"
       }
      }
     },
     "localname": "ScheduleOfAssetsAndLiabilitiesOfConsolidatedViesTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule of derivative instruments in statement of operations and comprehensive income.",
        "label": "Schedule of Derivative Instruments in Statement of Operations and Comprehensive Income [Table Text Block]",
        "terseLabel": "Schedule of Derivative Instruments in Statement of Operations and Comprehensive Income Loss"
       }
      }
     },
     "localname": "ScheduleOfDerivativeInstrumentsInStatementOfOperationsAndComprehensiveIncomeTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of fair value and unpaid principal balances of mortgage loans.",
        "label": "Schedule Of Fair Value And Unpaid Principal Balances Of Mortgage Loans [Table Text Block]",
        "terseLabel": "Fair Value and Unpaid Principal of Residential Mortgage Loan Portfolio"
       }
      }
     },
     "localname": "ScheduleOfFairValueAndUnpaidPrincipalBalancesOfMortgageLoansTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_ScheduleOfInvestmentGroupsTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule Of Investment Groups [Table Text Block]",
        "label": "Schedule Of Investment Groups [Table Text Block]",
        "terseLabel": "Schedule of Investment Groups"
       }
      }
     },
     "localname": "ScheduleOfInvestmentGroupsTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DESCRIPTIONOFBUSINESSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of mortgage baked securities agency concentration.",
        "label": "Schedule of Mortgage Backed Securities Agency Concentration [Table Text Block]",
        "terseLabel": "Types of Agency Mortgage Backed Securities"
       }
      }
     },
     "localname": "ScheduleOfMortgageBackedSecuritiesAgencyConcentrationTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule of actual mortgage backed securities, which are generally shorter than stated contractual maturities due to payments of principal, prepayments, etc.",
        "label": "Schedule of Mortgage Backed Securities by Estimated Weighted Average Life Classification [Table Text Block]",
        "terseLabel": "Schedule of Residential Investment Securities by Estimated Weighted Average Life Classification"
       }
      }
     },
     "localname": "ScheduleOfMortgageBackedSecuritiesByEstimatedWeightedAverageLifeClassificationTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule of the remaining maturity of repurchase agreements as of the balance sheet date.",
        "label": "Schedule of Repurchase Agreements Remaining Maturity [Table Text Block]",
        "terseLabel": "Schedule of Repurchase Agreements Remaining Maturity ,Collateral Types and Weighted Average Rates"
       }
      }
     },
     "localname": "ScheduleOfRepurchaseAgreementsRemainingMaturityTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule of Unrealized Losses on Investments",
        "label": "Schedule of Unrealized Losses on Investments [Table Text Block]",
        "terseLabel": "Schedule of Unrealized Losses on Investments"
       }
      }
     },
     "localname": "ScheduleOfUnrealizedLossesOnInvestmentsTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_SecuritiesForReverseRepurchaseAgreementsAmountsOffset": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_SecuritiesForReverseRepurchaseAgreements",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amounts offset in reverse repurchase agreements during the period.",
        "label": "Securities for Reverse Repurchase Agreements, Amounts Offset",
        "negatedLabel": "Amounts offset"
       }
      }
     },
     "localname": "SecuritiesForReverseRepurchaseAgreementsAmountsOffset",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SecuritiesForReverseRepurchaseAgreementsGrossAmounts": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_SecuritiesForReverseRepurchaseAgreements",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The gross amounts of securities purchased to be resold in reverse repurchase transactions during the period.",
        "label": "Securities for Reverse Repurchase Agreements, Gross Amounts",
        "terseLabel": "Gross amounts"
       }
      }
     },
     "localname": "SecuritiesForReverseRepurchaseAgreementsGrossAmounts",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_SecuritiesSoldUnderAgreementsToRepurchase",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amounts offset in repurchase agreement during the period.",
        "label": "Securities Sold under Agreements to Repurchase, Amounts Offset",
        "negatedLabel": "Amounts offset"
       }
      }
     },
     "localname": "SecuritiesSoldUnderAgreementsToRepurchaseAmountsOffset",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_SecuritiesSoldUnderAgreementsToRepurchase",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The gross amounts repurchase agreements during the period.",
        "label": "Securities Sold under Agreements to Repurchase, Gross Amounts",
        "terseLabel": "Gross amounts"
       }
      }
     },
     "localname": "SecuritiesSoldUnderAgreementsToRepurchaseGrossAmounts",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securities Sold under Agreements to Repurchase, Commitments Available",
        "label": "Securities Sold under Agreements to Repurchase, Commitments Available",
        "terseLabel": "Remaining capacity of repurchase agreement"
       }
      }
     },
     "localname": "SecuritiesSoldunderAgreementstoRepurchaseCommitmentsAvailable",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securities Sold under Agreements to Repurchase, Maximum Available Under Counterparty Arrangements",
        "label": "Securities Sold under Agreements to Repurchase, Maximum Available Under Counterparty Arrangements",
        "terseLabel": "Repurchase agreement amount"
       }
      }
     },
     "localname": "SecuritiesSoldunderAgreementstoRepurchaseMaximumAvailableUnderCounterpartyArrangements",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securitized Debt Of Consolidated VIE, Contractual Principal Amount",
        "label": "Securitized Debt Of Consolidated VIE, Contractual Principal Amount",
        "terseLabel": "Contractual principal amount of debt held by third parties"
       }
      }
     },
     "localname": "SecuritizedDebtOfConsolidatedVIEContractualPrincipalAmount",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securitized Debt Of Consolidated VIE, Unrealized Gain (Loss)",
        "label": "Securitized Debt Of Consolidated VIE, Unrealized Gain (Loss)",
        "terseLabel": "Unrealized gains (losses) on debt held by third parties"
       }
      }
     },
     "localname": "SecuritizedDebtOfConsolidatedVIEUnrealizedGainLoss",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SecuritizedDebtOfConsolidatedVIEsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securitized Debt Of Consolidated VIEs [Member]",
        "label": "Securitized Debt Of Consolidated VIEs [Member]",
        "terseLabel": "Debt issued by securitization vehicles"
       }
      }
     },
     "localname": "SecuritizedDebtOfConsolidatedVIEsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_SecuritizedDebtOfConsolidatedVie": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 3.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securitized debt of consolidated VIE",
        "label": "Securitized debt of consolidated VIE",
        "terseLabel": "Debt issued by securitization vehicles",
        "verboseLabel": "Securitized debt of consolidated VIEs"
       }
      }
     },
     "localname": "SecuritizedDebtOfConsolidatedVie",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SecuritizedDebtOfConsolidatedVieFairValueDisclosure": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_FinancialLiabilitiesFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securitized debt of consolidated VIEs fair value disclosure.",
        "label": "Securitized Debt Of Consolidated VIE Fair Value Disclosure",
        "verboseLabel": "Debt issued by securitization vehicles"
       }
      }
     },
     "localname": "SecuritizedDebtOfConsolidatedVieFairValueDisclosure",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SeriesIPreferredStockMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Series I Preferred Stock [Member]",
        "label": "Series I Preferred Stock [Member]",
        "terseLabel": "Series I"
       }
      }
     },
     "localname": "SeriesIPreferredStockMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails",
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ServicingAndRelatedExpense": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "nly_NetServicingIncome",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Servicing and Related Expense",
        "label": "Servicing and Related Expense",
        "terseLabel": "Servicing and related expense"
       }
      }
     },
     "localname": "ServicingAndRelatedExpense",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_ServicingAssetsAtFairValueTransfers": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Servicing Assets at Fair Value, Transfers",
        "label": "Servicing Assets at Fair Value, Transfers",
        "terseLabel": "Transfers"
       }
      }
     },
     "localname": "ServicingAssetsAtFairValueTransfers",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Stockholders' Equity, Amount Used In Determining Monthly Management Fee",
        "label": "Stockholders' Equity, Amount Used In Determining Monthly Management Fee",
        "terseLabel": "Predetermined amount of stockholders equity used in calculating monthly management fee"
       }
      }
     },
     "localname": "StockholdersEquityAmountUsedInDeterminingMonthlyManagementFee",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_SubprimeMortgageBackedSecuritiesAvailableForSaleMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Subprime Mortgage Backed Securities Available For Sale [Member]",
        "label": "Subprime Mortgage Backed Securities Available For Sale [Member]",
        "terseLabel": "Subprime"
       }
      }
     },
     "localname": "SubprimeMortgageBackedSecuritiesAvailableForSaleMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of interest income recognition methodology for residential investment securities.",
        "label": "Summary of Interest Income Recognition Methodology for Residential Investment Securities [Table Text Block]",
        "terseLabel": "Summary of Interest Income Recognition Methodology for Residential Investment Securities"
       }
      }
     },
     "localname": "SummaryOfInterestIncomeRecognitionMethodologyForResidentialInvestmentSecuritiesTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSETables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_SummaryOfLoansInvestmentActivityTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Summary Of Loans Investment Activity [Table Text Block]",
        "label": "Summary Of Loans Investment Activity [Table Text Block]",
        "terseLabel": "Loan Investment Activity"
       }
      }
     },
     "localname": "SummaryOfLoansInvestmentActivityTableTextBlock",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/LOANSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "nly_TaxableREITSubsidiaryMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Taxable REIT Subsidiary [Member]",
        "label": "Taxable REIT Subsidiary [Member]",
        "terseLabel": "Taxable REIT Subsidiary"
       }
      }
     },
     "localname": "TaxableREITSubsidiaryMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/INCOMETAXESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ToBeAnnouncedContractsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "TBA Contracts [Member]",
        "label": "TBA Contracts [Member]",
        "terseLabel": "TBA derivatives",
        "verboseLabel": "TBA derivatives, at fair value"
       }
      }
     },
     "localname": "ToBeAnnouncedContractsMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_ToBeAnnouncedSecuritiesCost": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "TBA Securities cost.",
        "label": "To Be Announced Securities Cost",
        "terseLabel": "Implied Cost Basis"
       }
      }
     },
     "localname": "ToBeAnnouncedSecuritiesCost",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_ToBeAnnouncedSecuritiesFairMarketValue": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "TBA Securities fair market value.",
        "label": "To Be Announced Securities Fair Market Value",
        "terseLabel": "Implied Market Value"
       }
      }
     },
     "localname": "ToBeAnnouncedSecuritiesFairMarketValue",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_USTreasuryFuturesTenYearMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "US Treasury Futures, Ten Year",
        "label": "US Treasury Futures, Ten Year [Member]",
        "terseLabel": "U.S. Treasury futures - 10 year and greater"
       }
      }
     },
     "localname": "USTreasuryFuturesTenYearMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_UsTreasuryFuturesFiveYearMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Us Treasury Futures, Five Year",
        "label": "Us Treasury Futures, Five Year [Member]",
        "terseLabel": "U.S. Treasury futures - 5 year"
       }
      }
     },
     "localname": "UsTreasuryFuturesFiveYearMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_UsTreasuryFuturesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Us Treasury Futures [Member]",
        "label": "Us Treasury Futures [Member]",
        "terseLabel": "Futures"
       }
      }
     },
     "localname": "UsTreasuryFuturesMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_UsTreasuryFuturesTwoYearMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Us Treasury Futures, Two Year",
        "label": "Us Treasury Futures, Two Year [Member]",
        "terseLabel": "U.S. Treasury futures - 2 year"
       }
      }
     },
     "localname": "UsTreasuryFuturesTwoYearMember",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "nly_VariableInterestEntityDerecognizedAssetsSecurities": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Variable Interest Entity, Derecognized Assets, Securities",
        "label": "Variable Interest Entity, Derecognized Assets, Securities",
        "terseLabel": "Derecognized securities"
       }
      }
     },
     "localname": "VariableInterestEntityDerecognizedAssetsSecurities",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_VariableInterestEntityDerecognizedAssetsSecuritizationVehicles": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Variable Interest Entity, Derecognized Assets, Securitization Vehicles",
        "label": "Variable Interest Entity, Derecognized Assets, Securitization Vehicles",
        "terseLabel": "Derecognized securitization vehicles"
       }
      }
     },
     "localname": "VariableInterestEntityDerecognizedAssetsSecuritizationVehicles",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_VariableInterestEntityPrincipalCuffOffBalance": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Variable Interest Entity, Principal Cuff-Off Balance",
        "label": "Variable Interest Entity, Principal Cuff-Off Balance",
        "terseLabel": "Cut-off date principal balance"
       }
      }
     },
     "localname": "VariableInterestEntityPrincipalCuffOffBalance",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "nly_VariableInterestEntityRetainedInterestNotionalBalance": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Variable Interest Entity, Retained Interest Notional Balance",
        "label": "Variable Interest Entity, Retained Interest Notional Balance",
        "terseLabel": "Retained interest notional balance"
       }
      }
     },
     "localname": "VariableInterestEntityRetainedInterestNotionalBalance",
     "nsuri": "http://annaly.com/20221231",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "srt_ConsolidatedEntitiesAxis": {
     "auth_ref": [
      "r297",
      "r514",
      "r515",
      "r519",
      "r520",
      "r568",
      "r686",
      "r698",
      "r811",
      "r814",
      "r815",
      "r898",
      "r901",
      "r902"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by consolidated entity or group of entities.",
        "label": "Consolidated Entities [Axis]",
        "terseLabel": "Consolidated Entities [Axis]"
       }
      }
     },
     "localname": "ConsolidatedEntitiesAxis",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_ConsolidatedEntitiesDomain": {
     "auth_ref": [
      "r297",
      "r514",
      "r515",
      "r519",
      "r520",
      "r568",
      "r686",
      "r698",
      "r811",
      "r814",
      "r815",
      "r898",
      "r901",
      "r902"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Entity or group of entities consolidated into reporting entity.",
        "label": "Consolidated Entities [Domain]",
        "terseLabel": "Consolidated Entities [Domain]"
       }
      }
     },
     "localname": "ConsolidatedEntitiesDomain",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_ConsolidationEliminationsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Eliminating entries used in consolidating a parent entity and its subsidiaries.",
        "label": "Consolidation, Eliminations [Member]",
        "terseLabel": "Consolidation, Eliminations"
       }
      }
     },
     "localname": "ConsolidationEliminationsMember",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_ConsolidationItemsAxis": {
     "auth_ref": [
      "r297",
      "r334",
      "r339",
      "r340",
      "r341",
      "r342",
      "r343",
      "r344",
      "r347",
      "r391",
      "r392",
      "r393",
      "r394",
      "r396",
      "r397",
      "r399",
      "r401",
      "r402",
      "r711",
      "r712",
      "r713",
      "r714",
      "r715",
      "r716",
      "r717",
      "r718",
      "r719",
      "r812",
      "r813",
      "r899",
      "r900"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by components, eliminations, non-segment corporate-level activity and reconciling items used in consolidating a parent entity and its subsidiaries or its operating segments.",
        "label": "Consolidation Items [Axis]",
        "terseLabel": "Consolidation Items [Axis]"
       }
      }
     },
     "localname": "ConsolidationItemsAxis",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_ConsolidationItemsDomain": {
     "auth_ref": [
      "r297",
      "r334",
      "r339",
      "r340",
      "r341",
      "r342",
      "r343",
      "r344",
      "r347",
      "r391",
      "r392",
      "r393",
      "r394",
      "r396",
      "r397",
      "r399",
      "r401",
      "r402",
      "r711",
      "r712",
      "r713",
      "r714",
      "r715",
      "r716",
      "r717",
      "r718",
      "r719",
      "r812",
      "r813",
      "r899",
      "r900"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Components, elimination, non-segment corporate-level activity and reconciling items used in consolidating a parent entity and its subsidiaries or its operating segments.",
        "label": "Consolidation Items [Domain]",
        "terseLabel": "Consolidation Items [Domain]"
       }
      }
     },
     "localname": "ConsolidationItemsDomain",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember": {
     "auth_ref": [
      "r771",
      "r792",
      "r793",
      "r805",
      "r846",
      "r847",
      "r848",
      "r849",
      "r850",
      "r857",
      "r858",
      "r859",
      "r865"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Represents amount after cumulative-effect adjustment to financial statements in period of adoption of amendment to accounting standards.",
        "label": "Cumulative Effect, Period of Adoption, Adjusted Balance [Member]",
        "terseLabel": "Beginning of period - adjusted"
       }
      }
     },
     "localname": "CumulativeEffectPeriodOfAdoptionAdjustedBalanceMember",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_CumulativeEffectPeriodOfAdoptionAdjustmentMember": {
     "auth_ref": [
      "r246",
      "r301",
      "r306",
      "r312",
      "r362",
      "r491",
      "r492",
      "r493",
      "r504",
      "r505",
      "r523",
      "r524",
      "r525",
      "r526",
      "r560"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Increase (decrease) to financial statements for cumulative-effect adjustment in period of adoption of amendment to accounting standards.",
        "label": "Cumulative Effect, Period of Adoption, Adjustment [Member]",
        "terseLabel": "Cumulative effect of change in accounting principle for credit losses"
       }
      }
     },
     "localname": "CumulativeEffectPeriodOfAdoptionAdjustmentMember",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_CumulativeEffectPeriodOfAdoptionAxis": {
     "auth_ref": [
      "r246",
      "r301",
      "r306",
      "r312",
      "r362",
      "r491",
      "r492",
      "r493",
      "r504",
      "r505",
      "r523",
      "r524",
      "r525",
      "r526",
      "r560"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by cumulative-effect adjustment to financial statements in period of adoption of amendment to accounting standards.",
        "label": "Cumulative Effect, Period of Adoption [Axis]",
        "terseLabel": "Cumulative Effect, Period of Adoption [Axis]"
       }
      }
     },
     "localname": "CumulativeEffectPeriodOfAdoptionAxis",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_CumulativeEffectPeriodOfAdoptionDomain": {
     "auth_ref": [
      "r246",
      "r301",
      "r306",
      "r312",
      "r362",
      "r491",
      "r492",
      "r493",
      "r504",
      "r505",
      "r523",
      "r524",
      "r525",
      "r526",
      "r560"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Cumulative-effect adjustment to financial statements in period of adoption of amendment to accounting standards.",
        "label": "Cumulative Effect, Period of Adoption [Domain]",
        "terseLabel": "Cumulative Effect, Period of Adoption [Domain]"
       }
      }
     },
     "localname": "CumulativeEffectPeriodOfAdoptionDomain",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_MaximumMember": {
     "auth_ref": [
      "r387",
      "r388",
      "r389",
      "r390",
      "r455",
      "r624",
      "r641",
      "r687",
      "r688",
      "r739",
      "r746",
      "r757",
      "r816",
      "r870",
      "r871",
      "r872",
      "r874",
      "r875",
      "r876"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Upper limit of the provided range.",
        "label": "Maximum [Member]",
        "terseLabel": "Maximum"
       }
      }
     },
     "localname": "MaximumMember",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails",
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails",
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_MinimumMember": {
     "auth_ref": [
      "r387",
      "r388",
      "r389",
      "r390",
      "r455",
      "r624",
      "r641",
      "r687",
      "r688",
      "r739",
      "r746",
      "r757",
      "r816",
      "r870",
      "r871",
      "r872",
      "r874",
      "r875",
      "r876"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Lower limit of the provided range.",
        "label": "Minimum [Member]",
        "terseLabel": "Minimum"
       }
      }
     },
     "localname": "MinimumMember",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails",
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails",
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_MortgageLoansOnRealEstateAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Abstract]",
        "terseLabel": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Abstract]"
       }
      }
     },
     "localname": "MortgageLoansOnRealEstateAbstract",
     "nsuri": "http://fasb.org/srt/2022",
     "xbrltype": "stringItemType"
    },
    "srt_MortgageLoansOnRealEstateCollectionsOfPrincipal": {
     "auth_ref": [
      "r673",
      "r700"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of decrease in investment in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate, from collection of principal.",
        "label": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate, Collections of Principal",
        "negatedLabel": "Principal payments"
       }
      }
     },
     "localname": "MortgageLoansOnRealEstateCollectionsOfPrincipal",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "srt_MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis": {
     "auth_ref": [
      "r672",
      "r677",
      "r678",
      "r679",
      "r680",
      "r681",
      "r682",
      "r683",
      "r684",
      "r685",
      "r697",
      "r699"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of real estate property.",
        "label": "Real Estate, Type of Property [Axis]",
        "terseLabel": "Real Estate, Type of Property [Axis]"
       }
      }
     },
     "localname": "MortgageLoansOnRealEstateDescriptionTypeOfPropertyAxis",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_MortgageLoansOnRealEstateLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]",
        "terseLabel": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]"
       }
      }
     },
     "localname": "MortgageLoansOnRealEstateLineItems",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails",
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails",
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails",
      "http://annaly.com/role/LOANSNarrativeDetails",
      "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_MortgageLoansOnRealEstateNamePropertyTypeDomain": {
     "auth_ref": [
      "r677",
      "r678",
      "r679",
      "r680",
      "r681",
      "r682",
      "r683",
      "r684",
      "r685",
      "r697",
      "r701",
      "r702",
      "r703",
      "r704",
      "r705",
      "r706",
      "r707",
      "r708"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Land and any structures permanently fixed to it.",
        "label": "Real Estate [Domain]",
        "terseLabel": "Real Estate [Domain]"
       }
      }
     },
     "localname": "MortgageLoansOnRealEstateNamePropertyTypeDomain",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_MortgageLoansOnRealEstateScheduleTable": {
     "auth_ref": [
      "r674",
      "r710"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about investment in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate.",
        "label": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate Schedule [Table]",
        "terseLabel": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate Schedule [Table]"
       }
      }
     },
     "localname": "MortgageLoansOnRealEstateScheduleTable",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails",
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails",
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails",
      "http://annaly.com/role/LOANSNarrativeDetails",
      "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_MultifamilyMember": {
     "auth_ref": [
      "r884",
      "r885",
      "r896",
      "r897"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Residential building containing multiple separate housing units.",
        "label": "Multifamily [Member]",
        "terseLabel": "Multifamily"
       }
      }
     },
     "localname": "MultifamilyMember",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_RangeAxis": {
     "auth_ref": [
      "r387",
      "r388",
      "r389",
      "r390",
      "r448",
      "r455",
      "r483",
      "r484",
      "r485",
      "r579",
      "r624",
      "r641",
      "r687",
      "r688",
      "r739",
      "r746",
      "r757",
      "r810",
      "r816",
      "r871",
      "r872",
      "r874",
      "r875",
      "r876"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by statistical measurement. Includes, but is not limited to, minimum, maximum, weighted average, arithmetic average, and median.",
        "label": "Statistical Measurement [Axis]",
        "terseLabel": "Statistical Measurement [Axis]"
       }
      }
     },
     "localname": "RangeAxis",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails",
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails",
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_RangeMember": {
     "auth_ref": [
      "r387",
      "r388",
      "r389",
      "r390",
      "r448",
      "r455",
      "r483",
      "r484",
      "r485",
      "r579",
      "r624",
      "r641",
      "r687",
      "r688",
      "r739",
      "r746",
      "r757",
      "r810",
      "r816",
      "r871",
      "r872",
      "r874",
      "r875",
      "r876"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Statistical measurement. Includes, but is not limited to, minimum, maximum, weighted average, arithmetic average, and median.",
        "label": "Statistical Measurement [Domain]",
        "terseLabel": "Statistical Measurement [Domain]"
       }
      }
     },
     "localname": "RangeMember",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails",
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails",
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_SegmentGeographicalDomain": {
     "auth_ref": [
      "r348",
      "r349",
      "r677",
      "r678",
      "r679",
      "r680",
      "r681",
      "r682",
      "r683",
      "r684",
      "r685",
      "r697",
      "r701",
      "r702",
      "r703",
      "r704",
      "r705",
      "r706",
      "r707",
      "r708",
      "r740",
      "r756",
      "r818"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Geographical area.",
        "label": "Geographical [Domain]",
        "terseLabel": "Geographical [Domain]"
       }
      }
     },
     "localname": "SegmentGeographicalDomain",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "srt_StatementGeographicalAxis": {
     "auth_ref": [
      "r348",
      "r349",
      "r672",
      "r677",
      "r678",
      "r679",
      "r680",
      "r681",
      "r682",
      "r683",
      "r684",
      "r685",
      "r697",
      "r699",
      "r740",
      "r756",
      "r818"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by geographical components.",
        "label": "Geographical [Axis]",
        "terseLabel": "Geographical [Axis]"
       }
      }
     },
     "localname": "StatementGeographicalAxis",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]",
        "terseLabel": "SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Line Items]"
       }
      }
     },
     "localname": "SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesReportableDataLineItems",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable": {
     "auth_ref": [
      "r668",
      "r709"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about investment held by insurance company, excluding investment in related party.",
        "label": "SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Table]",
        "terseLabel": "SEC Schedule, 12-15, Insurance Companies, Summary of Investments, Other than Investments in Related Parties [Table]"
       }
      }
     },
     "localname": "SummaryOfInvestmentsOtherThanInvestmentsInRelatedPartiesTable",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "srt_WeightedAverageMember": {
     "auth_ref": [
      "r687",
      "r688",
      "r870",
      "r872",
      "r876"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Average of a range of values, calculated with consideration of proportional relevance.",
        "label": "Weighted Average [Member]",
        "terseLabel": "Weighted Average"
       }
      }
     },
     "localname": "WeightedAverageMember",
     "nsuri": "http://fasb.org/srt/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "stpr_CA": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "CALIFORNIA",
        "terseLabel": "California"
       }
      }
     },
     "localname": "CA",
     "nsuri": "http://xbrl.sec.gov/stpr/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "stpr_FL": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "FLORIDA",
        "terseLabel": "Florida"
       }
      }
     },
     "localname": "FL",
     "nsuri": "http://xbrl.sec.gov/stpr/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "stpr_NY": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "NEW YORK",
        "terseLabel": "New York"
       }
      }
     },
     "localname": "NY",
     "nsuri": "http://xbrl.sec.gov/stpr/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "stpr_TX": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "TEXAS",
        "terseLabel": "Texas"
       }
      }
     },
     "localname": "TX",
     "nsuri": "http://xbrl.sec.gov/stpr/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_AccountingPoliciesAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Accounting Policies [Abstract]",
        "terseLabel": "Accounting Policies [Abstract]"
       }
      }
     },
     "localname": "AccountingPoliciesAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_AccountsPayableAndOtherAccruedLiabilities": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 10.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      },
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of liabilities incurred and payable to vendors for goods and services received, and accrued liabilities classified as other.",
        "label": "Accounts Payable and Other Accrued Liabilities",
        "terseLabel": "Other liabilities"
       }
      }
     },
     "localname": "AccountsPayableAndOtherAccruedLiabilities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AccountsPayableTradeCurrentAndNoncurrent": {
     "auth_ref": [
      "r218",
      "r238"
     ],
     "calculation": {
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Carrying value as of the balance sheet date of obligations incurred (and for which invoices have typically been received) and payable to vendors for goods and services received that are used in an entity's business.",
        "label": "Accounts Payable, Trade",
        "terseLabel": "Payable for unsettled trades"
       }
      }
     },
     "localname": "AccountsPayableTradeCurrentAndNoncurrent",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AccretionAmortizationOfDiscountsAndPremiumsInvestments": {
     "auth_ref": [
      "r70"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 2.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The sum of the periodic adjustments of the differences between securities' face values and purchase prices that are charged against earnings. This is called accretion if the security was purchased at a discount and amortization if it was purchased at premium. As a noncash item, this element is an adjustment to net income when calculating cash provided by or used in operations using the indirect method.",
        "label": "Accretion (Amortization) of Discounts and Premiums, Investments",
        "negatedLabel": "Amortization of premiums and discounts of investments, net"
       }
      }
     },
     "localname": "AccretionAmortizationOfDiscountsAndPremiumsInvestments",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax": {
     "auth_ref": [
      "r40",
      "r41",
      "r42",
      "r256",
      "r635",
      "r646",
      "r647"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 4.0,
       "parentTag": "us-gaap_StockholdersEquity",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.",
        "label": "Accumulated Other Comprehensive Income (Loss), Net of Tax",
        "terseLabel": "Accumulated other comprehensive income (loss)"
       }
      }
     },
     "localname": "AccumulatedOtherComprehensiveIncomeLossNetOfTax",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AccumulatedOtherComprehensiveIncomeMember": {
     "auth_ref": [
      "r39",
      "r42",
      "r144",
      "r561",
      "r642",
      "r643",
      "r775",
      "r776",
      "r777",
      "r789",
      "r790",
      "r791"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Accumulated increase (decrease) in equity from transactions and other events and circumstances from non-owner sources, attributable to the parent. Excludes net income (loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners.",
        "label": "AOCI Attributable to Parent [Member]",
        "terseLabel": "Accumulated other comprehensive income (loss)"
       }
      }
     },
     "localname": "AccumulatedOtherComprehensiveIncomeMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_AdditionalPaidInCapital": {
     "auth_ref": [
      "r24",
      "r755"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 3.0,
       "parentTag": "us-gaap_StockholdersEquity",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of excess of issue price over par or stated value of stock and from other transaction involving stock or stockholder. Includes, but is not limited to, additional paid-in capital (APIC) for common and preferred stock.",
        "label": "Additional Paid in Capital",
        "terseLabel": "Additional paid-in capital"
       }
      }
     },
     "localname": "AdditionalPaidInCapital",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AdditionalPaidInCapitalMember": {
     "auth_ref": [
      "r491",
      "r492",
      "r493",
      "r789",
      "r790",
      "r791",
      "r858"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Excess of issue price over par or stated value of the entity's capital stock and amounts received from other transactions involving the entity's stock or stockholders.",
        "label": "Additional Paid-in Capital [Member]",
        "terseLabel": "Additional paid-in capital"
       }
      }
     },
     "localname": "AdditionalPaidInCapitalMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue": {
     "auth_ref": [
      "r133",
      "r134",
      "r457"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of increase to additional paid-in capital (APIC) for recognition of cost for award under share-based payment arrangement.",
        "label": "APIC, Share-Based Payment Arrangement, Increase for Cost Recognition",
        "terseLabel": "Stock-based award activity"
       }
      }
     },
     "localname": "AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Adjustments to Reconcile Net Income (Loss) to Cash Provided by (Used in) Operating Activities [Abstract]",
        "terseLabel": "Adjustments to reconcile net income (loss) to net cash provided by (used in) operating\u00a0activities"
       }
      }
     },
     "localname": "AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_AgencySecuritiesMember": {
     "auth_ref": [
      "r96"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securities issued by government sponsored entities.",
        "label": "Agency Securities [Member]",
        "terseLabel": "Agency Securities",
        "verboseLabel": "Agency"
       }
      }
     },
     "localname": "AgencySecuritiesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_AmortizationOfIntangibleAssets": {
     "auth_ref": [
      "r69",
      "r101",
      "r106"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The aggregate expense charged against earnings to allocate the cost of intangible assets (nonphysical assets not used in production) in a systematic and rational manner to the periods expected to benefit from such assets. As a noncash expense, this element is added back to net income when calculating cash provided by or used in operations using the indirect method.",
        "label": "Amortization of Intangible Assets",
        "negatedTerseLabel": "Less: amortization expense"
       }
      }
     },
     "localname": "AmortizationOfIntangibleAssets",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount": {
     "auth_ref": [
      "r326"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securities (including those issuable pursuant to contingent stock agreements) that could potentially dilute basic earnings per share (EPS) or earnings per unit (EPU) in the future that were not included in the computation of diluted EPS or EPU because to do so would increase EPS or EPU amounts or decrease loss per share or unit amounts for the period presented.",
        "label": "Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount",
        "terseLabel": "Options to purchase common stock outstanding that would be considered anti-dilutive (in shares)"
       }
      }
     },
     "localname": "AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARENarrativeDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_AssetPledgedAsCollateralWithoutRightMember": {
     "auth_ref": [
      "r514",
      "r592",
      "r594"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Asset pledged as collateral for which secured party (transferee) does not have right to sell or repledge by contract or custom.",
        "label": "Asset Pledged as Collateral without Right [Member]",
        "terseLabel": "Asset Pledged as Collateral without Right"
       }
      }
     },
     "localname": "AssetPledgedAsCollateralWithoutRightMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_Assets": {
     "auth_ref": [
      "r209",
      "r232",
      "r252",
      "r288",
      "r338",
      "r341",
      "r346",
      "r361",
      "r391",
      "r392",
      "r394",
      "r395",
      "r396",
      "r398",
      "r400",
      "r402",
      "r403",
      "r514",
      "r519",
      "r539",
      "r755",
      "r812",
      "r813",
      "r868"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      },
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Sum of the carrying amounts as of the balance sheet date of all assets that are recognized. Assets are probable future economic benefits obtained or controlled by an entity as a result of past transactions or events.",
        "label": "Assets",
        "terseLabel": "Assets",
        "totalLabel": "Total assets"
       }
      }
     },
     "localname": "Assets",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails",
      "http://annaly.com/role/LOANSNarrativeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AssetsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Assets [Abstract]",
        "terseLabel": "Assets",
        "verboseLabel": "Assets"
       }
      }
     },
     "localname": "AssetsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_AssetsFairValueDisclosureAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Assets, Fair Value Disclosure [Abstract]",
        "terseLabel": "Assets"
       }
      }
     },
     "localname": "AssetsFairValueDisclosureAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation": {
     "auth_ref": [
      "r0",
      "r1",
      "r9",
      "r107",
      "r248",
      "r249"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 6.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount classified as assets attributable to disposal group held for sale or disposed of.",
        "label": "Disposal Group, Including Discontinued Operation, Assets",
        "terseLabel": "Assets of disposal group held for sale"
       }
      }
     },
     "localname": "AssetsOfDisposalGroupIncludingDiscontinuedOperation",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AssetsSoldUnderAgreementsToRepurchaseLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Assets Sold under Agreements to Repurchase [Line Items]",
        "terseLabel": "Repurchase Agreements:"
       }
      }
     },
     "localname": "AssetsSoldUnderAgreementsToRepurchaseLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain": {
     "auth_ref": [
      "r294",
      "r597"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Maturity period remaining for repurchase agreements and similar transactions, for example, but not limited to, securities lending arrangements. Element name and standard label in Maturity [numeric lower end] to [numeric higher end] [date measure] [Member] or Maturity Greater Than [low end numeric value] [date measure] [Member] or Maturity Less Than [high end numeric value] [date measure] [Member] formats.",
        "label": "Repurchase Agreements and Similar Transactions, Maturity Periods [Domain]",
        "terseLabel": "Repurchase Agreements and Similar Transactions, Maturity Periods [Domain]"
       }
      }
     },
     "localname": "AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis": {
     "auth_ref": [
      "r294",
      "r597"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by maturity period remaining for repurchase agreements and similar transactions, for example, but not limited to, securities lending arrangements. Element name and standard label in Maturity [numeric lower end] to [numeric higher end] [date measure] [Member] or Maturity Greater Than [low end numeric value] [date measure] [Member] or Maturity Less Than [high end numeric value] [date measure] [Member] formats.",
        "label": "Repurchase Agreements and Similar Transactions, Maturity Periods [Axis]",
        "terseLabel": "Repurchase Agreements and Similar Transactions, Maturity Periods [Axis]"
       }
      }
     },
     "localname": "AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax": {
     "auth_ref": [
      "r91"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount, before tax, of unrealized gain in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Debt Securities, Available-for-Sale, Accumulated Gross Unrealized Gain, before Tax",
        "terseLabel": "Unrealized Gains"
       }
      }
     },
     "localname": "AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedGainBeforeTax",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax": {
     "auth_ref": [
      "r92"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount, before tax, of unrealized loss in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Debt Securities, Available-for-Sale, Accumulated Gross Unrealized Loss, before Tax",
        "negatedLabel": "Unrealized Losses",
        "negatedTerseLabel": "Gross unrealized losses"
       }
      }
     },
     "localname": "AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AvailableForSaleSecuritiesDebtSecurities": {
     "auth_ref": [
      "r90",
      "r353",
      "r369",
      "r628"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Debt Securities, Available-for-Sale",
        "terseLabel": "Estimated Fair Value"
       }
      }
     },
     "localname": "AvailableForSaleSecuritiesDebtSecurities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_AvailableforsaleSecuritiesMember": {
     "auth_ref": [
      "r357"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Available-for-Sale Securities [Member]",
        "terseLabel": "Total securities"
       }
      }
     },
     "localname": "AvailableforsaleSecuritiesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_AwardTypeAxis": {
     "auth_ref": [
      "r461",
      "r462",
      "r463",
      "r464",
      "r465",
      "r466",
      "r467",
      "r468",
      "r469",
      "r470",
      "r471",
      "r472",
      "r473",
      "r474",
      "r475",
      "r476",
      "r477",
      "r478",
      "r479",
      "r480",
      "r481",
      "r482",
      "r483",
      "r484",
      "r485",
      "r486"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of award under share-based payment arrangement.",
        "label": "Award Type [Axis]",
        "terseLabel": "Award Type [Axis]"
       }
      }
     },
     "localname": "AwardTypeAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_BankingAndThriftInterestAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Banking and Thrift, Interest [Abstract]",
        "terseLabel": "Banking and Thrift, Interest [Abstract]"
       }
      }
     },
     "localname": "BankingAndThriftInterestAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_BasisOfAccounting": {
     "auth_ref": [
      "r76"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for the basis of accounting, or basis of presentation, used to prepare the financial statements (for example, US Generally Accepted Accounting Principles, Other Comprehensive Basis of Accounting, IFRS).",
        "label": "Basis of Accounting [Text Block]",
        "terseLabel": "BASIS OF PRESENTATION"
       }
      }
     },
     "localname": "BasisOfAccounting",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/BASISOFPRESENTATION"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_BasisOfAccountingPolicyPolicyTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for basis of accounting, or basis of presentation, used to prepare the financial statements (for example, US Generally Accepted Accounting Principles, Other Comprehensive Basis of Accounting, IFRS).",
        "label": "Basis of Accounting, Policy [Policy Text Block]",
        "terseLabel": "Basis of Presentation"
       }
      }
     },
     "localname": "BasisOfAccountingPolicyPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_BusinessDescriptionAndBasisOfPresentationTextBlock": {
     "auth_ref": [
      "r15",
      "r76",
      "r83"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for the business description and basis of presentation concepts. Business description describes the nature and type of organization including but not limited to organizational structure as may be applicable to holding companies, parent and subsidiary relationships, business divisions, business units, business segments, affiliates and information about significant ownership of the reporting entity. Basis of presentation describes the underlying basis used to prepare the financial statements (for example, US Generally Accepted Accounting Principles, Other Comprehensive Basis of Accounting, IFRS).",
        "label": "Business Description and Basis of Presentation [Text Block]",
        "terseLabel": "DESCRIPTION OF BUSINESS"
       }
      }
     },
     "localname": "BusinessDescriptionAndBasisOfPresentationTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DESCRIPTIONOFBUSINESS"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_CarryingReportedAmountFairValueDisclosureMember": {
     "auth_ref": [
      "r192",
      "r193"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Measured as reported on the statement of financial position (balance sheet).",
        "label": "Reported Value Measurement [Member]",
        "terseLabel": "Carrying Value"
       }
      }
     },
     "localname": "CarryingReportedAmountFairValueDisclosureMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_CashAcquiredFromAcquisition": {
     "auth_ref": [
      "r54"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 16.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash inflow associated with the acquisition of business during the period (for example, cash that was held by the acquired business).",
        "label": "Cash Acquired from Acquisition",
        "terseLabel": "Cash acquired (paid) in asset acquisition"
       }
      }
     },
     "localname": "CashAcquiredFromAcquisition",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_CashAndCashEquivalentsAtCarryingValue": {
     "auth_ref": [
      "r71",
      "r250",
      "r720"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 1.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      },
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of currency on hand as well as demand deposits with banks or financial institutions. Includes other kinds of accounts that have the general characteristics of demand deposits. Also includes short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates. Excludes cash and cash equivalents within disposal group and discontinued operation.",
        "label": "Cash and Cash Equivalents, at Carrying Value",
        "terseLabel": "Cash and cash equivalents",
        "verboseLabel": "Cash and cash equivalents (includes pledged assets of $1,424,160 and $1,222,505, respectively)"
       }
      }
     },
     "localname": "CashAndCashEquivalentsAtCarryingValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_CashAndCashEquivalentsPolicyTextBlock": {
     "auth_ref": [
      "r72"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for cash and cash equivalents, including the policy for determining which items are treated as cash equivalents. Other information that may be disclosed includes (1) the nature of any restrictions on the entity's use of its cash and cash equivalents, (2) whether the entity's cash and cash equivalents are insured or expose the entity to credit risk, (3) the classification of any negative balance accounts (overdrafts), and (4) the carrying basis of cash equivalents (for example, at cost) and whether the carrying amount of cash equivalents approximates fair value.",
        "label": "Cash and Cash Equivalents, Policy [Policy Text Block]",
        "terseLabel": "Cash and Cash Equivalents"
       }
      }
     },
     "localname": "CashAndCashEquivalentsPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents": {
     "auth_ref": [
      "r66",
      "r71",
      "r75"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash and cash equivalents, and cash and cash equivalents restricted to withdrawal or usage. Excludes amount for disposal group and discontinued operations. Cash includes, but is not limited to, currency on hand, demand deposits with banks or financial institutions, and other accounts with general characteristics of demand deposits. Cash equivalents include, but are not limited to, short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates.",
        "label": "Cash, Cash Equivalents, Restricted Cash, and Restricted Cash Equivalents",
        "periodEndLabel": "Cash and cash equivalents including cash pledged as collateral, end of period",
        "periodStartLabel": "Cash and cash equivalents including cash pledged as collateral, beginning of period"
       }
      }
     },
     "localname": "CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect": {
     "auth_ref": [
      "r66",
      "r198"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of increase (decrease) in cash, cash equivalents, and cash and cash equivalents restricted to withdrawal or usage; including effect from exchange rate change. Cash includes, but is not limited to, currency on hand, demand deposits with banks or financial institutions, and other accounts with general characteristics of demand deposits. Cash equivalents include, but are not limited to, short-term, highly liquid investments that are both readily convertible to known amounts of cash and so near their maturity that they present insignificant risk of changes in value because of changes in interest rates.",
        "label": "Cash, Cash Equivalents, Restricted Cash, and Restricted Cash Equivalents, Period Increase (Decrease), Including Exchange Rate Effect",
        "totalLabel": "Net (decrease) increase in cash and cash equivalents"
       }
      }
     },
     "localname": "CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_CashCollateralForBorrowedSecurities": {
     "auth_ref": [
      "r215",
      "r237"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Carrying amount as of the balance sheet date of cash collateral held for borrowed securities, for which the cash is restricted as to withdrawal or usage.",
        "label": "Cash Collateral for Borrowed Securities",
        "terseLabel": "Cash pledged as collateral"
       }
      }
     },
     "localname": "CashCollateralForBorrowedSecurities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ClassOfStockDomain": {
     "auth_ref": [
      "r253",
      "r254",
      "r255",
      "r288",
      "r316",
      "r320",
      "r323",
      "r325",
      "r332",
      "r333",
      "r361",
      "r391",
      "r394",
      "r395",
      "r396",
      "r402",
      "r403",
      "r431",
      "r432",
      "r435",
      "r439",
      "r446",
      "r539",
      "r689",
      "r769",
      "r786",
      "r794"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Share of stock differentiated by the voting rights the holder receives. Examples include, but are not limited to, common stock, redeemable preferred stock, nonredeemable preferred stock, and convertible stock.",
        "label": "Class of Stock [Domain]",
        "terseLabel": "Class of Stock [Domain]"
       }
      }
     },
     "localname": "ClassOfStockDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails",
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails",
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ClassOfStockLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Class of Stock [Line Items]",
        "terseLabel": "Class of Stock [Line Items]"
       }
      }
     },
     "localname": "ClassOfStockLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_CollateralizedMortgageObligationsMember": {
     "auth_ref": [
      "r112"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The category includes multiclass, pay-through securitizations collateralized by mortgages secured by assets, such as automobiles and boats, which are generally structured so that the collections of principal and interest due from the underlying debtors are paid to the holders of the CMO.",
        "label": "Collateralized Mortgage Obligations [Member]",
        "terseLabel": "CMO"
       }
      }
     },
     "localname": "CollateralizedMortgageObligationsMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_CommercialMortgageBackedSecuritiesMember": {
     "auth_ref": [
      "r93",
      "r819"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securities collateralized by commercial real estate mortgage loans.",
        "label": "Commercial Mortgage-Backed Securities [Member]",
        "terseLabel": "Commercial securities",
        "verboseLabel": "Commercial mortgage-backed securities"
       }
      }
     },
     "localname": "CommercialMortgageBackedSecuritiesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails",
      "http://annaly.com/role/SECURITIESNarrativeDetails",
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_CommitmentsAndContingenciesPolicyTextBlock": {
     "auth_ref": [
      "r111",
      "r676"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for commitments and contingencies, which may include policies for recognizing and measuring loss and gain contingencies.",
        "label": "Commitments and Contingencies, Policy [Policy Text Block]",
        "terseLabel": "Contingencies"
       }
      }
     },
     "localname": "CommitmentsAndContingenciesPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_CommonStockDividendsPerShareCashPaid": {
     "auth_ref": [
      "r129"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Aggregate dividends paid during the period for each share of common stock outstanding.",
        "label": "Common Stock, Dividends, Per Share, Cash Paid",
        "terseLabel": "Distributions paid per common share after period end (in dollars per share)"
       }
      }
     },
     "localname": "CommonStockDividendsPerShareCashPaid",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "perShareItemType"
    },
    "us-gaap_CommonStockDividendsPerShareDeclared": {
     "auth_ref": [
      "r129"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Aggregate dividends declared during the period for each share of common stock outstanding.",
        "label": "Common Stock, Dividends, Per Share, Declared",
        "terseLabel": "Distributions declared per common share (in dollars per share)"
       }
      }
     },
     "localname": "CommonStockDividendsPerShareDeclared",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "perShareItemType"
    },
    "us-gaap_CommonStockMember": {
     "auth_ref": [
      "r789",
      "r790",
      "r858"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Stock that is subordinate to all other stock of the issuer.",
        "label": "Common Stock [Member]",
        "terseLabel": "Common Stock, par value $0.01 per share",
        "verboseLabel": "Common stock"
       }
      }
     },
     "localname": "CommonStockMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY",
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_CommonStockParOrStatedValuePerShare": {
     "auth_ref": [
      "r23"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Face amount or stated value per share of common stock.",
        "label": "Common Stock, Par or Stated Value Per Share",
        "terseLabel": "Common stock, par value (in dollars per share)"
       }
      }
     },
     "localname": "CommonStockParOrStatedValuePerShare",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/BASISOFPRESENTATIONDetails",
      "http://annaly.com/role/CAPITALSTOCKScheduleofCommonStockDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "perShareItemType"
    },
    "us-gaap_CommonStockSharesAuthorized": {
     "auth_ref": [
      "r23"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The maximum number of common shares permitted to be issued by an entity's charter and bylaws.",
        "label": "Common Stock, Shares Authorized",
        "terseLabel": "Common Stock, shares authorized (in shares)"
       }
      }
     },
     "localname": "CommonStockSharesAuthorized",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKScheduleofCommonStockDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_CommonStockSharesIssued": {
     "auth_ref": [
      "r23"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Total number of common shares of an entity that have been sold or granted to shareholders (includes common shares that were issued, repurchased and remain in the treasury). These shares represent capital invested by the firm's shareholders and owners, and may be all or only a portion of the number of shares authorized. Shares issued include shares outstanding and shares held in the treasury.",
        "label": "Common Stock, Shares, Issued",
        "terseLabel": "Common Stock, shares issued (in shares)"
       }
      }
     },
     "localname": "CommonStockSharesIssued",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKScheduleofCommonStockDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_CommonStockSharesOutstanding": {
     "auth_ref": [
      "r23",
      "r121"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Number of shares of common stock outstanding. Common stock represent the ownership interest in a corporation.",
        "label": "Common Stock, Shares, Outstanding",
        "terseLabel": "Common Stock, shares outstanding (in shares)"
       }
      }
     },
     "localname": "CommonStockSharesOutstanding",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKScheduleofCommonStockDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_CommonStockValue": {
     "auth_ref": [
      "r23",
      "r755"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 5.0,
       "parentTag": "us-gaap_StockholdersEquity",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Aggregate par or stated value of issued nonredeemable common stock (or common stock redeemable solely at the option of the issuer). This item includes treasury stock repurchased by the entity. Note: elements for number of nonredeemable common shares, par value and other disclosure concepts are in another section within stockholders' equity.",
        "label": "Common Stock, Value, Issued",
        "terseLabel": "Common stock, par value $0.01 per share, 2,936,500,000 and 2,936,500,000 authorized, respectively, 468,309,810 and 364,934,065 issued and outstanding, respectively"
       }
      }
     },
     "localname": "CommonStockValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_CompensationRelatedCostsPolicyTextBlock": {
     "auth_ref": [
      "r132"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for salaries, bonuses, incentive awards, postretirement and postemployment benefits granted to employees, including equity-based arrangements; discloses methodologies for measurement, and the bases for recognizing related assets and liabilities and recognizing and reporting compensation expense.",
        "label": "Compensation Related Costs, Policy [Policy Text Block]",
        "terseLabel": "Stock Based Compensation"
       }
      }
     },
     "localname": "CompensationRelatedCostsPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ComprehensiveIncomeNetOfTax": {
     "auth_ref": [
      "r44",
      "r267",
      "r269",
      "r277",
      "r632",
      "r638"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "nly_ComprehensiveIncomeLossAttributableToCommonStockHolders",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount after tax of increase (decrease) in equity from transactions and other events and circumstances from net income and other comprehensive income, attributable to parent entity. Excludes changes in equity resulting from investments by owners and distributions to owners.",
        "label": "Comprehensive Income (Loss), Net of Tax, Attributable to Parent",
        "totalLabel": "Comprehensive income (loss) attributable to Annaly"
       }
      }
     },
     "localname": "ComprehensiveIncomeNetOfTax",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest": {
     "auth_ref": [
      "r139",
      "r140",
      "r158",
      "r267",
      "r269",
      "r276",
      "r631",
      "r637"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "us-gaap_ComprehensiveIncomeNetOfTax",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount after tax of increase (decrease) in equity from transactions and other events and circumstances from net income (loss) and other comprehensive income (loss), attributable to noncontrolling interests. Excludes changes in equity resulting from investments by owners and distributions to owners.",
        "label": "Comprehensive Income (Loss), Net of Tax, Attributable to Noncontrolling Interest",
        "terseLabel": "Comprehensive income (loss) attributable to noncontrolling interests"
       }
      }
     },
     "localname": "ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest": {
     "auth_ref": [
      "r138",
      "r158",
      "r267",
      "r269",
      "r275",
      "r630",
      "r636"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 2.0,
       "parentTag": "us-gaap_ComprehensiveIncomeNetOfTax",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount after tax of increase (decrease) in equity from transactions and other events and circumstances from net income and other comprehensive income. Excludes changes in equity resulting from investments by owners and distributions to owners.",
        "label": "Comprehensive Income (Loss), Net of Tax, Including Portion Attributable to Noncontrolling Interest",
        "terseLabel": "Comprehensive income (loss)"
       }
      }
     },
     "localname": "ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ConcentrationRiskBenchmarkDomain": {
     "auth_ref": [
      "r80",
      "r81",
      "r194",
      "r195",
      "r350",
      "r675"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The denominator in a calculation of a disclosed concentration risk percentage.",
        "label": "Concentration Risk Benchmark [Domain]",
        "terseLabel": "Concentration Risk Benchmark [Domain]"
       }
      }
     },
     "localname": "ConcentrationRiskBenchmarkDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ConcentrationRiskByBenchmarkAxis": {
     "auth_ref": [
      "r80",
      "r81",
      "r194",
      "r195",
      "r350",
      "r648",
      "r675"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by benchmark of concentration risk.",
        "label": "Concentration Risk Benchmark [Axis]",
        "terseLabel": "Concentration Risk Benchmark [Axis]"
       }
      }
     },
     "localname": "ConcentrationRiskByBenchmarkAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ConcentrationRiskByTypeAxis": {
     "auth_ref": [
      "r80",
      "r81",
      "r194",
      "r195",
      "r350",
      "r675",
      "r880"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of concentration risk, for example, but not limited to, asset, liability, net assets, geographic, customer, employees, supplier, lender.",
        "label": "Concentration Risk Type [Axis]",
        "terseLabel": "Concentration Risk Type [Axis]"
       }
      }
     },
     "localname": "ConcentrationRiskByTypeAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ConcentrationRiskPercentage1": {
     "auth_ref": [
      "r80",
      "r81",
      "r194",
      "r195",
      "r350"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "For an entity that discloses a concentration risk in relation to quantitative amount, which serves as the \"benchmark\" (or denominator) in the equation, this concept represents the concentration percentage derived from the division.",
        "label": "Concentration Risk, Percentage",
        "terseLabel": "Geographic concentrations of residential mortgage loans"
       }
      }
     },
     "localname": "ConcentrationRiskPercentage1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "us-gaap_ConcentrationRiskTypeDomain": {
     "auth_ref": [
      "r80",
      "r81",
      "r194",
      "r195",
      "r350",
      "r675"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "For an entity that discloses a concentration risk as a percentage of some financial balance or benchmark, identifies the type (for example, asset, liability, net assets, geographic, customer, employees, supplier, lender) of the concentration.",
        "label": "Concentration Risk Type [Domain]",
        "terseLabel": "Concentration Risk Type [Domain]"
       }
      }
     },
     "localname": "ConcentrationRiskTypeDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ConsolidationPolicyTextBlock": {
     "auth_ref": [
      "r141",
      "r723"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy regarding (1) the principles it follows in consolidating or combining the separate financial statements, including the principles followed in determining the inclusion or exclusion of subsidiaries or other entities in the consolidated or combined financial statements and (2) its treatment of interests (for example, common stock, a partnership interest or other means of exerting influence) in other entities, for example consolidation or use of the equity or cost methods of accounting. The accounting policy may also address the accounting treatment for intercompany accounts and transactions, noncontrolling interest, and the income statement treatment in consolidation for issuances of stock by a subsidiary.",
        "label": "Consolidation, Policy [Policy Text Block]",
        "terseLabel": "Principles of Consolidation"
       }
      }
     },
     "localname": "ConsolidationPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ConsolidationVariableInterestEntityPolicy": {
     "auth_ref": [
      "r145",
      "r147",
      "r150"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for consolidation to describe the significant judgments and assumptions made in determining whether a variable interest held by the entity requires the variable interest entity to be consolidated and (or) disclose information about its involvement with the variable interest entity; the methodology used by the entity for determining whether or not it is the primary beneficiary of the variable interest entity; and the significant factors considered and judgments made in determining that the power to direct the activities that significantly impact the economic performance of the variable interest entity are shared (as defined).",
        "label": "Consolidation, Variable Interest Entity, Policy [Policy Text Block]",
        "terseLabel": "Variable Interest Entities"
       }
      }
     },
     "localname": "ConsolidationVariableInterestEntityPolicy",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_CreditRiskContractMember": {
     "auth_ref": [
      "r722",
      "r741",
      "r753"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Derivative instrument whose primary underlying risk is tied to the creditworthiness or the credit spread of an entity.",
        "label": "Credit Risk Contract [Member]",
        "terseLabel": "Credit derivatives"
       }
      }
     },
     "localname": "CreditRiskContractMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_DebtDisclosureAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Debt Disclosure [Abstract]",
        "terseLabel": "Debt Disclosure [Abstract]"
       }
      }
     },
     "localname": "DebtDisclosureAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_DebtDisclosureTextBlock": {
     "auth_ref": [
      "r115",
      "r286",
      "r409",
      "r410",
      "r411",
      "r412",
      "r413",
      "r414",
      "r415",
      "r420",
      "r427",
      "r428",
      "r430"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for information about short-term and long-term debt arrangements, which includes amounts of borrowings under each line of credit, note payable, commercial paper issue, bonds indenture, debenture issue, own-share lending arrangements and any other contractual agreement to repay funds, and about the underlying arrangements, rationale for a classification as long-term, including repayment terms, interest rates, collateral provided, restrictions on use of assets and activities, whether or not in compliance with debt covenants, and other matters important to users of the financial statements, such as the effects of refinancing and noncompliance with debt covenants.",
        "label": "Debt Disclosure [Text Block]",
        "terseLabel": "SECURED FINANCING"
       }
      }
     },
     "localname": "DebtDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCING"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_DebtInstrumentAxis": {
     "auth_ref": [
      "r17",
      "r18",
      "r19",
      "r210",
      "r212",
      "r230",
      "r297",
      "r404",
      "r405",
      "r406",
      "r407",
      "r408",
      "r410",
      "r416",
      "r417",
      "r418",
      "r419",
      "r421",
      "r422",
      "r423",
      "r424",
      "r425",
      "r426",
      "r548",
      "r734",
      "r735",
      "r736",
      "r737",
      "r738",
      "r787"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of debt instrument, including, but not limited to, draws against credit facilities.",
        "label": "Debt Instrument [Axis]",
        "terseLabel": "Debt Instrument [Axis]"
       }
      }
     },
     "localname": "DebtInstrumentAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DebtInstrumentNameDomain": {
     "auth_ref": [
      "r31",
      "r297",
      "r404",
      "r405",
      "r406",
      "r407",
      "r408",
      "r410",
      "r416",
      "r417",
      "r418",
      "r419",
      "r421",
      "r422",
      "r423",
      "r424",
      "r425",
      "r426",
      "r548",
      "r734",
      "r735",
      "r736",
      "r737",
      "r738",
      "r787"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The name for the particular debt instrument or borrowing that distinguishes it from other debt instruments or borrowings, including draws against credit facilities.",
        "label": "Debt Instrument, Name [Domain]",
        "terseLabel": "Debt Instrument, Name [Domain]"
       }
      }
     },
     "localname": "DebtInstrumentNameDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_DebtInstrumentRedemptionPeriodAxis": {
     "auth_ref": [
      "r229"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information about timing of debt redemption features under terms of the debt agreement.",
        "label": "Debt Instrument, Redemption, Period [Axis]",
        "terseLabel": "Debt Instrument, Redemption, Period [Axis]"
       }
      }
     },
     "localname": "DebtInstrumentRedemptionPeriodAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DebtInstrumentRedemptionPeriodDomain": {
     "auth_ref": [
      "r229"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Period as defined under terms of the debt agreement for debt redemption features.",
        "label": "Debt Instrument, Redemption, Period [Domain]",
        "terseLabel": "Debt Instrument, Redemption, Period [Domain]"
       }
      }
     },
     "localname": "DebtInstrumentRedemptionPeriodDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_DebtSecurities": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount, after allowance for credit loss, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), investment in debt security measured at amortized cost (held-to-maturity), and investment in debt security measured at fair value with change in fair value recognized in net income (trading).",
        "label": "Debt Securities",
        "terseLabel": "Debt Securities"
       }
      }
     },
     "localname": "DebtSecurities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss": {
     "auth_ref": [
      "r807"
     ],
     "calculation": {
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amortized cost excluding accrued interest, after allowance for credit loss, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Debt Securities, Available-for-Sale, Amortized Cost, Excluding Accrued Interest, after Allowance for Credit Loss",
        "terseLabel": "Amortized Cost",
        "totalLabel": "Amortized Cost"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableForSaleAmortizedCostExcludingAccruedInterestAfterAllowanceForCreditLoss",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DebtSecuritiesAvailableForSaleExcludingAccruedInterest": {
     "auth_ref": [
      "r807"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount excluding accrued interest, of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Debt Securities, Available-for-Sale, Excluding Accrued Interest",
        "periodEndLabel": "Ending balance December 31, 2022",
        "periodStartLabel": "Beginning balance January 1, 2022",
        "terseLabel": "Estimated Fair Value"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableForSaleExcludingAccruedInterest",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails",
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DebtSecuritiesAvailableForSaleRealizedGain": {
     "auth_ref": [
      "r358"
     ],
     "calculation": {
      "http://annaly.com/role/SECURITIESRealizedGainLossDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of realized gain on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Debt Securities, Available-for-Sale, Realized Gain",
        "terseLabel": "Gross Realized Gains"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableForSaleRealizedGain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESRealizedGainLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DebtSecuritiesAvailableForSaleRealizedLoss": {
     "auth_ref": [
      "r358"
     ],
     "calculation": {
      "http://annaly.com/role/SECURITIESRealizedGainLossDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of realized loss on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Debt Securities, Available-for-Sale, Realized Loss",
        "negatedTerseLabel": "Gross Realized Losses"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableForSaleRealizedLoss",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESRealizedGainLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DebtSecuritiesAvailableForSaleTable": {
     "auth_ref": [
      "r359"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Debt Securities, Available-for-Sale [Table]",
        "terseLabel": "Debt Securities, Available-for-sale [Table]"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableForSaleTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESNarrativeDetails",
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DebtSecuritiesAvailableForSaleTableTextBlock": {
     "auth_ref": [
      "r800"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Debt Securities, Available-for-Sale [Table Text Block]",
        "terseLabel": "Rollforward of Company's Securities"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableForSaleTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions": {
     "auth_ref": [
      "r356",
      "r370"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Number of investments in debt securities measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale), in unrealized loss position, without allowance for credit loss. Includes beneficial interest in securitized financial asset.",
        "label": "Debt Securities, Available-for-Sale, Unrealized Loss Position, Number of Positions",
        "terseLabel": "Number of securities"
       }
      }
     },
     "localname": "DebtSecuritiesAvailableForSaleUnrealizedLossPositionNumberOfPositions",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails"
     ],
     "xbrltype": "integerItemType"
    },
    "us-gaap_DebtWeightedAverageInterestRate": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Weighted average interest rate of debt outstanding.",
        "label": "Debt, Weighted Average Interest Rate",
        "terseLabel": "Debt weighted average interest rate"
       }
      }
     },
     "localname": "DebtWeightedAverageInterestRate",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "us-gaap_DerivativeAssetNotionalAmount": {
     "auth_ref": [
      "r851",
      "r852",
      "r853"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Nominal or face amount used to calculate payments on the derivative asset.",
        "label": "Derivative Asset, Notional Amount",
        "terseLabel": "Notional"
       }
      }
     },
     "localname": "DerivativeAssetNotionalAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeAssets": {
     "auth_ref": [
      "r258",
      "r260",
      "r538",
      "r722"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 7.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      },
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral",
       "weight": 1.0
      },
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.",
        "label": "Derivative Asset",
        "terseLabel": "Derivative assets",
        "totalLabel": "Total derivative assets",
        "verboseLabel": "Gross Amounts"
       }
      }
     },
     "localname": "DerivativeAssets",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeAssetsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Derivative Asset [Abstract]",
        "terseLabel": "Assets",
        "verboseLabel": "Derivative assets"
       }
      }
     },
     "localname": "DerivativeAssetsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DerivativeAverageRemainingMaturity1": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Derivative, Average Remaining Maturity",
        "terseLabel": "Weighted Average Years to Maturity"
       }
      }
     },
     "localname": "DerivativeAverageRemainingMaturity1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "us-gaap_DerivativeCollateralObligationToReturnCash": {
     "auth_ref": [
      "r36",
      "r178",
      "r259",
      "r721"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails": {
       "order": 3.0,
       "parentTag": "us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.",
        "label": "Derivative Asset, Subject to Master Netting Arrangement, Collateral, Obligation to Return Cash Not Offset",
        "negatedLabel": "Cash Collateral"
       }
      }
     },
     "localname": "DerivativeCollateralObligationToReturnCash",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeCollateralObligationToReturnSecurities": {
     "auth_ref": [
      "r36",
      "r259",
      "r721"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of obligation to return securities collateral under master netting arrangements that have not been offset against derivative assets.",
        "label": "Derivative Asset, Subject to Master Netting Arrangement, Collateral, Obligation to Return Security Not Offset",
        "negatedLabel": "Financial Instruments"
       }
      }
     },
     "localname": "DerivativeCollateralObligationToReturnSecurities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeCollateralRightToReclaimCash": {
     "auth_ref": [
      "r36",
      "r178",
      "r259",
      "r721"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails": {
       "order": 3.0,
       "parentTag": "us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.",
        "label": "Derivative Liability, Subject to Master Netting Arrangement, Collateral, Right to Reclaim Cash Not Offset",
        "negatedLabel": "Cash Collateral"
       }
      }
     },
     "localname": "DerivativeCollateralRightToReclaimCash",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeCollateralRightToReclaimSecurities": {
     "auth_ref": [
      "r36",
      "r259",
      "r721"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of right to receive securities collateral under master netting arrangements that have not been offset against derivative liabilities.",
        "label": "Derivative Liability, Subject to Master Netting Arrangement, Collateral, Right to Reclaim Security Not Offset",
        "negatedLabel": "Financial Instruments"
       }
      }
     },
     "localname": "DerivativeCollateralRightToReclaimSecurities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeContractTypeDomain": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Financial instrument or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset.",
        "label": "Derivative Contract [Domain]",
        "terseLabel": "Derivative Contract [Domain]"
       }
      }
     },
     "localname": "DerivativeContractTypeDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails",
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_DerivativeFairValueOfDerivativeAsset": {
     "auth_ref": [
      "r37",
      "r169",
      "r204",
      "r257",
      "r722"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_DerivativeAssets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.",
        "label": "Derivative Asset, Subject to Master Netting Arrangement, before Offset",
        "terseLabel": "Derivative assets"
       }
      }
     },
     "localname": "DerivativeFairValueOfDerivativeAsset",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral": {
     "auth_ref": [
      "r36",
      "r177"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value, after effect of master netting arrangement and deduction of obligation to return financial collateral not offset and financial instrument subject to master netting arrangement not offset, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and contract can be net settled by means outside contract or delivery of asset. Includes derivative not subject to master netting arrangement or similar agreement.",
        "label": "Derivative Asset, Including Not Subject to Master Netting Arrangement, after Offset and Deduction",
        "totalLabel": "Net Amounts"
       }
      }
     },
     "localname": "DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeFairValueOfDerivativeLiability": {
     "auth_ref": [
      "r37",
      "r169",
      "r204",
      "r257",
      "r722"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_DerivativeLiabilities",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.",
        "label": "Derivative Liability, Subject to Master Netting Arrangement, before Offset",
        "verboseLabel": "Derivative liabilities"
       }
      }
     },
     "localname": "DerivativeFairValueOfDerivativeLiability",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral": {
     "auth_ref": [
      "r36",
      "r177"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value, after effect of master netting arrangement and deduction of obligation to return financial collateral not offset and financial instrument subject to master netting arrangement not offset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and contract can be net settled by means outside contract or delivery of asset. Includes derivative not subject to master netting arrangement or similar agreement.",
        "label": "Derivative Liability, Including Not Subject to Master Netting Arrangement, after Offset and Deduction",
        "totalLabel": "Net Amounts"
       }
      }
     },
     "localname": "DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeFairValueOfDerivativeNet": {
     "auth_ref": [
      "r538"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value of the assets less the liabilities of a derivative or group of derivatives.",
        "label": "Derivative, Fair Value, Net",
        "terseLabel": "Net Carrying Value"
       }
      }
     },
     "localname": "DerivativeFairValueOfDerivativeNet",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeGainLossOnDerivativeNet": {
     "auth_ref": [
      "r854"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.",
        "label": "Derivative, Gain (Loss) on Derivative, Net",
        "totalLabel": "Amount of Gain/(Loss) Recognized in Net Gains (Losses) on Other Derivatives and Financial Instruments"
       }
      }
     },
     "localname": "DerivativeGainLossOnDerivativeNet",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration": {
     "auth_ref": [
      "r854"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicates line item in statement of income or comprehensive income that includes gain (loss) from derivative.",
        "label": "Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]",
        "terseLabel": "Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]"
       }
      }
     },
     "localname": "DerivativeGainLossStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "enumerationSetItemType"
    },
    "us-gaap_DerivativeInstrumentRiskAxis": {
     "auth_ref": [
      "r168",
      "r170",
      "r172",
      "r173",
      "r722"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of derivative contract.",
        "label": "Derivative Instrument [Axis]",
        "terseLabel": "Derivative Instrument [Axis]"
       }
      }
     },
     "localname": "DerivativeInstrumentRiskAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails",
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Derivative Instruments and Hedging Activities Disclosure [Abstract]",
        "terseLabel": "Derivative Instruments and Hedging Activities Disclosure [Abstract]"
       }
      }
     },
     "localname": "DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock": {
     "auth_ref": [
      "r182",
      "r521"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts.",
        "label": "Derivative Instruments and Hedging Activities Disclosure [Text Block]",
        "terseLabel": "DERIVATIVE INSTRUMENTS"
       }
      }
     },
     "localname": "DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTS"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Derivative Instruments and Hedging Activities Disclosures [Line Items]",
        "terseLabel": "Derivative Instruments and Hedging Activities Disclosures [Line Items]"
       }
      }
     },
     "localname": "DerivativeInstrumentsAndHedgingActivitiesDisclosuresLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about derivatives and hedging activities.",
        "label": "Derivative Instruments and Hedging Activities Disclosures [Table]",
        "terseLabel": "Derivative Instruments and Hedging Activities Disclosures [Table]"
       }
      }
     },
     "localname": "DerivativeInstrumentsAndHedgingActivitiesDisclosuresTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DerivativeLiabilities": {
     "auth_ref": [
      "r258",
      "r260",
      "r538",
      "r722"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 6.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      },
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral",
       "weight": 1.0
      },
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.",
        "label": "Derivative Liability",
        "terseLabel": "Gross Amounts",
        "totalLabel": "Total derivative liabilities",
        "verboseLabel": "Derivative liabilities"
       }
      }
     },
     "localname": "DerivativeLiabilities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeLiabilitiesAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Derivative Liability [Abstract]",
        "terseLabel": "Liabilities",
        "verboseLabel": "Derivative liabilities"
       }
      }
     },
     "localname": "DerivativeLiabilitiesAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DerivativeLiabilityNotionalAmount": {
     "auth_ref": [
      "r851",
      "r852",
      "r853"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Nominal or face amount used to calculate payments on the derivative liability.",
        "label": "Derivative Liability, Notional Amount",
        "negatedTerseLabel": "Notional"
       }
      }
     },
     "localname": "DerivativeLiabilityNotionalAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Derivative [Line Items]",
        "terseLabel": "Derivative [Line Items]"
       }
      }
     },
     "localname": "DerivativeLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DerivativeNotionalAmount": {
     "auth_ref": [
      "r852",
      "r853"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Nominal or face amount used to calculate payment on derivative.",
        "label": "Derivative, Notional Amount",
        "terseLabel": "Current Notional",
        "verboseLabel": "Current Underlying Notional"
       }
      }
     },
     "localname": "DerivativeNotionalAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DerivativeTable": {
     "auth_ref": [
      "r161",
      "r163",
      "r164",
      "r165",
      "r166",
      "r171",
      "r172",
      "r175",
      "r179",
      "r181",
      "r521"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule that describes and identifies a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.",
        "label": "Derivative [Table]",
        "terseLabel": "Derivative [Table]"
       }
      }
     },
     "localname": "DerivativeTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DerivativeTermOfContract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.",
        "label": "Derivative, Term of Contract",
        "terseLabel": "Maturity Period"
       }
      }
     },
     "localname": "DerivativeTermOfContract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "us-gaap_DerivativesFairValueLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Derivatives, Fair Value [Line Items]",
        "terseLabel": "Derivatives, Fair Value [Line Items]"
       }
      }
     },
     "localname": "DerivativesFairValueLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DerivativesOffsettingFairValueAmountsPolicy": {
     "auth_ref": [
      "r176"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for offsetting or not offsetting fair value amounts recognized for derivative instruments against such amounts recognized for the right to reclaim cash collateral (a receivable) or the obligation to return cash collateral (a payable) arising from derivative instruments recognized at fair value.",
        "label": "Derivatives, Offsetting Fair Value Amounts, Policy [Policy Text Block]",
        "terseLabel": "Offsetting Assets and Liabilities"
       }
      }
     },
     "localname": "DerivativesOffsettingFairValueAmountsPolicy",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_DerivativesPolicyTextBlock": {
     "auth_ref": [
      "r161",
      "r163",
      "r165",
      "r166",
      "r176",
      "r296"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for its derivative instruments and hedging activities.",
        "label": "Derivatives, Policy [Policy Text Block]",
        "terseLabel": "Derivative Instruments"
       }
      }
     },
     "localname": "DerivativesPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock": {
     "auth_ref": [
      "r460",
      "r487",
      "r488",
      "r490",
      "r494",
      "r747"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for share-based payment arrangement.",
        "label": "Share-Based Payment Arrangement [Text Block]",
        "terseLabel": "LONG-TERM STOCK INCENTIVE PLAN"
       }
      }
     },
     "localname": "DisclosureOfCompensationRelatedCostsShareBasedPaymentsTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLAN"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Share-Based Payment Arrangement [Abstract]",
        "terseLabel": "Disclosure of Compensation Related Costs, Share-based Payments [Abstract]"
       }
      }
     },
     "localname": "DisclosureOfCompensationRelatedCostsSharebasedPaymentsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_DisclosureOfRepurchaseAgreementsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Disclosure of Repurchase Agreements [Abstract]",
        "terseLabel": "Repurchase Agreements"
       }
      }
     },
     "localname": "DisclosureOfRepurchaseAgreementsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DiscontinuedOperationsAndDisposalGroupsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Discontinued Operations and Disposal Groups [Abstract]"
       }
      }
     },
     "localname": "DiscontinuedOperationsAndDisposalGroupsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_DiscontinuedOperationsDisposedOfBySaleMember": {
     "auth_ref": [
      "r2"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Component or group of components disposed of by sale and representing a strategic shift that has or will have a major effect on operations and financial results.",
        "label": "Discontinued Operations, Disposed of by Sale [Member]",
        "terseLabel": "Discontinued Operations, Disposed of by Sale"
       }
      }
     },
     "localname": "DiscontinuedOperationsDisposedOfBySaleMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_DisposalGroupClassificationAxis": {
     "auth_ref": [
      "r248"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by disposal group classification.",
        "label": "Disposal Group Classification [Axis]",
        "terseLabel": "Disposal Group Classification [Axis]"
       }
      }
     },
     "localname": "DisposalGroupClassificationAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DisposalGroupClassificationDomain": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Component or group of components disposed of, including but not limited to, disposal group held-for-sale or disposed of by sale, disposed of by means other than sale, and discontinued operations.",
        "label": "Disposal Group Classification [Domain]",
        "terseLabel": "Disposal Group Classification [Domain]"
       }
      }
     },
     "localname": "DisposalGroupClassificationDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_DisposalGroupIncludingDiscontinuedOperationConsideration": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of consideration received or receivable for the disposal of assets and liabilities, including discontinued operation.",
        "label": "Disposal Group, Including Discontinued Operation, Consideration",
        "terseLabel": "Sale of business",
        "verboseLabel": "Sale of business"
       }
      }
     },
     "localname": "DisposalGroupIncludingDiscontinuedOperationConsideration",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock": {
     "auth_ref": [
      "r14",
      "r110"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure related to a disposal group. Includes, but is not limited to, a discontinued operation, disposal classified as held-for-sale or disposed of by means other than sale or disposal of an individually significant component.",
        "label": "Disposal Groups, Including Discontinued Operations, Disclosure [Text Block]",
        "terseLabel": "SALE OF COMMERCIAL REAL ESTATE BUSINESS",
        "verboseLabel": "SALE OF MIDDLE MARKET LENDING PORTFOLIO"
       }
      }
     },
     "localname": "DisposalGroupsIncludingDiscontinuedOperationsDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESS",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIO"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain": {
     "auth_ref": [
      "r744",
      "r745"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Name of disposal group.",
        "label": "Disposal Group Name [Domain]",
        "terseLabel": "Disposal Group Name [Domain]"
       }
      }
     },
     "localname": "DisposalGroupsIncludingDiscontinuedOperationsNameDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_DividendsCommonStockCash": {
     "auth_ref": [
      "r129"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of paid and unpaid common stock dividends declared with the form of settlement in cash.",
        "label": "Dividends, Common Stock, Cash",
        "negatedTerseLabel": "Dividends and dividend equivalents declared on common stock and stock-based awards",
        "terseLabel": "Dividends and dividend equivalents declared on common stock and share-based awards"
       }
      }
     },
     "localname": "DividendsCommonStockCash",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DividendsDeclaredTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of information related to dividends declared, including paid and unpaid dividends.",
        "label": "Dividends Declared [Table Text Block]",
        "terseLabel": "Summary of Dividend Distribution Activity"
       }
      }
     },
     "localname": "DividendsDeclaredTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_DividendsPayableCurrentAndNoncurrent": {
     "auth_ref": [
      "r18",
      "r20",
      "r211",
      "r233"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 9.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Carrying value as of the balance sheet date of dividends declared but unpaid on equity securities issued by the entity and outstanding.",
        "label": "Dividends Payable",
        "terseLabel": "Dividends declared, not yet paid",
        "verboseLabel": "Dividends payable"
       }
      }
     },
     "localname": "DividendsPayableCurrentAndNoncurrent",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_DividendsPayableLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Dividends Payable [Line Items]",
        "terseLabel": "Dividends Payable [Line Items]"
       }
      }
     },
     "localname": "DividendsPayableLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DividendsPayableTable": {
     "auth_ref": [
      "r74"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "A table that contains information regarding dividends that have been declared but not paid as of the financial reporting date. This information may contain the amount, amount per share, declared date, and date to be paid.",
        "label": "Dividends Payable [Table]",
        "terseLabel": "Dividends Payable [Table]"
       }
      }
     },
     "localname": "DividendsPayableTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_DividendsPreferredStockCash": {
     "auth_ref": [
      "r129",
      "r228"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of paid and unpaid preferred stock dividends declared with the form of settlement in cash.",
        "label": "Dividends, Preferred Stock, Cash",
        "negatedTerseLabel": "Dividends declared on preferred stock",
        "terseLabel": "Preferred dividends declared"
       }
      }
     },
     "localname": "DividendsPreferredStockCash",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_EarningsPerShareAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Earnings Per Share [Abstract]",
        "terseLabel": "Net income (loss) available (related) per share to common stockholders:",
        "verboseLabel": "Net income (loss) per share available (related) to common stockholders"
       }
      }
     },
     "localname": "EarningsPerShareAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_EarningsPerShareBasic": {
     "auth_ref": [
      "r278",
      "r304",
      "r305",
      "r306",
      "r307",
      "r308",
      "r313",
      "r316",
      "r323",
      "r324",
      "r325",
      "r329",
      "r526",
      "r527",
      "r633",
      "r639",
      "r724"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount of net income (loss) for the period per each share of common stock or unit outstanding during the reporting period.",
        "label": "Earnings Per Share, Basic",
        "terseLabel": "Basic (in dollars per share)"
       }
      }
     },
     "localname": "EarningsPerShareBasic",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "perShareItemType"
    },
    "us-gaap_EarningsPerShareDiluted": {
     "auth_ref": [
      "r278",
      "r304",
      "r305",
      "r306",
      "r307",
      "r308",
      "r316",
      "r323",
      "r324",
      "r325",
      "r329",
      "r526",
      "r527",
      "r633",
      "r639",
      "r724"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount of net income (loss) for the period available to each share of common stock or common unit outstanding during the reporting period and to each share or unit that would have been outstanding assuming the issuance of common shares or units for all dilutive potential common shares or units outstanding during the reporting period.",
        "label": "Earnings Per Share, Diluted",
        "terseLabel": "Diluted (in dollars per share)"
       }
      }
     },
     "localname": "EarningsPerShareDiluted",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "perShareItemType"
    },
    "us-gaap_EarningsPerShareTextBlock": {
     "auth_ref": [
      "r326",
      "r327",
      "r328",
      "r330"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for earnings per share.",
        "label": "Earnings Per Share [Text Block]",
        "terseLabel": "NET INCOME (LOSS) PER COMMON SHARE"
       }
      }
     },
     "localname": "EarningsPerShareTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARE"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_EmployeeBenefitsAndShareBasedCompensation": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of expense for employee benefit and equity-based compensation.",
        "label": "Employee Benefits and Share-Based Compensation",
        "terseLabel": "Stock based compensation expense"
       }
      }
     },
     "localname": "EmployeeBenefitsAndShareBasedCompensation",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized": {
     "auth_ref": [
      "r489"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cost not yet recognized for nonvested award under share-based payment arrangement.",
        "label": "Share-Based Payment Arrangement, Nonvested Award, Cost Not yet Recognized, Amount",
        "terseLabel": "Unrecognized compensation cost"
       }
      }
     },
     "localname": "EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_EmploymentContractsMember": {
     "auth_ref": [
      "r135"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Contracts securing the services of employees, which may define the period of employment and the nature of the business relationship, and which may include nondisclosure and noncompete restrictions.",
        "label": "Employment Contracts [Member]",
        "terseLabel": "Assembled workforce"
       }
      }
     },
     "localname": "EmploymentContractsMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_EquityAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Equity [Abstract]",
        "terseLabel": "Equity [Abstract]"
       }
      }
     },
     "localname": "EquityAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_EquityComponentDomain": {
     "auth_ref": [
      "r121",
      "r246",
      "r271",
      "r272",
      "r273",
      "r298",
      "r299",
      "r300",
      "r303",
      "r309",
      "r311",
      "r331",
      "r362",
      "r447",
      "r491",
      "r492",
      "r493",
      "r504",
      "r505",
      "r525",
      "r540",
      "r541",
      "r542",
      "r543",
      "r544",
      "r545",
      "r561",
      "r642",
      "r643",
      "r644"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Components of equity are the parts of the total Equity balance including that which is allocated to common, preferred, treasury stock, retained earnings, etc.",
        "label": "Equity Component [Domain]",
        "terseLabel": "Equity Component [Domain]"
       }
      }
     },
     "localname": "EquityComponentDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_EquityMethodInvestmentsPolicy": {
     "auth_ref": [
      "r65",
      "r98",
      "r197"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for equity method of accounting for investments and other interests. Investment includes, but is not limited to, unconsolidated subsidiary, corporate joint venture, noncontrolling interest in real estate venture, limited partnership, and limited liability company. Information includes, but is not limited to, ownership percentage, reason equity method is or is not considered appropriate, and accounting policy election for distribution received.",
        "label": "Equity Method Investments [Policy Text Block]",
        "terseLabel": "Equity Method Investments"
       }
      }
     },
     "localname": "EquityMethodInvestmentsPolicy",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_EstimateOfFairValueFairValueDisclosureMember": {
     "auth_ref": [
      "r418",
      "r538",
      "r735",
      "r736"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Measured as an estimate of fair value.",
        "label": "Estimate of Fair Value Measurement [Member]",
        "terseLabel": "Fair Value"
       }
      }
     },
     "localname": "EstimateOfFairValueFairValueDisclosureMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]",
        "terseLabel": "Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]"
       }
      }
     },
     "localname": "FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable": {
     "auth_ref": [
      "r528",
      "r529",
      "r535"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about asset and liability measured at fair value on recurring and nonrecurring basis.",
        "label": "Fair Value, Recurring and Nonrecurring [Table]",
        "terseLabel": "Fair Value Measurements, Recurring and Nonrecurring [Table]"
       }
      }
     },
     "localname": "FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable": {
     "auth_ref": [
      "r184"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis.",
        "label": "Fair Value Measurement Inputs and Valuation Techniques [Table]",
        "terseLabel": "Fair Value Measurement Inputs and Valuation Techniques [Table]"
       }
      }
     },
     "localname": "FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock": {
     "auth_ref": [
      "r184"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis.",
        "label": "Fair Value Measurement Inputs and Valuation Techniques [Table Text Block]",
        "terseLabel": "Information about Significant Unobservable Inputs Used for Recurring Fair Value Measurements for Level 3 MSRs"
       }
      }
     },
     "localname": "FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain": {
     "auth_ref": [
      "r185"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Class of asset.",
        "label": "Asset Class [Domain]",
        "terseLabel": "Asset Class [Domain]"
       }
      }
     },
     "localname": "FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationByAssetClassDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]",
        "terseLabel": "Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]"
       }
      }
     },
     "localname": "FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueByAssetClassAxis": {
     "auth_ref": [
      "r183",
      "r187"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by class of asset.",
        "label": "Asset Class [Axis]",
        "terseLabel": "Asset Class [Axis]"
       }
      }
     },
     "localname": "FairValueByAssetClassAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueByBalanceSheetGroupingTable": {
     "auth_ref": [
      "r183",
      "r192",
      "r193"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about the fair value of financial instruments, including financial assets and financial liabilities, and the measurements of those instruments, assets, and liabilities.",
        "label": "Fair Value, by Balance Sheet Grouping [Table]",
        "terseLabel": "Fair Value, by Balance Sheet Grouping [Table]"
       }
      }
     },
     "localname": "FairValueByBalanceSheetGroupingTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueByBalanceSheetGroupingTextBlock": {
     "auth_ref": [
      "r183",
      "r192"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of the fair value of financial instruments, including financial assets and financial liabilities, and the measurements of those instruments, assets, and liabilities.",
        "label": "Fair Value, by Balance Sheet Grouping [Table Text Block]",
        "terseLabel": "Schedule of Estimated Fair Value for All Financial Assets and Liabilities"
       }
      }
     },
     "localname": "FairValueByBalanceSheetGroupingTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_FairValueByFairValueHierarchyLevelAxis": {
     "auth_ref": [
      "r418",
      "r449",
      "r450",
      "r451",
      "r452",
      "r453",
      "r454",
      "r529",
      "r575",
      "r576",
      "r577",
      "r735",
      "r736",
      "r741",
      "r742",
      "r743"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by level within fair value hierarchy and fair value measured at net asset value per share as practical expedient.",
        "label": "Fair Value Hierarchy and NAV [Axis]",
        "terseLabel": "Fair Value Hierarchy and NAV [Axis]"
       }
      }
     },
     "localname": "FairValueByFairValueHierarchyLevelAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueByMeasurementBasisAxis": {
     "auth_ref": [
      "r183",
      "r188",
      "r418",
      "r735",
      "r736"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by measurement basis.",
        "label": "Measurement Basis [Axis]",
        "terseLabel": "Measurement Basis [Axis]"
       }
      }
     },
     "localname": "FairValueByMeasurementBasisAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueByMeasurementFrequencyAxis": {
     "auth_ref": [
      "r528",
      "r529",
      "r531",
      "r532",
      "r536"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by measurement frequency.",
        "label": "Measurement Frequency [Axis]",
        "terseLabel": "Measurement Frequency [Axis]"
       }
      }
     },
     "localname": "FairValueByMeasurementFrequencyAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueDisclosureItemAmountsDomain": {
     "auth_ref": [
      "r418",
      "r735",
      "r736"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Measurement basis, for example, but not limited to, reported value, fair value, portion at fair value, portion at other than fair value.",
        "label": "Fair Value Measurement [Domain]",
        "terseLabel": "Fair Value Measurement [Domain]"
       }
      }
     },
     "localname": "FairValueDisclosureItemAmountsDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FairValueDisclosuresAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Fair Value Disclosures [Abstract]",
        "terseLabel": "Fair Value Disclosures [Abstract]"
       }
      }
     },
     "localname": "FairValueDisclosuresAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValueDisclosuresTextBlock": {
     "auth_ref": [
      "r534"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for the fair value of financial instruments (as defined), including financial assets and financial liabilities (collectively, as defined), and the measurements of those instruments as well as disclosures related to the fair value of non-financial assets and liabilities. Such disclosures about the financial instruments, assets, and liabilities would include: (1) the fair value of the required items together with their carrying amounts (as appropriate); (2) for items for which it is not practicable to estimate fair value, disclosure would include: (a) information pertinent to estimating fair value (including, carrying amount, effective interest rate, and maturity, and (b) the reasons why it is not practicable to estimate fair value; (3) significant concentrations of credit risk including: (a) information about the activity, region, or economic characteristics identifying a concentration, (b) the maximum amount of loss the entity is exposed to based on the gross fair value of the related item, (c) policy for requiring collateral or other security and information as to accessing such collateral or security, and (d) the nature and brief description of such collateral or security; (4) quantitative information about market risks and how such risks are managed; (5) for items measured on both a recurring and nonrecurring basis information regarding the inputs used to develop the fair value measurement; and (6) for items presented in the financial statement for which fair value measurement is elected: (a) information necessary to understand the reasons for the election, (b) discussion of the effect of fair value changes on earnings, (c) a description of [similar groups] items for which the election is made and the relation thereof to the balance sheet, the aggregate carrying value of items included in the balance sheet that are not eligible for the election; (7) all other required (as defined) and desired information.",
        "label": "Fair Value Disclosures [Text Block]",
        "terseLabel": "FAIR VALUE MEASUREMENTS"
       }
      }
     },
     "localname": "FairValueDisclosuresTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTS"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_FairValueInputsLevel1Member": {
     "auth_ref": [
      "r418",
      "r449",
      "r454",
      "r529",
      "r575",
      "r741",
      "r742",
      "r743"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Quoted prices in active markets for identical assets or liabilities that the reporting entity can access at the measurement date.",
        "label": "Fair Value, Inputs, Level 1 [Member]",
        "terseLabel": "Level 1"
       }
      }
     },
     "localname": "FairValueInputsLevel1Member",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FairValueInputsLevel2Member": {
     "auth_ref": [
      "r418",
      "r449",
      "r454",
      "r529",
      "r576",
      "r735",
      "r736",
      "r741",
      "r742",
      "r743"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Inputs other than quoted prices included within level 1 that are observable for an asset or liability, either directly or indirectly, including, but not limited to, quoted prices for similar assets or liabilities in active markets, or quoted prices for identical or similar assets or liabilities in inactive markets.",
        "label": "Fair Value, Inputs, Level 2 [Member]",
        "terseLabel": "Level 2"
       }
      }
     },
     "localname": "FairValueInputsLevel2Member",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FairValueInputsLevel3Member": {
     "auth_ref": [
      "r418",
      "r449",
      "r450",
      "r451",
      "r452",
      "r453",
      "r454",
      "r529",
      "r577",
      "r735",
      "r736",
      "r741",
      "r742",
      "r743"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.",
        "label": "Fair Value, Inputs, Level 3 [Member]",
        "terseLabel": "Level 3"
       }
      }
     },
     "localname": "FairValueInputsLevel3Member",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FairValueMeasurementFrequencyDomain": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Measurement frequency.",
        "label": "Measurement Frequency [Domain]",
        "terseLabel": "Fair Value, Measurement Frequency [Domain]"
       }
      }
     },
     "localname": "FairValueMeasurementFrequencyDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FairValueMeasurementPolicyPolicyTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for fair value measurements of financial and non-financial assets, liabilities and instruments classified in shareholders' equity. Disclosures include, but are not limited to, how an entity that manages a group of financial assets and liabilities on the basis of its net exposure measures the fair value of those assets and liabilities.",
        "label": "Fair Value Measurement, Policy [Policy Text Block]",
        "terseLabel": "Fair Value Measurements and the Fair Value Option"
       }
      }
     },
     "localname": "FairValueMeasurementPolicyPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1": {
     "auth_ref": [
      "r533"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of gain (loss) recognized in income from asset measured at fair value on recurring basis using unobservable input (level 3).",
        "label": "Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings",
        "terseLabel": "Gain (loss) included in net income"
       }
      }
     },
     "localname": "FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases": {
     "auth_ref": [
      "r186"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of purchases of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.",
        "label": "Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Purchases",
        "terseLabel": "Purchases"
       }
      }
     },
     "localname": "FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of transfer of financial instrument classified as an asset into (out of) level 3 of the fair value hierarchy.",
        "label": "Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Transfers, Net",
        "terseLabel": "Transfers"
       }
      }
     },
     "localname": "FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue": {
     "auth_ref": [
      "r185"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.",
        "label": "Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value",
        "periodEndLabel": "Ending balance",
        "periodStartLabel": "Beginning balance"
       }
      }
     },
     "localname": "FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FairValueMeasurementsFairValueHierarchyDomain": {
     "auth_ref": [
      "r418",
      "r449",
      "r450",
      "r451",
      "r452",
      "r453",
      "r454",
      "r575",
      "r576",
      "r577",
      "r735",
      "r736",
      "r741",
      "r742",
      "r743"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Categories used to prioritize the inputs to valuation techniques to measure fair value.",
        "label": "Fair Value Hierarchy and NAV [Domain]",
        "terseLabel": "Fair Value Hierarchy and NAV [Domain]"
       }
      }
     },
     "localname": "FairValueMeasurementsFairValueHierarchyDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail",
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FairValueMeasurementsRecurringMember": {
     "auth_ref": [
      "r534",
      "r536"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Frequent fair value measurement. Includes, but is not limited to, fair value adjustment for impairment of asset, liability or equity, frequently measured at fair value.",
        "label": "Fair Value, Recurring [Member]",
        "terseLabel": "Fair Value, Measurements, Recurring"
       }
      }
     },
     "localname": "FairValueMeasurementsRecurringMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FairValueOfFinancialInstrumentsPolicy": {
     "auth_ref": [
      "r189",
      "r190"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for determining the fair value of financial instruments.",
        "label": "Fair Value of Financial Instruments, Policy [Policy Text Block]",
        "terseLabel": "Fair Value of Financial Instruments"
       }
      }
     },
     "localname": "FairValueOfFinancialInstrumentsPolicy",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_FairValueOptionQuantitativeDisclosuresLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Fair Value, Option, Quantitative Disclosures [Line Items]",
        "terseLabel": "Fair Value Inputs, Assets, Quantitative Information [Line Items] (Deprecated 2018-01-31)"
       }
      }
     },
     "localname": "FairValueOptionQuantitativeDisclosuresLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable": {
     "auth_ref": [
      "r167",
      "r171",
      "r180"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule that discloses the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.",
        "label": "Fair Values Derivatives, Balance Sheet Location, by Derivative Contract Type [Table]",
        "terseLabel": "Fair Values Derivatives, Balance Sheet Location, by Derivative Contract Type [Table]"
       }
      }
     },
     "localname": "FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FederalFundsEffectiveSwapRateMember": {
     "auth_ref": [
      "r856"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fixed rate on U.S. dollar, constant-notional interest rate swap having its variable-rate leg referenced to Federal Funds effective rate with no additional spread over Federal Funds effective rate on that variable-rate leg.",
        "label": "Fed Funds Effective Rate Overnight Index Swap Rate [Member]",
        "terseLabel": "Federal Funds Rate"
       }
      }
     },
     "localname": "FederalFundsEffectiveSwapRateMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember": {
     "auth_ref": [
      "r217"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Investments in debentures, bonds and other debt securities issued by the Federal Home Loan Mortgage Corporation (FHLMC or Freddie Mac).",
        "label": "Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) [Member]",
        "terseLabel": "Freddie Mac"
       }
      }
     },
     "localname": "FederalHomeLoanMortgageCorporationCertificatesAndObligationsFHLMCMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember": {
     "auth_ref": [
      "r217"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Investments in debentures, bonds and other debt securities issued by the Federal National Mortgage Association (FNMA or Fannie Mae).",
        "label": "Federal National Mortgage Association Certificates and Obligations (FNMA) [Member]",
        "terseLabel": "Fannie Mae"
       }
      }
     },
     "localname": "FederalNationalMortgageAssociationCertificatesAndObligationsFNMAMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FeesAndCommissionsMortgageBankingAndServicing": {
     "auth_ref": [
      "r691"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 2.0,
       "parentTag": "nly_NetServicingIncome",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Income from mortgage banking activities (fees and commissions) and servicing real estate mortgages, credit cards, and other financial assets held by others net of any related impairment of capitalized service costs. Also includes any premiums received in lieu of regular servicing fees on such loans only as earned over the life of the loans.",
        "label": "Fees and Commissions, Mortgage Banking and Servicing",
        "terseLabel": "Servicing and related income"
       }
      }
     },
     "localname": "FeesAndCommissionsMortgageBankingAndServicing",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FinanceReceivablesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amounts due the Company from customers, clients, lessees, borrowers, or others under the terms of its agreements therewith. Such amount may include accrued interest receivable in accordance with the terms of the agreements. The agreements also may contain provisions and related items including a discount or premium, payable on demand, secured, or unsecured, interest bearing or noninterest bearing, among myriad other features and characteristics.",
        "label": "Financing Receivable [Member]",
        "terseLabel": "Total loans, net"
       }
      }
     },
     "localname": "FinanceReceivablesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FinancialInstrumentAxis": {
     "auth_ref": [
      "r354",
      "r355",
      "r363",
      "r365",
      "r366",
      "r367",
      "r368",
      "r371",
      "r372",
      "r373",
      "r429",
      "r444",
      "r521",
      "r572",
      "r573",
      "r574",
      "r575",
      "r576",
      "r577",
      "r579",
      "r580",
      "r581",
      "r585",
      "r586",
      "r587",
      "r588",
      "r591",
      "r596",
      "r605",
      "r606",
      "r607",
      "r608",
      "r611",
      "r612",
      "r613",
      "r614",
      "r615",
      "r616",
      "r617",
      "r618",
      "r620",
      "r621",
      "r622",
      "r732",
      "r801",
      "r802",
      "r803",
      "r886",
      "r887",
      "r888",
      "r889",
      "r890",
      "r891",
      "r892"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of financial instrument.",
        "label": "Financial Instrument [Axis]",
        "terseLabel": "Financial Instrument [Axis]"
       }
      }
     },
     "localname": "FinancialInstrumentAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails",
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails",
      "http://annaly.com/role/LOANSNarrativeDetails",
      "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails",
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails",
      "http://annaly.com/role/SECURITIESNarrativeDetails",
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails",
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FinancialInstrumentsDisclosureTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for financial instruments. This disclosure includes, but is not limited to, fair value measurements of short and long term marketable securities, international currencies forward contracts, and auction rate securities. Financial instruments may include hedging and non-hedging currency exchange instruments, derivatives, securitizations and securities available for sale at fair value. Also included are investment results, realized and unrealized gains and losses as well as impairments and risk management disclosures.",
        "label": "Financial Instruments Disclosure [Text Block]",
        "terseLabel": "FINANCIAL INSTRUMENTS"
       }
      }
     },
     "localname": "FinancialInstrumentsDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTS"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Financial Instruments, Financial Assets, Balance Sheet Groupings [Abstract]",
        "terseLabel": "Financial assets"
       }
      }
     },
     "localname": "FinancialInstrumentsFinancialAssetsBalanceSheetGroupingsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Financial Instruments, Financial Liabilities, Balance Sheet Groupings [Abstract]",
        "terseLabel": "Financial liabilities"
       }
      }
     },
     "localname": "FinancialInstrumentsFinancialLiabilitiesBalanceSheetGroupingsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FinancialInstrumentsOwnedAtFairValue": {
     "auth_ref": [
      "r206"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The aggregate fair value as of the balance sheet date of financial instruments and other positions owned by the entity including: (1) mortgages, mortgage-backed and asset backed securities; (2) US government and agency obligations; (3) state and municipal government obligations; (4) other sovereign government debt; (5) corporate obligations; (6) corporate equities; (7) principal investments; (8) derivative contracts; and (9) physical commodities. Includes both pledged and unpledged holdings.",
        "label": "Financial Instruments, Owned, at Fair Value",
        "terseLabel": "Assets transferred or pledged to securitization vehicles"
       }
      }
     },
     "localname": "FinancialInstrumentsOwnedAtFairValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FinancialInstrumentsOwnedCorporateDebtAtFairValue": {
     "auth_ref": [
      "r206"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value of firm holdings in corporate fixed income securities. Includes pledged and unpledged holdings.",
        "label": "Financial Instruments, Owned, Corporate Debt, at Fair Value",
        "terseLabel": "Corporate debt, held for investment"
       }
      }
     },
     "localname": "FinancialInstrumentsOwnedCorporateDebtAtFairValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue": {
     "auth_ref": [
      "r206"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 2.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      },
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 3.0,
       "parentTag": "nly_FinancialAssetsFairValueDisclosure",
       "weight": 1.0
      },
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings.",
        "label": "Financial Instruments, Owned, Mortgages, Mortgage-Backed and Asset-Backed Securities, at Fair Value",
        "netLabel": "Mortgage-backed securities",
        "terseLabel": "Estimated fair value",
        "totalLabel": "Estimated Fair Value",
        "verboseLabel": "Securities (includes pledged assets of $60,660,121 and $56,675,447, respectively)"
       }
      }
     },
     "localname": "FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails",
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FinancialInstrumentsOwnedOtherAtFairValue": {
     "auth_ref": [
      "r206"
     ],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 2.0,
       "parentTag": "nly_FinancialAssetsFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value of firm holdings in securities classified as other. Includes pledged and unpledged holdings.",
        "label": "Financial Instruments, Owned, Other, at Fair Value",
        "terseLabel": "Credit risk transfer securities"
       }
      }
     },
     "localname": "FinancialInstrumentsOwnedOtherAtFairValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FinancialLiabilitiesFairValueDisclosure": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value of financial obligations, including, but not limited to, debt instruments, derivative liabilities, federal funds purchased and sold under agreements to repurchase, securities loaned or sold under agreements to repurchase, financial instruments sold not yet purchased, guarantees, line of credit, loans and notes payable, servicing liability, and trading liabilities.",
        "label": "Financial Liabilities Fair Value Disclosure",
        "totalLabel": "Total liabilities"
       }
      }
     },
     "localname": "FinancialLiabilitiesFairValueDisclosure",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest": {
     "auth_ref": [
      "r806"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount excluding accrued interest, of allowance for credit loss on financing receivable. Excludes net investment in lease.",
        "label": "Financing Receivable, Allowance for Credit Loss, Excluding Accrued Interest",
        "terseLabel": "Allowance for loan loss"
       }
      }
     },
     "localname": "FinancingReceivableAllowanceForCreditLossExcludingAccruedInterest",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss": {
     "auth_ref": [
      "r806"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 3.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amortized cost excluding accrued interest, after allowance for credit loss, of financing receivable. Excludes net investment in lease.",
        "label": "Financing Receivable, Excluding Accrued Interest, after Allowance for Credit Loss",
        "netLabel": "Face value of financing receivable",
        "periodEndLabel": "Ending balance December 31, 2022",
        "periodStartLabel": "Beginning balance January 1, 2022",
        "terseLabel": "Loans, net (includes pledged assets of $1,653,464 and $2,462,776, respectively)"
       }
      }
     },
     "localname": "FinancingReceivableExcludingAccruedInterestAfterAllowanceForCreditLoss",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FinancingReceivablePortfolioSegmentAxis": {
     "auth_ref": [
      "r363",
      "r365",
      "r693",
      "r694",
      "r695",
      "r696",
      "r727",
      "r886",
      "r887",
      "r888",
      "r889",
      "r890",
      "r891",
      "r892",
      "r893",
      "r894",
      "r895"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by the level at which an entity develops and documents a systematic methodology to determine its allowance for credit losses.",
        "label": "Financing Receivable Portfolio Segment [Axis]",
        "terseLabel": "Financing Receivable Portfolio Segment [Axis]"
       }
      }
     },
     "localname": "FinancingReceivablePortfolioSegmentAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FinancingReceivablePortfolioSegmentDomain": {
     "auth_ref": [
      "r693",
      "r694",
      "r695",
      "r696",
      "r886",
      "r887",
      "r888",
      "r889",
      "r890",
      "r891",
      "r892",
      "r893",
      "r894",
      "r895"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Level at which an entity develops and documents a systematic methodology to determine its allowance for credit losses.",
        "label": "Financing Receivable Portfolio Segment [Domain]",
        "terseLabel": "Financing Receivable Portfolio Segment [Domain]"
       }
      }
     },
     "localname": "FinancingReceivablePortfolioSegmentDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis": {
     "auth_ref": [
      "r84",
      "r85",
      "r352",
      "r366",
      "r367",
      "r368",
      "r693",
      "r694",
      "r695",
      "r696",
      "r728",
      "r729",
      "r730",
      "r731",
      "r886",
      "r887",
      "r888",
      "r889",
      "r890",
      "r891",
      "r892",
      "r893",
      "r894",
      "r895"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by class of financing receivable determined on the basis of initial measurement attribute, risk characteristics and method of monitoring and assessing credit risk.",
        "label": "Class of Financing Receivable [Axis]",
        "terseLabel": "Class of Financing Receivable [Axis]"
       }
      }
     },
     "localname": "FinancingReceivableRecordedInvestmentByClassOfFinancingReceivableAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain": {
     "auth_ref": [
      "r693",
      "r694",
      "r695",
      "r696",
      "r886",
      "r887",
      "r888",
      "r889",
      "r890",
      "r891",
      "r892",
      "r893",
      "r894",
      "r895"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Financing receivables determined on the basis of initial measurement attribute, risk characteristics and method of monitoring and assessing credit risk.",
        "label": "Class of Financing Receivable [Domain]",
        "terseLabel": "Class of Financing Receivable [Domain]"
       }
      }
     },
     "localname": "FinancingReceivableRecordedInvestmentClassOfFinancingReceivableDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis": {
     "auth_ref": [
      "r380",
      "r382",
      "r383",
      "r384",
      "r626",
      "r627"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by major type or class of finite-lived intangible assets.",
        "label": "Finite-Lived Intangible Assets by Major Class [Axis]",
        "terseLabel": "Finite-Lived Intangible Assets by Major Class [Axis]"
       }
      }
     },
     "localname": "FiniteLivedIntangibleAssetsByMajorClassAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FiniteLivedIntangibleAssetsLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Finite-Lived Intangible Assets [Line Items]",
        "terseLabel": "Finite-Lived Intangible Assets [Line Items]"
       }
      }
     },
     "localname": "FiniteLivedIntangibleAssetsLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain": {
     "auth_ref": [
      "r102",
      "r105"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The major class of finite-lived intangible asset (for example, patents, trademarks, copyrights, etc.) A major class is composed of intangible assets that can be grouped together because they are similar, either by their nature or by their use in the operations of a company.",
        "label": "Finite-Lived Intangible Assets, Major Class Name [Domain]",
        "terseLabel": "Finite-Lived Intangible Assets, Major Class Name [Domain]"
       }
      }
     },
     "localname": "FiniteLivedIntangibleAssetsMajorClassNameDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_FiniteLivedIntangibleAssetsRollForward": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.",
        "label": "Finite-Lived Intangible Assets [Roll Forward]",
        "terseLabel": "Intangible Assets, net"
       }
      }
     },
     "localname": "FiniteLivedIntangibleAssetsRollForward",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_FinitelivedIntangibleAssetsAcquired1": {
     "auth_ref": [
      "r381"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of increase in assets, excluding financial assets, lacking physical substance with a definite life, from an acquisition.",
        "label": "Finite-Lived Intangible Assets Acquired",
        "terseLabel": "Intangible assets acquired"
       }
      }
     },
     "localname": "FinitelivedIntangibleAssetsAcquired1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_FutureMember": {
     "auth_ref": [
      "r855"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Futures contracts are forward-based contracts to make or take delivery of a specified financial instrument, foreign currency, or commodity at a specified future date or during a specified period at as specified price or yield. Futures are standardized contracts traded on an organized exchange.",
        "label": "Future [Member]",
        "terseLabel": "Futures contracts"
       }
      }
     },
     "localname": "FutureMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_GainLossOnInvestments": {
     "auth_ref": [
      "r50",
      "r88",
      "r768"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 3.0,
       "parentTag": "us-gaap_NonoperatingIncomeExpense",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of realized and unrealized gain (loss) on investment.",
        "label": "Gain (Loss) on Investments",
        "terseLabel": "Net gains (losses) on investments and other"
       }
      }
     },
     "localname": "GainLossOnInvestments",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_GainLossOnSaleOfBusiness": {
     "auth_ref": [
      "r518",
      "r785"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 6.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": -1.0
      },
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 2.0,
       "parentTag": "us-gaap_NonoperatingIncomeExpense",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of gain (loss) from sale and disposal of integrated set of activities and assets capable of being conducted and managed for purpose of providing return in form of dividend, lower cost, or other economic benefit to investor, owner, member and participant.",
        "label": "Gain (Loss) on Disposition of Business",
        "negatedTerseLabel": "Business divestiture-related (gains) losses",
        "terseLabel": "Business divestiture-related gains (losses)"
       }
      }
     },
     "localname": "GainLossOnSaleOfBusiness",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_GainLossOnSaleOfInvestments": {
     "auth_ref": [
      "r69"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The net realized gain (loss) on investments sold during the period, not including gains (losses) on securities separately or otherwise categorized as trading, available-for-sale, or held-to-maturity, which, for cash flow reporting, is a component of proceeds from investing activities.",
        "label": "Gain (Loss) on Sale of Investments",
        "terseLabel": "Net gains (losses) on disposal of investments"
       }
      }
     },
     "localname": "GainLossOnSaleOfInvestments",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_GainLossOnSalesOfMortgageBackedSecuritiesMBS": {
     "auth_ref": [
      "r224"
     ],
     "calculation": {
      "http://annaly.com/role/SECURITIESRealizedGainLossDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Net gain (loss) resulting from the sales of securitized, pay-through debt securities collateralized by real estate mortgage loans (mortgages).",
        "label": "Gain (Loss) on Sales of Mortgage-Backed Securities (MBS)",
        "totalLabel": "Net Realized Gains (Losses)"
       }
      }
     },
     "localname": "GainLossOnSalesOfMortgageBackedSecuritiesMBS",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESRealizedGainLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_GainsLossesOnSalesOfAssets": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of gain (loss) on sale or disposal of assets utilized in financial service operations.",
        "label": "Gain (Loss) on Disposition of Assets for Financial Service Operations",
        "terseLabel": "Net gains (losses) on disposal of investments and other"
       }
      }
     },
     "localname": "GainsLossesOnSalesOfAssets",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_GeneralAndAdministrativeExpense": {
     "auth_ref": [
      "r49"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The aggregate total of expenses of managing and administering the affairs of an entity, including affiliates of the reporting entity, which are not directly or indirectly associated with the manufacture, sale or creation of a product or product line.",
        "label": "General and Administrative Expense",
        "totalLabel": "Total general and administrative expenses",
        "verboseLabel": "Costs incurred in connection with securitization"
       }
      }
     },
     "localname": "GeneralAndAdministrativeExpense",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_GeneralAndAdministrativeExpenseAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "General and Administrative Expense [Abstract]",
        "terseLabel": "General and administrative expenses"
       }
      }
     },
     "localname": "GeneralAndAdministrativeExpenseAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_GeographicConcentrationRiskMember": {
     "auth_ref": [
      "r79",
      "r675"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Reflects the percentage that a specified dollar value on the balance sheet or income statement in the period from one or more specified geographic areas is to a corresponding consolidated, segment, or product line amount. Risk is the materially adverse effects of economic decline or antagonistic political actions resulting in loss of assets, sales volume, labor supply, or source of materials and supplies in a US state or a specified country, continent, or region such as EMEA (Europe, Middle East, Africa).",
        "label": "Geographic Concentration Risk [Member]",
        "terseLabel": "Geographic Concentration Risk"
       }
      }
     },
     "localname": "GeographicConcentrationRiskMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSGeographicConcentrationsBasedonUnpaidPrincipalBalancesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_GoodwillAndIntangibleAssetsDisclosureAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Goodwill and Intangible Assets Disclosure [Abstract]",
        "terseLabel": "Goodwill and Intangible Assets Disclosure [Abstract]"
       }
      }
     },
     "localname": "GoodwillAndIntangibleAssetsDisclosureAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_GoodwillAndIntangibleAssetsPolicyTextBlock": {
     "auth_ref": [
      "r99",
      "r103"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for goodwill and intangible assets. This accounting policy also may address how an entity assesses and measures impairment of goodwill and intangible assets.",
        "label": "Goodwill and Intangible Assets, Policy [Policy Text Block]",
        "terseLabel": "Goodwill"
       }
      }
     },
     "localname": "GoodwillAndIntangibleAssetsPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_GoodwillDisclosureTextBlock": {
     "auth_ref": [
      "r376",
      "r377",
      "r379",
      "r733"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for goodwill.",
        "label": "Goodwill Disclosure [Text Block]",
        "terseLabel": "GOODWILL AND INTANGIBLE ASSETS"
       }
      }
     },
     "localname": "GoodwillDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETS"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_GoodwillImpairmentLoss": {
     "auth_ref": [
      "r69",
      "r374",
      "r375",
      "r378",
      "r733"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of loss from the write-down of an asset representing the future economic benefits arising from other assets acquired in a business combination that are not individually identified and separately recognized.",
        "label": "Goodwill, Impairment Loss",
        "terseLabel": "Impairment of goodwill"
       }
      }
     },
     "localname": "GoodwillImpairmentLoss",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember": {
     "auth_ref": [
      "r881",
      "r882",
      "r883"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Investments in debentures, bonds and other debt securities issued by the Government National Mortgage Association (GNMA or Ginnie Mae).",
        "label": "Government National Mortgage Association Certificates and Obligations (GNMA) [Member]",
        "terseLabel": "Ginnie Mae"
       }
      }
     },
     "localname": "GovernmentNationalMortgageAssociationCertificatesAndObligationsGNMAMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration": {
     "auth_ref": [
      "r385"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicates line item in statement of income or comprehensive income that includes impairment of finite-lived intangible asset.",
        "label": "Impairment, Intangible Asset, Finite-Lived, Statement of Income or Comprehensive Income [Extensible Enumeration]",
        "terseLabel": "Impairment, Intangible Asset, Finite-Lived, Statement of Income or Comprehensive Income [Extensible Enumeration]"
       }
      }
     },
     "localname": "ImpairmentOfIntangibleAssetFiniteLivedStatementOfIncomeOrComprehensiveIncomeExtensibleEnumeration",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails"
     ],
     "xbrltype": "enumerationSetItemType"
    },
    "us-gaap_ImpairmentOfIntangibleAssetsFinitelived": {
     "auth_ref": [
      "r785",
      "r809"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount of impairment loss recognized in the period resulting from the write-down of the carrying amount of a finite-lived intangible asset to fair value.",
        "label": "Impairment of Intangible Assets, Finite-Lived",
        "negatedTerseLabel": "Impairment"
       }
      }
     },
     "localname": "ImpairmentOfIntangibleAssetsFinitelived",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest": {
     "auth_ref": [
      "r45",
      "r205",
      "r220",
      "r241",
      "r338",
      "r340",
      "r345",
      "r347",
      "r634",
      "r726"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "us-gaap_ProfitLoss",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of income (loss) from continuing operations, including income (loss) from equity method investments, before deduction of income tax expense (benefit), and income (loss) attributable to noncontrolling interest.",
        "label": "Income (Loss) from Continuing Operations before Income Taxes, Noncontrolling Interest",
        "terseLabel": "Income (loss) before income taxes"
       }
      }
     },
     "localname": "IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IncomeLossFromEquityMethodInvestments": {
     "auth_ref": [
      "r46",
      "r69",
      "r97",
      "r219",
      "r239",
      "r336"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 7.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of income (loss) for proportionate share of equity method investee's income (loss).",
        "label": "Income (Loss) from Equity Method Investments",
        "negatedLabel": "Income (loss) from unconsolidated joint ventures"
       }
      }
     },
     "localname": "IncomeLossFromEquityMethodInvestments",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IncomeStatementAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Income Statement [Abstract]",
        "terseLabel": "Income Statement [Abstract]"
       }
      }
     },
     "localname": "IncomeStatementAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis": {
     "auth_ref": [
      "r744",
      "r745"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by name of disposal group.",
        "label": "Disposal Group Name [Axis]",
        "terseLabel": "Disposal Group Name [Axis]"
       }
      }
     },
     "localname": "IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]",
        "terseLabel": "Income Statement, Balance Sheet and Additional Disclosures by Disposal Groups, Including Discontinued Operations [Line Items]"
       }
      }
     },
     "localname": "IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable": {
     "auth_ref": [
      "r1",
      "r3",
      "r4",
      "r5",
      "r6",
      "r7",
      "r8",
      "r10",
      "r11",
      "r12",
      "r13",
      "r108",
      "r109"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about a disposal group. Includes, but is not limited to, a discontinued operation, disposal classified as held-for-sale or disposed of by means other than sale or disposal of an individually significant component.",
        "label": "Disposal Groups, Including Discontinued Operations [Table]",
        "terseLabel": "Disposal Groups, Including Discontinued Operations [Table]"
       }
      }
     },
     "localname": "IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFCOMMERCIALREALESTATEBUSINESSNarrativeDetails",
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_IncomeTaxDisclosureAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Income Tax Disclosure [Abstract]",
        "terseLabel": "Income Tax Disclosure [Abstract]"
       }
      }
     },
     "localname": "IncomeTaxDisclosureAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_IncomeTaxDisclosureTextBlock": {
     "auth_ref": [
      "r289",
      "r498",
      "r499",
      "r502",
      "r506",
      "r508",
      "r510",
      "r511",
      "r512"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for income taxes. Disclosures may include net deferred tax liability or asset recognized in an enterprise's statement of financial position, net change during the year in the total valuation allowance, approximate tax effect of each type of temporary difference and carryforward that gives rise to a significant portion of deferred tax liabilities and deferred tax assets, utilization of a tax carryback, and tax uncertainties information.",
        "label": "Income Tax Disclosure [Text Block]",
        "terseLabel": "INCOME TAXES"
       }
      }
     },
     "localname": "IncomeTaxDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/INCOMETAXES"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_IncomeTaxExpenseBenefit": {
     "auth_ref": [
      "r290",
      "r310",
      "r311",
      "r337",
      "r497",
      "r507",
      "r509",
      "r640"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 2.0,
       "parentTag": "us-gaap_ProfitLoss",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of current income tax expense (benefit) and deferred income tax expense (benefit) pertaining to continuing operations.",
        "label": "Income Tax Expense (Benefit)",
        "terseLabel": "Income tax expense (benefit) for income and losses attributable to TRSs",
        "verboseLabel": "Income taxes"
       }
      }
     },
     "localname": "IncomeTaxExpenseBenefit",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/INCOMETAXESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IncomeTaxPolicyTextBlock": {
     "auth_ref": [
      "r270",
      "r495",
      "r496",
      "r499",
      "r500",
      "r501",
      "r503"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for income taxes, which may include its accounting policies for recognizing and measuring deferred tax assets and liabilities and related valuation allowances, recognizing investment tax credits, operating loss carryforwards, tax credit carryforwards, and other carryforwards, methodologies for determining its effective income tax rate and the characterization of interest and penalties in the financial statements.",
        "label": "Income Tax, Policy [Policy Text Block]",
        "terseLabel": "Income Taxes"
       }
      }
     },
     "localname": "IncomeTaxPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_IncomeTaxesPaidNet": {
     "auth_ref": [
      "r73"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount of cash paid during the current period to foreign, federal, state, and local authorities as taxes on income, net of any cash received during the current period as refunds for the overpayment of taxes.",
        "label": "Income Taxes Paid, Net",
        "terseLabel": "Taxes received (paid)"
       }
      }
     },
     "localname": "IncomeTaxesPaidNet",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IncreaseDecreaseInAccountsPayableAndAccruedLiabilities": {
     "auth_ref": [
      "r68"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 15.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The increase (decrease) during the reporting period in the amounts payable to vendors for goods and services received and the amount of obligations and expenses incurred but not paid.",
        "label": "Increase (Decrease) in Accounts Payable and Accrued Liabilities",
        "terseLabel": "Other liabilities"
       }
      }
     },
     "localname": "IncreaseDecreaseInAccountsPayableAndAccruedLiabilities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IncreaseDecreaseInInterestAndDividendsReceivable": {
     "auth_ref": [
      "r68"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 13.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The increase (decrease) during the reporting period in the aggregate amount due to the entity in the form of unpaid interest and dividends.",
        "label": "Increase (Decrease) in Interest and Dividends Receivable",
        "negatedLabel": "Interest receivable"
       }
      }
     },
     "localname": "IncreaseDecreaseInInterestAndDividendsReceivable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IncreaseDecreaseInInterestPayableNet": {
     "auth_ref": [
      "r68"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 14.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The increase (decrease) during the reporting period in interest payable, which represents the amount owed to note holders, bond holders, and other parties for interest earned on loans or credit extended to the reporting entity.",
        "label": "Increase (Decrease) in Interest Payable, Net",
        "terseLabel": "Interest payable"
       }
      }
     },
     "localname": "IncreaseDecreaseInInterestPayableNet",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IncreaseDecreaseInOperatingCapitalAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Increase (Decrease) in Operating Capital [Abstract]",
        "terseLabel": "Net change in"
       }
      }
     },
     "localname": "IncreaseDecreaseInOperatingCapitalAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets": {
     "auth_ref": [
      "r68"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 12.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of increase (decrease) in prepaid expenses, and assets classified as other.",
        "label": "Increase (Decrease) in Prepaid Expense and Other Assets",
        "negatedLabel": "Other assets"
       }
      }
     },
     "localname": "IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IncreaseDecreaseInStockholdersEquityRollForward": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.",
        "label": "Increase (Decrease) in Stockholders' Equity [Roll Forward]",
        "terseLabel": "Increase (Decrease) in Stockholders' Equity [Roll Forward]"
       }
      }
     },
     "localname": "IncreaseDecreaseInStockholdersEquityRollForward",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements": {
     "auth_ref": [
      "r317",
      "r318",
      "r319",
      "r325",
      "r459"
     ],
     "calculation": {
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding",
       "weight": 1.0
      }
     },
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Additional shares included in the calculation of diluted EPS as a result of the potentially dilutive effect of share based payment arrangements using the treasury stock method.",
        "label": "Incremental Common Shares Attributable to Dilutive Effect of Share-Based Payment Arrangements",
        "terseLabel": "Add: Effect of stock awards, if dilutive (in shares)"
       }
      }
     },
     "localname": "IncrementalCommonSharesAttributableToShareBasedPaymentArrangements",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_IntangibleAssetsNetExcludingGoodwill": {
     "auth_ref": [
      "r100",
      "r104"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Sum of the carrying amounts of all intangible assets, excluding goodwill, as of the balance sheet date, net of accumulated amortization and impairment charges.",
        "label": "Intangible Assets, Net (Excluding Goodwill)",
        "periodEndLabel": "Ending balance December 31, 2022",
        "periodStartLabel": "Beginning balance January 1, 2022"
       }
      }
     },
     "localname": "IntangibleAssetsNetExcludingGoodwill",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSSummaryofIndefiniteandFiniteLivedIntangibleAssetsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_IntangibleAssetsNetIncludingGoodwill": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 10.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Carrying amount of finite-lived intangible assets, indefinite-lived intangible assets and goodwill. Goodwill is an asset representing the future economic benefits arising from other assets acquired in a business combination that are not individually identified and separately recognized. Intangible assets are assets, not including financial assets, lacking physical substance.",
        "label": "Intangible Assets, Net (Including Goodwill)",
        "terseLabel": "Goodwill and intangible assets, net"
       }
      }
     },
     "localname": "IntangibleAssetsNetIncludingGoodwill",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InterestExpense": {
     "auth_ref": [
      "r199",
      "r226",
      "r274",
      "r335",
      "r547"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 2.0,
       "parentTag": "us-gaap_InterestIncomeExpenseNet",
       "weight": -1.0
      },
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of the cost of borrowed funds accounted for as interest expense.",
        "label": "Interest Expense",
        "terseLabel": "Interest expense",
        "totalLabel": "Total interest expense"
       }
      }
     },
     "localname": "InterestExpense",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InterestExpenseAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Interest Expense [Abstract]",
        "terseLabel": "Interest expense"
       }
      }
     },
     "localname": "InterestExpenseAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_InterestExpenseOther": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": 4.0,
       "parentTag": "us-gaap_InterestExpense",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of interest expense classified as other.",
        "label": "Interest Expense, Other",
        "terseLabel": "Other"
       }
      }
     },
     "localname": "InterestExpenseOther",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InterestIncomeAndInterestExpenseDisclosureTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of interest income and expense, including, but not limited to, interest income and expense from investments, loans, and securities.",
        "label": "Interest Income and Interest Expense Disclosure [Table Text Block]",
        "terseLabel": "Components of Company's Interest Income and Interest Expense"
       }
      }
     },
     "localname": "InterestIncomeAndInterestExpenseDisclosureTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSETables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_InterestIncomeAndInterestExpenseDisclosureTextBlock": {
     "auth_ref": [
      "r222"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for interest income and interest expense for enterprises that derive a significant portion of their revenue from interest collected on investments, loans, and securities.",
        "label": "Interest Income and Interest Expense Disclosure [Text Block]",
        "terseLabel": "INTEREST INCOME AND INTEREST EXPENSE"
       }
      }
     },
     "localname": "InterestIncomeAndInterestExpenseDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSE"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_InterestIncomeExpenseNet": {
     "auth_ref": [
      "r223"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The net amount of operating interest income (expense).",
        "label": "Interest Income (Expense), Net",
        "terseLabel": "Interest income",
        "totalLabel": "Net interest income"
       }
      }
     },
     "localname": "InterestIncomeExpenseNet",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails",
      "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InterestIncomeExpenseNetAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Interest Income (Expense), Net [Abstract]",
        "terseLabel": "Net interest income"
       }
      }
     },
     "localname": "InterestIncomeExpenseNetAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_InterestIncomeOperating": {
     "auth_ref": [
      "r48"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "us-gaap_InterestIncomeExpenseNet",
       "weight": 1.0
      },
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of operating interest income, including, but not limited to, amortization and accretion of premiums and discounts on securities.",
        "label": "Interest Income, Operating",
        "terseLabel": "Interest income",
        "totalLabel": "Total interest income"
       }
      }
     },
     "localname": "InterestIncomeOperating",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InterestIncomeSecuritiesPurchasedUnderAgreementsToResell": {
     "auth_ref": [
      "r225",
      "r689",
      "r690"
     ],
     "calculation": {
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails": {
       "order": 5.0,
       "parentTag": "us-gaap_InterestIncomeOperating",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest income derived from securities purchased under agreements to resell. The difference in the price at which the institution buys the securities and resells the securities represents interest for the use of the funds by the other party. Most repurchase and sale agreements involve obligations of the federal government or its agencies, but other financial instruments, such as commercial paper, banker's acceptances and negotiable certificates of deposits are sometimes used in such transactions.",
        "label": "Interest Income, Securities Purchased under Agreements to Resell",
        "terseLabel": "Reverse repurchase agreements"
       }
      }
     },
     "localname": "InterestIncomeSecuritiesPurchasedUnderAgreementsToResell",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/INTERESTINCOMEANDINTERESTEXPENSEComponentsofCompanysInterestIncomeandInterestExpenseDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InterestPayableCurrentAndNoncurrent": {
     "auth_ref": [
      "r218",
      "r238"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 8.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of interest payable on debt, including, but not limited to, trade payables.",
        "label": "Interest Payable",
        "terseLabel": "Interest payable"
       }
      }
     },
     "localname": "InterestPayableCurrentAndNoncurrent",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InterestRateDerivativeAssetsAtFairValue": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.",
        "label": "Interest Rate Derivative Assets, at Fair Value",
        "terseLabel": "Interest rate swaps"
       }
      }
     },
     "localname": "InterestRateDerivativeAssetsAtFairValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InterestRateDerivativeLiabilitiesAtFairValue": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_DerivativeLiabilities",
       "weight": 1.0
      },
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 3.0,
       "parentTag": "us-gaap_FinancialLiabilitiesFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.",
        "label": "Interest Rate Derivative Liabilities, at Fair Value",
        "terseLabel": "Interest rate swaps"
       }
      }
     },
     "localname": "InterestRateDerivativeLiabilitiesAtFairValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InterestRateSwapMember": {
     "auth_ref": [
      "r752"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Forward based contracts in which two parties agree to swap periodic payments that are fixed at the outset of the swap contract with variable payments based on a market interest rate (index rate) over a specified period.",
        "label": "Interest Rate Swap [Member]",
        "terseLabel": "Interest rate swaps, at fair value"
       }
      }
     },
     "localname": "InterestRateSwapMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSNarrativeDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails",
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_InterestRateSwaptionMember": {
     "auth_ref": [
      "r752"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "An option granting the owner the right but not the obligation to enter into an interest rate swap.",
        "label": "Interest Rate Swaption [Member]",
        "terseLabel": "Interest rate swaptions",
        "verboseLabel": "Interest rate swaptions, at fair value"
       }
      }
     },
     "localname": "InterestRateSwaptionMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_InvestmentOwnedBalancePrincipalAmount": {
     "auth_ref": [
      "r242",
      "r653"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "For investments which are quantified by principal amount, the principle balance held at close of period.",
        "label": "Investment Owned, Balance, Principal Amount",
        "verboseLabel": "Principal / Notional"
       }
      }
     },
     "localname": "InvestmentOwnedBalancePrincipalAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_InvestmentSecondaryCategorizationAxis": {
     "auth_ref": [
      "r650",
      "r655",
      "r659"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by second categorization of investments, which may include, but is not limited to industry.",
        "label": "Investment Secondary Categorization [Axis]",
        "terseLabel": "Investment Secondary Categorization [Axis]"
       }
      }
     },
     "localname": "InvestmentSecondaryCategorizationAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_InvestmentTypeAxis": {
     "auth_ref": [
      "r649",
      "r651",
      "r652",
      "r654",
      "r656",
      "r657",
      "r658",
      "r660",
      "r661",
      "r662",
      "r663",
      "r664",
      "r665",
      "r666",
      "r667"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of investments.",
        "label": "Investment Type [Axis]",
        "terseLabel": "Investment Type [Axis]"
       }
      }
     },
     "localname": "InvestmentTypeAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_InvestmentTypeCategorizationMember": {
     "auth_ref": [
      "r649",
      "r651",
      "r652",
      "r654",
      "r656",
      "r657",
      "r658",
      "r660",
      "r661",
      "r662",
      "r663",
      "r664",
      "r665",
      "r666",
      "r667"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Asset obtained to generate income or appreciate in value.",
        "label": "Investments [Domain]",
        "terseLabel": "Investments [Domain]"
       }
      }
     },
     "localname": "InvestmentTypeCategorizationMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_InvestmentsAllOtherInvestmentsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Investments, All Other Investments [Abstract]",
        "terseLabel": "Investments, All Other Investments [Abstract]"
       }
      }
     },
     "localname": "InvestmentsAllOtherInvestmentsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_InvestmentsBySecondaryCategorizationDomain": {
     "auth_ref": [
      "r243",
      "r650",
      "r655",
      "r659"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Investments in the \"Investment Holdings [Table]\" and the \"Summary of Investment Holdings [Table]\" are often categorized at two levels. The first categorization is the investment type. The second categorization can vary. The usual secondary categorizations are industry, country or geography.",
        "label": "Investments by Secondary Categorization [Domain]",
        "terseLabel": "Investments by Secondary Categorization [Domain]"
       }
      }
     },
     "localname": "InvestmentsBySecondaryCategorizationDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_InvestmentsDebtAndEquitySecuritiesAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Investments, Debt and Equity Securities [Abstract]",
        "terseLabel": "Investments, Debt and Equity Securities [Abstract]"
       }
      }
     },
     "localname": "InvestmentsDebtAndEquitySecuritiesAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock": {
     "auth_ref": [
      "r96",
      "r207",
      "r227",
      "r244",
      "r692"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for investments in certain debt and equity securities.",
        "label": "Investments in Debt and Marketable Equity Securities (and Certain Trading Assets) Disclosure [Text Block]",
        "verboseLabel": "SECURITIES"
       }
      }
     },
     "localname": "InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIES"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_LaborAndRelatedExpense": {
     "auth_ref": [
      "r778"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 2.0,
       "parentTag": "us-gaap_GeneralAndAdministrativeExpense",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of expense for salary, wage, profit sharing; incentive and equity-based compensation; and other employee benefit.",
        "label": "Labor and Related Expense",
        "terseLabel": "Compensation and management fee"
       }
      }
     },
     "localname": "LaborAndRelatedExpense",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LeasesAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Leases [Abstract]",
        "terseLabel": "Leases [Abstract]"
       }
      }
     },
     "localname": "LeasesAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_LesseeLeaseDescriptionLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Lessee, Lease, Description [Line Items]",
        "terseLabel": "Lessee, Lease, Description [Line Items]"
       }
      }
     },
     "localname": "LesseeLeaseDescriptionLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_LesseeLeaseDescriptionTable": {
     "auth_ref": [
      "r553"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about lessee's leases.",
        "label": "Lessee, Lease, Description [Table]",
        "terseLabel": "Lessee, Lease, Description [Table]"
       }
      }
     },
     "localname": "LesseeLeaseDescriptionTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_LesseeOperatingLeaseLiabilityMaturityTableTextBlock": {
     "auth_ref": [
      "r864"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of undiscounted cash flows of lessee's operating lease liability. Includes, but is not limited to, reconciliation of undiscounted cash flows to operating lease liability recognized in statement of financial position.",
        "label": "Lessee, Operating Lease, Liability, Maturity [Table Text Block]",
        "terseLabel": "Operating Lease Liability Schedule of Maturity"
       }
      }
     },
     "localname": "LesseeOperatingLeaseLiabilityMaturityTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue": {
     "auth_ref": [
      "r558"
     ],
     "calculation": {
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      },
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of lessee's undiscounted obligation for lease payment for operating lease.",
        "label": "Lessee, Operating Lease, Liability, to be Paid",
        "totalLabel": "Total lease payments"
       }
      }
     },
     "localname": "LesseeOperatingLeaseLiabilityPaymentsDue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive": {
     "auth_ref": [
      "r558"
     ],
     "calculation": {
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails": {
       "order": 4.0,
       "parentTag": "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of lessee's undiscounted obligation for lease payment for operating lease due after fifth fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).",
        "label": "Lessee, Operating Lease, Liability, to be Paid, after Year Five",
        "terseLabel": "Later years"
       }
      }
     },
     "localname": "LesseeOperatingLeaseLiabilityPaymentsDueAfterYearFive",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths": {
     "auth_ref": [
      "r558"
     ],
     "calculation": {
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails": {
       "order": 3.0,
       "parentTag": "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of lessee's undiscounted obligation for lease payment for operating lease to be paid in next fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).",
        "label": "Lessee, Operating Lease, Liability, to be Paid, Year One",
        "terseLabel": "2023"
       }
      }
     },
     "localname": "LesseeOperatingLeaseLiabilityPaymentsDueNextTwelveMonths",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearFour": {
     "auth_ref": [
      "r558"
     ],
     "calculation": {
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of lessee's undiscounted obligation for lease payment for operating lease to be paid in fourth fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).",
        "label": "Lessee, Operating Lease, Liability, to be Paid, Year Four",
        "terseLabel": "2026"
       }
      }
     },
     "localname": "LesseeOperatingLeaseLiabilityPaymentsDueYearFour",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearThree": {
     "auth_ref": [
      "r558"
     ],
     "calculation": {
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails": {
       "order": 5.0,
       "parentTag": "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of lessee's undiscounted obligation for lease payment for operating lease to be paid in third fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).",
        "label": "Lessee, Operating Lease, Liability, to be Paid, Year Three",
        "terseLabel": "2025"
       }
      }
     },
     "localname": "LesseeOperatingLeaseLiabilityPaymentsDueYearThree",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDueYearTwo": {
     "auth_ref": [
      "r558"
     ],
     "calculation": {
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of lessee's undiscounted obligation for lease payment for operating lease to be paid in second fiscal year following current fiscal year. Excludes interim and annual periods when interim periods are reported from current statement of financial position date (rolling approach).",
        "label": "Lessee, Operating Lease, Liability, to be Paid, Year Two",
        "terseLabel": "2024"
       }
      }
     },
     "localname": "LesseeOperatingLeaseLiabilityPaymentsDueYearTwo",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LesseeOperatingLeaseLiabilityUndiscountedExcessAmount": {
     "auth_ref": [
      "r558"
     ],
     "calculation": {
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1": {
       "order": 1.0,
       "parentTag": "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of lessee's undiscounted obligation for lease payments in excess of discounted obligation for lease payments for operating lease.",
        "label": "Lessee, Operating Lease, Liability, Undiscounted Excess Amount",
        "terseLabel": "Less imputed interest"
       }
      }
     },
     "localname": "LesseeOperatingLeaseLiabilityUndiscountedExcessAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LesseeOperatingLeaseRenewalTerm": {
     "auth_ref": [
      "r863"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Term of lessee's operating lease renewal, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.",
        "label": "Lessee, Operating Lease, Renewal Term",
        "terseLabel": "Option to extend, in years"
       }
      }
     },
     "localname": "LesseeOperatingLeaseRenewalTerm",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "us-gaap_LesseeOperatingLeasesTextBlock": {
     "auth_ref": [
      "r559"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for operating leases of lessee. Includes, but is not limited to, description of operating lease and maturity analysis of operating lease liability.",
        "label": "Lessee, Operating Leases [Text Block]",
        "terseLabel": "LEASE COMMITMENTS AND CONTINGENCIES"
       }
      }
     },
     "localname": "LesseeOperatingLeasesTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIES"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_Liabilities": {
     "auth_ref": [
      "r30",
      "r288",
      "r361",
      "r391",
      "r392",
      "r394",
      "r395",
      "r396",
      "r398",
      "r400",
      "r402",
      "r403",
      "r515",
      "r519",
      "r520",
      "r539",
      "r725",
      "r812",
      "r868",
      "r869"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 1.0,
       "parentTag": "us-gaap_LiabilitiesAndStockholdersEquity",
       "weight": 1.0
      },
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Sum of the carrying amounts as of the balance sheet date of all liabilities that are recognized. Liabilities are probable future sacrifices of economic benefits arising from present obligations of an entity to transfer assets or provide services to other entities in the future.",
        "label": "Liabilities",
        "terseLabel": "Liabilities",
        "totalLabel": "Total liabilities"
       }
      }
     },
     "localname": "Liabilities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LiabilitiesAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Liabilities [Abstract]",
        "terseLabel": "Liabilities",
        "verboseLabel": "Liabilities"
       }
      }
     },
     "localname": "LiabilitiesAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_LiabilitiesAndStockholdersEquity": {
     "auth_ref": [
      "r28",
      "r214",
      "r236",
      "r755",
      "r788",
      "r804",
      "r862"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of liabilities and equity items, including the portion of equity attributable to noncontrolling interests, if any.",
        "label": "Liabilities and Equity",
        "totalLabel": "Total liabilities and equity"
       }
      }
     },
     "localname": "LiabilitiesAndStockholdersEquity",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LiabilitiesAndStockholdersEquityAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Liabilities and Equity [Abstract]",
        "terseLabel": "Liabilities and stockholders\u2019 equity"
       }
      }
     },
     "localname": "LiabilitiesAndStockholdersEquityAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_LiabilitiesFairValueDisclosureAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Liabilities, Fair Value Disclosure [Abstract]",
        "terseLabel": "Liabilities"
       }
      }
     },
     "localname": "LiabilitiesFairValueDisclosureAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation": {
     "auth_ref": [
      "r0",
      "r1",
      "r9",
      "r107",
      "r248",
      "r249"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 5.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount classified as liabilities attributable to disposal group held for sale or disposed of.",
        "label": "Disposal Group, Including Discontinued Operation, Liabilities",
        "terseLabel": "Liabilities of disposal group held for sale"
       }
      }
     },
     "localname": "LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity": {
     "auth_ref": [
      "r29"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Maximum borrowing capacity under the credit facility without consideration of any current restrictions on the amount that could be borrowed or the amounts currently outstanding under the facility.",
        "label": "Line of Credit Facility, Maximum Borrowing Capacity",
        "terseLabel": "Credit facility, maximum borrowing capacity"
       }
      }
     },
     "localname": "LineOfCreditFacilityMaximumBorrowingCapacity",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LineOfCreditMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "A contractual arrangement with a lender under which borrowings can be made up to a specific amount at any point in time, and under which borrowings outstanding may be either short-term or long-term, depending upon the particulars.",
        "label": "Line of Credit [Member]",
        "terseLabel": "Line of Credit"
       }
      }
     },
     "localname": "LineOfCreditMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_LoanPurchaseCommitmentsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Commitment to purchase loans from a third party.",
        "label": "Loan Purchase Commitments [Member]",
        "terseLabel": "Purchase commitments"
       }
      }
     },
     "localname": "LoanPurchaseCommitmentsMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_LoansAndLeasesReceivableMortgageBankingActivitiesPolicy": {
     "auth_ref": [
      "r670"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for the lending, securitization, sales, transfers and servicing practices for mortgage banking activities.",
        "label": "Mortgage Banking Activity [Policy Text Block]",
        "terseLabel": "Residential"
       }
      }
     },
     "localname": "LoansAndLeasesReceivableMortgageBankingActivitiesPolicy",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_LoansNotesTradeAndOtherReceivablesDisclosureTextBlock": {
     "auth_ref": [
      "r797"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for claims held for amounts due a entity, excluding financing receivables. Examples include, but are not limited to, trade accounts receivables, notes receivables, loans receivables. Includes disclosure for allowance for credit losses.",
        "label": "Loans, Notes, Trade and Other Receivables Disclosure [Text Block]",
        "terseLabel": "LOANS"
       }
      }
     },
     "localname": "LoansNotesTradeAndOtherReceivablesDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANS"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_LoansPayableAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Loans Payable [Abstract]",
        "terseLabel": "Loans"
       }
      }
     },
     "localname": "LoansPayableAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_LoansReceivableHeldForSaleAmount": {
     "auth_ref": [
      "r351",
      "r669"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount, before valuation allowance, of financing receivable classified as held-for-sale.",
        "label": "Financing Receivable, Held-for-Sale",
        "terseLabel": "Loans held-for-sale"
       }
      }
     },
     "localname": "LoansReceivableHeldForSaleAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/LOANSNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_LondonInterbankOfferedRateLIBORMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest rate at which a bank borrows funds from other banks in the London interbank market.",
        "label": "London Interbank Offered Rate (LIBOR) [Member]",
        "terseLabel": "LIBOR"
       }
      }
     },
     "localname": "LondonInterbankOfferedRateLIBORMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_LongMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicates an ownership position in, or purchase of, a security.",
        "label": "Long [Member]",
        "terseLabel": "Notional - Long Positions",
        "verboseLabel": "Purchase contracts"
       }
      }
     },
     "localname": "LongMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_LongtermDebtTypeAxis": {
     "auth_ref": [
      "r31"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of long-term debt.",
        "label": "Long-Term Debt, Type [Axis]",
        "terseLabel": "Long-term Debt, Type [Axis]"
       }
      }
     },
     "localname": "LongtermDebtTypeAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_LongtermDebtTypeDomain": {
     "auth_ref": [
      "r31",
      "r113"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Type of long-term debt arrangement, such as notes, line of credit, commercial paper, asset-based financing, project financing, letter of credit financing. These are debt arrangements that originally required repayment more than twelve months after issuance or greater than the normal operating cycle of the company, if longer.",
        "label": "Long-Term Debt, Type [Domain]",
        "terseLabel": "Long-term Debt, Type [Domain]"
       }
      }
     },
     "localname": "LongtermDebtTypeDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_LossContingencyAccrualAtCarryingValue": {
     "auth_ref": [
      "r386",
      "r770"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of loss contingency liability.",
        "label": "Loss Contingency Accrual",
        "terseLabel": "Material contingencies"
       }
      }
     },
     "localname": "LossContingencyAccrualAtCarryingValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_MarginDepositAssets": {
     "auth_ref": [
      "r772"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The amount of cash or securities placed with a broker or counterparty as security for a trading or derivatives securities position which was partially obtained with funds provided by the broker dealer.",
        "label": "Margin Deposit Assets",
        "terseLabel": "Margin deposit assets"
       }
      }
     },
     "localname": "MarginDepositAssets",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_MaturityOvernightMember": {
     "auth_ref": [
      "r292"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Maturity period of the day after the reporting date for repurchase agreements and similar transactions, for example, but not limited to, securities lending arrangements.",
        "label": "Maturity Overnight [Member]",
        "terseLabel": "1 day"
       }
      }
     },
     "localname": "MaturityOvernightMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_MeasurementInputDiscountRateMember": {
     "auth_ref": [
      "r860"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Measurement input using interest rate to determine present value of future cash flows.",
        "label": "Measurement Input, Discount Rate [Member]",
        "terseLabel": "Discount rate"
       }
      }
     },
     "localname": "MeasurementInputDiscountRateMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_MeasurementInputPrepaymentRateMember": {
     "auth_ref": [
      "r860"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Measurement input using principal prepayment at other than constant rate as proportion of outstanding loan principal.",
        "label": "Measurement Input, Prepayment Rate [Member]",
        "terseLabel": "Prepayment rate"
       }
      }
     },
     "localname": "MeasurementInputPrepaymentRateMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_MeasurementInputTypeAxis": {
     "auth_ref": [
      "r530"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of measurement input used to determine value of asset and liability.",
        "label": "Measurement Input Type [Axis]",
        "terseLabel": "Measurement Input Type [Axis]"
       }
      }
     },
     "localname": "MeasurementInputTypeAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_MeasurementInputTypeDomain": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Measurement input used to determine value of asset and liability.",
        "label": "Measurement Input Type [Domain]",
        "terseLabel": "Measurement Input Type [Domain]"
       }
      }
     },
     "localname": "MeasurementInputTypeDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_MinorityInterest": {
     "auth_ref": [
      "r33",
      "r213",
      "r235",
      "r288",
      "r361",
      "r391",
      "r394",
      "r395",
      "r396",
      "r402",
      "r403",
      "r539"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 1.0,
       "parentTag": "us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Total of all stockholders' equity (deficit) items, net of receivables from officers, directors, owners, and affiliates of the entity which is directly or indirectly attributable to that ownership interest in subsidiary equity which is not attributable to the parent (that is, noncontrolling interest, previously referred to as minority interest).",
        "label": "Stockholders' Equity Attributable to Noncontrolling Interest",
        "terseLabel": "Noncontrolling interests"
       }
      }
     },
     "localname": "MinorityInterest",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders": {
     "auth_ref": [
      "r129"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Decrease in noncontrolling interest balance from payment of dividends or other distributions by the non-wholly owned subsidiary or partially owned entity, included in the consolidation of the parent entity, to the noncontrolling interest holders.",
        "label": "Noncontrolling Interest, Decrease from Distributions to Noncontrolling Interest Holders",
        "negatedTerseLabel": "Equity contributions from (distributions to) noncontrolling interests"
       }
      }
     },
     "localname": "MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 1.0,
       "parentTag": "nly_FinancialAssetsFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value of securitized, pay-through debt securities collateralized by real estate mortgage loans classified as available-for-sale.",
        "label": "Mortgage-Backed Securities Available-for-Sale, Fair Value Disclosure",
        "terseLabel": "Agency mortgage-backed securities"
       }
      }
     },
     "localname": "MortgageBackedSecuritiesAvailableForSaleFairValueDisclosure",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember": {
     "auth_ref": [
      "r89",
      "r819"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Debt securities collateralized by real estate mortgage loans (mortgages), issued by non-governmental sponsored enterprises.",
        "label": "Mortgage-Backed Securities, Issued by Private Enterprises [Member]",
        "terseLabel": "Non-Agency mortgage-backed securities"
       }
      }
     },
     "localname": "MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember": {
     "auth_ref": [
      "r819"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Debt securities collateralized by real estate mortgage loans (mortgages), issued by US Government Sponsored Enterprises, such as Federal Home Loan Mortgage Corporation (FHLMC or Freddie Mac).",
        "label": "Mortgage-Backed Securities, Issued by US Government Sponsored Enterprises [Member]",
        "terseLabel": "Agency Mortgage-backed Securities"
       }
      }
     },
     "localname": "MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_MortgageLoansOnRealEstate": {
     "auth_ref": [
      "r671"
     ],
     "calculation": {
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of investment in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate.",
        "label": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate",
        "terseLabel": "Loans"
       }
      }
     },
     "localname": "MortgageLoansOnRealEstate",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_MortgageLoansOnRealEstateCostOfMortgagesSold": {
     "auth_ref": [
      "r673"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of decrease in investment in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate, from sale.",
        "label": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate, Cost of Mortgage Sold",
        "negatedTerseLabel": "Sales and transfers"
       }
      }
     },
     "localname": "MortgageLoansOnRealEstateCostOfMortgagesSold",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_MortgageLoansOnRealEstateNewMortgageLoans": {
     "auth_ref": [
      "r673"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of increase in mortgage loan on real estate by entity with substantial portion of business acquiring and holding investment real estate or interest in real estate, from new investment.",
        "label": "SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate, New Mortgage Loan",
        "verboseLabel": "Purchases / originations"
       }
      }
     },
     "localname": "MortgageLoansOnRealEstateNewMortgageLoans",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_MovementInMortgageLoansOnRealEstateRollForward": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.",
        "label": "SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]",
        "terseLabel": "SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]"
       }
      }
     },
     "localname": "MovementInMortgageLoansOnRealEstateRollForward",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_NetCashProvidedByUsedInFinancingActivities": {
     "auth_ref": [
      "r284"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 1.0,
       "parentTag": "us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash inflow (outflow) from financing activities, including discontinued operations. Financing activity cash flows include obtaining resources from owners and providing them with a return on, and a return of, their investment; borrowing money and repaying amounts borrowed, or settling the obligation; and obtaining and paying for other resources obtained from creditors on long-term credit.",
        "label": "Net Cash Provided by (Used in) Financing Activities",
        "totalLabel": "Net cash provided by (used in) financing activities"
       }
      }
     },
     "localname": "NetCashProvidedByUsedInFinancingActivities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Net Cash Provided by (Used in) Financing Activities, Continuing Operations [Abstract]",
        "terseLabel": "Cash flows from financing activities"
       }
      }
     },
     "localname": "NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_NetCashProvidedByUsedInInvestingActivities": {
     "auth_ref": [
      "r284"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 2.0,
       "parentTag": "us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash inflow (outflow) from investing activities, including discontinued operations. Investing activity cash flows include making and collecting loans and acquiring and disposing of debt or equity instruments and property, plant, and equipment and other productive assets.",
        "label": "Net Cash Provided by (Used in) Investing Activities",
        "totalLabel": "Net cash provided by (used in) investing activities"
       }
      }
     },
     "localname": "NetCashProvidedByUsedInInvestingActivities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Net Cash Provided by (Used in) Investing Activities, Continuing Operations [Abstract]",
        "terseLabel": "Cash flows from investing activities"
       }
      }
     },
     "localname": "NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_NetCashProvidedByUsedInOperatingActivities": {
     "auth_ref": [
      "r66",
      "r67",
      "r70"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 3.0,
       "parentTag": "us-gaap_CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect",
       "weight": 1.0
      }
     },
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash inflow (outflow) from operating activities, including discontinued operations. Operating activity cash flows include transactions, adjustments, and changes in value not defined as investing or financing activities.",
        "label": "Net Cash Provided by (Used in) Operating Activities",
        "totalLabel": "Net cash provided by (used in) operating activities"
       }
      }
     },
     "localname": "NetCashProvidedByUsedInOperatingActivities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Net Cash Provided by (Used in) Operating Activities, Continuing Operations [Abstract]",
        "terseLabel": "Cash flows from operating activities"
       }
      }
     },
     "localname": "NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_NetIncomeLoss": {
     "auth_ref": [
      "r47",
      "r70",
      "r221",
      "r240",
      "r249",
      "r265",
      "r268",
      "r273",
      "r288",
      "r302",
      "r304",
      "r305",
      "r306",
      "r307",
      "r310",
      "r311",
      "r321",
      "r338",
      "r340",
      "r345",
      "r347",
      "r361",
      "r391",
      "r392",
      "r394",
      "r395",
      "r396",
      "r398",
      "r400",
      "r402",
      "r403",
      "r527",
      "r539",
      "r726",
      "r812"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The portion of profit or loss for the period, net of income taxes, which is attributable to the parent.",
        "label": "Net Income (Loss) Attributable to Parent",
        "terseLabel": "Total included in net income (loss)",
        "totalLabel": "Net income (loss) attributable to Annaly",
        "verboseLabel": "Net income (loss) attributable to Annaly"
       }
      }
     },
     "localname": "NetIncomeLoss",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY",
      "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails",
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_NetIncomeLossAttributableToNoncontrollingInterest": {
     "auth_ref": [
      "r142",
      "r157",
      "r265",
      "r268",
      "r310",
      "r311",
      "r777"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 2.0,
       "parentTag": "us-gaap_NetIncomeLoss",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of Net Income (Loss) attributable to noncontrolling interest.",
        "label": "Net Income (Loss) Attributable to Noncontrolling Interest",
        "negatedTerseLabel": "Net income (loss) attributable to noncontrolling interests",
        "terseLabel": "Net income (loss) attributable to noncontrolling interests"
       }
      }
     },
     "localname": "NetIncomeLossAttributableToNoncontrollingInterest",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY",
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic": {
     "auth_ref": [
      "r304",
      "r305",
      "r306",
      "r307",
      "r313",
      "r314",
      "r322",
      "r325",
      "r338",
      "r340",
      "r345",
      "r347",
      "r726"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount, after deduction of tax, noncontrolling interests, dividends on preferred stock and participating securities; of income (loss) available to common shareholders.",
        "label": "Net Income (Loss) Available to Common Stockholders, Basic",
        "totalLabel": "Net income (loss) available (related) to common stockholders"
       }
      }
     },
     "localname": "NetIncomeLossAvailableToCommonStockholdersBasic",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_NewAccountingPronouncementsPolicyPolicyTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy pertaining to new accounting pronouncements that may impact the entity's financial reporting. Includes, but is not limited to, quantification of the expected or actual impact.",
        "label": "New Accounting Pronouncements, Policy [Policy Text Block]",
        "terseLabel": "Recent Accounting Pronouncements"
       }
      }
     },
     "localname": "NewAccountingPronouncementsPolicyPolicyTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_NoncashInvestingAndFinancingItemsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Noncash Investing and Financing Items [Abstract]",
        "terseLabel": "Noncash investing and financing activities"
       }
      }
     },
     "localname": "NoncashInvestingAndFinancingItemsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_NoncontrollingInterestMember": {
     "auth_ref": [
      "r136",
      "r447",
      "r789",
      "r790",
      "r791"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This element represents that portion of equity (net assets) in a subsidiary not attributable, directly or indirectly, to the parent. A noncontrolling interest is sometimes called a minority interest.",
        "label": "Noncontrolling Interest [Member]",
        "terseLabel": "Noncontrolling interests"
       }
      }
     },
     "localname": "NoncontrollingInterestMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_NoninterestIncomeAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Noninterest Income [Abstract]",
        "terseLabel": "Net servicing income"
       }
      }
     },
     "localname": "NoninterestIncomeAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_NonoperatingGainsLossesAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Nonoperating Gains (Losses) [Abstract]",
        "terseLabel": "Realized and unrealized gains (losses)"
       }
      }
     },
     "localname": "NonoperatingGainsLossesAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_NonoperatingIncomeExpense": {
     "auth_ref": [
      "r51"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The aggregate amount of income or expense from ancillary business-related activities (that is to say, excluding major activities considered part of the normal operations of the business).",
        "label": "Nonoperating Income (Expense)",
        "totalLabel": "Total other income (loss)"
       }
      }
     },
     "localname": "NonoperatingIncomeExpense",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OffsettingAssetsLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Offsetting Assets [Line Items]",
        "terseLabel": "Offsetting Assets [Line Items]"
       }
      }
     },
     "localname": "OffsettingAssetsLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_OffsettingAssetsTable": {
     "auth_ref": [
      "r34",
      "r35"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about derivative and financial assets that are subject to offsetting, including enforceable master netting arrangements.",
        "label": "Offsetting Assets [Table]",
        "terseLabel": "Offsetting Assets [Table]"
       }
      }
     },
     "localname": "OffsettingAssetsTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_OperatingLeaseCost": {
     "auth_ref": [
      "r554",
      "r754"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of single lease cost, calculated by allocation of remaining cost of lease over remaining lease term. Includes, but is not limited to, single lease cost, after impairment of right-of-use asset, calculated by amortization of remaining right-of-use asset and accretion of lease liability.",
        "label": "Operating Lease, Cost",
        "terseLabel": "Lease cost"
       }
      }
     },
     "localname": "OperatingLeaseCost",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OperatingLeaseLiability": {
     "auth_ref": [
      "r550"
     ],
     "calculation": {
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails_1": {
       "order": 2.0,
       "parentTag": "us-gaap_LesseeOperatingLeaseLiabilityPaymentsDue",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Present value of lessee's discounted obligation for lease payments from operating lease.",
        "label": "Operating Lease, Liability",
        "terseLabel": "Present value of lease liabilities"
       }
      }
     },
     "localname": "OperatingLeaseLiability",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESDetailsofMaturitiesofLeaseLiabilitiesDetails",
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList": {
     "auth_ref": [
      "r551"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicates line item in statement of financial position that includes operating lease liability.",
        "label": "Operating Lease, Liability, Statement of Financial Position [Extensible Enumeration]",
        "terseLabel": "Operating Lease, Liability, Statement of Financial Position [Extensible Enumeration]"
       }
      }
     },
     "localname": "OperatingLeaseLiabilityStatementOfFinancialPositionExtensibleList",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails"
     ],
     "xbrltype": "enumerationSetItemType"
    },
    "us-gaap_OperatingLeasePayments": {
     "auth_ref": [
      "r552",
      "r555"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash outflow from operating lease, excluding payments to bring another asset to condition and location necessary for its intended use.",
        "label": "Operating Lease, Payments",
        "terseLabel": "Operating cash flows from operating leases"
       }
      }
     },
     "localname": "OperatingLeasePayments",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OperatingLeaseRightOfUseAsset": {
     "auth_ref": [
      "r549"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of lessee's right to use underlying asset under operating lease.",
        "label": "Operating Lease, Right-of-Use Asset",
        "terseLabel": "Operating lease right-of-use assets"
       }
      }
     },
     "localname": "OperatingLeaseRightOfUseAsset",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList": {
     "auth_ref": [
      "r551"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicates line item in statement of financial position that includes operating lease right-of-use asset.",
        "label": "Operating Lease, Right-of-Use Asset, Statement of Financial Position [Extensible Enumeration]",
        "terseLabel": "Operating Lease, Right-of-Use Asset, Statement of Financial Position [Extensible Enumeration]"
       }
      }
     },
     "localname": "OperatingLeaseRightOfUseAssetStatementOfFinancialPositionExtensibleList",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails"
     ],
     "xbrltype": "enumerationSetItemType"
    },
    "us-gaap_OperatingLeaseWeightedAverageDiscountRatePercent": {
     "auth_ref": [
      "r557",
      "r754"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Weighted average discount rate for operating lease calculated at point in time.",
        "label": "Operating Lease, Weighted Average Discount Rate, Percent",
        "terseLabel": "Weighted average discount rate"
       }
      }
     },
     "localname": "OperatingLeaseWeightedAverageDiscountRatePercent",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "us-gaap_OperatingLeaseWeightedAverageRemainingLeaseTerm1": {
     "auth_ref": [
      "r556",
      "r754"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Weighted average remaining lease term for operating lease, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.",
        "label": "Operating Lease, Weighted Average Remaining Lease Term",
        "terseLabel": "Weighted average remaining lease term"
       }
      }
     },
     "localname": "OperatingLeaseWeightedAverageRemainingLeaseTerm1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LEASECOMMITMENTSANDCONTINGENCIESSupplementalLeaseInformationDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "us-gaap_OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Organization, Consolidation and Presentation of Financial Statements [Abstract]",
        "terseLabel": "Organization, Consolidation and Presentation of Financial Statements [Abstract]"
       }
      }
     },
     "localname": "OrganizationConsolidationAndPresentationOfFinancialStatementsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_OtherAssets": {
     "auth_ref": [
      "r208",
      "r231",
      "r251"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 11.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      },
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails": {
       "order": 5.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of assets classified as other.",
        "label": "Other Assets",
        "terseLabel": "Other assets"
       }
      }
     },
     "localname": "OtherAssets",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax": {
     "auth_ref": [
      "r261",
      "r262",
      "r263"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount, after tax and adjustment, of unrealized gain (loss) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale) and unrealized gain (loss) on investment in debt security measured at amortized cost (held-to-maturity) from transfer to available-for-sale.",
        "label": "OCI, Debt Securities, Available-for-Sale, Gain (Loss), after Adjustment and Tax",
        "terseLabel": "Fair value adjustment"
       }
      }
     },
     "localname": "OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Other Comprehensive Income (Loss), Net of Tax [Abstract]",
        "terseLabel": "Other comprehensive income (loss)"
       }
      }
     },
     "localname": "OtherComprehensiveIncomeLossNetOfTaxPeriodIncreaseDecreaseAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent": {
     "auth_ref": [
      "r138",
      "r139",
      "r143",
      "r266",
      "r269"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount after tax of other comprehensive income (loss) attributable to parent entity.",
        "label": "Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent",
        "totalLabel": "Other comprehensive income (loss)"
       }
      }
     },
     "localname": "OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax": {
     "auth_ref": [
      "r40",
      "r43",
      "r95",
      "r264"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 2.0,
       "parentTag": "us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount after tax of reclassification adjustment from accumulated other comprehensive income for unrealized gain (loss) realized upon the sale of available-for-sale securities.",
        "label": "Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale of Securities, Net of Tax",
        "negatedLabel": "Reclassification adjustment for net (gains) losses included in net income (loss)",
        "negatedTerseLabel": "Reclassification adjustment for net gains (losses) included in net income (loss)"
       }
      }
     },
     "localname": "OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax": {
     "auth_ref": [
      "r261",
      "r263"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount, after tax and before adjustment, of unrealized holding gain (loss) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). Excludes unrealized gain (loss) on investment in debt security measured at amortized cost (held-to-maturity) from transfer to available-for-sale.",
        "label": "OCI, Debt Securities, Available-for-Sale, Unrealized Holding Gain (Loss), before Adjustment, after Tax",
        "terseLabel": "Unrealized gains (losses) on available-for-sale securities"
       }
      }
     },
     "localname": "OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OtherDebtSecuritiesMember": {
     "auth_ref": [
      "r799",
      "r808",
      "r819",
      "r861"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Investments in debt securities classified as other.",
        "label": "Other Debt Obligations [Member]",
        "terseLabel": "Other secured financing"
       }
      }
     },
     "localname": "OtherDebtSecuritiesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_OtherGeneralAndAdministrativeExpense": {
     "auth_ref": [
      "r49"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "us-gaap_GeneralAndAdministrativeExpense",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of general and administrative expense classified as other.",
        "label": "Other General and Administrative Expense",
        "terseLabel": "Other general and administrative expenses"
       }
      }
     },
     "localname": "OtherGeneralAndAdministrativeExpense",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OtherNonoperatingIncomeExpense": {
     "auth_ref": [
      "r52"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "us-gaap_NonoperatingIncomeExpense",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of income (expense) related to nonoperating activities, classified as other.",
        "label": "Other Nonoperating Income (Expense)",
        "terseLabel": "Other, net"
       }
      }
     },
     "localname": "OtherNonoperatingIncomeExpense",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_OtherSecuredFinancings": {
     "auth_ref": [
      "r160"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 2.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Secured financing other than securities sold under agreements to repurchase and securities loaned.",
        "label": "Other Secured Financings",
        "terseLabel": "Other secured financing"
       }
      }
     },
     "localname": "OtherSecuredFinancings",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail",
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ParentMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Portion of equity, or net assets, in the consolidated entity attributable, directly or indirectly, to the parent. Excludes noncontrolling interests.",
        "label": "Parent [Member]",
        "terseLabel": "Total stockholder\u2019s equity"
       }
      }
     },
     "localname": "ParentMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ParticipatingMortgageLoansParticipationLiabilitiesAmount": {
     "auth_ref": [
      "r114"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 4.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      },
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 2.0,
       "parentTag": "us-gaap_FinancialLiabilitiesFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The aggregate amount of the participation liability at the end of the accounting period.",
        "label": "Participating Mortgage Loans, Participation Liabilities, Amount",
        "terseLabel": "Participations issued"
       }
      }
     },
     "localname": "ParticipatingMortgageLoansParticipationLiabilitiesAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ParticipatingMortgagesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Mortgage that gives the lender the right to share in the appreciation of fair value or results of operations of the mortgaged real estate project.",
        "label": "Participating Mortgages [Member]",
        "terseLabel": "Participations issued"
       }
      }
     },
     "localname": "ParticipatingMortgagesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_PaymentForManagementFee": {
     "auth_ref": [
      "r783",
      "r866"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount paid to managing member or general partner for management of the day-to-day business functions of the limited liability company (LLC) or limited partnership (LP).",
        "label": "Payment for Management Fee",
        "terseLabel": "Reimbursement payments"
       }
      }
     },
     "localname": "PaymentForManagementFee",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsForRepurchaseOfCommonStock": {
     "auth_ref": [
      "r62"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 3.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash outflow to reacquire common stock during the period.",
        "label": "Payments for Repurchase of Common Stock",
        "negatedTerseLabel": "Net payments on share repurchase"
       }
      }
     },
     "localname": "PaymentsForRepurchaseOfCommonStock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsForRepurchaseOfPreferredStockAndPreferenceStock": {
     "auth_ref": [
      "r62"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 13.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash outflow to reacquire preferred stock during the period.",
        "label": "Payments for Repurchase of Preferred Stock and Preference Stock",
        "negatedLabel": "Redemptions of preferred stock"
       }
      }
     },
     "localname": "PaymentsForRepurchaseOfPreferredStockAndPreferenceStock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsForSecuritiesPurchasedUnderAgreementsToResell": {
     "auth_ref": [
      "r780"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 13.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash outflow associated with agreements to purchase and then resell securities to counterparties (reverse repurchase agreements).",
        "label": "Payments for Securities Purchased under Agreements to Resell",
        "negatedLabel": "Payments on reverse repurchase agreements"
       }
      }
     },
     "localname": "PaymentsForSecuritiesPurchasedUnderAgreementsToResell",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsOfDividends": {
     "auth_ref": [
      "r62"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 14.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Cash outflow in the form of capital distributions and dividends to common shareholders, preferred shareholders and noncontrolling interests.",
        "label": "Payments of Dividends",
        "negatedLabel": "Dividends paid"
       }
      }
     },
     "localname": "PaymentsOfDividends",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsOfDividendsCommonStock": {
     "auth_ref": [
      "r62"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash outflow in the form of ordinary dividends to common shareholders of the parent entity.",
        "label": "Payments of Ordinary Dividends, Common Stock",
        "terseLabel": "Distributions paid to common stockholders after period end"
       }
      }
     },
     "localname": "PaymentsOfDividendsCommonStock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsOfFinancingCosts": {
     "auth_ref": [
      "r64"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 12.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash outflow for loan and debt issuance costs.",
        "label": "Payments of Financing Costs",
        "negatedLabel": "Payment of deferred financing cost"
       }
      }
     },
     "localname": "PaymentsOfFinancingCosts",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsRelatedToTaxWithholdingForShareBasedCompensation": {
     "auth_ref": [
      "r281"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 5.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash outflow to satisfy grantee's tax withholding obligation for award under share-based payment arrangement.",
        "label": "Payment, Tax Withholding, Share-Based Payment Arrangement",
        "negatedTerseLabel": "Settlement of stock-based awards in satisfaction of withholding tax requirements"
       }
      }
     },
     "localname": "PaymentsRelatedToTaxWithholdingForShareBasedCompensation",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsToAcquireAvailableForSaleSecuritiesDebt": {
     "auth_ref": [
      "r57",
      "r87",
      "r279"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 1.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash outflow to acquire investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Payments to Acquire Debt Securities, Available-for-Sale",
        "negatedTerseLabel": "Payments on purchases of securities"
       }
      }
     },
     "localname": "PaymentsToAcquireAvailableForSaleSecuritiesDebt",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsToAcquireCommercialRealEstate": {
     "auth_ref": [
      "r58"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 10.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash outflow from the acquisition of property as primarily intended to generate income for its owner.",
        "label": "Payments to Acquire Commercial Real Estate",
        "negatedLabel": "Investments in real estate"
       }
      }
     },
     "localname": "PaymentsToAcquireCommercialRealEstate",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsToAcquireFinanceReceivables": {
     "auth_ref": [
      "r59"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 4.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash outflow for the purchase of amounts due from customers, clients, lessees, borrowers, or others under the terms of its agreements therewith.",
        "label": "Payments to Acquire Finance Receivables",
        "negatedTerseLabel": "Payments on purchases and origination of loans"
       }
      }
     },
     "localname": "PaymentsToAcquireFinanceReceivables",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PaymentsToAcquireMortgageServicingRightsMSR": {
     "auth_ref": [
      "r59",
      "r873"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 7.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash outflow to obtain servicing rights, which contractually entitle the servicer to receive fees and ancillary revenues for performing billing, collection, disbursement and recordkeeping services in connection with a mortgage portfolio. Rights may be obtained via (1) acquisition or assumption of a servicing obligation that does not relate to financial assets of the servicer or its consolidated affiliates; or (2) by originating mortgage loans and then (a) transferring the loans to a Variable Interest Entity (VIE) in a transaction that meets the necessary transfer and classification requirements, or (b) transferring the loans in a transaction that meets the requirements for sale accounting.",
        "label": "Payments to Acquire Mortgage Servicing Rights (MSR)",
        "negatedLabel": "Payments on purchases of MSR"
       }
      }
     },
     "localname": "PaymentsToAcquireMortgageServicingRightsMSR",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PerformanceSharesMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Share-based payment arrangement awarded for meeting performance target.",
        "label": "Performance Shares [Member]",
        "terseLabel": "PSUs"
       }
      }
     },
     "localname": "PerformanceSharesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_PlanNameAxis": {
     "auth_ref": [
      "r820",
      "r821",
      "r822",
      "r823",
      "r824",
      "r825",
      "r826",
      "r827",
      "r828",
      "r829",
      "r830",
      "r831",
      "r832",
      "r833",
      "r834",
      "r835",
      "r836",
      "r837",
      "r838",
      "r839",
      "r840",
      "r841",
      "r842",
      "r843",
      "r844",
      "r845"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by plan name for share-based payment arrangement.",
        "label": "Plan Name [Axis]",
        "terseLabel": "Plan Name [Axis]"
       }
      }
     },
     "localname": "PlanNameAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_PlanNameDomain": {
     "auth_ref": [
      "r820",
      "r821",
      "r822",
      "r823",
      "r824",
      "r825",
      "r826",
      "r827",
      "r828",
      "r829",
      "r830",
      "r831",
      "r832",
      "r833",
      "r834",
      "r835",
      "r836",
      "r837",
      "r838",
      "r839",
      "r840",
      "r841",
      "r842",
      "r843",
      "r844",
      "r845"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Plan name for share-based payment arrangement.",
        "label": "Plan Name [Domain]",
        "terseLabel": "Plan Name [Domain]"
       }
      }
     },
     "localname": "PlanNameDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_PledgedStatusAxis": {
     "auth_ref": [
      "r514",
      "r749"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by pledged or not pledged status of asset owned by entity.",
        "label": "Pledged Status [Axis]",
        "terseLabel": "Pledged Status [Axis]"
       }
      }
     },
     "localname": "PledgedStatusAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_PledgedStatusDomain": {
     "auth_ref": [
      "r514",
      "r749"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Pledged or not pledged status of asset owned by entity.",
        "label": "Pledged Status [Domain]",
        "terseLabel": "Pledged Status [Domain]"
       }
      }
     },
     "localname": "PledgedStatusDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_PortionAtFairValueFairValueDisclosureMember": {
     "auth_ref": [
      "r537"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Measured at fair value for financial reporting purposes.",
        "label": "Portion at Fair Value Measurement [Member]",
        "terseLabel": "Portion at Fair Value Measurement [Member]"
       }
      }
     },
     "localname": "PortionAtFairValueFairValueDisclosureMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_PositionAxis": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by position taken for a security.",
        "label": "Position [Axis]",
        "terseLabel": "Position [Axis]"
       }
      }
     },
     "localname": "PositionAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_PositionDomain": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicates position taken for a security.",
        "label": "Position [Domain]",
        "terseLabel": "Position [Domain]"
       }
      }
     },
     "localname": "PositionDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofSwaptionsOutstandingDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_PreferredStockDividendRatePercentage": {
     "auth_ref": [
      "r432"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The percentage rate used to calculate dividend payments on preferred stock.",
        "label": "Preferred Stock, Dividend Rate, Percentage",
        "terseLabel": "Preferred stock dividend rate, percentage",
        "verboseLabel": "Contractual Rate"
       }
      }
     },
     "localname": "PreferredStockDividendRatePercentage",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "us-gaap_PreferredStockDividendsAndOtherAdjustments": {
     "auth_ref": [
      "r77",
      "r796"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 2.0,
       "parentTag": "us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The aggregate value of preferred stock dividends and other adjustments necessary to derive net income apportioned to common stockholders.",
        "label": "Preferred Stock Dividends and Other Adjustments",
        "terseLabel": "Dividends on preferred stock",
        "verboseLabel": "Dividends on preferred stock"
       }
      }
     },
     "localname": "PreferredStockDividendsAndOtherAdjustments",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PreferredStockDividendsPerShareDeclared": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Aggregate dividends declared during the period for each share of preferred stock outstanding.",
        "label": "Preferred Stock, Dividends Per Share, Declared",
        "terseLabel": "Preferred series dividends declared (in dollars per share)"
       }
      }
     },
     "localname": "PreferredStockDividendsPerShareDeclared",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "perShareItemType"
    },
    "us-gaap_PreferredStockMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Preferred shares may provide a preferential dividend to the dividend on common stock and may take precedence over common stock in the event of a liquidation. Preferred shares typically represent an ownership interest in the company.",
        "label": "Preferred Stock [Member]",
        "terseLabel": "Preferred stock"
       }
      }
     },
     "localname": "PreferredStockMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_PreferredStockParOrStatedValuePerShare": {
     "auth_ref": [
      "r22",
      "r431"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Face amount or stated value per share of preferred stock nonredeemable or redeemable solely at the option of the issuer.",
        "label": "Preferred Stock, Par or Stated Value Per Share",
        "terseLabel": "Preferred Stock, par value (in dollars per share)"
       }
      }
     },
     "localname": "PreferredStockParOrStatedValuePerShare",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "perShareItemType"
    },
    "us-gaap_PreferredStockRedemptionPricePerShare": {
     "auth_ref": [
      "r120",
      "r122",
      "r124"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The price per share at which the preferred stock of an entity that has priority over common stock in the distribution of dividends and in the event of liquidation of the entity is redeemed or may be called at. The redemption features of this preferred stock are solely within the control of the issuer.",
        "label": "Preferred Stock, Redemption Price Per Share",
        "terseLabel": "Preferred stock, redemption price (in dollars per share)"
       }
      }
     },
     "localname": "PreferredStockRedemptionPricePerShare",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "perShareItemType"
    },
    "us-gaap_PreferredStockSharesAuthorized": {
     "auth_ref": [
      "r22"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The maximum number of nonredeemable preferred shares (or preferred stock redeemable solely at the option of the issuer) permitted to be issued by an entity's charter and bylaws.",
        "label": "Preferred Stock, Shares Authorized",
        "terseLabel": "Preferred Stock, shares authorized (in shares)",
        "verboseLabel": "Shares authorized (in shares)"
       }
      }
     },
     "localname": "PreferredStockSharesAuthorized",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_PreferredStockSharesIssued": {
     "auth_ref": [
      "r22",
      "r431"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Total number of nonredeemable preferred shares (or preferred stock redeemable solely at the option of the issuer) issued to shareholders (includes related preferred shares that were issued, repurchased, and remain in the treasury). May be all or portion of the number of preferred shares authorized. Excludes preferred shares that are classified as debt.",
        "label": "Preferred Stock, Shares Issued",
        "verboseLabel": "Shares issued (in shares)"
       }
      }
     },
     "localname": "PreferredStockSharesIssued",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_PreferredStockSharesOutstanding": {
     "auth_ref": [
      "r22"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Aggregate share number for all nonredeemable preferred stock (or preferred stock redeemable solely at the option of the issuer) held by stockholders. Does not include preferred shares that have been repurchased.",
        "label": "Preferred Stock, Shares Outstanding",
        "verboseLabel": "Shares outstanding (in shares)"
       }
      }
     },
     "localname": "PreferredStockSharesOutstanding",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_PreferredStockValue": {
     "auth_ref": [
      "r22",
      "r755"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 1.0,
       "parentTag": "us-gaap_StockholdersEquity",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Aggregate par or stated value of issued nonredeemable preferred stock (or preferred stock redeemable solely at the option of the issuer). This item includes treasury stock repurchased by the entity. Note: elements for number of nonredeemable preferred shares, par value and other disclosure concepts are in another section within stockholders' equity.",
        "label": "Preferred Stock, Value, Issued",
        "terseLabel": "Preferred stock, par value $0.01 per share, 63,500,000 authorized, issued and outstanding, respectively",
        "verboseLabel": "Carrying Value"
       }
      }
     },
     "localname": "PreferredStockValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio": {
     "auth_ref": [
      "r203"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This is the result of the principal amount outstanding of total loans managed or securitized less securitized loans and loans that are in the process of being securitized.",
        "label": "Principal Amount Outstanding of Loans Held-in-portfolio",
        "verboseLabel": "Unpaid principal balance"
       }
      }
     },
     "localname": "PrincipalAmountOutstandingOfLoansHeldInPortfolio",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromDivestitureOfBusinesses": {
     "auth_ref": [
      "r54"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash inflow associated with the amount received from the sale of a portion of the company's business, for example a segment, division, branch or other business, during the period.",
        "label": "Proceeds from Divestiture of Businesses",
        "terseLabel": "Cash proceeds"
       }
      }
     },
     "localname": "ProceedsFromDivestitureOfBusinesses",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SALEOFMIDDLEMARKETLENDINGPORTFOLIODetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromDivestitureOfBusinessesNetOfCashDivested": {
     "auth_ref": [
      "r54"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 17.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This element represents the cash inflow during the period from the sale of a component of the entity.",
        "label": "Proceeds from Divestiture of Businesses, Net of Cash Divested",
        "terseLabel": "Net proceeds from business divestiture"
       }
      }
     },
     "localname": "ProceedsFromDivestitureOfBusinessesNetOfCashDivested",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromDividendsReceived": {
     "auth_ref": [
      "r782"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Dividends received on equity and other investments during the current period.",
        "label": "Proceeds from Dividends Received",
        "terseLabel": "Dividends received"
       }
      }
     },
     "localname": "ProceedsFromDividendsReceived",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromInterestReceived": {
     "auth_ref": [
      "r782"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest received on loans and other debt instruments during the current period.",
        "label": "Proceeds from Interest Received",
        "terseLabel": "Interest received"
       }
      }
     },
     "localname": "ProceedsFromInterestReceived",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromIssuanceOfCommonStock": {
     "auth_ref": [
      "r60"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 1.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash inflow from the additional capital contribution to the entity.",
        "label": "Proceeds from Issuance of Common Stock",
        "terseLabel": "Net proceeds from stock offerings, direct purchases and dividend reinvestments"
       }
      }
     },
     "localname": "ProceedsFromIssuanceOfCommonStock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromIssuanceOfSecuredDebt": {
     "auth_ref": [
      "r61"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 16.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash inflow from amounts received from issuance of long-term debt that is wholly or partially secured by collateral. Excludes proceeds from tax exempt secured debt.",
        "label": "Proceeds from Issuance of Secured Debt",
        "terseLabel": "Proceeds from issuances of securitized debt"
       }
      }
     },
     "localname": "ProceedsFromIssuanceOfSecuredDebt",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities": {
     "auth_ref": [
      "r87",
      "r279",
      "r280"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 3.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash inflow from maturity, prepayment and call of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Proceeds from Maturities, Prepayments and Calls of Debt Securities, Available-for-Sale",
        "terseLabel": "Principal payments on securities"
       }
      }
     },
     "localname": "ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities": {
     "auth_ref": [
      "r53",
      "r87"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 6.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash inflow associated with the maturity, prepayments and calls (requests for early payments) of debt securities designated as held-to-maturity.",
        "label": "Proceeds from Maturities, Prepayments and Calls of Held-to-Maturity Securities",
        "terseLabel": "Principal payments on loans"
       }
      }
     },
     "localname": "ProceedsFromMaturitiesPrepaymentsAndCallsOfHeldToMaturitySecurities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromPaymentsToMinorityShareholders": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 15.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash inflow (outflow) from (to) a noncontrolling interest. Excludes dividends paid to the noncontrolling interest.",
        "label": "Proceeds from (Payments to) Noncontrolling Interests",
        "terseLabel": "Net contributions (distributions) from (to) noncontrolling interests"
       }
      }
     },
     "localname": "ProceedsFromPaymentsToMinorityShareholders",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromRepaymentsOfOtherLongTermDebt": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 9.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash inflow (outflow) from other long-term debt.",
        "label": "Proceeds from (Repayments of) Other Long-Term Debt",
        "terseLabel": "Net principal receipts (payments) on mortgages payable"
       }
      }
     },
     "localname": "ProceedsFromRepaymentsOfOtherLongTermDebt",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities": {
     "auth_ref": [
      "r87",
      "r279",
      "r280"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash inflow from sale, maturity, prepayment and call of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Proceeds from Sale and Maturity of Debt Securities, Available-for-Sale",
        "negatedTerseLabel": "Principal paydowns"
       }
      }
     },
     "localname": "ProceedsFromSaleAndMaturityOfAvailableForSaleSecurities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromSaleOfAvailableForSaleSecuritiesDebt": {
     "auth_ref": [
      "r53",
      "r87",
      "r279"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 2.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash inflow from sale of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).",
        "label": "Proceeds from Sale of Debt Securities, Available-for-Sale",
        "terseLabel": "Proceeds from sales of securities"
       }
      }
     },
     "localname": "ProceedsFromSaleOfAvailableForSaleSecuritiesDebt",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromSaleOfEquitySecuritiesFvNi": {
     "auth_ref": [
      "r282",
      "r360"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 15.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of cash inflow from sale of investment in equity security measured at fair value with change in fair value recognized in net income (FV-NI), classified as investing activity.",
        "label": "Proceeds from Sale of Equity Securities, FV-NI",
        "terseLabel": "Proceeds from sale of equity securities"
       }
      }
     },
     "localname": "ProceedsFromSaleOfEquitySecuritiesFvNi",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromSaleOfHeldToMaturitySecurities": {
     "auth_ref": [
      "r53",
      "r87"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 5.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash inflow associated with the sale of securities that had been designated as held-to-maturity. Excludes proceeds from maturities, prepayments and calls by the issuer.",
        "label": "Proceeds from Sale of Held-to-Maturity Securities",
        "terseLabel": "Proceeds from sales of loans"
       }
      }
     },
     "localname": "ProceedsFromSaleOfHeldToMaturitySecurities",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromSaleOfLoansHeldForSale": {
     "auth_ref": [
      "r781",
      "r784"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 10.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash inflow resulting from the sale of loans classified as held-for-sale, including proceeds from loans sold through mortgage securitization.",
        "label": "Proceeds from Sale of Loans Held-for-sale",
        "terseLabel": "Proceeds from sales and repayments of loans held for sale"
       }
      }
     },
     "localname": "ProceedsFromSaleOfLoansHeldForSale",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromSaleOfMortgageServicingRightsMSR": {
     "auth_ref": [
      "r56",
      "r873"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 8.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash inflow from the sale of servicing rights, which contractually entitle the servicer to receive fees and ancillary revenues for performing billing, collection, disbursement and recordkeeping services in connection with a mortgage portfolio. Rights may be obtained via (1) acquisition or assumption of a servicing obligation that does not relate to financial assets of the servicer or its consolidated affiliates; or (2) by originating mortgage loans and then (a) transferring the loans to a Variable Interest Entity (VIE) in a transaction that meets the necessary transfer and classification requirements, or (b) transferring the loans in a transaction that meets the requirements for sale accounting.",
        "label": "Proceeds from Sale of Mortgage Servicing Rights (MSR)",
        "terseLabel": "Proceeds from sales of MSR"
       }
      }
     },
     "localname": "ProceedsFromSaleOfMortgageServicingRightsMSR",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromSaleOfRealEstateHeldforinvestment": {
     "auth_ref": [
      "r55"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 11.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Cash received from the sale of real estate that is held for investment, that is, it is part of an investing activity during the period.",
        "label": "Proceeds from Sale of Real Estate Held-for-investment",
        "terseLabel": "Proceeds from sales of real estate"
       }
      }
     },
     "localname": "ProceedsFromSaleOfRealEstateHeldforinvestment",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProceedsFromSecuritiesPurchasedUnderAgreementsToResell": {
     "auth_ref": [
      "r779"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 12.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInInvestingActivities",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash inflow associated with agreements to purchase and then resell securities to counterparties (reverse repurchase agreements).",
        "label": "Proceeds from Securities Purchased under Agreements to Resell",
        "terseLabel": "Proceeds from reverse repurchase agreements"
       }
      }
     },
     "localname": "ProceedsFromSecuritiesPurchasedUnderAgreementsToResell",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProfitLoss": {
     "auth_ref": [
      "r249",
      "r265",
      "r268",
      "r283",
      "r288",
      "r302",
      "r310",
      "r311",
      "r338",
      "r340",
      "r345",
      "r347",
      "r361",
      "r391",
      "r392",
      "r394",
      "r395",
      "r396",
      "r398",
      "r400",
      "r402",
      "r403",
      "r513",
      "r516",
      "r517",
      "r527",
      "r539",
      "r634",
      "r726",
      "r750",
      "r751",
      "r777",
      "r812"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 1.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": 1.0
      },
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 1.0,
       "parentTag": "us-gaap_NetIncomeLoss",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The consolidated profit or loss for the period, net of income taxes, including the portion attributable to the noncontrolling interest.",
        "label": "Net Income (Loss), Including Portion Attributable to Noncontrolling Interest",
        "terseLabel": "Net income (loss)",
        "totalLabel": "Net income (loss)"
       }
      }
     },
     "localname": "ProfitLoss",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ProvisionForLoanLossesExpensed": {
     "auth_ref": [
      "r364",
      "r629"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 8.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInOperatingActivities",
       "weight": 1.0
      },
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS": {
       "order": 5.0,
       "parentTag": "us-gaap_NonoperatingIncomeExpense",
       "weight": -1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of credit loss expense (reversal of expense) for financing receivable.",
        "label": "Financing Receivable, Credit Loss, Expense (Reversal)",
        "negatedTerseLabel": "Loan loss (provision) reversal",
        "terseLabel": "Net loan loss (provisions) reversals",
        "verboseLabel": "Loan loss provision (reversal)"
       }
      }
     },
     "localname": "ProvisionForLoanLossesExpensed",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/LOANSNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_RelatedPartyTransactionAxis": {
     "auth_ref": [
      "r245",
      "r564",
      "r565",
      "r867"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of related party transaction.",
        "label": "Related Party Transaction [Axis]",
        "terseLabel": "Related Party Transaction [Axis]"
       }
      }
     },
     "localname": "RelatedPartyTransactionAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_RelatedPartyTransactionDomain": {
     "auth_ref": [
      "r245"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Transaction between related party.",
        "label": "Related Party Transaction [Domain]",
        "terseLabel": "Related Party Transaction [Domain]"
       }
      }
     },
     "localname": "RelatedPartyTransactionDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_RelatedPartyTransactionLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Related Party Transaction [Line Items]",
        "terseLabel": "Related Party Transaction [Line Items]"
       }
      }
     },
     "localname": "RelatedPartyTransactionLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_RelatedPartyTransactionsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Related Party Transactions [Abstract]",
        "terseLabel": "Related Party Transactions [Abstract]"
       }
      }
     },
     "localname": "RelatedPartyTransactionsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_RelatedPartyTransactionsDisclosureTextBlock": {
     "auth_ref": [
      "r562",
      "r563",
      "r565",
      "r566",
      "r567"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for related party transactions. Examples of related party transactions include transactions between (a) a parent company and its subsidiary; (b) subsidiaries of a common parent; (c) and entity and its principal owners; and (d) affiliates.",
        "label": "Related Party Transactions Disclosure [Text Block]",
        "terseLabel": "RELATED PARTY TRANSACTIONS"
       }
      }
     },
     "localname": "RelatedPartyTransactionsDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONS"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_RepaymentsOfSecuredDebt": {
     "auth_ref": [
      "r63"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS": {
       "order": 10.0,
       "parentTag": "us-gaap_NetCashProvidedByUsedInFinancingActivities",
       "weight": -1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cash outflow to repay long-term debt that is wholly or partially secured by collateral. Excludes repayments of tax exempt secured debt.",
        "label": "Repayments of Secured Debt",
        "negatedLabel": "Principal payments on securitized debt"
       }
      }
     },
     "localname": "RepaymentsOfSecuredDebt",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1": {
     "auth_ref": [
      "r295"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Weighted average maturity (weighted by amount of the agreement) of repurchase agreements with the counterparty, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.",
        "label": "Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements",
        "terseLabel": "Repurchase agreements - weighted average remaining maturities"
       }
      }
     },
     "localname": "RepurchaseAgreementCounterpartyWeightedAverageMaturityOfAgreements1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "us-gaap_RepurchaseAgreementsMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Investments represented by an 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. Such agreements are generally short-term in nature.",
        "label": "Repurchase Agreements [Member]",
        "terseLabel": "Repurchase agreements"
       }
      }
     },
     "localname": "RepurchaseAgreementsMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ResidentialMortgageBackedSecuritiesMember": {
     "auth_ref": [
      "r798",
      "r819"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Securities collateralized by residential real estate mortgage loans.",
        "label": "Residential Mortgage-Backed Securities [Member]",
        "terseLabel": "Residential Credit Securities"
       }
      }
     },
     "localname": "ResidentialMortgageBackedSecuritiesMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ResidentialMortgageMember": {
     "auth_ref": [
      "r730"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Loan to purchase or refinance residential real estate for example, but not limited to, a home, in which the real estate itself serves as collateral for the loan.",
        "label": "Residential Mortgage [Member]",
        "terseLabel": "Residential mortgage loans"
       }
      }
     },
     "localname": "ResidentialMortgageMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails",
      "http://annaly.com/role/LOANSNarrativeDetails",
      "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ResidentialPortfolioSegmentMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Portfolio segment of the company's total financing receivables related to residential financing receivables.",
        "label": "Residential Portfolio Segment [Member]",
        "terseLabel": "Residential"
       }
      }
     },
     "localname": "ResidentialPortfolioSegmentMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSInvestmentLoanActivityDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_RetainedEarningsAccumulatedDeficit": {
     "auth_ref": [
      "r25",
      "r129",
      "r234",
      "r645",
      "r647",
      "r755"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 2.0,
       "parentTag": "us-gaap_StockholdersEquity",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cumulative amount of the reporting entity's undistributed earnings or deficit.",
        "label": "Retained Earnings (Accumulated Deficit)",
        "terseLabel": "Accumulated deficit"
       }
      }
     },
     "localname": "RetainedEarningsAccumulatedDeficit",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_RetainedEarningsMember": {
     "auth_ref": [
      "r246",
      "r298",
      "r299",
      "r300",
      "r303",
      "r309",
      "r311",
      "r362",
      "r491",
      "r492",
      "r493",
      "r504",
      "r505",
      "r525",
      "r642",
      "r644"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The cumulative amount of the reporting entity's undistributed earnings or deficit.",
        "label": "Retained Earnings [Member]",
        "terseLabel": "Accumulated deficit"
       }
      }
     },
     "localname": "RetainedEarningsMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_RetainedInterestMember": {
     "auth_ref": [
      "r202"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "This item represents the interest continued to be held by a transferor (retained or residual interest) after transferring financial assets to a third party.",
        "label": "Retained Interest [Member]",
        "terseLabel": "Retained Interest"
       }
      }
     },
     "localname": "RetainedInterestMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_RevenueRecognitionInterest": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of accounting policy for recognition of interest revenue. Disclosure may include the method of recognizing interest income on loan and trade receivables, the method of amortizing premiums or accreting discounts, and a statement about the policy for the treatment of related fees and costs, including the method of amortizing net deferred fees and costs.",
        "label": "Revenue Recognition, Interest [Policy Text Block]",
        "terseLabel": "Interest Income"
       }
      }
     },
     "localname": "RevenueRecognitionInterest",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIESPolicies"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_SaleOfStockConsiderationReceivedOnTransaction": {
     "auth_ref": [],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Cash received on stock transaction after deduction of issuance costs.",
        "label": "Sale of Stock, Consideration Received on Transaction",
        "terseLabel": "Proceeds from sale of stock"
       }
      }
     },
     "localname": "SaleOfStockConsiderationReceivedOnTransaction",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_SaleOfStockNameOfTransactionDomain": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Sale of the entity's stock, including, but not limited to, initial public offering (IPO) and private placement.",
        "label": "Sale of Stock [Domain]",
        "terseLabel": "Sale of Stock [Domain]"
       }
      }
     },
     "localname": "SaleOfStockNameOfTransactionDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_SaleOfStockNumberOfSharesIssuedInTransaction": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The number of shares issued or sold by the subsidiary or equity method investee per stock transaction.",
        "label": "Sale of Stock, Number of Shares Issued in Transaction",
        "terseLabel": "Sale of stock, shares issued (in shares)"
       }
      }
     },
     "localname": "SaleOfStockNumberOfSharesIssuedInTransaction",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable": {
     "auth_ref": [
      "r294"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule, as of the most recent balance sheet date, of securities or other assets sold under repurchase agreements when this amount exceeds 10 percent of total assets. Disclosure may include the following: the type of securities or assets sold under agreements to repurchase, the carrying amount, market value (including accrued interest plus any cash or other assets on deposit. The information is segregated into securities maturing (1) overnight; (2) term up to 30 days; (3) term of 30 to 90 days; (4) term over 90 days; (5) demand.",
        "label": "Schedule of Assets Sold under Agreements to Repurchase [Table]",
        "terseLabel": "Schedule of Assets Sold under Agreements to Repurchase [Table]"
       }
      }
     },
     "localname": "ScheduleOfAssetsSoldUnderAgreementsToRepurchaseTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ScheduleOfAvailableForSaleSecuritiesLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Debt Securities, Available-for-Sale [Line Items]",
        "terseLabel": "Debt Securities, Available-for-sale [Line Items]"
       }
      }
     },
     "localname": "ScheduleOfAvailableForSaleSecuritiesLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of the reconciliation of available-for-sale securities from cost basis to fair value.",
        "label": "Schedule of Available-for-Sale Securities Reconciliation [Table Text Block]",
        "terseLabel": "Schedule of Available-for-sale Securities Reconciliation"
       }
      }
     },
     "localname": "ScheduleOfAvailableForSaleSecuritiesReconciliationTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfComprehensiveIncomeLossTableTextBlock": {
     "auth_ref": [
      "r38"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of components of comprehensive income (loss). Includes, but is not limited to, foreign currency translation adjustments, foreign currency transactions designated as economic hedges of a net investment in foreign entity, gain (loss) and prior service cost (credit) for pension plans and other postretirement benefit plans.",
        "label": "Comprehensive Income (Loss) [Table Text Block]",
        "terseLabel": "Summary of Comprehensive Income (Loss)"
       }
      }
     },
     "localname": "ScheduleOfComprehensiveIncomeLossTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfDerivativeInstrumentsTextBlock": {
     "auth_ref": [
      "r161",
      "r163",
      "r164",
      "r165",
      "r166",
      "r171",
      "r172",
      "r175",
      "r179"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.",
        "label": "Schedule of Derivative Instruments [Table Text Block]",
        "terseLabel": "Summarizes Fair Value Information about Derivative Assets Liabilities"
       }
      }
     },
     "localname": "ScheduleOfDerivativeInstrumentsTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock": {
     "auth_ref": [
      "r795"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of an entity's basic and diluted earnings per share calculations, including a reconciliation of numerators and denominators of the basic and diluted per-share computations for income from continuing operations.",
        "label": "Schedule of Earnings Per Share, Basic and Diluted [Table Text Block]",
        "terseLabel": "Schedule of Net Income (Loss) Per Share Reconciliation"
       }
      }
     },
     "localname": "ScheduleOfEarningsPerShareBasicAndDilutedTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHARETables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock": {
     "auth_ref": [
      "r528",
      "r529"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3).",
        "label": "Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]",
        "terseLabel": "Schedule of Fair Values, Assets and Liabilities Measured on Recurring Basis"
       }
      }
     },
     "localname": "ScheduleOfFairValueAssetsAndLiabilitiesMeasuredOnRecurringBasisTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable": {
     "auth_ref": [
      "r102",
      "r105",
      "r626"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule of assets, excluding financial assets and goodwill, lacking physical substance with a finite life.",
        "label": "Schedule of Finite-Lived Intangible Assets [Table]",
        "terseLabel": "Schedule of Finite-Lived Intangible Assets [Table]"
       }
      }
     },
     "localname": "ScheduleOfFiniteLivedIntangibleAssetsTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock": {
     "auth_ref": [
      "r102",
      "r105"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of assets, excluding financial assets and goodwill, lacking physical substance with a finite life, by either major class or business segment.",
        "label": "Schedule of Finite-Lived Intangible Assets [Table Text Block]",
        "terseLabel": "Schedule of Finite-Lived Intangible Assets"
       }
      }
     },
     "localname": "ScheduleOfFiniteLivedIntangibleAssetsTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/GOODWILLANDINTANGIBLEASSETSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock": {
     "auth_ref": [
      "r162"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of the notional amounts of outstanding derivative positions.",
        "label": "Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]",
        "terseLabel": "Summary of Certain Characteristics of Derivatives"
       }
      }
     },
     "localname": "ScheduleOfNotionalAmountsOfOutstandingDerivativePositionsTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfRealizedGainLossTableTextBlock": {
     "auth_ref": [
      "r94"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of the proceeds from sales of available-for-sale securities and the gross realized gains and gross realized losses that have been included in earnings as a result of those sales.",
        "label": "Schedule of Realized Gain (Loss) [Table Text Block]",
        "terseLabel": "Schedule of Realized Gain (Loss)"
       }
      }
     },
     "localname": "ScheduleOfRealizedGainLossTableTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECURITIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable": {
     "auth_ref": [
      "r200",
      "r201"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule of quantitative and qualitative information pertaining to related party transactions. Examples of related party transactions include transactions between (a) a parent company and its subsidiary; (b) subsidiaries of a common parent; (c) and entity and its principal owners; and (d) affiliates.",
        "label": "Schedule of Related Party Transactions, by Related Party [Table]",
        "terseLabel": "Schedule of Related Party Transactions, by Related Party [Table]"
       }
      }
     },
     "localname": "ScheduleOfRelatedPartyTransactionsByRelatedPartyTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ScheduleOfRepurchaseAgreements": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for repurchase agreements.",
        "label": "Schedule of Repurchase Agreements [Table Text Block]",
        "terseLabel": "Summary of Gross Amounts, Amounts Offset and net Amounts of Repurchase Agreement and Reverse Repurchase Agreement"
       }
      }
     },
     "localname": "ScheduleOfRepurchaseAgreements",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfServicingAssetsAtFairValueTextBlock": {
     "auth_ref": [
      "r878"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of the activity in the balance of servicing assets (including a description of where changes in fair value are reported in the statement of income for each period for which results of operations are presented), including but not limited to, the following: beginning and ending balances, additions (for instance, through purchases of servicing assets), disposals, changes in fair value during the period resulting from changes in inputs or assumptions used in the valuation model, other changes in fair value along with a description of those changes, and other changes that affect the balance along with a description of those changes.",
        "label": "Schedule of Servicing Assets at Fair Value [Table Text Block]",
        "terseLabel": "Presentation of Activity Related to MSR"
       }
      }
     },
     "localname": "ScheduleOfServicingAssetsAtFairValueTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable": {
     "auth_ref": [
      "r456",
      "r458",
      "r461",
      "r462",
      "r463",
      "r464",
      "r465",
      "r466",
      "r467",
      "r468",
      "r469",
      "r470",
      "r471",
      "r472",
      "r473",
      "r474",
      "r475",
      "r476",
      "r477",
      "r478",
      "r479",
      "r480",
      "r481",
      "r482",
      "r483",
      "r484",
      "r485",
      "r486"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Disclosure of information about share-based payment arrangement.",
        "label": "Schedule of Share-Based Compensation Arrangements by Share-Based Payment Award [Table]",
        "terseLabel": "Schedule of Share-based Compensation Arrangements by Share-based Payment Award [Table]"
       }
      }
     },
     "localname": "ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ScheduleOfStockByClassTable": {
     "auth_ref": [
      "r116",
      "r118",
      "r119",
      "r122",
      "r123",
      "r125",
      "r126",
      "r127",
      "r128",
      "r129",
      "r253",
      "r254",
      "r255",
      "r332",
      "r431",
      "r432",
      "r433",
      "r435",
      "r439",
      "r444",
      "r446",
      "r739",
      "r769",
      "r786"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule detailing information related to equity by class of stock. Class of stock includes common, convertible, and preferred stocks which are not redeemable or redeemable solely at the option of the issuer. It also includes preferred stock with redemption features that are solely within the control of the issuer and mandatorily redeemable stock if redemption is required to occur only upon liquidation or termination of the reporting entity.",
        "label": "Schedule of Stock by Class [Table]",
        "terseLabel": "Schedule of Stock by Class [Table]"
       }
      }
     },
     "localname": "ScheduleOfStockByClassTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ScheduleOfStockByClassTextBlock": {
     "auth_ref": [
      "r21",
      "r22",
      "r23",
      "r117",
      "r118",
      "r119",
      "r122",
      "r123",
      "r125",
      "r126",
      "r127",
      "r128",
      "r129"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of an entity's stock, including par or stated value per share, number and dollar amount of share subscriptions, shares authorized, shares issued, shares outstanding, number and dollar amount of shares held in an employee trust, dividend per share, total dividends, share conversion features, par value plus additional paid in capital, the value of treasury stock and other information necessary to a fair presentation, and EPS information. Stock by class includes common, convertible, and preferred stocks which are not redeemable or redeemable solely at the option of the issuer. Includes preferred stock with redemption features that are solely within the control of the issuer and mandatorily redeemable stock if redemption is required to occur only upon liquidation or termination of the reporting entity. If more than one issue is outstanding, state the title of each issue and the corresponding dollar amount; dollar amount of any shares subscribed but unissued and the deduction of subscriptions receivable there from; number of shares authorized, issued, and outstanding.",
        "label": "Schedule of Stock by Class [Table Text Block]",
        "terseLabel": "Schedule of Stock by Class"
       }
      }
     },
     "localname": "ScheduleOfStockByClassTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_ScheduleOfVariableInterestEntitiesTable": {
     "auth_ref": [
      "r146",
      "r149",
      "r152",
      "r154",
      "r155",
      "r514",
      "r515",
      "r519",
      "r520",
      "r592",
      "r593",
      "r594"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of qualitative and quantitative information related to variable interests the entity holds, whether or not such variable interest entity (VIE) is included in the reporting entity's consolidated financial statements. Includes, but is not limited to, description of the significant judgments and assumptions made in determining whether a variable interest (as defined) held by the entity requires the variable interest entity (VIE) (as defined) to be consolidated and (or) disclose information about its involvement with the VIE, individually or in aggregate (as applicable); the nature of restrictions, if any, on the consolidated VIE's assets and on the settlement of its liabilities reported by an entity in its statement of financial position, including the carrying amounts of such assets and liabilities; the nature of, and changes in, the risks associated with involvement in the VIE; how involvement with the VIE affects the entity's financial position, financial performance, and cash flows; the lack of recourse if creditors (or beneficial interest holders) of the consolidated VIE have no recourse to the general credit of the primary beneficiary (if applicable); the terms of arrangements, giving consideration to both explicit arrangements and implicit variable interests, if any, that could require the entity to provide financial support to the VIE, including events or circumstances that could expose the entity to a loss; the methodology used by the entity for determining whether or not it is the primary beneficiary of the variable interest entity; the significant factors considered and judgments made in determining that the power to direct the activities of a VIE that most significantly impact the VIE's economic performance are shared (as defined); the carrying amounts and classification of assets and liabilities of the VIE included in the statement of financial position; the entity's maximum exposure to loss, if any, as a result of its involvement with the VIE, including how the maximum exposure is determined and significant sources of the entity's exposure to the VIE; a tabular comparison of the carrying amounts of the assets and liabilities and the entity's maximum exposure to loss; information about any liquidity arrangements, guarantees, and (or) other commitments by third parties that may affect the fair value or risk of the entity's variable interest in the VIE; whether or not the entity has provided financial support or other support (explicitly or implicitly) to the VIE that it was not previously contractually required to provide or whether the entity intends to provide that support, including the type and amount of the support and the primary reasons for providing the support; and supplemental information the entity determines necessary to provide.",
        "label": "Schedule of Variable Interest Entities [Table]",
        "terseLabel": "Schedule of Variable Interest Entities [Table]"
       }
      }
     },
     "localname": "ScheduleOfVariableInterestEntitiesTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ScheduleOfVariableInterestEntitiesTextBlock": {
     "auth_ref": [
      "r146",
      "r149",
      "r152",
      "r154",
      "r155"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of the significant judgments and assumptions made in determining whether a variable interest (as defined) held by the entity requires the variable interest entity (VIE) (as defined) to be consolidated and (or) disclose information about its involvement with the VIE, individually or in aggregate (as applicable); the nature of restrictions, if any, on the consolidated VIE's assets and on the settlement of its liabilities reported by an entity in its statement of financial position, including the carrying amounts of such assets and liabilities; the nature of, and changes in, the risks associated with involvement in the VIE; how involvement with the VIE affects the entity's financial position, financial performance, and cash flows; the lack of recourse if creditors (or beneficial interest holders) of the consolidated VIE have no recourse to the general credit of the primary beneficiary (if applicable); the terms of arrangements, giving consideration to both explicit arrangements and implicit variable interests, if any, that could require the entity to provide financial support to the VIE, including events or circumstances that could expose the entity to a loss; the methodology used by the entity for determining whether or not it is the primary beneficiary of the variable interest entity; the significant factors considered and judgments made in determining that the power to direct the activities of a VIE that most significantly impact the VIE's economic performance are shared (as defined); the carrying amounts and classification of assets and liabilities of the VIE included in the statement of financial position; the entity's maximum exposure to loss, if any, as a result of its involvement with the VIE, including how the maximum exposure is determined and significant sources of the entity's exposure to the VIE; a comparison of the carrying amounts of the assets and liabilities and the entity's maximum exposure to loss; information about any liquidity arrangements, guarantees, and (or) other commitments by third parties that may affect the fair value or risk of the entity's variable interest in the VIE; whether or not the entity has provided financial support or other support (explicitly or implicitly) to the VIE that it was not previously contractually required to provide or whether the entity intends to provide that support, including the type and amount of the support and the primary reasons for providing the support; and supplemental information the entity determines necessary to provide.",
        "label": "Schedule of Variable Interest Entities [Table Text Block]",
        "terseLabel": "Schedule of Variable Interest Entities"
       }
      }
     },
     "localname": "ScheduleOfVariableInterestEntitiesTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_SchedulesOfConcentrationOfRiskByRiskFactorTextBlock": {
     "auth_ref": [
      "r78",
      "r80",
      "r81",
      "r82",
      "r194",
      "r196"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of the nature of a concentration, a benchmark to which it is compared, and the percentage that the risk is to the benchmark.",
        "label": "Schedules of Concentration of Risk, by Risk Factor [Table Text Block]",
        "terseLabel": "Geographic Concentrations Based on Unpaid Principal Balances"
       }
      }
     },
     "localname": "SchedulesOfConcentrationOfRiskByRiskFactorTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Secured Debt, Repurchase and Reverse Repurchase Agreements and Dollar Rolls [Abstract]",
        "terseLabel": "Reverse Repurchase Agreements"
       }
      }
     },
     "localname": "SecuredDebtRepurchaseAndReverseRepurchaseAgreementsAndDollarRollsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember": {
     "auth_ref": [
      "r856"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fixed rate on U.S. dollar, constant-notional interest rate swap that has its variable-rate leg referenced to Secured Overnight Financing Rate (SOFR) with no additional spread over SOFR on variable-rate leg.",
        "label": "Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]",
        "terseLabel": "Secured Overnight Financing Rate"
       }
      }
     },
     "localname": "SecuredOvernightFinancingRateSofrOvernightIndexSwapRateMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_SecuritiesForReverseRepurchaseAgreements": {
     "auth_ref": [],
     "calculation": {
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The carrying value of securities purchased to be resold in reverse repurchase transactions as of the balance sheet date.",
        "label": "Securities for Reverse Repurchase Agreements",
        "totalLabel": "Netted amounts"
       }
      }
     },
     "localname": "SecuritiesForReverseRepurchaseAgreements",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure": {
     "auth_ref": [
      "r191"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value portion of securities that an entity sells and agrees to repurchase at a specified date for a specified price.",
        "label": "Securities Loaned or Sold under Agreements to Repurchase, Fair Value Disclosure",
        "terseLabel": "Repurchase agreements"
       }
      }
     },
     "localname": "SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesforAllFinancialAssetsandLiabilitiesDetail"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_SecuritiesSoldUnderAgreementsToRepurchase": {
     "auth_ref": [
      "r216",
      "r258",
      "r260",
      "r291",
      "r293"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 1.0,
       "parentTag": "us-gaap_Liabilities",
       "weight": 1.0
      },
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Securities Sold under Agreements to Repurchase",
        "totalLabel": "Netted amounts",
        "verboseLabel": "Repurchase agreements"
       }
      }
     },
     "localname": "SecuritiesSoldUnderAgreementsToRepurchase",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/SECUREDFINANCINGNarrativeDetails",
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails",
      "http://annaly.com/role/SECUREDFINANCINGSummaryofGrossAmountsAmountsOffsetandNetAmountsofRepurchaseAgreementandReverseRepurchaseAgreementDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_SeriesFPreferredStockMember": {
     "auth_ref": [
      "r773",
      "r774",
      "r817"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Series F preferred stock.",
        "label": "Series F Preferred Stock [Member]",
        "terseLabel": "Series F Preferred Stock [Member]",
        "verboseLabel": "Series F"
       }
      }
     },
     "localname": "SeriesFPreferredStockMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails",
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_SeriesGPreferredStockMember": {
     "auth_ref": [
      "r773",
      "r774",
      "r817"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Series G preferred stock.",
        "label": "Series G Preferred Stock [Member]",
        "terseLabel": "6.50% Series G Cumulative Redeemable Preferred Stock",
        "verboseLabel": "Series G"
       }
      }
     },
     "localname": "SeriesGPreferredStockMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails",
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ServicingAsset": {
     "auth_ref": [
      "r601"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 4.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      },
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails": {
       "order": 3.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Aggregate amount of servicing assets that are subsequently measured at fair value and servicing assets that are subsequently measured using the amortization method.",
        "label": "Servicing Asset",
        "terseLabel": "Mortgage servicing rights",
        "verboseLabel": "Mortgage servicing rights (includes pledged assets of $684,703 and $\u2014, respectively)"
       }
      }
     },
     "localname": "ServicingAsset",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ServicingAssetAtFairValueAdditions": {
     "auth_ref": [
      "r606"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The value of new servicing assets, subsequently measured at fair value, acquired or created during the current period through purchases or from transfers of financial assets.",
        "label": "Servicing Asset at Fair Value, Additions",
        "terseLabel": "Purchases"
       }
      }
     },
     "localname": "ServicingAssetAtFairValueAdditions",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ServicingAssetAtFairValueAmount": {
     "auth_ref": [
      "r599",
      "r600",
      "r601",
      "r605"
     ],
     "calculation": {
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails": {
       "order": 6.0,
       "parentTag": "nly_FinancialAssetsFairValueDisclosure",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Fair value of an asset representing net future revenue from contractually specified servicing fees, late charges, and other ancillary revenues, in excess of future costs related to servicing arrangements.",
        "label": "Servicing Asset at Fair Value, Amount",
        "periodEndLabel": "Fair value, end of period",
        "periodStartLabel": "Fair value, beginning of period",
        "terseLabel": "Mortgage servicing rights"
       }
      }
     },
     "localname": "ServicingAssetAtFairValueAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ServicingAssetAtFairValueAmountRollForward": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "A roll forward is a reconciliation of a concept from the beginning of a period to the end of a period.",
        "label": "Servicing Asset at Fair Value, Amount [Roll Forward]",
        "terseLabel": "Servicing Asset at Fair Value, Amount [Roll Forward]"
       }
      }
     },
     "localname": "ServicingAssetAtFairValueAmountRollForward",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails",
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions": {
     "auth_ref": [
      "r879"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of increase (decrease) in fair value from changes in the inputs, assumptions, or model used to calculate the fair value of the contract to service financial assets under which the benefits of servicing are expected to more than adequately compensate the servicer.",
        "label": "Servicing Asset at Fair Value, Changes in Fair Value Resulting from Changes in Valuation Inputs or Changes in Assumptions",
        "terseLabel": "Changes in valuation inputs or assumptions"
       }
      }
     },
     "localname": "ServicingAssetAtFairValueChangesInFairValueResultingFromChangesInValuationInputsOrChangesInAssumptions",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ServicingAssetAtFairValueDisposals": {
     "auth_ref": [
      "r607"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Decrease in servicing assets subsequently measured at fair value resulting from conveyance of servicing rights to unrelated parties.",
        "label": "Servicing Asset at Fair Value, Disposals",
        "negatedTerseLabel": "Sales"
       }
      }
     },
     "localname": "ServicingAssetAtFairValueDisposals",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ServicingAssetAtFairValueOtherChangesThatAffectBalance": {
     "auth_ref": [
      "r610"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of increase (decrease) in fair value from changes classified as other for a contract to service financial assets under which the benefits of servicing are expected to more than adequately compensate the servicer.",
        "label": "Servicing Asset at Fair Value, Other Changes that Affect Balance",
        "terseLabel": "Other changes, including realization of expected cash flows"
       }
      }
     },
     "localname": "ServicingAssetAtFairValueOtherChangesThatAffectBalance",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSPresentationofActivityRelatedtoMSRDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_ServicingAssetMeasurementInput": {
     "auth_ref": [
      "r532"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Value of input used to measure servicing asset.",
        "label": "Servicing Asset, Measurement Input",
        "terseLabel": "MSR measurement inputs"
       }
      }
     },
     "localname": "ServicingAssetMeasurementInput",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSInformationaboutSignificantUnobservableInputsUsedforRecurringFairValueMeasurementsforLevel3MSRsDetail"
     ],
     "xbrltype": "decimalItemType"
    },
    "us-gaap_ServicingAssetsAtFairValueLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Servicing Assets at Fair Value [Line Items]",
        "terseLabel": "Servicing Assets at Fair Value [Line Items]"
       }
      }
     },
     "localname": "ServicingAssetsAtFairValueLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ServicingAssetsAtFairValueTable": {
     "auth_ref": [
      "r605",
      "r606",
      "r607",
      "r608",
      "r618"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Activity in the balance of servicing assets subsequently measured at fair value (including a description of where changes in fair value are reported in the statement of income for each period for which results of operations are presented), including but not limited to, the following: beginning and ending balances, additions (through purchases of servicing assets and servicing assets that result from transfers of financial assets), disposals, changes in fair value during the period resulting from changes in valuations inputs or assumptions used in the valuation model, other changes in fair value along with a description of those changes, and other changes that affect the balance along with a description of those changes.",
        "label": "Schedule of Servicing Assets at Fair Value [Table]",
        "terseLabel": "Schedule of Servicing Assets at Fair Value [Table]"
       }
      }
     },
     "localname": "ServicingAssetsAtFairValueTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTSInterestinMSRRollforwardDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1": {
     "auth_ref": [
      "r747"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Period over which grantee's right to exercise award under share-based payment arrangement is no longer contingent on satisfaction of service or performance condition, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Includes, but is not limited to, combination of market, performance or service condition.",
        "label": "Share-Based Compensation Arrangement by Share-Based Payment Award, Award Vesting Period",
        "terseLabel": "Long-term stock compensation, vesting period"
       }
      }
     },
     "localname": "ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]",
        "terseLabel": "Long-Term Stock Incentive Plans"
       }
      }
     },
     "localname": "ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized": {
     "auth_ref": [
      "r748"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Number of shares authorized for issuance under share-based payment arrangement.",
        "label": "Share-Based Compensation Arrangement by Share-Based Payment Award, Number of Shares Authorized",
        "terseLabel": "Long-term stock compensation, shares awarded (in shares)"
       }
      }
     },
     "localname": "ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain": {
     "auth_ref": [
      "r461",
      "r462",
      "r463",
      "r464",
      "r465",
      "r466",
      "r467",
      "r468",
      "r469",
      "r470",
      "r471",
      "r472",
      "r473",
      "r474",
      "r475",
      "r476",
      "r477",
      "r478",
      "r479",
      "r480",
      "r481",
      "r482",
      "r483",
      "r484",
      "r485",
      "r486"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Award under share-based payment arrangement.",
        "label": "Award Type [Domain]",
        "terseLabel": "Equity Award [Domain]"
       }
      }
     },
     "localname": "ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_ShareRepurchaseProgramAxis": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by share repurchase program.",
        "label": "Share Repurchase Program [Axis]",
        "terseLabel": "Share Repurchase Program [Axis]"
       }
      }
     },
     "localname": "ShareRepurchaseProgramAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_ShareRepurchaseProgramDomain": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Name of the share repurchase program.",
        "label": "Share Repurchase Program [Domain]",
        "terseLabel": "Share Repurchase Program [Domain]"
       }
      }
     },
     "localname": "ShareRepurchaseProgramDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage": {
     "auth_ref": [
      "r820"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Percentage of vesting of award under share-based payment arrangement.",
        "label": "Share-Based Compensation Arrangement by Share-Based Payment Award, Award Vesting Rights, Percentage",
        "terseLabel": "Long-term stock compensation, vesting percentage"
       }
      }
     },
     "localname": "SharebasedCompensationArrangementBySharebasedPaymentAwardAwardVestingRightsPercentage",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1": {
     "auth_ref": [
      "r481"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Weighted average remaining contractual term for fully vested and expected to vest exercisable or convertible options, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Includes, but is not limited to, unvested options for which requisite service period has not been rendered but that are expected to vest based on achievement of performance condition, if forfeitures are recognized when they occur.",
        "label": "Share-Based Compensation Arrangement by Share-Based Payment Award, Options, Vested and Expected to Vest, Exercisable, Weighted Average Remaining Contractual Term",
        "terseLabel": "Weighted average remaining contractual term, expected to vest"
       }
      }
     },
     "localname": "SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsVestedAndExpectedToVestExercisableWeightedAverageRemainingContractualTerm1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LONGTERMSTOCKINCENTIVEPLANNarrativeDetails"
     ],
     "xbrltype": "durationItemType"
    },
    "us-gaap_ShortMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Indicates the sale of a borrowed security or written option.",
        "label": "Short [Member]",
        "terseLabel": "Notional - Short Positions",
        "verboseLabel": "Sale contracts"
       }
      }
     },
     "localname": "ShortMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofTBADerivativesDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_SignificantAccountingPoliciesTextBlock": {
     "auth_ref": [
      "r76",
      "r285"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for all significant accounting policies of the reporting entity.",
        "label": "Significant Accounting Policies [Text Block]",
        "terseLabel": "SIGNIFICANT ACCOUNTING POLICIES"
       }
      }
     },
     "localname": "SignificantAccountingPoliciesTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SIGNIFICANTACCOUNTINGPOLICIES"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_StatementClassOfStockAxis": {
     "auth_ref": [
      "r253",
      "r254",
      "r255",
      "r288",
      "r316",
      "r320",
      "r323",
      "r325",
      "r332",
      "r333",
      "r361",
      "r391",
      "r394",
      "r395",
      "r396",
      "r402",
      "r403",
      "r431",
      "r432",
      "r435",
      "r439",
      "r446",
      "r539",
      "r689",
      "r769",
      "r786",
      "r794"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by the different classes of stock of the entity.",
        "label": "Class of Stock [Axis]",
        "terseLabel": "Class of Stock [Axis]"
       }
      }
     },
     "localname": "StatementClassOfStockAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails",
      "http://annaly.com/role/CAPITALSTOCKScheduleofPreferredStockDetails",
      "http://annaly.com/role/CAPITALSTOCKSummaryofDividendDistributionActivityDetails",
      "http://annaly.com/role/COVERPAGE"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_StatementEquityComponentsAxis": {
     "auth_ref": [
      "r32",
      "r121",
      "r246",
      "r271",
      "r272",
      "r273",
      "r298",
      "r299",
      "r300",
      "r303",
      "r309",
      "r311",
      "r331",
      "r362",
      "r447",
      "r491",
      "r492",
      "r493",
      "r504",
      "r505",
      "r525",
      "r540",
      "r541",
      "r542",
      "r543",
      "r544",
      "r545",
      "r561",
      "r642",
      "r643",
      "r644"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by component of equity.",
        "label": "Equity Components [Axis]",
        "terseLabel": "Equity Components [Axis]"
       }
      }
     },
     "localname": "StatementEquityComponentsAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_StatementLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Statement [Line Items]",
        "terseLabel": "Statement [Line Items]"
       }
      }
     },
     "localname": "StatementLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_StatementOfCashFlowsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Statement of Cash Flows [Abstract]",
        "terseLabel": "Statement of Cash Flows [Abstract]"
       }
      }
     },
     "localname": "StatementOfCashFlowsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_StatementOfFinancialPositionAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Statement of Financial Position [Abstract]",
        "terseLabel": "Statement of Financial Position [Abstract]"
       }
      }
     },
     "localname": "StatementOfFinancialPositionAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_StatementOfStockholdersEquityAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Statement of Stockholders' Equity [Abstract]",
        "terseLabel": "Statement of Stockholders' Equity [Abstract]"
       }
      }
     },
     "localname": "StatementOfStockholdersEquityAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_StatementTable": {
     "auth_ref": [
      "r298",
      "r299",
      "r300",
      "r331",
      "r625"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Schedule reflecting a Statement of Income, Statement of Cash Flows, Statement of Financial Position, Statement of Shareholders' Equity and Other Comprehensive Income, or other statement as needed.",
        "label": "Statement [Table]",
        "terseLabel": "Statement [Table]"
       }
      }
     },
     "localname": "StatementTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_StockIssuedDuringPeriodValueDividendReinvestmentPlan": {
     "auth_ref": [
      "r121"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Value of stock issued during the period from a dividend reinvestment plan (DRIP). A dividend reinvestment plan allows the holder of the stock to reinvest dividends paid to them by the entity on new issues of stock by the entity.",
        "label": "Stock Issued During Period, Value, Dividend Reinvestment Plan",
        "verboseLabel": "Direct purchase and dividend reinvestment"
       }
      }
     },
     "localname": "StockIssuedDuringPeriodValueDividendReinvestmentPlan",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_StockIssuedDuringPeriodValueNewIssues": {
     "auth_ref": [
      "r22",
      "r23",
      "r121",
      "r129"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Equity impact of the value of new stock issued during the period. Includes shares issued in an initial public offering or a secondary public offering.",
        "label": "Stock Issued During Period, Value, New Issues",
        "terseLabel": "Issuance"
       }
      }
     },
     "localname": "StockIssuedDuringPeriodValueNewIssues",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_StockRedeemedOrCalledDuringPeriodValue": {
     "auth_ref": [
      "r121"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Equity impact of the value of stock bought back by the entity at the exercise price or redemption price.",
        "label": "Stock Redeemed or Called During Period, Value",
        "negatedTerseLabel": "Redemption of preferred stock"
       }
      }
     },
     "localname": "StockRedeemedOrCalledDuringPeriodValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_StockRepurchaseProgramAuthorizedAmount1": {
     "auth_ref": [],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of stock repurchase plan authorized.",
        "label": "Stock Repurchase Program, Authorized Amount",
        "terseLabel": "Authorized amount of stock available for repurchase (up to)"
       }
      }
     },
     "localname": "StockRepurchaseProgramAuthorizedAmount1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The number of shares authorized to be repurchased by an entity's Board of Directors under a stock repurchase plan.",
        "label": "Stock Repurchase Program, Number of Shares Authorized to be Repurchased",
        "terseLabel": "Stock repurchase program, number of shares authorized to be repurchased (in shares)"
       }
      }
     },
     "localname": "StockRepurchaseProgramNumberOfSharesAuthorizedToBeRepurchased",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_StockRepurchasedAndRetiredDuringPeriodValue": {
     "auth_ref": [
      "r22",
      "r23",
      "r121",
      "r129"
     ],
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Equity impact of the value of stock that has been repurchased and retired during the period. The excess of the purchase price over par value can be charged against retained earnings (once the excess is fully allocated to additional paid in capital).",
        "label": "Stock Repurchased and Retired During Period, Value",
        "negatedLabel": "Buyback of common stock"
       }
      }
     },
     "localname": "StockRepurchasedAndRetiredDuringPeriodValue",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_StockholdersEquity": {
     "auth_ref": [
      "r23",
      "r26",
      "r27",
      "r86",
      "r755",
      "r788",
      "r804",
      "r862"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 2.0,
       "parentTag": "us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Total of all stockholders' equity (deficit) items, net of receivables from officers, directors, owners, and affiliates of the entity which are attributable to the parent. The amount of the economic entity's stockholders' equity attributable to the parent excludes the amount of stockholders' equity which is allocable to that ownership interest in subsidiary equity which is not attributable to the parent (noncontrolling interest, minority interest). This excludes temporary equity and is sometimes called permanent equity.",
        "label": "Stockholders' Equity Attributable to Parent",
        "totalLabel": "Total stockholders\u2019 equity"
       }
      }
     },
     "localname": "StockholdersEquity",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_StockholdersEquityAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Stockholders' Equity Attributable to Parent [Abstract]",
        "terseLabel": "Stockholders\u2019 equity"
       }
      }
     },
     "localname": "StockholdersEquityAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest": {
     "auth_ref": [
      "r136",
      "r137",
      "r156",
      "r246",
      "r247",
      "r272",
      "r298",
      "r299",
      "r300",
      "r303",
      "r309",
      "r362",
      "r447",
      "r491",
      "r492",
      "r493",
      "r504",
      "r505",
      "r525",
      "r540",
      "r541",
      "r545",
      "r561",
      "r643",
      "r644",
      "r788",
      "r804",
      "r862"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 2.0,
       "parentTag": "us-gaap_LiabilitiesAndStockholdersEquity",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of stockholders' equity (deficit), net of receivables from officers, directors, owners, and affiliates of the entity, attributable to both the parent and noncontrolling interests. Amount excludes temporary equity. Alternate caption for the concept is permanent equity.",
        "label": "Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest",
        "periodEndLabel": "End of period",
        "periodStartLabel": "Beginning of period",
        "totalLabel": "Total equity"
       }
      }
     },
     "localname": "StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION",
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFSTOCKHOLDERSEQUITY"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_StockholdersEquityNoteDisclosureTextBlock": {
     "auth_ref": [
      "r131",
      "r287",
      "r432",
      "r434",
      "r435",
      "r436",
      "r437",
      "r438",
      "r439",
      "r440",
      "r441",
      "r442",
      "r443",
      "r445",
      "r447",
      "r522"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for shareholders' equity comprised of portions attributable to the parent entity and noncontrolling interest, including other comprehensive income. Includes, but is not limited to, balances of common stock, preferred stock, additional paid-in capital, other capital and retained earnings, accumulated balance for each classification of other comprehensive income and amount of comprehensive income.",
        "label": "Stockholders' Equity Note Disclosure [Text Block]",
        "terseLabel": "CAPITAL STOCK"
       }
      }
     },
     "localname": "StockholdersEquityNoteDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCK"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_StockholdersEquityNoteStockSplitConversionRatio1": {
     "auth_ref": [
      "r130"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Ratio applied to the conversion of stock split, for example but not limited to, one share converted to two or two shares converted to one.",
        "label": "Stockholders' Equity Note, Stock Split, Conversion Ratio",
        "terseLabel": "Stock split, conversion ratio"
       }
      }
     },
     "localname": "StockholdersEquityNoteStockSplitConversionRatio1",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/BASISOFPRESENTATIONDetails"
     ],
     "xbrltype": "pureItemType"
    },
    "us-gaap_SubsequentEventLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Detail information of subsequent event by type. User is expected to use existing line items from elsewhere in the taxonomy as the primary line items for this disclosure, which is further associated with dimension and member elements pertaining to a subsequent event.",
        "label": "Subsequent Event [Line Items]",
        "terseLabel": "Subsequent Event [Line Items]"
       }
      }
     },
     "localname": "SubsequentEventLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_SubsequentEventMember": {
     "auth_ref": [
      "r546",
      "r570"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Identifies event that occurred after the balance sheet date but before financial statements are issued or available to be issued.",
        "label": "Subsequent Event [Member]",
        "terseLabel": "Subsequent Event"
       }
      }
     },
     "localname": "SubsequentEventMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_SubsequentEventTable": {
     "auth_ref": [
      "r546",
      "r570"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Discloses pertinent information about one or more significant events or transactions that occurred after the balance sheet date through the date the financial statements were issued or the date the financial statements were available to be issued.",
        "label": "Subsequent Event [Table]",
        "terseLabel": "Subsequent Event [Table]"
       }
      }
     },
     "localname": "SubsequentEventTable",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_SubsequentEventTypeAxis": {
     "auth_ref": [
      "r546",
      "r570"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by event that occurred after the balance sheet date but before financial statements are issued or available to be issued.",
        "label": "Subsequent Event Type [Axis]",
        "terseLabel": "Subsequent Event Type [Axis]"
       }
      }
     },
     "localname": "SubsequentEventTypeAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_SubsequentEventTypeDomain": {
     "auth_ref": [
      "r546",
      "r570"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Event that occurred after the balance sheet date but before financial statements are issued or available to be issued.",
        "label": "Subsequent Event Type [Domain]",
        "terseLabel": "Subsequent Event Type [Domain]"
       }
      }
     },
     "localname": "SubsequentEventTypeDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_SubsequentEventsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Subsequent Events [Abstract]",
        "terseLabel": "Subsequent Events [Abstract]"
       }
      }
     },
     "localname": "SubsequentEventsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_SubsequentEventsTextBlock": {
     "auth_ref": [
      "r569",
      "r571"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for significant events or transactions that occurred after the balance sheet date through the date the financial statements were issued or the date the financial statements were available to be issued. Examples include: the sale of a capital stock issue, purchase of a business, settlement of litigation, catastrophic loss, significant foreign exchange rate changes, loans to insiders or affiliates, and transactions not in the ordinary course of business.",
        "label": "Subsequent Events [Text Block]",
        "terseLabel": "SUBSEQUENT EVENTS"
       }
      }
     },
     "localname": "SubsequentEventsTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SUBSEQUENTEVENTS"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_SubsidiarySaleOfStockAxis": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of sale of the entity's stock.",
        "label": "Sale of Stock [Axis]",
        "terseLabel": "Sale of Stock [Axis]"
       }
      }
     },
     "localname": "SubsidiarySaleOfStockAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_SupplementalCashFlowInformationAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Supplemental Cash Flow Information [Abstract]",
        "terseLabel": "Supplemental disclosure of cash flow information"
       }
      }
     },
     "localname": "SupplementalCashFlowInformationAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCASHFLOWS"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_TemporaryEquityRedemptionPricePerShare": {
     "auth_ref": [
      "r16",
      "r117"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount to be paid per share that is classified as temporary equity by entity upon redemption. Temporary equity is a security with redemption features that are outside the control of the issuer, is not classified as an asset or liability in conformity with GAAP, and is not mandatorily redeemable. Includes any type of security that is redeemable at a fixed or determinable price or on a fixed or determinable date or dates, is redeemable at the option of the holder, or has conditions for redemption which are not solely within the control of the issuer. If convertible, the issuer does not control the actions or events necessary to issue the maximum number of shares that could be required to be delivered under the conversion option if the holder exercises the option to convert the stock to another class of equity. If the security is a warrant or a rights issue, the warrant or rights issue is considered to be temporary equity if the issuer cannot demonstrate that it would be able to deliver upon the exercise of the option by the holder in all cases. Includes stock with put option held by ESOP and stock redeemable by holder only in the event of a change in control of the issuer.",
        "label": "Temporary Equity, Redemption Price Per Share",
        "terseLabel": "Equity interests (in usd per share)"
       }
      }
     },
     "localname": "TemporaryEquityRedemptionPricePerShare",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/RELATEDPARTYTRANSACTIONSNarrativeDetails"
     ],
     "xbrltype": "perShareItemType"
    },
    "us-gaap_TradingSecuritiesAndCertainTradingAssetsTextBlock": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Tabular disclosure of investment in debt security measured at fair value with change in fair value recognized in net income (trading) and investment in equity security measured at fair value with change in fair value recognized in net income (FV-NI).",
        "label": "Debt Securities, Trading, and Equity Securities, FV-NI [Table Text Block]",
        "terseLabel": "Schedule of Characteristics of Financial Instruments"
       }
      }
     },
     "localname": "TradingSecuritiesAndCertainTradingAssetsTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/FINANCIALINSTRUMENTSTables"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_TransfersAndServicingAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Transfers and Servicing [Abstract]",
        "terseLabel": "Transfers and Servicing [Abstract]"
       }
      }
     },
     "localname": "TransfersAndServicingAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "xbrltype": "stringItemType"
    },
    "us-gaap_TransfersAndServicingOfFinancialAssetsTextBlock": {
     "auth_ref": [
      "r572",
      "r573",
      "r578",
      "r582",
      "r583",
      "r584",
      "r589",
      "r590",
      "r594",
      "r595",
      "r598",
      "r602",
      "r603",
      "r604",
      "r609",
      "r610",
      "r617",
      "r619",
      "r623",
      "r877"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for a transferor's continuing involvement in financial assets that it has transferred in a securitization or asset-backed financing arrangement, the nature of any restrictions on assets reported by an entity in its statement of financial position that relate to a transferred financial asset (including the carrying amounts of such assets), how servicing assets and servicing liabilities are reported, and (for securitization or asset-backed financing arrangements accounted for as sales) when a transferor has continuing involvement with the transferred financial assets and transfers of financial assets accounted for as secured borrowings, how the transfer of financial assets affects an entity's financial position, financial performance, and cash flows.",
        "label": "Transfers and Servicing of Financial Assets [Text Block]",
        "terseLabel": "MORTGAGE SERVICING RIGHTS"
       }
      }
     },
     "localname": "TransfersAndServicingOfFinancialAssetsTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/MORTGAGESERVICINGRIGHTS"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain": {
     "auth_ref": [
      "r354",
      "r355",
      "r429",
      "r444",
      "r521",
      "r572",
      "r573",
      "r574",
      "r575",
      "r576",
      "r577",
      "r579",
      "r580",
      "r581",
      "r585",
      "r586",
      "r587",
      "r588",
      "r591",
      "r596",
      "r605",
      "r606",
      "r607",
      "r608",
      "r611",
      "r612",
      "r613",
      "r614",
      "r615",
      "r616",
      "r617",
      "r618",
      "r620",
      "r621",
      "r622",
      "r801",
      "r802",
      "r803",
      "r886",
      "r887",
      "r888",
      "r889",
      "r890",
      "r891",
      "r892"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Instrument or contract that imposes a contractual obligation to deliver cash or another financial instrument or to exchange other financial instruments on potentially unfavorable terms and conveys a contractual right to receive cash or another financial instrument or to exchange other financial instruments on potentially favorable terms.",
        "label": "Financial Instruments [Domain]",
        "terseLabel": "Financial Instruments [Domain]"
       }
      }
     },
     "localname": "TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSOffsettingofDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCertainCharacteristicsofFuturesDerivativesDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofFairValueInformationaboutDerivativeAssetsandLiabilitiesDetails",
      "http://annaly.com/role/FAIRVALUEMEASUREMENTSEstimatedFairValuesofFinancialInstrumentsDetails",
      "http://annaly.com/role/FINANCIALINSTRUMENTSSummaryofCharacteristicsofFinancialInstrumentsDetails",
      "http://annaly.com/role/LOANSAdditionalInformationaboutResidentialMortgageLoansDetails",
      "http://annaly.com/role/LOANSFairValueandUnpaidPrincipalofResidentialMortgageLoanPortfolioDetails",
      "http://annaly.com/role/LOANSNarrativeDetails",
      "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails",
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails",
      "http://annaly.com/role/SECURITIESNarrativeDetails",
      "http://annaly.com/role/SECURITIESSummaryofResidentialSecuritiesandCMBSDetails",
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds": {
     "auth_ref": [
      "r572",
      "r575",
      "r576",
      "r577"
     ],
     "calculation": {
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION": {
       "order": 12.0,
       "parentTag": "us-gaap_Assets",
       "weight": 1.0
      }
     },
     "crdr": "debit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Represents the initial fair value recorded for assets received on transfer of financial assets in a securitization, asset-backed financing arrangement, or a similar transfer which transaction is recognized as a sale of the transferred financial assets.",
        "label": "Transfers of Financial Assets Accounted for as Sale, Initial Fair Value of Assets Obtained as Proceeds",
        "terseLabel": "Assets transferred or pledged to securitization vehicles"
       }
      }
     },
     "localname": "TransfersOfFinancialAssetsAccountedForAsSaleInitialFairValueOfAssetsObtainedAsProceeds",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITION"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_TreasuryStockSharesAcquired": {
     "auth_ref": [
      "r23",
      "r121",
      "r129"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Number of shares that have been repurchased during the period and are being held in treasury.",
        "label": "Treasury Stock, Shares, Acquired",
        "terseLabel": "Shares repurchased (in shares)"
       }
      }
     },
     "localname": "TreasuryStockSharesAcquired",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CAPITALSTOCKNarrativeDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_UnderlyingAssetClassAxis": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by underlying asset class.",
        "label": "Underlying Asset Class [Axis]",
        "terseLabel": "Underlying Asset Class [Axis]"
       }
      }
     },
     "localname": "UnderlyingAssetClassAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails",
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails",
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails",
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_UnderlyingAssetClassDomain": {
     "auth_ref": [
      "r174"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Major types of referenced/underlying asset classes (for example, corporate debt, sovereign debt, and structured finance).",
        "label": "Underlying Asset Class [Domain]",
        "terseLabel": "Underlying Asset Class [Domain]"
       }
      }
     },
     "localname": "UnderlyingAssetClassDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/SECUREDFINANCINGRepurchaseAgreementsRemainingMaturitiesCollateralTypesandWeightedAverageRateDetails",
      "http://annaly.com/role/SECURITIESComponentofAgencyMortgageBackedSecuritiesPortfoliobyIssuingAgencyConcentrationDetails",
      "http://annaly.com/role/SECURITIESPortfolioDetails",
      "http://annaly.com/role/SECURITIESUnrealizedLossPositionDetails",
      "http://annaly.com/role/SECURITIESWeightedAverageLifeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_UnrealizedGainLossOnDerivatives": {
     "auth_ref": [
      "r69"
     ],
     "calculation": {
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_DerivativeGainLossOnDerivativeNet",
       "weight": 1.0
      }
     },
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Unrealized Gain (Loss) on Derivatives",
        "terseLabel": "Unrealized gains (losses) on interest rate swaps",
        "verboseLabel": "Unrealized Gain (Loss)"
       }
      }
     },
     "localname": "UnrealizedGainLossOnDerivatives",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofInterestRateSwapsonConsolidatedStatementsofComprehensiveIncomeLossDetails",
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSEffectofOtherDerivativeContractsontheConsolidatedStatementsofOperationsandComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_UnrealizedGainLossOnInvestments": {
     "auth_ref": [
      "r69"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Amount of unrealized gain (loss) on investment.",
        "label": "Unrealized Gain (Loss) on Investments",
        "terseLabel": "Net unrealized gains (losses) on instruments measured at fair value through earnings"
       }
      }
     },
     "localname": "UnrealizedGainLossOnInvestments",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/LOANSSummaryofComprehensiveIncomeLossDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_VariableInterestEntityDisclosureTextBlock": {
     "auth_ref": [
      "r159"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The entire disclosure for a variable interest entity (VIE), including but not limited to, judgments and assumptions in determining whether to consolidate and in identifying the primary beneficiary, gain (loss) recognized on the initial consolidation of the VIE, terms of arrangements, amounts and classification of the VIE's assets and liabilities, and the entity's maximum exposure to loss.",
        "label": "Variable Interest Entity Disclosure [Text Block]",
        "terseLabel": "VARIABLE INTEREST ENTITIES"
       }
      }
     },
     "localname": "VariableInterestEntityDisclosureTextBlock",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIES"
     ],
     "xbrltype": "textBlockItemType"
    },
    "us-gaap_VariableInterestEntityEntityMaximumLossExposureAmount": {
     "auth_ref": [
      "r148",
      "r153"
     ],
     "crdr": "credit",
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The reporting entity's maximum amount of exposure to loss as a result of its involvement with the Variable Interest Entity (VIE).",
        "label": "Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount",
        "terseLabel": "Exposure to obligations of VIEs"
       }
      }
     },
     "localname": "VariableInterestEntityEntityMaximumLossExposureAmount",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "monetaryItemType"
    },
    "us-gaap_VariableInterestEntityLineItems": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "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.",
        "label": "Variable Interest Entity [Line Items]",
        "terseLabel": "Variable Interest Entity [Line Items]"
       }
      }
     },
     "localname": "VariableInterestEntityLineItems",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_VariableInterestEntityNotPrimaryBeneficiaryMember": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Variable Interest Entities (VIE) in which the entity does not have a controlling financial interest (as defined) and of which it is therefore not the primary beneficiary. VIEs of which the entity is not the primary beneficiary because it does not have the power to direct the activities of the VIE that most significantly impact the VIE's economic performance and for which it does not have the obligation to absorb losses of the VIE that could potentially be significant to the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE are not included in the consolidated financial statements of the entity.",
        "label": "Variable Interest Entity, Not Primary Beneficiary [Member]",
        "terseLabel": "VIE, Not Primary Beneficiary"
       }
      }
     },
     "localname": "VariableInterestEntityNotPrimaryBeneficiaryMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_VariableInterestEntityOwnershipPercentage": {
     "auth_ref": [
      "r151"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Percentage of the Variable Interest Entity's (VIE) voting interest owned by (or beneficial interest in) the reporting entity (directly or indirectly).",
        "label": "Variable Interest Entity, Qualitative or Quantitative Information, Ownership Percentage",
        "terseLabel": "Variable interest entity, ownership percentage"
       }
      }
     },
     "localname": "VariableInterestEntityOwnershipPercentage",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails"
     ],
     "xbrltype": "percentItemType"
    },
    "us-gaap_VariableInterestEntityPrimaryBeneficiaryMember": {
     "auth_ref": [
      "r146",
      "r514",
      "r515",
      "r519",
      "r520"
     ],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Variable Interest Entities (VIE) in which the entity has a controlling financial interest (as defined) and of which it is therefore the primary beneficiary. A controlling financial interest is determined based on both: (a) the entity's power to direct activities of the VIE that most significantly impact the VIE's economic performance and (b) the entity's obligation to absorb losses of the VIE that could potentially be significant to the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE. VIEs of which the entity is the primary beneficiary are included in the consolidated financial statements of the entity.",
        "label": "Variable Interest Entity, Primary Beneficiary [Member]",
        "terseLabel": "Consolidated VIEs"
       }
      }
     },
     "localname": "VariableInterestEntityPrimaryBeneficiaryMember",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFFINANCIALCONDITIONParenthetical",
      "http://annaly.com/role/SUBSEQUENTEVENTSDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESNarrativeDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESScheduleoftheFairValueofOBXTrustsClosedDetails",
      "http://annaly.com/role/VARIABLEINTERESTENTITIESStatementofFinancialConditionofVIEsReflectedinConsolidatedStatementsofFinancialConditionDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_VariableRateAxis": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Information by type of variable rate.",
        "label": "Variable Rate [Axis]",
        "terseLabel": "Variable Rate [Axis]"
       }
      }
     },
     "localname": "VariableRateAxis",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "stringItemType"
    },
    "us-gaap_VariableRateDomain": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Interest rate that fluctuates over time as a result of an underlying benchmark interest rate or index.",
        "label": "Variable Rate [Domain]",
        "terseLabel": "Variable Rate [Domain]"
       }
      }
     },
     "localname": "VariableRateDomain",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/DERIVATIVEINSTRUMENTSSummaryofCharacteristicsofInterestRateSwapsDetails"
     ],
     "xbrltype": "domainItemType"
    },
    "us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding": {
     "auth_ref": [
      "r315",
      "r325"
     ],
     "calculation": {
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails": {
       "order": null,
       "parentTag": null,
       "root": true,
       "weight": null
      }
     },
     "lang": {
      "en-us": {
       "role": {
        "documentation": "The average number of shares or units issued and outstanding that are used in calculating diluted EPS or earnings per unit (EPU), determined based on the timing of issuance of shares or units in the period.",
        "label": "Weighted Average Number of Shares Outstanding, Diluted",
        "terseLabel": "Diluted (in shares)",
        "totalLabel": "Weighted average shares of common stock outstanding-diluted (in shares)"
       }
      }
     },
     "localname": "WeightedAverageNumberOfDilutedSharesOutstanding",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_WeightedAverageNumberOfSharesOutstandingBasic": {
     "auth_ref": [
      "r313",
      "r325"
     ],
     "calculation": {
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails": {
       "order": 1.0,
       "parentTag": "us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding",
       "weight": 1.0
      }
     },
     "lang": {
      "en-us": {
       "role": {
        "documentation": "Number of [basic] shares or units, after adjustment for contingently issuable shares or units and other shares or units not deemed outstanding, determined by relating the portion of time within a reporting period that common shares or units have been outstanding to the total time in that period.",
        "label": "Weighted Average Number of Shares Outstanding, Basic",
        "terseLabel": "Basic (in shares)",
        "verboseLabel": "Weighted average shares of common stock outstanding-basic (in shares)"
       }
      }
     },
     "localname": "WeightedAverageNumberOfSharesOutstandingBasic",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS",
      "http://annaly.com/role/NETINCOMELOSSPERCOMMONSHAREScheduleofNetIncomeLossperShareReconciliationDetails"
     ],
     "xbrltype": "sharesItemType"
    },
    "us-gaap_WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract": {
     "auth_ref": [],
     "lang": {
      "en-us": {
       "role": {
        "label": "Weighted Average Number of Shares Outstanding Reconciliation [Abstract]",
        "terseLabel": "Weighted average number of common shares outstanding"
       }
      }
     },
     "localname": "WeightedAverageNumberOfSharesOutstandingDilutedDisclosureItemsAbstract",
     "nsuri": "http://fasb.org/us-gaap/2022",
     "presentation": [
      "http://annaly.com/role/CONSOLIDATEDSTATEMENTSOFCOMPREHENSIVEINCOMELOSS"
     ],
     "xbrltype": "stringItemType"
    }
   },
   "unitCount": 7
  }
 },
 "std_ref": {
  "r0": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222160&loc=d3e1107-107759",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r1": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222160&loc=SL51721533-107759",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r10": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721673-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r100": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=6388964&loc=d3e16212-109274",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r101": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=6388964&loc=d3e16225-109274",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r102": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16265-109275",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r103": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16265-109275",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r104": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "((a)(1),(b))",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16323-109275",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r105": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16323-109275",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r106": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)(2)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16323-109275",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r107": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(e)",
   "Topic": "360",
   "URI": "https://asc.fasb.org/extlink&oid=109226691&loc=d3e2941-110230",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r108": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "360",
   "URI": "https://asc.fasb.org/extlink&oid=109226691&loc=d3e2941-110230",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r109": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "360",
   "URI": "https://asc.fasb.org/extlink&oid=109226691&loc=SL51724579-110230",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r11": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5C",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721675-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r110": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "360",
   "URI": "https://asc.fasb.org/topic&trid=2155823",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r111": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "460",
   "URI": "https://asc.fasb.org/extlink&oid=126907703&loc=d3e12565-110249",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r112": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "19",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=99376301&loc=d3e1398-112600",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r113": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123465755&loc=SL6230698-112601",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r114": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=99377297&loc=d3e10013-112621",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r115": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "470",
   "URI": "https://asc.fasb.org/topic&trid=2208564",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r116": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(CFRR 211.02)",
   "Topic": "480",
   "URI": "https://asc.fasb.org/extlink&oid=122040564&loc=d3e177068-122764",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r117": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Topic": "480",
   "URI": "https://asc.fasb.org/extlink&oid=122040564&loc=d3e177068-122764",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r118": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=65888546&loc=d3e21300-112643",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r119": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21553-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r12": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721677-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r120": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21564-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r121": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21463-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r122": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21475-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r123": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21484-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r124": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21488-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r125": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21488-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r126": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21506-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r127": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21521-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r128": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21538-112644",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r129": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.3-04)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=120397183&loc=d3e187085-122770",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r13": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721683-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r130": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SAB TOPIC 4.C)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=120397183&loc=d3e187143-122770",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r131": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "505",
   "URI": "https://asc.fasb.org/topic&trid=2208762",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r132": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b),(f(1))",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r133": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "12",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=126964447&loc=d3e11149-113907",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r134": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=126964447&loc=d3e11178-113907",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r135": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "31",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Subparagraph": "(h)",
   "Topic": "805",
   "URI": "https://asc.fasb.org/extlink&oid=123410050&loc=d3e5419-128473",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r136": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=126929396&loc=SL4568447-111683",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r137": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "16",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=126929396&loc=SL4568740-111683",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r138": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "19",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=126929396&loc=SL4569616-111683",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r139": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "20",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=126929396&loc=SL4569643-111683",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r14": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/subtopic&trid=2122178",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r140": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "21",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=126929396&loc=SL4613674-111683",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r141": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=109239629&loc=d3e5614-111684",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r142": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(2)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=109239629&loc=SL4573702-111684",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r143": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(3)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=109239629&loc=SL4573702-111684",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r144": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c),(3)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=109239629&loc=SL4573702-111684",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r145": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2AA",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "a",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=SL6759068-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r146": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=d3e5710-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r147": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(e)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=d3e5728-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r148": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "b",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=d3e5728-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r149": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=d3e5728-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r15": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "205",
   "URI": "https://asc.fasb.org/topic&trid=2122149",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r150": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=SL6759159-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r151": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=SL6759159-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r152": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=SL6759159-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r153": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=d3e5747-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r154": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=d3e5747-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r155": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "9",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=SL6228884-111685",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r156": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4I",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=120409616&loc=SL4590271-111686",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r157": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4J",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=120409616&loc=SL4591551-111686",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r158": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4K",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=120409616&loc=SL4591552-111686",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r159": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "810",
   "URI": "https://asc.fasb.org/topic&trid=2197479",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r16": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(27)",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r160": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "83",
   "Publisher": "FASB",
   "Section": "15",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126929950&loc=d3e34841-113949",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r161": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5579240-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r162": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r163": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r164": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r165": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=d3e41620-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r166": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=d3e41638-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r167": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5618551-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r168": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5618551-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r169": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a),(c)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5624163-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r17": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(19))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r170": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5624163-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r171": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5624163-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r172": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4C",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5624171-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r173": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5624177-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r174": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4K",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5708775-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r175": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=d3e41641-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r176": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=d3e41675-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r177": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=d3e41678-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r178": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=d3e41678-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r179": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=d3e41678-113959",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r18": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(20))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r180": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "182",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=127000641&loc=SL5629052-113961",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r181": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "25",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=121577467&loc=d3e76258-113986",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r182": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "815",
   "URI": "https://asc.fasb.org/topic&trid=2229140",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r183": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r184": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(bbb)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r185": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r186": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r187": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19279-110258",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r188": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=SL6742756-110258",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r189": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "60",
   "SubTopic": "10",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=7493716&loc=d3e21868-110260",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r19": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(22))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r190": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123594938&loc=d3e13279-108611",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r191": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123594938&loc=d3e13433-108611",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r192": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123594938&loc=d3e13467-108611",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r193": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "12",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123594938&loc=d3e13476-108611",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r194": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "20",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123594938&loc=d3e13531-108611",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r195": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "21",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123594938&loc=d3e13537-108611",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r196": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "21",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123594938&loc=d3e13537-108611",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r197": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123596393&loc=d3e14064-108612",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r198": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "230",
   "Topic": "830",
   "URI": "https://asc.fasb.org/extlink&oid=123444420&loc=d3e33268-110906",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r199": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Topic": "835",
   "URI": "https://asc.fasb.org/extlink&oid=124435984&loc=d3e28555-108399",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r2": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222160&loc=SL51721494-107759",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r20": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(24))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r200": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "850",
   "URI": "https://asc.fasb.org/extlink&oid=6457730&loc=d3e39549-107864",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r201": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "850",
   "URI": "https://asc.fasb.org/extlink&oid=6457730&loc=d3e39603-107864",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r202": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "15",
   "SubTopic": "10",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=126935080&loc=d3e94415-111705",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r203": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r204": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=SL51823488-111719",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r205": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "25",
   "SubTopic": "20",
   "Topic": "940",
   "URI": "https://asc.fasb.org/extlink&oid=126941158&loc=d3e41242-110953",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r206": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "320",
   "Topic": "940",
   "URI": "https://asc.fasb.org/extlink&oid=35711157&loc=d3e42546-110969",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r207": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "SubTopic": "320",
   "Topic": "940",
   "URI": "https://asc.fasb.org/subtopic&trid=2176304",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r208": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03(10))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r209": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03(11))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r21": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(27))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r210": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03(13))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r211": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03(15)(5))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r212": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03(16))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r213": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03(22))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r214": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03(23))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r215": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03.1)",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r216": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03.13(1))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r217": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03.13,16)",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r218": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03.15(5))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r219": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04(13)(f))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r22": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(28))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r220": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04(15))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r221": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04(22))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r222": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04.1-12)",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r223": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04.10)",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r224": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04.13(h))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r225": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04.4)",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r226": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04.9)",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r227": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "SubTopic": "320",
   "Topic": "942",
   "URI": "https://asc.fasb.org/subtopic&trid=2209399",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r228": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "405",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=6957935&loc=d3e64057-112817",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r229": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "470",
   "Subparagraph": "e",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=123599511&loc=d3e64711-112823",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r23": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(29))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r230": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03(16))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r231": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03(a)(10))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r232": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03(a)(12))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r233": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03(a)(15)(5))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r234": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03(a)(23)(a)(4))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r235": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03(a)(24))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r236": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03(a)(25))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r237": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03.(a),2)",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r238": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03.15(a))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r239": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.7-04(10))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=120400993&loc=SL114874131-224263",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r24": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(30)(a)(1))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r240": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.7-04(18))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=120400993&loc=SL114874131-224263",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r241": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.7-04(8))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=120400993&loc=SL114874131-224263",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r242": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "210",
   "Subparagraph": "(c)",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=99383244&loc=d3e12121-115841",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r243": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12.2(ii))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611133-123010",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r244": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "SubTopic": "320",
   "Topic": "946",
   "URI": "https://asc.fasb.org/subtopic&trid=2324412",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r245": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(n)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://fasb.org/us-gaap/role/ref/otherTransitionRef"
  },
  "r246": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "105",
   "URI": "https://asc.fasb.org/extlink&oid=126987489&loc=SL124442142-165695",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r247": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "105",
   "URI": "https://asc.fasb.org/extlink&oid=126987489&loc=SL124442142-165695",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r248": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5C",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)(2)",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721675-107760",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r249": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721683-107760",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r25": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(30)(a)(3))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r250": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(1))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r251": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(17))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r252": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(18))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r253": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(27)(b))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r254": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(28))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r255": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(29))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r256": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(30)(a)(4))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r257": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r258": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r259": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(2)",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r26": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(30))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r260": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r261": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10A",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(e)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL7669646-108580",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r262": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10A",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(f)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL7669646-108580",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r263": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=d3e637-108580",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r264": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "17A",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL34724391-108580",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r265": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL7669619-108580",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r266": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL7669619-108580",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r267": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL7669619-108580",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r268": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL7669625-108580",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r269": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL7669625-108580",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r27": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(31))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r270": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=124431353&loc=SL116659661-227067",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r271": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=124431353&loc=SL124442407-227067",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r272": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=124431353&loc=SL124442411-227067",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r273": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=124431353&loc=SL124452729-227067",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r274": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(210.5-03(11))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r275": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03(22))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r276": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03(23))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r277": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03(24))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r278": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03(25))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r279": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3151-108585",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r28": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(32))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r280": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "12",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3179-108585",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r281": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3291-108585",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r282": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "19",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3444-108585",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r283": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3000-108585",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r284": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "24",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3521-108585",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r285": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=126899994&loc=d3e18726-107790",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r286": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(c))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r287": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(e)(1))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r288": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(g)(1)(ii))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r289": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(h)(2))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r29": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02.19(b),22(b))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r290": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(h))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r291": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(m)(1)(i))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r292": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(m)(1)(ii)(A)(1))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r293": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(m)(1)(ii)(A)(i))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r294": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(m)(1)(ii)(A))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r295": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(m)(1)(iii))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r296": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(n))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r297": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.12-04(a))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e24072-122690",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r298": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "23",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124436220&loc=d3e21914-107793",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r299": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "24",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124436220&loc=d3e21930-107793",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r3": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=d3e1361-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r30": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02.19-26)",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r300": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124436220&loc=d3e21711-107793",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r301": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124436220&loc=d3e21728-107793",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r302": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)(2)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22499-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r303": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)(3)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22499-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r304": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22694-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r305": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22694-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r306": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22583-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r307": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22595-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r308": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22644-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r309": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22644-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r31": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02.22)",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r310": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22658-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r311": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "9",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22663-107794",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r312": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SAB Topic 11.M.Q2)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=122038215&loc=d3e31137-122693",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r313": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1448-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r314": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1377-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r315": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "16",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1505-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r316": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1252-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r317": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "22",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1707-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r318": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "23",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1757-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r319": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28A",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1500-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r32": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02.29-31)",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r320": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1278-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r321": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "60B",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=SL5780133-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r322": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "60B",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=SL5780133-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r323": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "60B",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=SL5780133-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r324": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1337-109256",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r325": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=124432515&loc=d3e3550-109257",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r326": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=124432515&loc=d3e3550-109257",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r327": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=124432515&loc=d3e3630-109257",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r328": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=109243012&loc=SL65017193-207537",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r329": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=128363288&loc=d3e3842-109258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r33": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02.31)",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r330": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "260",
   "URI": "https://asc.fasb.org/topic&trid=2144383",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r331": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "272",
   "URI": "https://asc.fasb.org/extlink&oid=125520817&loc=d3e70191-108054",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r332": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "272",
   "URI": "https://asc.fasb.org/extlink&oid=6373374&loc=d3e70434-108055",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r333": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "272",
   "URI": "https://asc.fasb.org/extlink&oid=6373374&loc=d3e70478-108055",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r334": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "22",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8736-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r335": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "22",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8736-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r336": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "22",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(g)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8736-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r337": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "22",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(h)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8736-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r338": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "22",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8736-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r339": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "30",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8906-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r34": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r340": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "30",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8906-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r341": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "30",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8906-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r342": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "30",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8906-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r343": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "31",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8924-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r344": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "32",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8933-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r345": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "32",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8933-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r346": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "32",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8933-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r347": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "32",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8933-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r348": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "41",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e9038-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r349": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "41",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e9038-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r35": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=51824906&loc=SL20225877-175312",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r350": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "42",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e9054-108599",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r351": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "310",
   "URI": "https://asc.fasb.org/extlink&oid=124259787&loc=d3e4428-111522",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r352": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "310",
   "URI": "https://asc.fasb.org/extlink&oid=123577603&loc=d3e5066-111524",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r353": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=124260329&loc=d3e26610-111562",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r354": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27232-111563",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r355": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=SL120269820-111563",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r356": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)(3)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27290-111563",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r357": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=SL6284393-111563",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r358": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "9",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27357-111563",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r359": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "320",
   "URI": "https://asc.fasb.org/topic&trid=2196928",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r36": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=99393222&loc=SL20226016-175313",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r360": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "321",
   "URI": "https://asc.fasb.org/extlink&oid=123583714&loc=SL75117360-209713",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r361": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "323",
   "URI": "https://asc.fasb.org/extlink&oid=114001798&loc=d3e33918-111571",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r362": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=122640432&loc=SL121648383-210437",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r363": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124255953&loc=SL82919244-210447",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r364": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124255953&loc=SL82919249-210447",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r365": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124255953&loc=SL82919249-210447",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r366": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124255953&loc=SL82919253-210447",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r367": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "16",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124255953&loc=SL82919258-210447",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r368": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124255953&loc=SL82919230-210447",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r369": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124258926&loc=SL82898722-210454",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r37": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=99393222&loc=SL20226000-175313",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r370": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(b)(3)",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124269663&loc=SL82922888-210455",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r371": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124269663&loc=SL82922888-210455",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r372": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124269663&loc=SL82922895-210455",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r373": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "9",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124269663&loc=SL82922900-210455",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r374": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=99380562&loc=d3e13777-109266",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r375": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(e)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=121556970&loc=d3e13816-109267",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r376": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=121556970&loc=d3e13816-109267",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r377": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=121556970&loc=d3e13854-109267",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r378": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=121556970&loc=d3e13854-109267",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r379": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "SubTopic": "20",
   "Topic": "350",
   "URI": "https://asc.fasb.org/subtopic&trid=2144439",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r38": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=d3e526-108580",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r380": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16265-109275",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r381": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)(1)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16265-109275",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r382": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(d)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16265-109275",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r383": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)(1)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16323-109275",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r384": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(d)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16323-109275",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r385": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(c)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16373-109275",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r386": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "450",
   "URI": "https://asc.fasb.org/extlink&oid=121557415&loc=d3e14326-108349",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r387": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "450",
   "URI": "https://asc.fasb.org/extlink&oid=121557415&loc=d3e14435-108349",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r388": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "9",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "450",
   "URI": "https://asc.fasb.org/extlink&oid=121557415&loc=d3e14557-108349",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r389": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "20",
   "Subparagraph": "(SAB Topic 5.Y.Q2)",
   "Topic": "450",
   "URI": "https://asc.fasb.org/extlink&oid=27011672&loc=d3e149879-122751",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r39": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10A",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL7669646-108580",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r390": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "20",
   "Subparagraph": "(SAB Topic 5.Y.Q4)",
   "Topic": "450",
   "URI": "https://asc.fasb.org/extlink&oid=27011672&loc=d3e149879-122751",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r391": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-01(a)(4)(i))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442526-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r392": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-01(a)(4)(iii)(A))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442526-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r393": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-01(a)(4)(iii)(B))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442526-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r394": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-01(a)(4)(iv))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442526-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r395": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-01(a)(5))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442526-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r396": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-02(a)(4)(i))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442552-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r397": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-02(a)(4)(iii)(A)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442552-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r398": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-02(a)(4)(iii)(A))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442552-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r399": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-02(a)(4)(iii)(B)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442552-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r4": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=d3e1474-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r40": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=d3e637-108580",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r400": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-02(a)(4)(iii)(B))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442552-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r401": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-02(a)(4)(iii)(C))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442552-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r402": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-02(a)(4)(iv))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442552-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r403": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-02(a)(5))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442552-122756",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r404": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r405": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r406": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r407": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(e)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r408": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(f)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r409": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(g)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r41": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=d3e681-108580",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r410": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(h)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r411": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(i)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r412": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r413": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1C",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495334-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r414": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1C",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495334-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r415": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1C",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495334-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r416": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495340-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r417": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495340-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r418": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495340-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r419": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1E",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495348-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r42": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14A",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=SL7669686-108580",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r420": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1E",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495348-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r421": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1E",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495348-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r422": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1E",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495348-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r423": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1F",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495355-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r424": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1F",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495355-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r425": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1F",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(1)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495355-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r426": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1F",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(2)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495355-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r427": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1I",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495371-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r428": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1I",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495371-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r429": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1I",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495371-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r43": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=d3e689-108580",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r430": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1I",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495371-112611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r431": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496158-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r432": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496158-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r433": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(e)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496158-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r434": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(g)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496158-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r435": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(h)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496158-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r436": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(i)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496158-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r437": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496158-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r438": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496171-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r439": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496171-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r44": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126968391&loc=d3e557-108580",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r440": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496171-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r441": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "16",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496180-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r442": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "18",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496189-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r443": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "18",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496189-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r444": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "18",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496189-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r445": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "18",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496189-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r446": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21463-112644",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r447": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.3-04)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=120397183&loc=d3e187085-122770",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r448": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(i)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r449": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(iv)(01)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r45": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03(10))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r450": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(iv)(02)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r451": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(iv)(02)(A)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r452": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(iv)(02)(B)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r453": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(iv)(02)(C)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r454": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(iv)(03)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r455": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "80",
   "Subparagraph": "(d)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=65877416&loc=SL14450657-114947",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r456": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1D",
   "Publisher": "FASB",
   "Section": "35",
   "SubTopic": "10",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=126961718&loc=SL116886442-113899",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r457": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "35",
   "SubTopic": "10",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=126961718&loc=d3e4534-113899",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r458": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "35",
   "SubTopic": "10",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=126961718&loc=d3e4549-113899",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r459": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=126962052&loc=d3e4991-113900",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r46": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03(12))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r460": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r461": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(1)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r462": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(2)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r463": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(3)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r464": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(i)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r465": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(ii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r466": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r467": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r468": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)(01)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r469": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)(02)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r47": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03(20))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r470": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)(03)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r471": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)(04)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r472": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(i)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r473": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(ii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r474": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(iii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r475": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(iii)(01)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r476": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(iii)(02)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r477": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(iii)(03)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r478": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)(1)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r479": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)(2)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r48": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03.1(e))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r480": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(e)(1)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r481": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(e)(2)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r482": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(i)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r483": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(ii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r484": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(iii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r485": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(iv)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r486": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(v)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r487": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(h)(2)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r488": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(h)(2)(i)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r489": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(i)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r49": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03.4)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r490": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(l)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r491": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(e)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128097895&loc=SL121327923-165333",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r492": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(f)(1)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128097895&loc=SL121327923-165333",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r493": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128097895&loc=SL121327923-165333",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r494": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "718",
   "URI": "https://asc.fasb.org/topic&trid=2228938",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r495": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "25",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=123427490&loc=d3e32247-109318",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r496": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=123427490&loc=d3e32280-109318",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r497": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=121826272&loc=d3e32672-109319",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r498": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=121826272&loc=d3e32705-109319",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r499": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "17",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=121826272&loc=d3e32809-109319",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r5": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721659-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r50": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03.7(c),9(a))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r500": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "19",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=121826272&loc=d3e32840-109319",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r501": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "20",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=121826272&loc=d3e32847-109319",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r502": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "21",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=121826272&loc=d3e32857-109319",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r503": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "9",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=121826272&loc=d3e32639-109319",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r504": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(d)(2)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=126983759&loc=SL121830611-158277",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r505": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(d)(3)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=126983759&loc=SL121830611-158277",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r506": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SAB TOPIC 6.I.5.Q1)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=122134291&loc=d3e330036-122817",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r507": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SAB TOPIC 6.I.7)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=122134291&loc=d3e330036-122817",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r508": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SAB Topic 11.C)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=122134291&loc=d3e330215-122817",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r509": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=123586238&loc=d3e38679-109324",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r51": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03.7)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r510": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "270",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=6424409&loc=d3e44925-109338",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r511": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=6424122&loc=d3e41874-109331",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r512": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "740",
   "URI": "https://asc.fasb.org/topic&trid=2144680",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r513": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "19",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=126929396&loc=SL4569616-111683",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r514": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "25",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=116870748&loc=SL6758485-165988",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r515": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "25",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=116870748&loc=SL6758485-165988",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r516": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(1)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=109239629&loc=SL4573702-111684",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r517": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=109239629&loc=SL4573702-111684",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r518": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=109239629&loc=SL4582445-111684",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r519": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(bb)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=d3e5710-111685",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r52": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03.9)",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r520": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=d3e5710-111685",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r521": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "40",
   "Subparagraph": "(f)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126731327&loc=d3e90205-114008",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r522": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "40",
   "Subparagraph": "(a)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126731327&loc=SL126733271-114008",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r523": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(b)(1)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126732423&loc=SL123482106-238011",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r524": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(d)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126732423&loc=SL123482106-238011",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r525": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(e)(3)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126732423&loc=SL123482106-238011",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r526": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(e)(4)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126732423&loc=SL123482106-238011",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r527": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(f)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126732423&loc=SL123482106-238011",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r528": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r529": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r53": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "12",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3179-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r530": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(bbb)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r531": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(bbb)(1)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r532": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(bbb)(2)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r533": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r534": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r535": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19279-110258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r536": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=SL6742756-110258",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r537": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123594809&loc=d3e13220-108610",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r538": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123594938&loc=d3e13433-108611",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r539": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123596393&loc=d3e14064-108612",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r54": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "12",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3179-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r540": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "17",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Topic": "830",
   "URI": "https://asc.fasb.org/extlink&oid=118261656&loc=d3e32136-110900",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r541": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "20",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Subparagraph": "(a)",
   "Topic": "830",
   "URI": "https://asc.fasb.org/extlink&oid=118261656&loc=d3e32211-110900",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r542": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "20",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Subparagraph": "(b)",
   "Topic": "830",
   "URI": "https://asc.fasb.org/extlink&oid=118261656&loc=d3e32211-110900",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r543": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "20",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Subparagraph": "(c)",
   "Topic": "830",
   "URI": "https://asc.fasb.org/extlink&oid=118261656&loc=d3e32211-110900",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r544": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "20",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Subparagraph": "(d)",
   "Topic": "830",
   "URI": "https://asc.fasb.org/extlink&oid=118261656&loc=d3e32211-110900",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r545": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Topic": "830",
   "URI": "https://asc.fasb.org/extlink&oid=6450520&loc=d3e32583-110901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r546": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Topic": "830",
   "URI": "https://asc.fasb.org/extlink&oid=6450520&loc=d3e32618-110901",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r547": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "835",
   "URI": "https://asc.fasb.org/extlink&oid=6450988&loc=d3e26243-108391",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r548": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Topic": "835",
   "URI": "https://asc.fasb.org/extlink&oid=124429444&loc=SL124452920-239629",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r549": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Subparagraph": "(a)",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=123391704&loc=SL77918627-209977",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r55": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "12",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3179-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r550": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=123391704&loc=SL77918627-209977",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r551": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=123391704&loc=SL77918631-209977",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r552": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Subparagraph": "(c)",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=123391704&loc=SL77918643-209977",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r553": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=128292326&loc=SL77918673-209980",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r554": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=128292326&loc=SL77918686-209980",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r555": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(g)(1)",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=128292326&loc=SL77918686-209980",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r556": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(g)(3)",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=128292326&loc=SL77918686-209980",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r557": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(g)(4)",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=128292326&loc=SL77918686-209980",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r558": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=128292326&loc=SL77918701-209980",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r559": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "SubTopic": "20",
   "Topic": "842",
   "URI": "https://asc.fasb.org/subtopic&trid=77888251",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r56": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "12",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3179-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r560": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(a)(2)",
   "Topic": "848",
   "URI": "https://asc.fasb.org/extlink&oid=125980421&loc=SL125981372-237846",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r561": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(a)(3)(iii)(03)",
   "Topic": "848",
   "URI": "https://asc.fasb.org/extlink&oid=125980421&loc=SL125981372-237846",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r562": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "850",
   "URI": "https://asc.fasb.org/extlink&oid=6457730&loc=d3e39549-107864",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r563": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "850",
   "URI": "https://asc.fasb.org/extlink&oid=6457730&loc=d3e39549-107864",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r564": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "850",
   "URI": "https://asc.fasb.org/extlink&oid=6457730&loc=d3e39549-107864",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r565": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "850",
   "URI": "https://asc.fasb.org/extlink&oid=6457730&loc=d3e39549-107864",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r566": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "850",
   "URI": "https://asc.fasb.org/extlink&oid=6457730&loc=d3e39691-107864",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r567": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "850",
   "URI": "https://asc.fasb.org/topic&trid=2122745",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r568": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "852",
   "URI": "https://asc.fasb.org/extlink&oid=124437977&loc=d3e55792-112764",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r569": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "855",
   "URI": "https://asc.fasb.org/extlink&oid=6842918&loc=SL6314017-165662",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r57": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3213-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r570": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "855",
   "URI": "https://asc.fasb.org/extlink&oid=6842918&loc=SL6314017-165662",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r571": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "855",
   "URI": "https://asc.fasb.org/topic&trid=2122774",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r572": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(2)(i)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r573": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(2)(ii)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r574": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r575": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(bb)(1)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r576": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(bb)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r577": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(bb)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r578": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r579": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)(1)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r58": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3213-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r580": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r581": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r582": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(cc)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r583": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)(5)(ii)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r584": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r585": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(1)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r586": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r587": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r588": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r589": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r59": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3213-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r590": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=SL51823488-111719",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r591": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=66007379&loc=d3e113888-111728",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r592": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(b)(1)(i)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=109249958&loc=SL6224234-111729",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r593": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(b)(1)(ii)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=109249958&loc=SL6224234-111729",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r594": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(b)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=109249958&loc=SL6224234-111729",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r595": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(c)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=109249958&loc=SL6224234-111729",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r596": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=109249958&loc=SL34722452-111729",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r597": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(b)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=109249958&loc=SL34722452-111729",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r598": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(c)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=109249958&loc=SL34722452-111729",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r599": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "50",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=6469459&loc=d3e122492-111745",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r6": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721663-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r60": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3255-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r600": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "50",
   "Subparagraph": "(a)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=6469459&loc=d3e122501-111745",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r601": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "50",
   "Subparagraph": "(b)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=6469459&loc=d3e122501-111745",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r602": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122596-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r603": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(d)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122596-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r604": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122625-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r605": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(1)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122625-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r606": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122625-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r607": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122625-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r608": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(4)(i)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122625-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r609": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(4)(ii)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122625-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r61": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "14",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3255-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r610": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(5)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122625-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r611": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(1)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r612": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r613": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r614": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(4)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r615": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(5)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r616": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(6)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r617": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(7)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r618": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(b)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r619": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(d)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r62": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3291-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r620": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(e)(1)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r621": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(e)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r622": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(e)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122739-111746",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r623": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "860",
   "URI": "https://asc.fasb.org/topic&trid=2197590",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r624": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "910",
   "URI": "https://asc.fasb.org/extlink&oid=126937589&loc=SL119991595-234733",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r625": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SAB Topic 11.L)",
   "Topic": "924",
   "URI": "https://asc.fasb.org/extlink&oid=6472922&loc=d3e499488-122856",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r626": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "926",
   "URI": "https://asc.fasb.org/extlink&oid=120154696&loc=d3e54445-107959",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r627": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "340",
   "Topic": "928",
   "URI": "https://asc.fasb.org/extlink&oid=6473545&loc=d3e61844-108004",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r628": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.9-03(6))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=126897435&loc=d3e534808-122878",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r629": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04(11))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r63": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3291-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r630": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04(24))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r631": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04(25))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r632": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04(26))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r633": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.9-04(27))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399700&loc=SL114874048-224260",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r634": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "235",
   "Subparagraph": "(SX 210.9-05(b)(2))",
   "Topic": "942",
   "URI": "https://asc.fasb.org/extlink&oid=120399901&loc=d3e537907-122884",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r635": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "210",
   "Subparagraph": "(SX 210.7-03(a)(23)(a)(3))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126734703&loc=d3e572229-122910",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r636": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.7-04(20))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=120400993&loc=SL114874131-224263",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r637": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.7-04(21))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=120400993&loc=SL114874131-224263",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r638": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.7-04(22))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=120400993&loc=SL114874131-224263",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r639": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.7-04(23))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=120400993&loc=SL114874131-224263",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r64": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3291-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r640": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "220",
   "Subparagraph": "(SX 210.7-04(9))",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=120400993&loc=SL114874131-224263",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r641": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "40",
   "Subparagraph": "(d)",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=124506351&loc=SL117782755-158439",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r642": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(e)",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=124501264&loc=SL117420844-207641",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r643": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(f)(1)",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=124501264&loc=SL117420844-207641",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r644": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(f)(2)",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=124501264&loc=SL117420844-207641",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r645": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(g)(2)(i)",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=124501264&loc=SL117420844-207641",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r646": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(g)(2)(ii)",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=124501264&loc=SL117420844-207641",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r647": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(h)(2)",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=124501264&loc=SL117420844-207641",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r648": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "825",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=123600520&loc=SL75241803-196195",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r649": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column B)(Footnote 1))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r65": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "21D",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=SL94080555-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r650": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column B)(Footnote 2))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r651": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column B)(Footnote 6))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r652": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column B)(Footnote 7))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r653": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column B))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r654": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column C)(Footnote 1))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r655": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column C)(Footnote 2))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r656": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column C)(Footnote 6))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r657": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column C)(Footnote 7))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r658": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column D)(Footnote 1))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r659": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column D)(Footnote 2))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r66": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "24",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3521-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r660": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column D)(Footnote 6))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r661": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column D)(Footnote 7))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r662": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5D",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-13D(Column B)(Footnote 2))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=SL120429264-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r663": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5D",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-13D(Column C)(Footnote 2))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=SL120429264-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r664": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-15(Column A))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611379-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r665": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-15(Column B))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611379-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r666": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-15(Column C))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611379-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r667": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-15(Column D))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611379-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r668": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-15)",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611379-123010",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r669": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "310",
   "Topic": "948",
   "URI": "https://asc.fasb.org/extlink&oid=124265262&loc=d3e48678-111004",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r67": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "25",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3536-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r670": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "310",
   "Topic": "948",
   "URI": "https://asc.fasb.org/extlink&oid=121578458&loc=d3e48700-111005",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r671": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "310",
   "Subparagraph": "(SX 210.12-29(Column G))",
   "Topic": "948",
   "URI": "https://asc.fasb.org/extlink&oid=120402547&loc=d3e617274-123014",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r672": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "310",
   "Subparagraph": "(SX 210.12-29(Footnote 4))",
   "Topic": "948",
   "URI": "https://asc.fasb.org/extlink&oid=120402547&loc=d3e617274-123014",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r673": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "310",
   "Subparagraph": "(SX 210.12-29(Footnote 6))",
   "Topic": "948",
   "URI": "https://asc.fasb.org/extlink&oid=120402547&loc=d3e617274-123014",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r674": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "310",
   "Subparagraph": "(SX 210.12-29)",
   "Topic": "948",
   "URI": "https://asc.fasb.org/extlink&oid=120402547&loc=d3e617274-123014",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r675": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "310",
   "Topic": "954",
   "URI": "https://asc.fasb.org/extlink&oid=126942805&loc=d3e3115-115594",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r676": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "450",
   "Topic": "954",
   "URI": "https://asc.fasb.org/extlink&oid=6491354&loc=d3e6049-115624",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r677": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Column B))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r678": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Column C))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r679": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Column D))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r68": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3602-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r680": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Column E))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r681": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Column F))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r682": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Column G))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r683": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Column H))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r684": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Column I))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r685": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Footnote 2))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r686": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Footnote 4))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r687": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "310",
   "Subparagraph": "(c)",
   "Topic": "976",
   "URI": "https://asc.fasb.org/extlink&oid=6497875&loc=d3e22274-108663",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r688": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "310",
   "Subparagraph": "(b)",
   "Topic": "978",
   "URI": "https://asc.fasb.org/extlink&oid=126945304&loc=d3e27327-108691",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r689": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "1402",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r69": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3602-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r690": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(b)",
   "Publisher": "SEC",
   "Section": "1402",
   "Subparagraph": "(1)",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r691": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Publisher": "SEC",
   "Section": "1402",
   "Subsection": "Instruction 3",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r692": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(b)",
   "Publisher": "SEC",
   "Section": "1403",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r693": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "1404",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r694": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(b)",
   "Publisher": "SEC",
   "Section": "1404",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r695": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "1405",
   "Subparagraph": "(4)",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r696": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(c)",
   "Publisher": "SEC",
   "Section": "1405",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r697": {
   "Footnote": "2",
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r698": {
   "Footnote": "4",
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r699": {
   "Footnote": "4",
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "29",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r7": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721665-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r70": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3602-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r700": {
   "Footnote": "6",
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "29",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r701": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "Column B",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r702": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "Column C",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r703": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "Column D",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r704": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "Column E",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r705": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "Column F",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r706": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "Column G",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r707": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "Column H",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r708": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "Column I",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r709": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "15",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r71": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3044-108585",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r710": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "29",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r711": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(i)",
   "Subsection": "01",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r712": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(i)",
   "Subsection": "02",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r713": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iii)(A)",
   "Subsection": "01",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r714": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iii)(A)",
   "Subsection": "02",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r715": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iii)(B)",
   "Subsection": "01",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r716": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iii)(B)",
   "Subsection": "02",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r717": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iii)(C)",
   "Subsection": "02",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r718": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iv)",
   "Subsection": "01",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r719": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iv)",
   "Subsection": "02",
   "role": "http://www.xbrl.org/2003/role/disclosureRef"
  },
  "r72": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126999549&loc=d3e4273-108586",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r720": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=124098289&loc=d3e6676-107765",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r721": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "20",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=99393222&loc=SL20226038-175313",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r722": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "22",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=99393222&loc=SL20226052-175313",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r723": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=126899994&loc=d3e18823-107790",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r724": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "52",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=128363288&loc=d3e4984-109258",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r725": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "30",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8906-108599",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r726": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "31",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "280",
   "URI": "https://asc.fasb.org/extlink&oid=126901519&loc=d3e8924-108599",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r727": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124267575&loc=SL82921830-210448",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r728": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124267575&loc=SL82921833-210448",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r729": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "12",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Subparagraph": "(b)",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124267575&loc=SL82921835-210448",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r73": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126999549&loc=d3e4297-108586",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r730": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "79",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124267575&loc=SL82922352-210448",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r731": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "80",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124267575&loc=SL82922355-210448",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r732": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "30",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=121590138&loc=SL82922954-210456",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r733": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "24",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=122137925&loc=d3e14258-109268",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r734": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r735": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "69B",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466577&loc=SL123495735-112612",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r736": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "69C",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466577&loc=SL123495737-112612",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r737": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "69E",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466577&loc=SL123495743-112612",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r738": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "69F",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466577&loc=SL123495745-112612",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r739": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=SL123496158-112644",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r74": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126999549&loc=d3e4304-108586",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r740": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "91",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "606",
   "URI": "https://asc.fasb.org/extlink&oid=126920602&loc=SL49130690-203046-203046",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r741": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(ii)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r742": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(iv)(01)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r743": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "17",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123450688&loc=d3e4179-114921",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r744": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "80",
   "Subparagraph": "(a)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=65877416&loc=SL14450702-114947",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r745": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "80",
   "Subparagraph": "(a)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=65877416&loc=SL14450673-114947",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r746": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "80",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=35742348&loc=SL14450788-114948",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r747": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(1)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r748": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(3)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r749": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(bb)",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=123419778&loc=d3e5710-111685",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r75": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126999549&loc=SL98516268-108586",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r750": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4J",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=120409616&loc=SL4591551-111686",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r751": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4K",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Topic": "810",
   "URI": "https://asc.fasb.org/extlink&oid=120409616&loc=SL4591552-111686",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r752": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(1)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5624177-113959",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r753": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(5)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5624177-113959",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r754": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "53",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "20",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=123414884&loc=SL77918982-209971",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r755": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "10",
   "Topic": "852",
   "URI": "https://asc.fasb.org/extlink&oid=84165509&loc=d3e56426-112766",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r756": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13H",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "40",
   "Subparagraph": "(b)",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126561865&loc=SL117783719-158441",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r757": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "29F",
   "Publisher": "FASB",
   "Section": "55",
   "SubTopic": "40",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=126561865&loc=SL117819544-158441",
   "role": "http://www.xbrl.org/2003/role/exampleRef"
  },
  "r758": {
   "Name": "Exchange Act",
   "Number": "240",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "b",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r759": {
   "Name": "Exchange Act",
   "Number": "240",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "b-2",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r76": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "235",
   "URI": "https://asc.fasb.org/topic&trid=2122369",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r760": {
   "Name": "Exchange Act",
   "Number": "240",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "b-23",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r761": {
   "Name": "Exchange Act",
   "Number": "240",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "d1-1",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r762": {
   "Name": "Form 10-K",
   "Number": "249",
   "Publisher": "SEC",
   "Section": "310",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r763": {
   "Name": "Form 20-F",
   "Number": "249",
   "Publisher": "SEC",
   "Section": "220",
   "Subsection": "f",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r764": {
   "Name": "Form 40-F",
   "Number": "249",
   "Publisher": "SEC",
   "Section": "240",
   "Subsection": "f",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r765": {
   "Name": "Forms 10-K, 10-Q, 20-F",
   "Number": "240",
   "Publisher": "SEC",
   "Section": "13",
   "Subsection": "a-1",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r766": {
   "Name": "Regulation S-T",
   "Number": "232",
   "Publisher": "SEC",
   "Section": "405",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r767": {
   "Name": "Securities Act",
   "Number": "230",
   "Publisher": "SEC",
   "Section": "405",
   "role": "http://www.xbrl.org/2003/role/presentationRef"
  },
  "r768": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3602-108585",
   "role": "http://www.xbrl.org/2003/role/recommendedDisclosureRef"
  },
  "r769": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "272",
   "URI": "https://asc.fasb.org/extlink&oid=125520817&loc=d3e70229-108054",
   "role": "http://www.xbrl.org/2003/role/recommendedDisclosureRef"
  },
  "r77": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e1377-109256",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r770": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "450",
   "URI": "https://asc.fasb.org/extlink&oid=121557415&loc=d3e14615-108349",
   "role": "http://www.xbrl.org/2003/role/recommendedDisclosureRef"
  },
  "r771": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "105",
   "URI": "https://asc.fasb.org/extlink&oid=126987489&loc=SL124442142-165695",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r772": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(17))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r773": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(27)(b))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r774": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-02(28))",
   "Topic": "210",
   "URI": "https://asc.fasb.org/extlink&oid=120391452&loc=d3e13212-122682",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r775": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=124431353&loc=SL124442407-227067",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r776": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=124431353&loc=SL124442411-227067",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r777": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=124431353&loc=SL124452729-227067",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r778": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.5-03(b)(4))",
   "Topic": "220",
   "URI": "https://asc.fasb.org/extlink&oid=126953954&loc=SL114868664-224227",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r779": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "12",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3179-108585",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r78": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "16",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "275",
   "URI": "https://asc.fasb.org/extlink&oid=99393423&loc=d3e6327-108592",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r780": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "13",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3213-108585",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r781": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "16",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3337-108585",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r782": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "16",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3337-108585",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r783": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "17",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(f)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3367-108585",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r784": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "21",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3461-108585",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r785": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "230",
   "URI": "https://asc.fasb.org/extlink&oid=126954810&loc=d3e3602-108585",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r786": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(d))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r787": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(f))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r788": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.4-08(g)(1)(ii))",
   "Topic": "235",
   "URI": "https://asc.fasb.org/extlink&oid=120395691&loc=d3e23780-122690",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r789": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "23",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124436220&loc=d3e21914-107793",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r79": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "18",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "275",
   "URI": "https://asc.fasb.org/extlink&oid=99393423&loc=d3e6351-108592",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r790": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "24",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124436220&loc=d3e21930-107793",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r791": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124436220&loc=d3e21711-107793",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r792": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124436220&loc=d3e21728-107793",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r793": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "250",
   "URI": "https://asc.fasb.org/extlink&oid=124431687&loc=d3e22583-107794",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r794": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "55",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=126958026&loc=d3e2626-109256",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r795": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=124432515&loc=d3e3550-109257",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r796": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "260",
   "URI": "https://asc.fasb.org/extlink&oid=124432515&loc=d3e3550-109257",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r797": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "SubTopic": "10",
   "Topic": "310",
   "URI": "https://asc.fasb.org/subtopic&trid=2196772",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r798": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=SL6283291-111563",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r799": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27290-111563",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r8": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721671-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r80": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "18",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "275",
   "URI": "https://asc.fasb.org/extlink&oid=99393423&loc=d3e6351-108592",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r800": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "320",
   "URI": "https://asc.fasb.org/topic&trid=2196928",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r801": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "321",
   "URI": "https://asc.fasb.org/extlink&oid=126980263&loc=SL75117539-209714",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r802": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "321",
   "URI": "https://asc.fasb.org/extlink&oid=126980263&loc=SL75117539-209714",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r803": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "321",
   "URI": "https://asc.fasb.org/extlink&oid=126980263&loc=SL75117539-209714",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r804": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "323",
   "URI": "https://asc.fasb.org/extlink&oid=114001798&loc=d3e33918-111571",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r805": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=122640432&loc=SL121648383-210437",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r806": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "20",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124255206&loc=SL82895884-210446",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r807": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "30",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124258926&loc=SL82898722-210454",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r808": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(a)",
   "Topic": "326",
   "URI": "https://asc.fasb.org/extlink&oid=124269663&loc=SL82922888-210455",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r809": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(b)",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=66006027&loc=d3e16373-109275",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r81": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "20",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "275",
   "URI": "https://asc.fasb.org/extlink&oid=99393423&loc=d3e6404-108592",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r810": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "30",
   "Subparagraph": "(c)",
   "Topic": "410",
   "URI": "https://asc.fasb.org/extlink&oid=6393242&loc=d3e13237-110859",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r811": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-01(a)(4)(i))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442526-122756",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r812": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-01(a)(4)(ii))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442526-122756",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r813": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-01(a)(4)(iii))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442526-122756",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r814": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-01(a)(4)(iv))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442526-122756",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r815": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SX 210.13-02(a)(4)(iv))",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=126975872&loc=SL124442552-122756",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r816": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)",
   "Topic": "470",
   "URI": "https://asc.fasb.org/extlink&oid=123466505&loc=SL123495323-112611",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r817": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "505",
   "URI": "https://asc.fasb.org/extlink&oid=126973232&loc=d3e21463-112644",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r818": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "606",
   "URI": "https://asc.fasb.org/extlink&oid=126920106&loc=SL49130545-203045",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r819": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)(ii)",
   "Topic": "715",
   "URI": "https://asc.fasb.org/extlink&oid=123447040&loc=d3e1928-114920",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r82": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "21",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "275",
   "URI": "https://asc.fasb.org/extlink&oid=99393423&loc=d3e6442-108592",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r820": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(1)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r821": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(2)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r822": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(3)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r823": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(i)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r824": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(ii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r825": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r826": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r827": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)(01)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r828": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)(02)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r829": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)(03)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r83": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "275",
   "URI": "https://asc.fasb.org/topic&trid=2134479",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r830": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(1)(iv)(04)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r831": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(i)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r832": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(ii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r833": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(iii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r834": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(iii)(01)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r835": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(iii)(02)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r836": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)(2)(iii)(03)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r837": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)(1)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r838": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)(2)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r839": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(e)(1)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r84": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "310",
   "URI": "https://asc.fasb.org/extlink&oid=123577603&loc=d3e5111-111524",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r840": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(e)(2)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r841": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(i)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r842": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(ii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r843": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(iii)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r844": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(iv)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r845": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)(v)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128089324&loc=d3e5070-113901",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r846": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(e)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128097895&loc=SL121327923-165333",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r847": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(f)(1)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128097895&loc=SL121327923-165333",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r848": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "15",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(f)(2)",
   "Topic": "718",
   "URI": "https://asc.fasb.org/extlink&oid=128097895&loc=SL121327923-165333",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r849": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(d)(2)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=126983759&loc=SL121830611-158277",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r85": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "310",
   "URI": "https://asc.fasb.org/extlink&oid=123577603&loc=SL6953401-111524",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r850": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "8",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(d)(3)",
   "Topic": "740",
   "URI": "https://asc.fasb.org/extlink&oid=126983759&loc=SL121830611-158277",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r851": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r852": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r853": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r854": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4A",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)(1)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5618551-113959",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r855": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4D",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=125515794&loc=SL5624177-113959",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r856": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6A",
   "Publisher": "FASB",
   "Section": "25",
   "SubTopic": "20",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=124256753&loc=SL5864739-113975",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r857": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(b)(1)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126732423&loc=SL123482106-238011",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r858": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(e)(3)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126732423&loc=SL123482106-238011",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r859": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "40",
   "Subparagraph": "(e)(4)",
   "Topic": "815",
   "URI": "https://asc.fasb.org/extlink&oid=126732423&loc=SL123482106-238011",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r86": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "10",
   "Subparagraph": "(SAB Topic 4.E)",
   "Topic": "310",
   "URI": "https://asc.fasb.org/extlink&oid=122038336&loc=d3e74512-122707",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r860": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(bbb)",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r861": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "820",
   "URI": "https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r862": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "28",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(f)",
   "Topic": "825",
   "URI": "https://asc.fasb.org/extlink&oid=123596393&loc=d3e14064-108612",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r863": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(a)(3)",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=128292326&loc=SL77918673-209980",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r864": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "6",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "842",
   "URI": "https://asc.fasb.org/extlink&oid=128292326&loc=SL77918701-209980",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r865": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "65",
   "SubTopic": "10",
   "Subparagraph": "(a)(2)",
   "Topic": "848",
   "URI": "https://asc.fasb.org/extlink&oid=125980421&loc=SL125981372-237846",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r866": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "850",
   "URI": "https://asc.fasb.org/extlink&oid=6457730&loc=d3e39549-107864",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r867": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "850",
   "URI": "https://asc.fasb.org/extlink&oid=6457730&loc=d3e39603-107864",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r868": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "852",
   "URI": "https://asc.fasb.org/extlink&oid=124433192&loc=SL2890621-112765",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r869": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "7",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "852",
   "URI": "https://asc.fasb.org/extlink&oid=124433192&loc=SL2890621-112765",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r87": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "11",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=124260329&loc=d3e26853-111562",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r870": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)(1)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r871": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r872": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(c)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r873": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(d)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107207-111719",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r874": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(1)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r875": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(2)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r876": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "4",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(b)(3)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=121570589&loc=d3e107314-111719",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r877": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(b)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122596-111746",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r878": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122625-111746",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r879": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "50",
   "Subparagraph": "(a)(4)(i)",
   "Topic": "860",
   "URI": "https://asc.fasb.org/extlink&oid=128311188&loc=d3e122625-111746",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r88": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "10",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27405-111563",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r880": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "825",
   "Topic": "944",
   "URI": "https://asc.fasb.org/extlink&oid=123600520&loc=SL75241803-196195",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r881": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column B)(Footnote 1))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r882": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column C)(Footnote 1))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r883": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "320",
   "Subparagraph": "(SX 210.12-12B(Column D)(Footnote 1))",
   "Topic": "946",
   "URI": "https://asc.fasb.org/extlink&oid=122147990&loc=d3e611197-123010",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r884": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "310",
   "Subparagraph": "(SX 210.12-29(Footnote 4))",
   "Topic": "948",
   "URI": "https://asc.fasb.org/extlink&oid=120402547&loc=d3e617274-123014",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r885": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "S99",
   "SubTopic": "360",
   "Subparagraph": "(SX 210.12-28(Footnote 2))",
   "Topic": "970",
   "URI": "https://asc.fasb.org/extlink&oid=120402810&loc=d3e638233-123024",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r886": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "1402",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r887": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(b)",
   "Publisher": "SEC",
   "Section": "1402",
   "Subparagraph": "(1)",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r888": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(b)",
   "Publisher": "SEC",
   "Section": "1402",
   "Subparagraph": "(2)",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r889": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(b)",
   "Publisher": "SEC",
   "Section": "1402",
   "Subparagraph": "(3)",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r89": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=SL6283291-111563",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r890": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(c)",
   "Publisher": "SEC",
   "Section": "1402",
   "Subparagraph": "(2)(i)",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r891": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(c)",
   "Publisher": "SEC",
   "Section": "1402",
   "Subparagraph": "(2)(ii)",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r892": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(c)",
   "Publisher": "SEC",
   "Section": "1402",
   "Subparagraph": "(2)(iii)",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r893": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "1405",
   "Subparagraph": "(1)",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r894": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "1405",
   "Subparagraph": "(2)",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r895": {
   "Name": "Regulation S-K (SK)",
   "Number": "229",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "1405",
   "Subparagraph": "(3)",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r896": {
   "Footnote": "2",
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "28",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r897": {
   "Footnote": "4",
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Publisher": "SEC",
   "Section": "12",
   "Subsection": "29",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r898": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(i)",
   "Subsection": "01",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r899": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(ii)",
   "Subsection": "01",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r9": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "5B",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Subparagraph": "(e)",
   "Topic": "205",
   "URI": "https://asc.fasb.org/extlink&oid=109222650&loc=SL51721673-107760",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r90": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(aa)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27161-111563",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r900": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iii)",
   "Subsection": "01",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r901": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iv)",
   "Subsection": "01",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r902": {
   "Name": "Regulation S-X (SX)",
   "Number": "210",
   "Paragraph": "(a)",
   "Publisher": "SEC",
   "Section": "13",
   "Subparagraph": "(4)(iv)",
   "Subsection": "02",
   "role": "http://www.xbrl.org/2009/role/commonPracticeRef"
  },
  "r91": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(b)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27161-111563",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r92": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "2",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(c)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27161-111563",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r93": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27198-111563",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r94": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "9",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27357-111563",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r95": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "9",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(d)",
   "Topic": "320",
   "URI": "https://asc.fasb.org/extlink&oid=126970911&loc=d3e27357-111563",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r96": {
   "Name": "Accounting Standards Codification",
   "Publisher": "FASB",
   "Topic": "320",
   "URI": "https://asc.fasb.org/topic&trid=2196928",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r97": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "45",
   "SubTopic": "10",
   "Topic": "323",
   "URI": "https://asc.fasb.org/extlink&oid=109237563&loc=d3e33749-111570",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r98": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "3",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "10",
   "Subparagraph": "(a)(2)",
   "Topic": "323",
   "URI": "https://asc.fasb.org/extlink&oid=114001798&loc=d3e33918-111571",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  },
  "r99": {
   "Name": "Accounting Standards Codification",
   "Paragraph": "1",
   "Publisher": "FASB",
   "Section": "50",
   "SubTopic": "20",
   "Topic": "350",
   "URI": "https://asc.fasb.org/extlink&oid=121556970&loc=d3e13816-109267",
   "role": "http://fasb.org/us-gaap/role/ref/legacyRef"
  }
 },
 "version": "2.2"
}
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>ZIP
<SEQUENCE>127
<FILENAME>0001628280-23-003895-xbrl.zip
<DESCRIPTION>IDEA: XBRL DOCUMENT
<TEXT>
begin 644 0001628280-23-003895-xbrl.zip
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M(0PDDWU'2&T\?M>Q][LR9[]?D$_79#"/-X.@EZ@3 NOWH-D66J0-'KR[16+
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MH8>8EH&7F.I2OF;+3#WU^(%BN.;]YDH1>F4L;:T]<\E65*!DXGP^<3&(QZ"
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M1B1W+3'J]+:)4?<G>;*&_\VJ>?K]_P-02P,$%     @ !X105H&N.6NP*@
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M[\<D.9_- *01 ?XL.?K-(T<^'IT!L<.1Z:&6./C(;VE"EP((P"!$8;>N]PN
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M'2O[?GNGZ(V6J<R"] 3O%#DUJ5Q.?>LNCT&Q%_[L@<8_7$7KNCD/018#.)%
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M6>XZZ;"CYQC_M_PDT\:(XZFW6);J!<NV]EL_,1U&H28@)2CHZ,%/LC)MG!V
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MG, ]4,4LY]+R;/I!R:^P*@$7;V=M7]CZ\B0:4W41@$2O'1YE^$\;Y-O4$&[
M&SZC^H)=[=^6&8NZB..EQEQ8C\NG-4M4<!9I/1C?WI$DG4NCT\Q8K/ L1.X]
MSWUQOUQ#H+^O0^#X\QP"]Z=EMH%_%O4R__'_ U!+ P04    "  'A%!6Q2<1
M3$ $   [4P  &@   &$R,#(R,3 M:VYL>65X:&EB:70R,3$N:'1M[9QM;QHY
M$,??WZ>8<CHUD;J[[$)"> @2 7J'#F@4J**^.GG7!JP8>^4U(=RG/^\#;1)"
MRUT;-<H-+Q#+V+\9S]J2_VN8UIO>A^[TTV4?%F8IX/+CQ7#0A9+C>=>5KN?U
MICWX8SH:0M4M^S#51";<<"6)\+S^N 2EA3%QP_/6Z[6[KKA*S[WIE9>BJIY0
M*F$N-;34;J7?V'=&:/N7UAO'@9Z*5DLF#42:$<,HK!(NYW!-67(#CE.TZJIX
MH_E\82 H!Q6X5OJ&WY+<;K@1K+WEM+S\NN5E3EJAHIMVB_);X/2\Q,,@J%1H
MI7IV4F/5(*R?^=6P'E)":!A63NNUOWP;I&>;YWT2LQ'LO+3DTEFPU'^C&KBU
MD]@TUYR:1<,OEW\K94W;K9FRHR@Z1$HHW?BUG+V:J<69D247F\;;*5^R!,9L
M#5=J2>3;=XG-I9,PS6=YPX3_S2S8^L@NUX5?RQ%<LFT<?I!Z[HS'G>$GZ'8N
M!]/.$$:=<>?W_J@_GKZ#P;CK0F?<@\G'B\F@-^A<#?J3EI<R[XTP#]NF2;<?
MVK[=XEY^#+LS#A%\+AO972H]=S9J3V:C?[?@(;=SQ'?]0V*-['QA^B<%.UF%
M":><:&Z9:@97;,X38Q>6@6WL/S2L4_?D@+B:L<H7=D,S00R_94VCXH93R7K?
M,FUX1$21OY D+ 64VD?^\1-3RY!0L.T 0J4ITXX=AR!QPAK;#TW*DUB038/+
M+)BL4W-)]-PNNE 9HY:-)WQGMS$W%VNQ7G=KY5JZ'(V=JH9N'1<KU<U6JF?H
MKJT6N/7JZ5YSV?7WVKZ&#:KNV4GU(*R7A9R';1.3Q$2>ERJE;8=MBJ1*D_T9
M=V!+A",<X0A'.,(1CG"$(_PEP@N%(-C,:I'8*A\E.(54\C0+4RI%@@>6U!@3
M2KF<6\L=V'[->PHO9>TH!Q4_N^3;4>O9<X*.E$1LH$MB;HB $9%DSM*'%E:M
MR\C]K*#V9_7;*=*YO]>8OA'1&T$D?9"G5[L:$(YPA",<X0A'.,(1CG"$(_R%
MP_\O(G[$*17,:GA]PPP,F4RCA^&PBRK^Z_GK,4'61#-4\0A'.,(1CG#<@?R'
M'<CT:H+G!L^UXWC]DTA;3P0F+%II;CA+<"[A&13"$8YPA",<X0A'.,(1CG"$
M(QSA"$<XPA&.<(0C_#E/KHH_O>\^)7_UAQ(?9"+4&B[(!MYS263$B?AWOZGY
MCMR]XE.+L=)F 5VB;?B2X-D%PA&.<(0C'.$(1SC"7PC<RZI_M1]7G_MA^^7=
M(FA/U=7[_B)H/Z,6( PDD"BR@L4*)P9K;K?\ \.6<%KVC\+CH\ _/N+\N*@U
MMTH'IB1,G#]!2;$!LV @R3(O1I?8D?&9'64ZC/N%ZA;DED'(F 0N([&BC+J'
MUQ0\L)K@HTJ+NS?C<>W%+QHP$W_E+UU(:!7;RNSOLJ\:X-Z*B,5[7E8R*W#9
M_@=02P,$%     @ !X105CQ:5TQR P  IPH  !H   !A,C R,C$P+6MN;'EE
M>&AI8FET,C,Q+FAT;=56;6_;-A#^OE]Q=;%U ZQWO\2.:T"5E=28K1BV@L"?
M!DJB;*XR:5!47._7[T392[LF2!%@RZ8/!*B[>YZ[X_%XHS>3FR!>+T+8JET!
MB]L/LVD +<.R[KS LB;Q!#[&\QET3-N!6!)>,L4$)X5EA5$+6ENE]D/+.AP.
MYL$SA=Q8\=*JH3I6(41)S4QEK?&H_H,K)=GXA]$;PX")2*L=Y0I228FB&50E
MXQNXRVCY"0SCI!6(_5&RS5:!:[L>W GYB=V31JZ8*NCXC#.RFOW(TB2C1&3'
M\2AC]\"R]RWFICW:NR!YUTUZG:Z3)*G3Z[HDS[N#S*5V_S<'G;10O;$IU;&@
M[UL[QHTMK?F''=?L=_?J\L RM1TZMOUC2ZN.1[G *$X&J2B$'+ZU]7=92XR<
M[%AQ'+Z+V8Z6$-$#+,6.\'?M$G-IE%2RO%$LV1\4@9%#;P\G7L0I&*=G/QRW
M9O:CR)^M(? 7T]B?P=R/_.MP'D9Q&Z918((?36!U^V$UG4S]Y31<C:P:\XL(
M&[<Q37+\M>QYC5<+^J>W3L^^_,:9LQN*?E8&*=B&#W7)M/YI+_N/>AE^WK*$
M8<%ZIO/]:7]&]DB,*18]E:\49' 3K;#:X.8*ZVT2+D)<<+L,KZ>K.%R&DW,C
M\8/@YC:*I]$U7$V7\Q<DY%^L,L?%T.XHI(*7=6M2 M26 N.ID'LA2=WX(#F"
MI#F5E*>U2&LLZ8:5ZJ2P4MC/ZI:$+@D3/,\SW*[C#@9 >/;PJ^=VW Z@_I60
M.U@9GA:? "4M=%-<2%'N::JJ$@.LY<\R>1==K]]^V#N.T[&_8G9Z@P'VT@?F
M"Q YB$HB*T:)8)GFOJ*)K(@\-M?.Z;5U#V[#@:DMJFJ_SBFJ,R8*UACFC!.>
M,E+@T?WE(%+X')^-(P1DSQ0*YX23C99BT^*IJ9U<54G),D8D.P5<H],\1RYV
M3SDM-1*K2Q_!:EXE10'BGLHO>)M ZO?D);1XWD65T=-AL+)&J-!RJ5'A9YTV
MQS9^_>5%\+F0.JHC)1(HKXE@0E.Z2S &S]%I=LWO:0&_5Z5B^;'UTJ[R6FV\
MT[\L]0JAY*72*5J+"H]K-EO\#R*H8=8XBN U6_]'7'K\LL*35?2WJ68OFK%N
MJ!L/WK1OYIRS82*4$KNA_6!"$KSZE7K:Y*E'Z\GIX[0V(YP>)L=_ E!+ P04
M    "  'A%!61B.%;&D(  !W.   &@   &$R,#(R,3 M:VYL>65X:&EB:70S
M,3$N:'1M[5OO4R(]$OY^?T5>MFY?K>+7""BB:Q4+[!UU+FNYO+7U?KH*DPRD
MS$SF33(@]]=?=S((*BIZZZFL^X%U)IVD.Y.G^^G.S/%OW6^=X9]G/3*QL21G
M?WP^[7=(H52I_*AU*I7NL$O^.?QZ2NKE:D"&FB9&6*$2*BN5WJ! "A-KTU:E
M,IO-RK-:6>EQ97A>P:'J%:F4X65F6>'D&._ +Z?LY&_'OY5*I*O"+.:)):'F
MU')&,B.2,?G!N+D@I5(NU5'I7(OQQ)*]ZEZ-_%#Z0DRI;[?"2GZR&.>XXJ^/
M*VZ2XY%B\Y-C)J9$L$\%48NJX0&MAX>U_<-Z&#0/]^LC7F_L'P;-O5&C6?UW
M $I60-SW,78N^:="+)+2A./\K?I>^:"1VJ.98';2"JK5OQ><Z,EQI,"*O$.H
MI-*M#U7W[PA;2A&-A9RW?A^*F!LRX#-RKF*:_%XTL)8EP[6(O* 1_^$P,,SA
M+F?YO#".% E?Z!'LX<SMP:!]^B?IM,_ZP_8I^=H>M/_1^]H;#(ND/^B427O0
M)=__^/R]W^VWS_N][\<5''/%0J\V+),^N=[VL,2+&?WQ0[!?/7K=RBS4L/S2
MEJ@4XZ3E]F_AN;4\6*ME[W(B1L*26E .-M$U!"1Q_>S*KE_23N]\V/_2[[2'
M_6^#1VS9%]L#_2+ITJE@Y+1,OHCD@DMCN4B*).3:BFA.[(3:CQ\:S76;UM*1
MY N-1THSKDN@N*2IX:W%'T=,F%32>4LD;GK7Z2BF>@R>::2L57$+O=(4)PRI
MS!^C>Z*^.7=8AX?E9J.&/LO"\EFVF#AW9V7GSBJ6W6ZKE>NUYIVMU7)P9]O]
MHS::C6<8]3ET;3;*0>UPHV$K;G7]"L,S-"E-/A5JA46'E#(&4:ZUEUZ2 ![;
M32]QZSFJ]/^/11?:@O+5ELUM?IPYDD>OR)H;SOJF1?M/M<A#[(6,ZI,)G7*B
M^53P&1 H.Q&&T"3)J(2;J=*6J(1\43HF0;7T+Z(BTDZ N,U)AZ;"@M17FM Q
M1_8$M"$)R^"J#H_0OZY9KZW9V7OO._NU[^S/U,!^ALT;S\E%HF:2LS$O^@V>
M[VRF8+I$0?H HU&1P,:?DRRQ.L.8"@F%RRU@RU,2PY46L-TC&L(M350,C,@J
M+W=+(.$A-X;J.8K$](+#O"MC&KC'0!F84KK$!.9 @5!H2$1 +('NH F$<S*;
MB'!"3(8_R_XSKGD^"!H0"R,A8\'D9R;L! PT*0^=@CAN"JHI?*+P@&!11O/5
M9?@E %M[!^R;!2PGD4@ $HBN)02*@%80AV:]TBZ2"&(5Q>H"_!W*C,&8 +.5
M_5X$B H-$2P%E"# $?A2+A&<@\?<F!J<!'-EBR)*9!($ +8*L.6F,TZ?D)H)
MB:2:F06F-1\+8S6%B2C>]'J#EL45:)J%,K>T_27067]'YVM'Y_#:5O[XH;D7
M'!R9'']YJHKA1T61@$NWR?N$:N[@!/ 0F*G"MB?<8 (JS 3%42R&T(OA%Z\A
M50VE,AGTPZ"L8=&<3*I5R!G<-F0'8,0XX-)CI7<93F@RYJ0-\>X\DR 1U&@I
M:.SP7=<U:#!_Y2\%%B<2CV<<GV!07(&YAQWJLO%$T;6)(I@([;P)?I! KNU3
M^2T'] ,0>(LFT=TM0W27&] !]K;CE@\#KXBT-Z29V;P+\L\1!Q#E,WE&JS(-
M T#@FPKCPBE(\<2-@[6N92!>#>::2^I0F5/:);**>:#'1@%!&70Q2@KF#@1,
M-C*"":H%&B \\7;T(L&1,H-DV#DQXYBS"[[*<%#(0K#'3BG%9Y9)BIP!S')*
M+$DU]/ 4?36S@+]&' 4AK$-_SIXGC+^IN/<603_:;M!O' MO87_S*+JQ"P"W
M,14,D4V-2EQAFQKP"I@,(]RI9@OH@3,0="2DL'.DV>NF14?D4.H Z'W(-=&5
M9-JQDLO<H#33*3@ X]*",%2:.05<6CWF";!]"7X 6GB*#@9%LL1ZK(,C$BD0
M@U^"M&\AW,-M@[M_1KTIE9D+AX@('D60W8HI[&6S)DN]HO8;A'=_N3YQ=1B'
MCA":C4^/1RJS=VNP"0&A5](<<__HX>(6&2VJ"LYM<;\2H(^#*$[P#M,W9Q+;
M3IAV/0)N(PG+TGGNZ5K6PO41$1E)M@K#3"->5ACMFE%C92S<QR-]&,O >I&_
M,B#$,/3.'5TB #[$RAO2N>(AP-%5U)/KITR[7JL)-5?T'Z.L<Q2<.?KAUB.G
M!G,BQ067>7G]AGSQ?UZB7\8Y--X+;Z_=-SRM\.9.==G"H12781"C\BJHEQ$1
M8?F(A.!6'GZE&H5<W"IMKCBXNP%#QK&PEO-[.,=( <O'=B9 /S?(#D ?0KQ!
M"@'_8T5@X:_X7YD ]9UORI+05>%WW^MK;].D>^IKV^>*GFS1B[JBMH2T&;00
MX&FPI(W%\5!P< UY+G!5N9MQ>H'DWJ?1CMZ[ H [.5^<F#W*X>1%-G^@L(8%
M4 8=#;\B 7<ZI[QL %W PT!V7_09AH'TPF1Q3#4LB#,F)U]KSQ;7$(1W=_.F
M3+JGLO?N;EZ)NX&T)]) 'HH ?N[X#K@/][I+[F>*/FL0R53)*<?48?$NFG,T
MK@N/4ZGF'%IG$^5Y$;WFQ<#K_)2\JKQ".NZA'Q7W^NV+OW;<A25T5(F0+WRD
M(4N;>XV#_:+_3N*5O!_]P#OR^6O, #U\A[GP J]$'U0/GO)*=+U9/JS>W?S4
M]XP?,>S//7=Z!064K?)_7C6&',51CI8[.4$I-+<.KLG]KOUXX!F/%]\?\\\V
MJC,1/"*]2QYF6!,GWU82^3,-M)EA/-LY\Z=+$'%NB>YN'&76?_BRL/C&5VJI
M\I_IM?S9^Y3?^FYMZ6:=QZPNN]"143*S=W>YZWNA.[\FRW_])WGNX\"3_P)0
M2P,$%     @ !X105G 0;;I!"    C<  !H   !A,C R,C$P+6MN;'EE>&AI
M8FET,S$R+FAT;>U;;7/:.A;^OK]"E\[V)C.\OS2$T,Q02'>9;6DGY4[G?MH1
MEHPUD2U?28:POW[/D4P@ 5*2;38O33_0V#J2CF0]SWF.9'=_&WSIC__\>D8B
M&TOR]8\/GX9]4BA5*M\;_4IE,!Z0?XX_?R+-<K5&QIHF1EBA$BHKE;-1@10B
M:]-.I3*?S\OS1EGI:65\7L&FFA6IE.%E9EGAM(MWX)=3=OJW[F^E$AFH((MY
M8DF@.;6<D<R(9$J^,VXN2*F46_55NM!B&EE2K]8;Y+O2%V)&?;D55O+393O=
MBK_N5EPGW8EBB],N$S,BV/N":#;K-&RS>MAL!LW)4>/XB!TU:#MLUOB[&J?A
MOVO@9 7,?1UC%Y*_+\0B*44<^^\TZ^6C5FI/YH+9J%.K5O]><*:GW5#!*/(*
M@9)*=]Y4W;\3+"F%-!9RT?E]+&)NR(C/R;F*:?)[T<!<E@S7(O2&1OR'0\/0
MA[N<Y_U".U(D?.E'K8X]]T:CWJ<_2;_W=3CN?2*?>Z/>/\X^GXW&13(<]<ND
M-QJ0;W]\^#8<#'OGP[-OW0JVN39"[S9,DSZ]7O9CBT<;]-LWM7?5DPUGEFY8
M?FE+5(IITG%+IO#07AYM]?+L,A(384FC5J[OXVL BY?K!W=V^Y3VS\['PX_#
M?F\\_#*ZPRIYM#4P+))O7/.$ A?(D!=)P+45X8+8B-JW;UKMS?5QVK5T(OG2
MTXG2C.L2."QI:GAG^<<)$R:5=-$1B>O653J)J9X""4R4M2KN( ',L,. ROSQ
MN2?IBW-N.#XNMUL-I <+TV;9LN.<.<J..2J6;98URLU&>V=IM5S;679[JZUV
MZP%:?0A?VZURK7&\5[,5-[M^AN$9FI0F[PN-PK)"2AF#@-*IIY>D!H_M)CML
M/$>5_O\QZ*)(K7RU9/,QWVTXDH=/:#0W2/KFB-[==T0>8H\TJ"&)Z(P3S6>"
MST&KV$@80I,DHQ)NIDI;HA+R4>F8U*JE?Q$5DEX"&FE!^C05%JP^TX1..0H5
MB-!)4 :J.CY!7MTR7R]F9==?5_937]D?J('U#(LW7I"+1,TE9U.(JFZ!YRN;
M*>@N4:#4H34J$ECX"Y(E5F<84T&[.QD/2YZ2&*ZT@.4>T@!N::)B4$)6>;L-
M@X0'W!BJ%V@2TPL._:ZU:> > V>@2^ER .@##0*A0?.#60+5P1,(YV0>B2 B
M)L.?5?TY2(6\$1Q +(R$Y #SC+FP$0S0I#QP#F*[*;BF\(G" X))F2S6I^&7
M &SC%;#/%K"<A"(!2""Z5A H EK!'(KU6KE(0HA5%!-Y^#N0&8,V 69KZ[T(
M$!4:(E@**$& (_"E7"$X!X^YT360!',[!$6TR"08 &P58,MU9YP_ 341":6:
MFR6F-9\*8S6%CBC>]'Z#E\4U:)JE,QO>_A+H;+ZB\ZFC<WQM*;]]TZ[7CDY,
MCK\\5<7PH\)0P*5;Y$-"-7=P G@(S%1AV1-N, $5)D)S-(LA]&+XQ6M(50.I
M3 ;U,"AKF#1GDVH5< :W#3D &#$.N/18.;L,(II,.>E!O#O/)%C4&K14:QWP
M0U>UUF+^RE\*W)1(/)ZQ?8)!<0WF'G;HR]X=A=<Z"J$C'.=-\(,%:FV?RK]P
M0/\  L]Q2/3PA2%ZP WX &O;:<L? Z^(LC>@F=F_"NK/"0<0Y3UY1:LR#0U
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MH1YW>>PAZ:/OJHKC^H6?>?78_0=02P,$%     @ !X105@TDL+!A!0  KQP
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M(&<42);-20*"YEQ(0,D)%RD"IO(>> QNADQF"3V2,XF]SDA&IE31":QC66C
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MNN6P'PF]%6PM,DAT*DY0AJC+"3H(B^PBHU DT@?-K!(6-6W6[(F >NKU5G0
MBE^A,<'AJ9M"*DD2_CQOIFXT*\1X5<>4%%1_0' M\9;E2R"PG)W:I )>PV-
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MSB;.#NE9E5.QXEU*NDL:P;N]Q,B*3QY@OTB%_X)+0"^/(WZ$?;>HX,$JQ!S
MK)5'Q[ C_^S2"\X94,?)(L>ZE"2%;URL(L6J0I=V*//*Z0YF$KBES9UG&3D&
M9NRLQ$\7N7I+@U4Y6)!$PI_HPTSRHJLY59B=9XUQV] 9L[.<PP5%/L,T0\K.
MOH0%-W(O\&? 0X#*?-Z0R*=%I!XA79Y/[O'39P5U4*A/Q8A(-V60.!\0#X?
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MC80B1^(;< 4C]+HBF0==YJU#ZR0Z#Z_M\*7B#O-LJ\=PICC8@$E-L+23Z*E
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MBX[1[8DR0'BZ7R$92W$?\PC'E9###+@#&R0E,IK ^VMB)<;(.9Z*IH=!<VD
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M@XY=7!32>L!5F,Q"[3E <7%@575&]A(<*0K5)FB:16TZB)FF9@*#SA3JT=#
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M48!Q;ET<U&(:]0 %BD_F-NVG>DE=0Y.Z=N.8I!B?Z> 'C;T. C>^DT2<'I]
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M7H^/IJ#>T&H*[9D,7;RM\[-R;S!"[#2H@7MB<;RQW,=Q-*_T.0:*X=HUM26
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M(;NDF+;@HPE[XGP"5%WP']( /#87HO&'H(H0:5;SO 8>SGW#/5R&J$M>?[J
MPRA[@!V/'T[@=7SS< 2O(^3AJM@QI1OTD8TZM6CG:5I+V(7V3<;@NA=3_SR
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MG@#WKOD2&F'1'Z5U68# 56,(8EY59;I842%B76?,R*FV?'9+1G=.) ]K#__
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M0!-(M\)";!*6<&HC"V[HV"CSZ?T%$!&)"4+4XCS:G\47M']=VNE+#,E$WOK
M^WUT1B+J9CJ=;JGMXNV^./!^J3HNLAWEU!!7F0OB?<@IX7"FMC!OLW !$]/F
MO:)FRVFC45%$@F[R:C$$J9GHXX_8"@C="05LGV3$AL1P3R43;0O!@WA^76(?
M\7;FI-9:DBMU\HW4GZ>A6^;HE(]#OMZ,4Q[2WDQB*1!1C:PAJN</QWV9D;Y:
M<<4/RN7-AJ[272V_D1)]_FBUI41@'^%+$;7Y*J>3(Q91*Y%A<=.CU)7OZ+AQ
M\G+LLVC+-I6UKJ5!M<[J$,:ZL5DJ@=N'AC%#:%[MCN.F:>MTX,[-7_*M-4^W
MK38N9U*?)@N#\XYF*]K7M:/]X[9>(319+$R/KW):6R\QCTPND3BI/NA=@F;=
MH(0V362UX$TFT,Y1<Z\U73QM*?L;XWYKZ2Q;BTSZ_?HB6LP^*2WTKE?CFK.]
MS-*&.$8HH@X&I[SAC-@BIQ:+1)\,7E"YRR@X#L(Y;2NX!7QYD==SMY.4E4GE
M&6[ACJ=P6=9'LJ)#_4<G$F<EH]@!6,RLE7(F-XN;++*^CQ1"3!GJ=>N7W^;L
M?Y= G!Q3B[,IZ:M%B5WF2EJWB[>\#-P6TS9.#]VW1YIZ/*DE^N,F*\ /NHBZ
MR$X/>9F> :@ERS_,%!6#[@K_VN)"<;;23YT.KJTF2291ZVG5):;+P."R:K'=
MT(WU8YE6@3DQW;I%=]?>'.25>3&GH@W.O1$CXQE@#(VOF>X\@$:+5.:AEH</
M'42CZ&))@@;H:7IHNY*RK\*A@%7NM'PD<29KX68JJPW7I_(&*Q-/][BHPT:9
M? ,M;@@,L<IDF-"-YA7TQBFC/<6^GU[1R6$2EO3:Z$2(ZM$5]FQP?PLZ0J;)
M5S@P%(*:$9@]=S]>9QF$2()1#+5+M>7NO[;.6%19[*5[<X^2==K,OO[V3_K@
MH<V<I5^P.;+9)S^T@OE"EB".4/SPE<4.@B2PY:7HNMC&;_HS0+ $1R:_-.\T
MQ1#<MRW_H$ ?TK%..MU8"R*:I.FWMLBZ);(7K;YN$FV#8*C$,$\W;ZB[&E8Y
M:_%IWX.[8;[7\N$V1%W9""PH[NPKU73NPVAR0DVL:84*_T']RM9)] K['ZX]
MVX!.8GA[*Z '.Y-[S0Q<%3,G=IXRW4 A-W17WJ'5$-&YLJ,:4&_2+'0YC?!$
M*:A1*.9/((<MX-2A&U*0HRJ#H'[6HY!XUQ,B1OZ-C\.$,1LP[N2B+(OJ8II3
M;1<UR:0 $ @F1?2,H6O9SFE*R(/037IW,=O7/B1',))+-O$2S+MLG#3VC>7
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M$-G Z=OL0P3::0,=!K+5[J_<->.UK2+1.OY.G$(?&RO]OH46LOL]B%;HF4O
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MT:NVDO*H4Q(2*O[,#'<[AZ-OLSMME0 %RV$:)VADE)")$^@(275D%7\[T,G
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M6JI-A+68;+X9 <=PA:=Q8L5XAQ>7^\\A*)3.I9DY1TE->RG;R?*43+U?C='
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MC?/C_//.5P__X=9]N(I>"%/BC5 QL[+!02TA!?2EYBS/?(2@5D.8C?+>\_]
M]X);-/[H49L[G8T?#<=S;_1</OC@]'A.8-_P<^&X8E3$XSR;VY-)BY175/S*
MBZE3P6<)4D27Q;%3K>3%+HJH:_(K)7ZGSL7_>"W^2Q>88D1;.%F/@%3(220I
M02;Z9'.*M%+B#Q?:_V0M_@OQ.VLE2HBH:@Z0*Y&.F+Q*P:1BBS/G1%YYJSI
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MO^7(?@+7WVDR:/,W3QH>>3H[S]H7D![3Y.P^C[C*T>5A3PR,,4%B((F BHX
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M+$6V2YGAJ JM<$ACBJJ0)/AUREFH%I+.U<2X>C,<2Y'M4N8YE/*808NSS!Z
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MUP:@Y898R!$!,T2?V#GPWE7-UJ4^B^:SC2SG==H^DM!?F^"X#K7_LH3<BED
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MN3>S(!TUZ=>SJ&J"=TYKJD8#LHL<E'>&$QBDH&"%A+8\5KS +E&H"7,T["N
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MBK6TWGZ1#.O8ZL'DR"4X+U;8%,5ZA=I3-T5],.$RF%V-6TF)5A+&:T![Y1!
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MZ-F%2,>2$AK',43W%*>QL$H)UUN;PR^(Y"ODT1IIC$A#G!I57"L56S XFL:
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ME3PI$<AV*Z@/-LTM EF@+%\]$A(;Z4Z%A()&V'4W24.7M0Y-I%.B5&)2AA^
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M.%^>I8R^)=HJ*\$T4NE*C3%.PC2A.I26$:R)(!&7K:5L+>726$J?,^["VYA
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MP'E21[VNR'J%?]( $.-1!3:!&"6"[#KDU37"P0I'74^LVCWDYC0K/!=+ZE;
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MB:XS.O5M*WW2;MJ!GD#@-5_5[Z/>[OGKRMV"G0F*8V_=>@/PMV5P,'.SUWZ
M@JX&38+NV4&W.SAS.NGCQ=RALDK5X>+]K0TPO$"3H]*85O$DV,-): @FI/P,
MB*U$,0*CO#U]Q.O@?##V;R#&("EB5-D<9_E<M&+ 7W8#T35Y9>9+,#M+'>%G
MJ*U[%H"%@:C7W=+T(5#LNA_S^B9:^]6#(CM[- $-E2W>K@E4&^*B;)KHN#0C
M*Q[^ ER#U_26"BZX= ,WFA.^H,SD3MZBFFX%5*K+M_RBUOV;U1=ZR 0 R8Q*
M.UHN'.SS%(ZX]UX+=F<7Y.1GAD)%J:H]KZH3(7&1M#/T,S&\\U;>2V?NB_W2
MRUUQ,==;O-5*N&&TD'0;7YN7;7L>2[>^L[/^\3#86/^T?;#^,>BL[ZQ_V.IL
M[1R\#K9W-L! [&P&^Y__W-_>W%[?V][:O[TUO\9TE^7SC^>1M@^V.@%>"_[\
MO+^]L[5_]P7?*JMYG2=?W-OB6[UM>8!C88#CEFH0O;J_._<9_4N%RT"MKA@6
MYDW]PUOP@1 #GK_)^OZ=_9?>7GR"TZ%+^S7^@>7'E7IQOD8Q<QI6[9=6#ZZ4
M;\TK7[U7=>$SGJYQ=/W': U//KMA/W:QN^B_!D:/*&_H9NV:I<8E#U#6V_VR
M?-UMVN'9+;L(QVK^QN(=-X>>%%CZ.[YQ("]3MS# E:LOL<F5E/&53.^XF,WQ
M5K\$*%'_TB>W?414H9V-$G#.-%,!R]Y7:Y/\_MDQ*-UY.#ASL:F+$3, !;D/
M\ZL0!P 3((,,@$%11F0*L%U>=I"N$WV )82/P;MERGP(8 +P<(5=KP<(C>+5
MGM_MJ+(6-?8;9:,N4*YBQ0<(>@HW]Q$@X8%+@-:,Z0Y4F8XH:68<]6WP">+P
M8'L;6.('.*_5MYER:Y(@6M0 ^+5Z12Y7I8W-^G7^Q$XV::H,B-L2\AP=N^V8
M,I_KLQ?W1(.-8O:!S]'4D8TVA<JSX2S:GV2@JVA)NJ2&\/D="&Y.QOU2/OQ@
MN3+CU_>FS8O!M=-#R]Q(F;IR&Y.N4SNHG]L_J#^>C6RF^Q;39. QK&(FBKCS
M-N=,FJD2R[+4Y F%\][0))X'3>Z9=WE\D'=+2+NSN?6OX& WN#6VO>W*'SL]
M=.DHR#7VP#E^=M$83%;]M' QQFN,\OO Q10B7)K<"B[>Y;:8K2$6+0*%WOL<
M_F)+JN V\V7QL8_GEZ+X! >_[T^O.Y\+?VR:?0(S?Z=3X4]TPJ>7:=TU;>'H
M;6OMW-R(/VNTLGOJMFC-V7*>")EE;5M#_D">D_L5D-?>U#_QEV(Q[\KVYO>Y
M^54%T]+]KS6=SSUS9\9TNK!EIM)BW]5AF*.'GJV[R.C6DBZ;)74B<$]+V@*B
M)=5J^NJ=VQ_]-,A'%@@_*(>X5*G2]:Y/UE73 ^ B5T;60J7557"0AH6-RFO=
M]E(H>/+JG:^<6Q\.S2@;/;2A<.NCEUR%DWNK\!/#^A8 +(-]<'UL:G</,'ZL
M_"D2!P+>US7";7YDI2V&DX"%M;1MG?Y2*'4,J+[<2NP?!9^Z8N3V25O/O]IZ
M#$Q?\H9DK1[?D:6\ N_30H/6&:^V$O,%*G'KC)=!B9EK[W'E"(:KF[HZ0KEU
MT2NMW4X46A>]6MK-7KW[WS&LH4Z:MPYZM548^)VT#GJE5#AU!>V^8<(@=P?!
M_2'F1;27;/WQDBLS<#YM_?$J*7/LAF^ZL?>C; %3[UMOO-P*[+C-6V^\4@I,
MG0+7G?,^^)Y&XN&#<%M7O.2:3!>HR:TK7@I-3EZ]VYQIX;*DTU%;%5X@O_&=
M!B_<WF _H%5[J^6/JN4)>O5NO>YW&<PDNA?JL!_2"KVU!\]C#YQD_-H>+&GC
MBAO:5/SR)&_=VNCIFSS-/37\'!3""^DPQ1^SH7O;8JI!+::6PAC,)\"<LZ2K
MT/%CVW6.UV-5NO&E?*.;NE:Z%GXBZ%8-0&#9)B_*QO=5X\FJWV]>MB69:;!<
ME(?9?'-HE0^*F6[69=M<4[84'.:NR>\0[C3I?S*0)ZX7SJEQ#8)</VS??GOD
M&LJ/Z@;(OMG,;&/+T< 7 Q2C@?I^/.AJU[7(MR0:CK(>O+3_-#>C<=XO)ETM
MA_G8M1>>;5I<-6.9?=6Y;[46U.2INJ_W71/)J@^G#CHB/^_ZIO-5$J9LI.B:
MJOB.+ICSI.QX="R*P#=J+#L22]_<V?<9!LK/-"">7<8H!\&8-%]WG:+K[NLE
M4<M&.R4Q'!&[0*ER (+KY^+$XW"0?P_V_>=;/\KNUS,=7XKSGAQTZ_XL.Q\/
MK^^CT@@QKINOUD*K!N.A:[+DA1:0;SXX,Z[W?U\7TV;D3C3AM6!!CF&SG*C[
MZ<PT+7\=&)'WZ_Z>Q=!W[I%F=&;,; O^0=EI>::'=-D7J9@(7KF:27?38Z./
M?-MJIQ#E-(*&\J :35$*_85^1Q-]+UN&%F/?F[WL?^QUVJEOJ4M]UP^^'"IA
M)WV 7*-:5VY?X\.ZHU;6U_#2^7DY/@!(8?J%;_#ZPXWDJ/LYE]U:A]W!N7$]
MRGR/YE+YR[D$[O.K%@!N*GPWLMP<5[>]W/Y<#(?Y0*CCUU?'';B7F5B8JLOJ
MA1$(53?725.UV7[KQE4YN>4O2A@>UKV1D =T;UP61SUA[P=P#,-&#N9Q=A_\
MFKG@*([\ZWBUFEHS+[:9GXACJ];Q55NR-[=KL'0!@#YY \ZT;&!TUXY*4;1&
M;]GZZ"ZWC>E:=,M&3<O74:F2V*?I$93>KB/HM;JX7,V5EI!TF].>@G?JLG2W
MS&_@_DS*A,!M<X +M8>W(T;5KG0=@@=U7HK2;23I 5G0:R3B:8@P/]59*I-O
MLED1XHZSG+S]'KG),_#0:MK9U>D^LZ/6CL8B%Q /E5>_%_U^9B :,J^#][D!
MVKF_*-=K]D-6?U1A.]>$WNF]ZW8Z.P[(@?1JQDG]$G[$T^Q4E_H3%_B87/UZ
M6M':G;1C0;.LFZ4V>S-<WBA'-]U:A1YC//02Z]:%*+$_Z(>5*,XJBNN);(+N
M0%1#Q6I9=#HU+'-$%^1\]KN5<DS$VLO^0V5X81.<&RWEG3HCM3^9,K;GKBH>
M(.R+FSW<3'4 ">[L[[VN/ ((]VFFJPE-[FH7FY<SW<S\07&EDL!=3)V6LGZ>
MEDL)S S3F@P\K.875IW$JPR7O\F=5&0!71N:N VW#<  #%@W((B0UV[JC]_R
MJN>TB$E#[U/PTD>Y*3,;GH?=KN_N/A*>@5TW#Z9;<Z?*;_E43QUM^CQ&QTNH
MRXZZ&8T?3=][[PGRZ'R<((]AW4KIXO V?]_C*I4F1=<EDH/BV!@_.>O,K4K4
M\QV#.AEK_<RAF8ES:\$FV-\J67?NFL\;GYC=-,KTI,F#"+^N2#+S.M6;U-^#
MU4Y7"8\&\-,U1YX4]31%(&0U#ZZ:/>0G^%T^Q.;[G_NO"%4.*'+SVGRFUK78
MOM@0?E]T?=IJ/B4G#:AF>F[7-RJF8R%O:AQ>#635DY;=F$U:R6_].,YDYC*>
M<[X:[*MCH\==\XO.VXW0"J KF"\0 7QGK7 .V_S(RB3GQM1S[[D,\E:90:XE
M?F-O:R+QDWSHI,/[L&HY,$D4%T ;GS'T>Q8G@[S*4<[JW%3T GTK(<=WU(;<
MC8CRJ6Y8_6PJ&WYT<Z"<5'6S,M7IYQLZS7@"C;B&U/7FXM)H1'#O3"MK?*9U
M7CN-YMF'W6E&'MYDHJ75S,CBTI:!1S/%>0'RX&?=V5P4%UH$P9V*@1N95F[>
MC8PZ+J> 7[C)L3AU#F8RY52;4],=#.M-2T!:0S=!VD7/PYDVA(!S 2+"@Z?[
M)3ZBJ';"Q*0W(4 P;;I^V/3T^TH4QZ5NEP,)_=[$6$(\H-VF[^2MIF/R_"Y(
M.0[80S8_QWO@IOQY1/CZXMZ;&H_<):&[7:"S([^FTE9,3<)PV)V.D:]VAV;W
M::9S<_U^;\V7R3[)^94)&_6VRLR0W*Q./P1]$))KMGRO87RUIKF,KZ+!VDQ.
M,<J<V=#E1:]GP[W9;<?ZX^MQ<\F(:X<G^SWK"_MP-^UVB:[?V2XWYRHP7[AA
MOG[;H MN;DI!H<70>\&98<K5,.[+,[5!@L5WXZ;O@B=S*W4"# :Y?*>+P]?O
M:RU=F]4EM2HW5,%<VQ9X*2WE'3W _K%PT&0R1LH9G25]LQM]P&22:G%Y3VWN
M-IRK$0!0"1>4P;&K_.B-NZ,,+,_%V>2EJCA5*LGDZU? OHU %,K*F,E>=UW2
MXA6_U+:+^N-'GQX!2CT2;G+GF9G. ^^/P<P,QL6\AU=%.Y?L0?DBI2$L2DY.
M"H$<)P.=>U,Q6VPQXV+JS7/_.S\':5Q.6QYX W?9?$I1E%4KD[<]%=VQ<>0#
MBHEN,2A#O-+"%=^7M33BKBI2>1P%.+8:/W^<-7-3>CWX;LY=>=-L;=5$"LKR
M+N?=9#>K@ 9(V-G$YZJ*\Q4%ZB*SLJQC4I;F@OJ^J_=RD\9R78Y4J^"1OZ?,
M!P(<I@,QSK["I_\>"^^V((("TI5/ '\&CY[QT'!=%^Z2.P<U31^<3XLQRN57
M,&/4/:\2#C,083D'V2Y-C3.YOL9Y^<N5DZ>I5E[&FN0FF2!77.> <;?KYXSW
MG<+Z &*FL'36L?KX1;LU&SWQKBZ#.*A]7E5>"KR;Y##<N'/PK#Y&JVXVXQHG
M!JHJ4JWC$%C5^,A9QLFL\VJ6^:2VUN_U5"NN0RB/&W(_[:[,1V1]B!^\JRR4
MRX4X*^FR* 7X<!<<N;M?3)5VLW^/,UC[^5JP,1W1.&.;KUA>[VR%6X>NX?\4
M9GCX7P=F+GBIL,>DSK:<#^YGK!=#N&4F)X@'%K>L;ONFBD;/;4=ZQX<)D)M2
M<#;.KD6@).8OL-5,MOMB:=8=B%3M')6[=M%\LI6_ E\*CWX3XO3:TP^/34@_
M\W&:)W[Z)5PD%XX<)6[8!B^+MFO<XNW$%9CB@,^%Z'P"-@95:7J-R@?Y+-<=
M^@B_]P=G+B/3AYN4'AHTN/^]M&.SR'D6?91%HQ<R01?P33'.JB)S7POO#!V(
MI>B9D;-FK7P]H7S5UJ,R"W4Z[,/V1O )(BCGDSYF/<^N>JL /JNW"E[/G,G8
M=ZT=X&']X(L17;C'^W%?OYY87E]>[DQ4M7<J@I,!1'_!*;#%Y1^G>PWC'!"E
MS\1,#'-9]WYMFFHJLWUSYD8^5\+F]6'ZK:ME#RXW5!3CF0KOF3'1K2 N@2#6
MZ9GMWA"@C!\K[;R7$[Q^78=>._KS"ZGH:9HYZP/]1^-R_\;E,KRGA#N4:,!E
M7-V]+\ICA2)\6)</3GPZ':30'TUQZ4RC+P",RI.6ARC&?8@*6_%9 O%YGUGX
M[Q>'N?\N&5N=K.@"#US51LWN&A[9+.\!UE'C*N$SLP=2;MZ;2T>AIB<[2COG
M#V. P:QW8JLC/.5F7Y;79WM\SMNM870Y3[_CAUZO]X RR@4)(@>+YJV6*X ,
M"Y^FGEU#,;"C,U%MX91(?=@5RE1909]Z.S@VL\@O$%FO/&#D;:-U&SS]076>
MI=Y-J$VEKY&IEER7T<P>_9A%D6J0FVOV+*Y5A]L(_T(.B+AQ2$L*[>?'OK>9
MY#5WBM>RO=Y\0_+9'_.[)D,[]*]5BN#8G\OR>-'O$+GRK<IA_SD0N4]U;V8Y
M7.,0;(U3_$=3I.+SS>?U(Z[F>*NJ1_?K2C$]O A4U_U9[9B!AP&,VH-7J8Y(
M^K-5@'+='6T^Z 4CH)#?5X(_&QE/[DZHZLFE!\/19".M0NR_9E=)/7]PM-QJ
M!!,'?^BL ,?K+FXD69P%!<3A?$65H9@I.+EP,JX\Y>3J GWQ"M"LYU(=[AIW
M0+9,^4ZVBO.9]J23>YD?IC<L3^HZF8+@+/.6U.\M%^5)WXF-K3=_IJ=F9_;L
M-JH/UY7/>F-.T6M_BUZYNEI9YG]E<IBWB1SSA[JG!03P5E6B^KJZ Q#4*Y5&
M_EI7FU16#XFB2H04=TF#S,MR/^UIM92NH9C>Z[0:6TMBOO#3:A@6%%W_\:]N
M^^O/XG:Q35LL;>BAQ7F'"> VSW/F[M*!V<MEX_S6A+H'(4JCMC2DN&+$%W!R
M\R:J($>3>?7ZMR?\8QP.77+.X+N<C+BWAM^9/L]Y=G;=!QT;9=#Q&();O4"C
MB/+)Y&Y158'>)"1^ O)<J]>/RH%YGF5"__E]#']5/O'8[)F,2KD&$2_),F>2
M)K](7MY_%6R-W*9!Y]42&R<A(5E+KR)Y5WCF;O#JW6_X]]^BWQ_0@+,2RN<5
M[-:T+-2TW!TRM+:GM3V+LSV/>I;U)5^YA"WRYV[7Q+[ \7D.>E<'6AYE'_*J
M.LWMJ'Q/=2(/=.7W];//V>F H_]X2!N#!SG-)M(KCEMZW<4:</SL]'I((XWE
M(V@<_<?#LC/W:T_4:)<TITRS@>[I0;ZIXOJ2BOI\6YO<SW1<>M5[F8XFD@OS
MEEYWL0KLV<FU6IZ)T =ZIOL%2TO74FP^=3K[>XL 0DLF"?,M$7EVS-<H<F':
MTNLNJM2&%(_J"-OLX;)D#Q]_5.[2A6K7-.EJ8+A&'Q*N59Q?4C-RC1N[GUF^
M]*KW,LLMN5:(7 MU^@LDUVHY?7]<C+Q]EI"MX1ZJGIJ^:60C$XEL 9M<-_>O
M7E)MN*Y,=XXV/!I)%A!ZM(1O"?^P;-U*D'RU?')Z"V],Z.5A- LZ(G%+IWOQ
MO#M?O!>^A>\C#RF9>A2'?2-__=&WR3GAF=-M[OAZW?:Q'%PP;T2JZR INFI<
MSI441=68U5J3^SF%]23)7]_IW%O;Y&TQ.6ZK9X]+SC3E7@NV1ZY#;VX*?P+2
M=P"Y4)+ISD>.SF=NY)K-N*>[OQT-\O,UP$<Z*S^[>JK/']QUYX,O'SUP"QKW
MIB?_ZUF:<'O?UM_1JW!=K*J%GV7=KCOQFQMM_)!&/>U94I4BU>VT[KLB\\/W
M]OYUV]U;'J1?"24BSZI$VV6K=7?L.90F%/T^N Y5CG$X<P>D%=S#=5B;GCD_
M^'.]N/G0[.HQ*GI61JV7&EJKSYP!!*#+0]\J7)?3$:JI1Z5E/#7'F>J:22,A
M$P ;71\B=0QO.,OEJJ^M;_[Z^^M@W(<'^0D G?V]F;X?<*>-SI__"L!I9J=5
MS^K+WRT[D[N.=Q>'G_DV&^X .9"V5S4QROI^XFPY&* ^P.PGU!Z[[EQN&K7K
M6^U&BK@)UJ61*1L;O20AI,\JA+<;78%=YZ+KIF?4GN;2G(J*_WWC1U"47N=.
MHS_VMF9=TT)&;/QRKL8+DCG6 )DKYRF!^= WC4;25^<)K<U)X=QQRM1BFO<D
M#6O>L^?:&JX/AV:4C4P3^V=\F6G0+GQCK/#,]7XJ&]-6+Q84D_DR94]8;Y9,
M">1'Y\-J=+AK7]WUJ-=_&\11^)Y_W6XYEZ,<PS#;-AL0OI\.<<V ]MJ!S@PZ
MN3SV?'B<=0?%8'A\[L=-F+YO@.DZ"?H7F,RQGW9WGW2P\H/91VY66.F.LYZ/
M.OK'OG5MV?M]THEW-%#?)YUX7=.1F5O[3F+NUH L!A!L5(U^+S<A\>&/GR?O
MY\:5G<3\T/:R(]>DB\GT]5Y?'$\O+LZDG_35G5#?-P^O!M2O7=\.?(GE\>#X
M>MESQBROPL=)IUK?^?12=U'?;7GLQ/A2T]L9P9GR[_HF+VW;=+?*J&V;_@+:
MIC]3SR).UB*>W*=G$4[7$&4+;U:3<)#+V]UV^9K5W&-2ZV.?B?4(Z5-MFA=P
MXOHQ.J@L(=TV3:'RS/>'N].F>L/+G:\YOS_!1AO3#F^WD:4[;NC<@1S7MM=Y
M[&V=+R6DGH7M%QO@30=#S72X+,HFEJ?3+MAE^T>''#,_JP9(Y8&OSSS\L@%D
M.]'^>DG]6*'PIQQ=WQ"I+<,B-Y?#15YEJ]>I$/<# \'-H)>I:23C@ZB@#V#>
M-_-V?2_A.HS>8!\( <#WE3-5JT[7-M:E/N;(K77NYVR0?U_H(/M5$]U)..E\
M]@+V\U=-@+W9+8SY?EERQWW35V.7C:NW0&=,<C&NAV9<Z!([#=[[QNBB:NPJ
MM.M];*Y.LFQM[O6"N^W'91>C8,]9@WL+[VI;WTO"VR_39!7AO!GU213X$&#"
MR)OGX]FDE.]17(NGO[X'!K?L:#P>9=WLITO&3#?#_$"&?%Q>4"(1/QEJX&?J
M^3S9=<FQUDC_HA-2>>"\M="W%O)JC(R7;NF&)GXO9\W,-(7W.6VPM7Z\\DR+
M^ )@BMO"FTTA5CW09Y*-Y1SH4=9S<U/=8\++ ]U:X_T+@:X,P*<9 ]":[U]+
M=FVA9Z,TM[\QV55P;?BS8=>7'5S9,?&S!Y5YJ%2NM)G=K?O\NY-CK:V]42)=
M&<NHFK%T9?#D7+$<S%#X6A$%P*'!+A3.8@LW=7)F"I@<CR T')6/]B4_KV?O
M 4&AVQF:G:1[<6S>;]F:69N=DN<VVV18C<+)B]]?!\=CN.',?,SIMIPZEPX(
M^8*>:B#&=(907638$Z.1'V,U(82K,LKZX_H[T^E5N:GG4%V<++T ?W%SO?.*
MZ:Y+$78SE\MZ'>R9(U?E.LA+@G\T1S-=)._O71980]Y$;7=9QNYYF2G,IQ2^
M,.7$1;758)0Z4IX,1W%;NN/;#4*Y<=Z)USTWZPN4ME]4E0AEKE.4Q0B^;*!<
MI=%579._5E\S"? >U2_+LX$^G>Q3#NX]S<Q9]=J3#/"E>NX2P-9#Q#W S2I"
MSA2-^R*)>NSNI!1CSC:]2W]8/]_,ST/+BN"]P]48A?]7EDY,EU>&F&=E,4AO
MH-V0LD$>G D70,*'A;E^.0/_;2"[SZRXQ4VRVJ_]G.(+XXA>3X<ZU8/9CDWY
MR'I(3_W@W-7'5^(JR[%N99CL9C#W!FYX,GPW#ZQ0I=NHDC4S<PGK"D]K:YAV
MW6OX<7.B'KXT&3E4%+43\\LL'^!&-2DQ+LQ,_A[(X'A<_>Z:IS1RLL^7<I17
M;7/,CV%M+RY WMER(CO./6?J$=4E.7T)XWE9;N0-E!L@ZBE4'WD8545,,]69
MQZ9?2>>H:O4V&<[M;)2[PVP(Z=1 Y!<F>U<U(K6@3@9FS8\0@^IURQ&"\"9^
M"%6]X&I5@WPZ[L]OX[CEU].\M3L_^O_9>]/NMK'L7/BO8%52N55W46P-EF39
M2:\KRW:U$ZOL6.YVJK]D@<0AB3((L#%(8OWZN\<S@* &6Y)%-^Z[WG19Q'!P
MACT^^]E8_L&E%'[WTQQ1T[S!J."AP;(.VT_[KC;(UT'_GFP_%NC?@6Y/>N S
MW&KI^"9 S7MNEGG+X7SD[!_#YC=2 ' @AKNMY@PX%(&X1O4P!%8$AJ#P2(]$
M,W@N!3J[#A]"]U2F\*$VH$((QN3EF:2E\0W;I%M8TW![!>K5PLZ,LF+\N</6
M$X3,DX/ADZ.=:]%B >IZ]["-N?[&K61W#QY/*]DG0ZKV1Z1A/,<VO@/M^8<Z
MX1R,0549J ]R*;>@*J]J%DVP+YQT@52 M39'C>ENPW<&P?5!M$Q-!KNJ6H!F
M@O\5UP]D][BHT*'D*&5&CX%AP&6+>,GV%!BK\-BB>GZ+4]QOAR_8#BXGY\/G
M^VF_[U/H+#2NW_).EA9RH0[(T(,K03[^@2B6HBQ)!O?'XC[7YQ,:PJ!IP>9
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MR[7ZCQV@@2 7)2R3&1[")!Y+NY(!4OQ+8]51@=E$>!!30HR+G.PSQ&#A3UC
M;:/E(%T(G(5K2?E.OXL9?_0KG@DW?2E,..QG+A44P#N&XH7^'V26='BAG;&I
MM=B\^;BD^MH$N_1M<.:E^*U^R;2;..&1Z-@G5!:M2B;!VOR** ((E0[G4247
MT\_  B#DI92] [XW 6"8[HL*Y3M>P6^?@YY+00[ ,QJ\A[:AJ:2G1$TUY5<_
M 9779W ;$A-G1/KB96-&<?Y9Z"YX4V$+EU)Y")8+<?=9.A%C M:C!X43[9&L
MK8;BT3A1@31\:=WPE* HD>DP9>[6I:IA<'&9\" OD!@A3^N"D?WN61;T*UY
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MXOJ/9P6#S-:%HH@9G$2RJ$39CCI[Y&]:&^CU[#.6ULJF.#-Q5L^61&E)WR3
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M?]K_V16@).;G3?5W6>:7,//:XX3;FEER%YO3ET768K_*M*\:J"U',7F*"Y,
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MXI,KJZ>, 684*<\F7W6.P1"BY9P4?G@G!-P/(V\:X(8E>^VK%=0DD D"74H
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M%4S8$AYP'# FSG"7Z!F992&G%&:E+HL,14=NYUQF7*L^W*2CYYRI0>-W% Q
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MN"@KOH-I$ID?D>&-K//K0K/((AN3LEC(^>=AXQ\X92DI1]?YQX4=&<LG'IN
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M;@?G-6GRA.]24BS!1&^D;CQ%4Z8BT)4VAO(B"L3>@V4#&1CA#**) V#6"?Z
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MHM"(A4QK^RA;N!-\?-<77A@;[)9X]8Q#XB:QO"+:AJSC@[@,&H-\/FC!EFB
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M2TB$<4S)4MA/IXE#J$Y0?\L?VM$4CJ'<7;=(>X6FM&GSD&?CPK 'X1A0P0+
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M,JI(&RIX76Y)_.37M22J\ILB28.[FM28MCO#6*^ ;.EU_W\M'RR@&E-UUE)
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M/Y[4'1G)3N-_!2'!9%^#M'6W:0QVWBCG;)KRRE"GVN$H^?KPNS41__NG1Q^
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M;]#LI5@M"B1JYI/]'=((]%64"N, -Y,C>SE[#<PZW\6:<OD*0IDVSR-[HNH
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M^I>8M@DQ&OC()*+ (&L#D Q +$9MQL>3=R7P8ZXL]/",E^4.(A_(;>"';LK
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M?#!R6\<'9+PJ/4JD06%=-]I5NJJHOV">I!HZ[F"<>*,YBS"'4)L'$6G GCG
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M?+J6WSBS:E_*,,25,K'XN_]S_-Y2H_H+$6=:FBP\7;BAZJ6*>@V+S0G9EE8
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MA>W >I8E> )J+]SHM#-9F9;34QQY*6A8R(Z+*D1XH@B/K_5KYE5,7R7AJT@
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M%#6HQ;H3OTZ@^D(BJQ\2"FD9G)'K4N*_V 3NJH ,D+BA6(?PC[=E\99FQP$
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MS2)%4Q>B,C Z$.BAN[)\R_SE=8BT_Y704H)(HD]47L350G-N+0*M<-P Z(J
M'N7GORHV@JY/KVJA%/ RDA>3=W0\\:)%3K*UR$+9'2!GE<A81>TJ@/K)DA*0
M$2=G=G=[^<6Z:;K2Q!DC+T#^N!7TU:_*357>E!$-,GY2V3G&PW&2\=V+IA9[
M/0>_[(*^,KE-FGK4VX+SPB&5PY$QL!QE;"&YC>Y.2@LX^3MPB5(YV.#8CB2A
M+?GFG(,0YV)?E1OA153V?IXS*-!XPI@Q4@V),^8#'),K?%HENU\^&)D0R"KC
M8CC='7"/]^)DNN0;:)7&TR1W@K_F'33Q-]PE<4<EL8@39,H>380/NJ+IE E&
MR.#QB-C=EGT/+],'F<F^'\LU\27=X,AMI/FB\YN=Q1$&B.K%*X(SC[ERLXU[
M.9MY6Y1(<KW/0*I#<,^!U%?DMJ2AC>EVHT!T*X*?GRW/1?X"9X,QIB,I^\KX
MQR4>\(W'3OT+?<?A]<K^0X[G+V!,II)H"QV*&].37S7^+$U%9,)>^"&/FJ1;
M%<ULLPT-%/K#YWHN)\4CCII'0XI0L$>J&^D'X:%&[$P_T<)8\J,Y4S31"VC#
MIN^6=90I*)B)*+WON6/'CW1EJ:F-H5;]7MSB,A982#KU:B/2<F#H@60N7CHV
MTA'_IA"*.(D5^LD9T'(<T/+%&=!R!K1\RM;3V<.KHGZ;[G U%T72RAVKL[%;
M=9K/B;#.0G7(=)5LDIM8ZG&TN#"P*%]9A9!*SB3XM3=P@F.O,L8,^<\P8-?\
M3S;W*:U5\&68RL\ D,N&;'ZTDXH6B><#O%/PIB&\(7.X*7;\O7 Q$0[<J M;
M4.R4<,HAQF("/'9QU 5"=(Q7RF6$]?2^XZR",(8?3[JBI)39UR-P*SIVR9AS
MRL+(!5="1N>&I#=V0<JS>$=L(#J ([-(OW&>/#FG,;+SO)<Y, >JYRR=S."?
MEKE3REJQ0*C B>QY3-)/"Z3GO)U*#)8_L@V4!+.2A:'4*N@;H0FK\C 2B02?
MN).J@7=A"T+A6#5.URM14^/_DQ,[;<8JD3JJNK4DB1.F<2Q0&O54K>+PZC!F
MV]3SH#=5QE8.&2H>5D%4BRXP?/<P5WYMKOC&W-*<^SH<!_0E>NE;M+$A.Q,>
M^.]&JFG2\"FC6;\N$\^,NK09271;S@2D\5[:L#^QG9G8>C==,\_#S'Y==7ZD
MY_R2(FIPCP&_*DTN3J(WR78(>Y_?9;+!N)]]>1-,!L5*M.ZCPWC(!LAV(#08
M70*9%Z'V9-%YC/X4I9PQH.O]&=>SVDOW[-OT3:T2AO7=(4VI%G#:6IZCLG&$
M@I,"HM@(9^MP*\Y9A-F.2]BBB)YK>'K. BZ$0-J$,U7?=>'Y/><S!2?&K>P@
M&_&DB1GAH19JOUYT6ORF.M7.%QYO8?ZX;IM;X*6X/<.U.K!-&(_UD1&^Y&['
M62K.SEVJ=#/_H[B'J#+K;COGHA+V_9%["7,W'RH'5HQN9YC.>@B.&\%&#DQO
M(GPRA97]P\'9MDCC\M$H_%I6W6Y3[/]0U9B*JTVS>/L5@>C(&Y,%T3<[B58^
M^_SRLR\?WQG![6BUUM<7FW+5_^'),UU>%5CH_W#Q^ OSP'_^?M<OGCSY_*M?
M#M61CLWCSRY_3V.!I#[[;<:?0IB@L5[N5^^QI\_3\!.F84/2UTI[;2Y;)!5W
M\%9UO.'LC(*<&+6<Y^PCSEF>RX._'SD5"'78HJD0!K=XRT?CW'K@-!2.]<HT
MC4C%N2@P[EOM4AGKJ,%&5ZO+ZX:.@E)@-.RN ?'+<F)46SUO[)]S8QN^.*W'
M^':!+-MPGI*/;6N+!=0X\J,O-F>$66$F:4UJS%/L/,#E^NWSA'WL"6.:=#&V
MGBF=$HR$"*I0<'@'RAM&C\38AS,7L4M"[>QFSP3GU&I L0ZU+H@"WX[ZI%NV
MHS$?1^[O>:H_\E2'$2W;3JB^F):+3"8]\>-G7['Z8>V<(V3J"-%KX>=YBC[Z
M;O3RPC1/;\N]:$?5[,066JJD8K_,S%=W%#PF0\)M\>Z"8\!GEX\>/_OM5U31
MX@\^YP_&0>-O[GOQX_'FDW.\^:%73Q211<NS<X55<?6.17.>C@]O;[M,7Z^I
MKQ.YM+-%_>B3$ LJLV49[K)D&"?10W9#3I2(8LA550.RP?S4UU(Y\_)RD=:2
M]:1$M8 [N^J^;3;G>?V8\^J*E(S&<9GTV!SK502_>I_6@/-\O/=\=!/U9+][
M$(JC7E@J49/C,A8,9>UDTLZ6\:/.F&NZ)=)3[>U:#2A%$GFY"F/Z!)DO6%A+
M5[>ORS ?JCHZZXH;)JLGC0>N]219L;D2:B!#'MNO4#1=M=0(1/69GLKY7]'"
M.:^#C[<.0O3?7_@4*"2_JJ95W8+)<(,3!3DTFG$N31OEP<JBK4%'CU.QNAH4
M!$"-Z-=-LT2MC#H1JI9U)M94P,^KG*>'XOJFIB9QE)95J6U4+.1^I(2#'$7%
M"2Z(3(9643YX]*IHL=40LB=?B5KV#-J)\I**0HF(^TSIUY^BZ"!ZLXYM^_Z7
M64^V[XL1TAPTT^2OK0]P=PD\H]*AO"&&24NXR;)4)$R7)J^@^S!P 9=;FVAX
MAEH!%Z5^<[-7MG*H,+\+*X>T(^))-5?^\0E"?H-QC!GY 66>KBEOP>]"1K6<
M_2/$!CT)L!! A5'. F]"=U]$BCAXU_U !)K84VY DP]GADE10-)K1B[!5=/.
MC4^H346CF6U!L%)TIC=1!5*]8!7$D>R%85=H]:+FKK+9].TS3B4G W*0.;>W
MQEHN+H8!.7Q+,"33?6$YX05U=)YPCQ)M(67 <>4>:XJ43=2AQ9.&1GP/@=!X
MOB09"M/N@G5;-QNLQY6GYFJ.MK<CY5)VUOT8(74Z(:EF@-+(,'U!1E:F"@)P
MP924TPD0I"V%7I5*,3!_LPWEQF?7A+6VC[107M'%]4G<2X!A?IAU"OI>5FYS
M]Q<H'ECX (/EL?_G4* /7AX]V'CI9IK?4PN"6:BT0I\WJP&R>?=%M+4\//3>
M[)*UDR]!^MJ<>RKNZ*GX\MQ3<>ZI^)2/CF@VFZ@YIV1>H$CYUEJK6,E-2>**
M:^4Y=)]2,UN(4WIP*R^:=B?1DAJSOP0#Y@S2=5LLR\2L>2H,4E]$0[[*R1";
M]=RW#WA<?)2+,5_^2@BF$_H&88\A*Y@_"80 PYGW)^[@I.]<6"PO;>[)72A6
M6T]]&16JCNCYA.TE)9S\:2(_?)00Z'-\;CNZ=!]J3%*N9 HLY"5)3Z7,TG-0
MY81GHU;;I3*;2%K"]1 G9^[O_ *2)_RWCL[4K_N)IZAP>XL440S(V170VKNZ
M\=3] 'E[BACG^E;RUZK6YDP>/.?=SY44\:1;4[F526+RK(/@?IY'Y+<B%C=R
M/PA@!JHK"F0*KAYD_#@2@!&6G.66: -Q!(3_O6U9<$^)$OTO8!B"GUMA68.+
M"@*.'?<T)+\7!B>. #(.%*%T4L0T)I.74[SKCO3>^X306#P\IM-"(N+/;_YK
M!I.'41-"P;"NOGCTV[D8,]!TT7^: [Q&6E"2/60X>0FO*^J5Q0Y)EG9'R(/P
MH5B_97G57_3-A2Q=N;NLW8%ZYIF8E_\N>_QK,XD3'#,^BHIYD+S-'DR"]%AK
MNBUW"\_1TA&W60RY)(Z>&GU[?[N5L[7&J#M/10ZH Y JB(N]<1IZ4E558E@:
M&9:.WB*<%A4N_N31HV<7X7^^,+X9I>61[["R-@B,R^5#S@6D:HF1B 0HH JB
MAN_WT/RN%O[SI*J(0Q2,3!L0]5MNS<<'P :<(J&BG="7G+KDDS%$B)8C82E:
MZQI8#R3L%@FF;+5%CF._$& B\S+'O:9_/L4??G_E.QNY:'S8&)NT)X^ D;Z&
MW<,$N7S"322ETM8Y)XT1O^HH8B937H=[O#ZH+/:O*:7S=^FJ8]3=IDQ,#ZW]
M198D_K_LO0ESV\AV*/Q74(XGGYR". 1WVKFNDF79T8NW2)K<3+WZ*@6231%C
M$.#%(EGWU[^S=&,A 8FD* D@.Y,[8Y-@H_N<TV=?B"&I+()ETJ.2%\(G%[6Z
MU!Q9]F:1W;)Q! AF2>,EKJ70II[TL[L0LXGN.6VF2=*#18K9NL-\Y1 '-O(K
M\S4(LRUO)#Q!3\1)KLHOG'$&\VZR_#+)!6%_4R#4?)S5FL '\;AI46;FO/I"
M)M35[*.%7! /D.6>V(\WX@X<'!,AG9%T;AZK;+MD,&:Z? "L<_EZ- MHE<-Z
M!=WOXX=Q$_F+C%7^$@Y8T#A(V5,#+#.>1!DXR09T9:6M=,1RT&&E=POU196,
M# 1@J 0CMXTY#G\"J<-:8KYP_3N:9$\Q!1O3"V-NE2^I?!GR.;2(7R!-*2CI
MHU((CW%49O5SOE-IK^O,)>9.\H%/+=)4*"0Q&D%>4T5[MEV_ZH23=%$8"=)-
M8)583FZBIH)1I#::AHFX7SZ%O=("_GR-M2H5IG)Q>#J(R0R0FE4@;1%B <0W
MED#$NAYPGFN>FH"XQ<D*2?J]"OPAN&7S\DSG@0+8^25O\I5C.NM[ON^:R:Y!
MZ6U+"$"F!G!55Y([,G6P;_I2QWQJ7A"*E5)]=7/O&421PGBE+1Y%6U<5GW>
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M#?6O6]U$V0*J-SWUN^16#,O;L!I8GBGW2KT/TF4FS##@FT4RVQPK\,NV*V?
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M@!G<87N.!4&&^$<,CT@NG&Y; B00DQBOEQ<3!>*I&7@,-R21:>#/2X&'U X
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MX[)2DYK-R4ZAF5ETMF']A@T$G9#?F1G$GG:[ 0;)RIA[=PS\>T*=C-*-R&&
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M']OJ&WQLDOX*$)>J?(I<4(F-U4QHFE]/LCHSA8%EI$LZC5B0VP*>BST2XXL
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M>/@"3J@6XNC?BO2'4K ]TZ8,P[@0H/Z% )O0L U/#2F>.I[MC1W;->;"#N-
M-.#!J0B,R#>BF3#^]5\&K5;S73+4^%/R_%=^/J0GK'=&*,;47@;[S2"R\"_P
MF./!!W-JM]S(.ZUVB]VG@_ :KKS6+NJB*D4O+Z,$T[N)SI+"-R?$)D6+.!(3
MPPZ))L-XCD[=0"SB8#P#4!KV=2 $MO$.3<.'1P*D1B#.B:)O[]HT)F($QE 8
MQO#QZ(Z?<))6X#=BYHQ= 0LL;,25LZ#/0_4+VYL8V#K\&C85PC-WU%P):-B9
M\'J1CY4<W R@8:Q6\-UWD+$?!W ,W*')3FN@$/@!?!GYQR-Q;'L>$,,8?GHD
M;^35AQ-Y\][0WDZ_?O@?6"!P;HCXX+=Q%$;P#9T=G\!1,G 7;^U@8BC(A<91
M:,.IW["7''Y'W=##\H-=9#<+>_5@GU%8B@]Z<PE*LI;H&"Z([7C$F!)XC.%Q
M!S9MCZ6O_DW#.)4/KGQG'#D>K@9ON'6B&3Q2\MHWCR0%LX06[$#DMP\L-&8
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M9G@&_D#)6K@, C/)'(T"3+0GH-\*I E.Z$-M,Z0:*+ET\FM8/HSE52"]9P(
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M'+GUG!L'OO-">YP]6I@H/ '6"Y _P8G$/'S#,NQH^D:].;)_+2V75C7 =X8
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MQQ\YWD1XT=OCX0MT[FHAS/[-N,!A@R$.7S)L:AY-'I"IX]D>31B<"SN, ]&
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M">:8C*>,#6-*W)A$;.1G$^P_\\0R,#L^<Z](RQ.Y"0SBT8V>B3L8P +&S#R
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M"MC&?[YEP*BY=-8DJ\G*V3A:8 M0=6ZMU5BTU662ML_3O4V+;<79?3\739W
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MKE3*;4HH59(U46O^O-(W-+V[$HD(MB2<KAO4,FU!M8VH=I&'U3?1YP3=%C5
M4P9-6&1QV)!P(D'-EI13%:K AJCI8F?8$'*.155%IHZF'9MRW=5DZ\)K9?65
MFJS(2%!]VFE_>-X&*NT&X>\[#8$\-5)JAD$-O9'.(>BX3NTM@Z0;*;Z"ENM5
M8=O1J*D*6+Y>4]DH28N@Y;IH98OJNDIEM9'2)TBY=H7+-FSA,K6;G3T.2\Q3
MTZD5R=(;Z-0B_%N$?[<PVOBXX=_H7ICYJ9 (W>>]S%V^=#0<9%[T^<_,'8QG
M<;F EH787_3$>G"]("87?AC'+'Z'<>6PT+Q'3H]8JNJ3N]2Q(7FK2SJ!&?I
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MN5W/!]0&[N/2KF/\YH:?O605.IIE9Y.40H9RC'1 1R--FS,!U1)ECZYGS=(
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MJF0U._&27QKTSR5F-OK,&%8CF_G771!]4?2,,O#1]5.^1[Q5;<E9F!+PQ'V
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MBI!P',F2K6TB)!1+LA5]]Q$2JF1HYAZ"#@Q-V_U@%<DTQ&#%8#LV6%,$RHA
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M>%;D,2[NKK$4XH1KV'.N$+SDZ=H[<'08&+N@@[MDZ$5LD! V&N%_\BOT:9A
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M JBB92=:"J"*EIUH*8 J6G:BI0"J:-F)E@*HHF4G6@J@BI:=:"F *EIVHJ4
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MVI.$4%PDU%PDA-7:O;A*Z(I44"SJJ!U*72O,/(?%ATUMK7LII00\A-8I "(
M(@#2>H"H)K7,#IU*Q#7"4;CTB?43XL5Q"L>,_O-2,5+RR,;>P(>/74PC#TX@
M4]<718[:O8Z$^4< 1 !$ $0 I"L <:BL*E3K4@5* 1$!D?.[9>B"/E]UF3!L
MI.-OI==W]GBLR3(UC>ZYV0G[R8$ 8LHH<(6)7@!$ $0 9+LK/D<Q "*.@(B
M2(V7@$QUQ::&U3V,M%.Q/UU#_5<7Q^%-\YS:N3HO[/)=63;"9"( (@ B "(
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MH4/6,24P%$ZMP$2SN6G+S[8:._'BZZ.KG9))Y1GL7C)N3Y2JZC/LOH>5/C@
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MHAUO/5JN9XU<CW +QR !F&\GB$O&"-V,Q9'V-'7MJ3:S%MJ((=S;H^O0EZA
M8!N!'/&0+Z-D/@_"6$,VPTT&GXX3#ISF,^9$#>T/Q%D+)RS60#ZYLV2&^'<L
MF@:>0R)(#,9C>NDX"$'-]6/X3V-\B=+Y-#1$<1O#@((G[)'#H+F>!XO @=@0
MS(T:TG"4\*0;9!WFQS\/8@'6EYM?,((U%4>,".FV-+,Z<LB04]4*&4S41XA"
MI'6.[.Y8FWO,F:PLMC6Q4#, (6 =7)@#$,)S!1?I1!^\ML'& ;2-[?N!Y@7^
MA(7E%%_EF 9(.;%:;I0?7H$O8(!NK$UA<'X0 W,R/QUP$&8IB,PIYP[";13\
MS'>#;84A:3]K!IY-C#R);)-G17]I#.,465%PJ1670/M)_GAE=+Y^HS/H[H/.
MUS$;K6[G&!AR8D"'QI SCS#8=J/7/@K@W7$&:[;[AP"\JUX8_02A^0HW7I<G
M%1$4$101%!$4$101%!$4$101%!$4$101%!$4$101]B&"?&2;E(/7R(E1;6QH
M8_-9G%C"MLD!F%;/)454CY)0\B_*A(#L%6L4!5X2KW]EN[HQISB!R!#6Q"%F
M[N<T9?>Y-6%7HY!9/ZZL,0SVG>4]68OHS:_%6<(4EZBZ3) 3';/<W0T__UN[
M'GZ[_3[\K'T9W@U_N_ER<_==UV[OKAO:\.ZC]O#[AX?;C[?#^]N;A^V/DM:L
M&H>)/L2$5G*B:$*W,9MIO8;VQ?)A93 Y *M'&;WWD?;1C>PDBA#Q 0]*AGA0
M';E1V2JO.Y@V>[@?Q"<\N84^6L7"+:N!ILY7U/E*Q<]75$&ADQ84JAZ0]DUZ
MF$Q9-OQ8OAX5;LZ"_K_GC_/K1/UCU!>JWO+0#:(7EA8ZNVH$GY:R3M8RK-'9
MFBZJ+L%SCMYY0NQ>6]&4S'4;?V%_)>ZCY6TH6K _3E#M[^/5Y]:=H;?-M@YF
M5NTNW57H:IUB^!HQ?,?4.YV+0_U2['ZA[*YW>EV]9]2/X7>U-O?:$>K8J()^
MTKH0_+$]@EO_D44QW6+3,3T_S?('.S=A9U.D;\=5?ED@XOS:..!]VHMU)8<3
MYML+;1:$\81.[6#ZS$EOXK#U<8JSA*'M]/3^H*6;?06B?8BC^+/DD9;>[QNZ
MT3<4BR@668.@9.B]7EMO=[NUXY$J&/L75C'M.F2.&VNA&_W0XA#:&;/PI1JX
MOA"=37"25>6T;7;#96*XM@9-O=^YN.)IBD&VKH,SZ.F=&C)(-37O67N_"-1C
M*0^X&*;N=DR]U;FX.D'*N]E: [?Z>J]?(P&K&.2U9<A@8.A&6WF_ROM]WOL-
M9C,64F;<@75P;2W83K.G]WHU$K#*Q7EE =O7.RU3\8?BCS4"Q.SJK6:-3/@S
M=(%K7:+OGB%\(\?4E%I9\P)HL'YE^K0+K0=M-/5NLPF*HD9R0'EJK^W*&[JI
M*H8K!ME4? QXI-=6::O*EW]VH;X\W%^6I][MM_5>LU6?O:$\L=<.A3:[+;W3
MK%$H5+'(:[-(K]T'*ZQ&9GJ%W/7J7>)0H&J*"(H(B@B*"*<G@@KF@G+_BJ5]
M9+&;^L5OW[8N,GQ+$'WF^_H8A2HT][H,TF_I[4&-0@^*/Q1_7%C8MAJQV@TH
M;2O%\/8, 6R#6W=F "1[$*#2XJ+7TEO=@=XQ:R0R=E^#$T<RU7:ZE.W4U<UN
M4S>,&IVMJ]VD=E-%=U-OH'=-^*_5K^MV.A3T[TO,73G6EY0CV=8"?DEY#M&'
MK)RQF68P"\T)$JPB\+IC4#,]RDRWVBC;DJ+4SS/ZV7"/@]"_+@H\*+8AJLD7
MZV(,#A\FWB(\:QX"VNQU93*5-J$R\;SV>Z2%;.PQ.\8Z\SY5AQ=5XT?!(Z]J
MCU5.-'!S8X^JH&B.%3,-IN)&!*<\LQ::XXX1?F,<!C/>!+G)DC38QSP(L8N
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M4,W##3RDH#]US%5]$=1 ;:\P==MZK]O2F^WZX?960<!<&.KF\1"_:INK63O
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MGMB!D0UT2SQH&91!E*XYC9QH@!%)KM&?Q,("/;X,KTN'#ZWSS22>#9G-T-:
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M_)P1OY<0+TD7K]2.60L17Q\A7IZ17YV]>$@AONT-ACJS9#E3F US/[Y00OS
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M#.0.,*79Y89ELOFY3*SKS"1S@U':EKN4$_U=@,5T!/* U8#-B.6=Y<@X?=G
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M6VYL6@Y$Y-V@C4-ZJJ%+"ZBL0)I(?59TY9\J'A^V\&!6Y9BXR$'7),5CBJ"
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MYH#@!E5Z9++#SRQP,%@F"HR+C9S<(!0R-<)L-S&V99?4[)3!@P?<Y#!JK-G
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M^,?AE7-Q?/F/"3%:#B-G0>%]C]W]3W"!LB!CU#\>QG^"2Z+^QBJD,&9 D#O
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MZ6D"W#0^Q_"EX"N8]L!'S\CH0ZJ^0S0U(;G3&S<1&XP"=^^P!L'D9,?FYTE
M)0[T0QC$F(C886#7U^@#<!M3.+,ZFZT&+)#\7<-$;+D^KFP!=B6L(CU+U3F
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M3R^=?^U=?-6ON1QZX(>^]Q5(7A"E&8%2_-C+F3HLAB=$<>:XX[%P$_@%B6B
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MG-8V\F,DX*P;UL^66.A\]PY<^$$_KZZG7%V?/WR"REC"+ (N.)E20 TPA@9
MA1+8!>XP%8F/RH@J?\VJF7,<=ZGJ,Z/W$NWKMHJ4GFN,L072RM*MQ('4C,:U
MY G3E#&>,C10(:@L,%0-5I$Y KOR*C(CQQ*1HZ(&N90$.0]TL!A0)210%$J
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MW@XZ/=LYU=WR#'7G,F^X-;BRP.RK6R)KNBIXDJJ 3@J<3.!NNV?[)_X'%F;
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MI/O#YQ0IZD^][W7VHM<F>G?3&DM.D;WIBS7!:D<A%[!RS !D0CKW9S$PBG@
MD<#4"&/4N%8U([Q@#4IZ>OR&W0VS^MK$SK+5+]WJ*S$T)[375 @0K9^E+K$P
M"H2XDT*.H?9<6>?USZS^V32Y7C4?U<O^R4F_5S,'U?BFLD]A@49__FNVO8/:
MG[>^'[X^P(<?#[OQ^[Z4;/OD .WL_]W9N=AF\?GCN!Q=I$:QGXCQBF.7#O-Z
M%]EV.@=""01$:8^0<-Q0^+3>J;R,&K",.#:&( \!"EP#BC$!"G(!C)0<2D%Y
M@(_@FEH&=&7O07,6XKOS3X)(RZU P'-B &4J &D#!3K"$;=>!P?EVCHN5*)
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MZ@(/J"Y[O*:?;;C'8%16S_1J4/5>/4E>/L)8S'(&X9D,-VK&<,\/G@V=#_A
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M(L7)V9*-I//Q03M?R[:_PYPQ^1CQPLVK 9^ 6K_WXW=QDK9[MGN6!O/#WO[
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M"ZVX1SQR@FMM0#3+5'"50J -ML!K(: 5Q =-DX62@G-:2#YO?\%:>D2>8XK
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M[ZF7XE6%3!#-"0RCT;2&WIX-.J..O[LHYL-ZS-X>RKHY^Z=KNWD < 'B[@X
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MEF-=C8IUO7R87&LN,M99E4V!QPDT;I>!QI0", TCV_U>NL5!OQL?[6@[WNS
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MKC88\SQG30"]CM&I7GR<.XZ<W@S1ORQ78 G\_QXOP(SQ"\3X:6WGA52!"AP
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M%Y%F*4\E!HEF 4H< HIY I"6GD.'(/<F.0IDG,N_&N.[R'47&D3XA8@JTZC
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MEH#!.?#*$_CR;<N)91*F$I->,Z*S,<.@F>$F;JB]R<W&" -CA'Z+-2\H,V6
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M\VC:].-VF'_=L%U!*1?CW(&.B@KS&P7!F@A<R6"D4=&D= SZL?GW!VMJ[J%
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M65N;$DV_#X9/2CG%P*'V@+R87%YI5\24<5GD&-'%DU/><6X[Q-9Q\'CQOM/
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M9"C6B$HMLE3DPHML/A6 .&58)AC&BG-EG&)&8NS2G&*32P"?)A7@YTX%8&"
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M3TF$M5@_:/*D=A:IGFYUFG5132^J$^M?6]><-->J'YHX'W!=YLB8>BZFVU;
M"A@$C1ERVPO(*\NQS>(T]'MR2W%)H47N8J+5GEX.77M8#V"'_:Q58?):S<N;
MGW6MR;;,LIF7LS!PTPT]!9;?RL[9(H(1@NDQDW\B>+-)_S5)!SOQ(L;TPR#5
M"*9>436[NK!0/_'>Z-NL%48LS^8(AW]V9VI + ^5E4DMP%;CIC]='.80"CP,
MB^T-DZKF,ULGPGJ);U"8NP,?TEI!1+KM<3=^&.:P*D\&HC&_I/-RC-8X9+A?
M;D;0TP+>J-_K7,V,;S>4>"MF<V:13@X<AO4^TI_+2A+]RD2OG<<!HU22D>D(
MQN,_KJKR&L5V4]VQX\[,B2#3HIE7;=]Q)8F;2\BI[BMWR\W=4[C8\TG5-^-'
ME[%&+*!3Z,JH9&+E]-3[5?*;=\-BZUYU[.%5P=#C7251JT=08R2@_RFDV91O
M'1.#\W@@177V1XP93,^/ZT3'4Z! <X(]?9G9'.%)H9 B.Z@H=UG<6Q3W".7G
M"EQJY]7!?-'/ H-]T=% "">;/.NGFE1M3&PI;0OS)T)@&/=*/EW,P9Z_+SQ[
M=#Y7@G=T7E746RC#Z;^VXU6A>^&R0!?G)[ HZ5N^$,R%K0JQ3'H67Z%:X]5I
M*:$>?V+'W7&1*E,MH>H%BLDJNAFSFT)^5AC&ZO"5^++3KX-DS[YZ>UA&/JIM
MFV&_],>X6<86QS0OKDXP1Z<>N)DIK:<<5=GV()-A4U#<RE3N!)[*9P(FB'>5
MK$V2U&N##7.S]*5G78J1ML, ]:HWWT;%\-=2?-3#8=^V]22W/QIJ%;. T2DA
M<C7V+6!=B8!3=E/.= U5R_J1I:1,0=PMA^N:OJEJ4T\ 8A$_"DGK7<U)9K%0
MJA-Y=1"*B8$: XW;/:EAT->?U6N..0X-E?>$JLOU\SI#_<]RXTH\G+0\";S$
M],%X.(F@5HSY%I-<.9: "TQ=[O/P/QY66\17H'X C;!QL#>)W$X;J\G(!-AG
M7SZ>+C(%@2DXE 5+XPN4W]0&>R88 (]=H,'?QW"W42X/\K@5J*Q(':MBA!&>
MZ,PIRPE4;#)>$?-=?VQ&506&<%?X7&'08%<1O&"*0B4)N-X5.<0+1D<P>$H#
MJ,@N[?5[\>^R9MEX6 I[;;M4W6<Z*&M?![^L[LP\8Z;Q:%W-&E016Z*D%:"R
M[N-G%6<K4)+9 9R.6-F'R4B%3LQ>NVQ EP[4=1U?F,*9'DR;+;;GSMB0A9DY
M(5@Q*#:JW1_"4YVJ]3F7X'3)5T?/Q?>%$0-.,)@\]WE1O!U^7(2=OG/=6.\-
MWU2>N%8IGL4-H%!Z!<3-35KEUDM,?S"(U4K.=5'AN1M8AKZJP"D?=SHUAA'9
MGSWW;MPI/-L32V=:@B3.>$B+J5E0L=I49<^7YE3M;L!75\8B0_D-D+'@H ^G
M^D6P#BA?\: R0JFG%\[XZ-NEC5SLN8X6X!#@HRBI/KUNVE[=K5PFV55C,F>1
MW[-)7C](Z0;/Y[4I>DW6>)$UKIJL\9\L:WR-+/#MH!C+7^]&7_J,VS?@=S0)
M=&^AW'"9N!A:#NHVG*%:1''CQ>%\D@A_>2S\$+1Y62:CS,$8% =S+/A6HV)=
M\GE1+<MW)YN;QKU*_4:/[* L7-(ILRE+2)_PHN(XR;IR"<JA" <'<WOJ4BYZ
M"Y_!.!8W%Q<,0B&-Z#@!4G$=-8F\XA*X_\@'8A 47''8476J3'7 TIQ=OUM7
MT;/WZPF/@ON7>:GG&UL"[UM(DQ_0>;UL!C9TB#:KXD@Q[*?Z:Y-1=+3W[NI#
M!O]1VC'DC:&(*Y8CS:Q"3#$2](A(^<+>6T^=R#QG"H:?BXR$<^NX]%Q8;%TJ
M%TK5EJ(.@^ZWH/C4C6^W/ EH9@=0A/@1O&\9&'N[?W Z8?RA@D@LA-B]Z%S5
M/#B#_I?9PE*O^BXX=<,%9;Y%P>%'_3(.L%NUO:3R4V%$VC&@AW>Q9$=I-D&W
M*DP"X?>53QIP'^!E-&B#P1D<+:!NX,IRZU)Q8[\(/4T/E1J6_9@I^-2;'BU;
MJBW7'H2^%^]?_C$<FV';M?6@71T*$S7U)()85'BJ='11."3LPPW]#EGU]=OU
MM*MQH&>^K/8&G[X]&4XV!Y=AE-UAK+!;GI8U.5XO7!K]^&6C<0H=#$&H IJ\
MFBC3:M,M/"]&.T+ASF*L6T7Q]/@MH,O,X/MAW>6Y.,[+RK8LUR335;6V;37M
MQ+VHBV4GZCPL?L/2KYV),^@71^/52@HVN'ZT9_$'@Z7-N:-(<T!S+I1&TF&/
M/,OS8 H8QA=+BF\,9[CAX,=@5B=3,4AFY6!#>=#:V2K3:GDQE%6>HU6XT2*&
M%H&P?N%1J@W#28C3QW2X=Q=%T?$*_'9/WLV#WVGT!L5S!GM%!=PPIG#=M);B
M) P#P%.6/Y\IF5CV8^9LLO^O7IUUU7$2ET6 M'\Q*F('(?AY7VU'5(UMWURR
M]>[[/">.G1]\[%.ZD[+L+L<^$;I#"5OKV*?;-$O)CE3BWILE9(<(?N_-"KS#
MF+S-V5=S'D5"KSG<:>GY38]^Z0V'>%62"<O"7]_ZC[KR#AW^&=ZQZ7#3X9_P
M'3>@PRM/WVO"3$68B>#5<:;;G*^J)N>K-M&I)Q"=>LB2BE4O:EM;]R:G#&^.
M\?^Y,O[I>S#\WW</OAZ=OCX_H^\P&._T^/0,C';+#RG\>VK)(7W;.;J:-_[?
M=][OO>V>?=HGX7CN]Z=OV^_WSL31IP-Z].WCM_>?#LC1MW??WK]YQ\#XOSK\
M^T-N<S#^)48L-PYQ+3#2Q&"4YUE&&<]MEM[BP%L&8E%^$H\MI<T!N/-\^RD<
M@,MWDM<'1[M'KPX I@Z.3D[?O@LPM4''WCXLHIP.=.C%=$-/*$M?N+'+KXI*
M/#\SMASM?@ACERGK0AUGCKC(%9*48.2)P$QE-,=+BBIMCPLN[X?(?TST*K*H
MBL3/X<))8/5*H"LV8:_8$[.JQG$H:[S:)U\N$A1PY7<5R&;Y03S#*GZRP >+
M3]J]D K\.R*R6* _%*4!6W9P ;:WA6F*=U26WK_#*MOA>#T7T*V:37<DO7_W
M&J@JF=VIU>N?2,C]^^R@KVJ]_BQ5JT1.U86VGS\.^N.>0[/JKY37N CPCJBK
MD@@.Y??%FKCF@J"(EGU]OPK].JLLC_^Y"YK)M=3YTOJ2U^W'O7N'Q Y=HTM+
MK.,P"XCNR$4@"?'1T,"S%[^07U<SD)5TXSOE9T$\RL&Y1CQ*Q%TE((\@ 2_+
M_.J3\U"E[L^P(3?4IIZ,YFI'R$W#]R2&Y_3JPB>_A?S]9DC*(:F59TU>AASZ
M9F"*@5D@;#]@8-8(]]STB-NKP:<P.61F<FZO*20SBMZH*;YOFHIGW)5M/,(@
M%[;OW<3^QI?=/)GZQ05#:%!NS.^/H2DW_/4^7O\^Y.5[VK@1&IY&#/D1@E?K
M(D:Y )+P;U:$*KYCX=_=*S*_$A:<(G$E3/UA:TC_/9A/,WZ.- [/X[SXC<5#
M'B1Q>=&66M:[.]I2R2]TF3%UOW/Y"%/UNEY&,21+CWL#KXLS N8JME9;68HJ
M$W9F7W:1'#LOYDN& R<;-2C+5=A_K?,B]1>(*F&3WN 6A_XQKJU1GA(O./>4
M&9RE4G.5YXXQC=V* Q[9?!#@-N?\L2T- )S]^\?P_>E%]ZR[#\]PGP_WW*?W
MG_[&\!QV]NF\$[.+/_WS^?!;IWL&_3Q^5=[SGS_.3==UCKOOVV>GA_B(_GUY
M1(^Z1WMOX9U<^_C-/_#[_M71OW]_._[W?1MZRO_S[>_1X17^^N?I_NCP=/_J
M\/3=U0<G+"8R=\CDF48\=QHIYR12J1$P7>%X&?SL!>,M065+$+%P7N"#(.]Z
M4%.DSJZQM"H-?XLE=H<<P,T'I^7#N$W@M/P-;@%.ECF/J>&2.LYSZXQ)+>.4
M<<D\XTRN.)&T :<? $Y')W/@I"QVT@J%M*46P E3!,I$(BY89I1TPF#V[(50
M+<54BTFV $[7(L3:UM?W0,BM71[.A/^N[?)XP@;,RK%I+)L-MVS8^I;-O4_R
M=I@\7@]"W9W5RX#>;H26$HVM-B(T%9(HBB4WW')F),^I%SG\E5*FL\:(>"P]
M_6[1B! ":V>T0)RE#G&+&>!8GJ/4<DT(XR++0$_3K)7Q%/0TWAHC8EUTND?K
MXL9'KG0X;SED?#>UEPQ[GW*2>9]QIH5V\&OJ,V.-Q-*YAMH_'F0L4'N;:V#W
M7"*IG ?<R('ZY#Y#TBK"G!!6Y4 EA$Q;-$1X;\7K;^#4CTKX-R^2\AC1F849
M*F.(C=6S>FRV\]W?+A8G'K2'GR>U;I=8.O<P.)L\(C_:6E@R0INF^K_;6J"I
MXZG(K$^)Y%9GFLO4.I$3:72&-6VLA<=2_7;16@@^O3QE'%%'*>)@X"&-G4.Y
M]6 G:-#_'!2)4EE+B&R+385K</NA3(5UT]:V'"^^VU3P'# B)]@0+GCJK,*9
MY<:QS'.72MJ8"H^(%PNF DNU)M(9I'*6(Y[S%$FL#<J<= *;+ 7T![Q@P520
MWVLJS!+1)C:P-2SY&L?,YK_[4;^']+J1@,:;WGC3;^M-QT:JG#NNA.**9X8H
MCRW5J=*Y(%HT_/BQ]-W'17Y,E+#89P11'7;U4NN18M8AJ85SG&+I0VT.TE**
MM A/MY@A-\[TC67(&8 %38$@9[GGF*4FQSP77N2Y=5):VS#DQT.,!89,O1:Y
M] HIKBWBPN1(YJE"F.'4P.1E>2H#8J0I:S&VB!B-.WVSKVS<Z8T[O7CW5].C
M)0(I#B>N38Z1J!]?C))7AR]/&H]ZXU&_H_X/Z>#":*%3)KC'6%%AC)<V=9GT
M@O+&8G@L_;]_^>?IX>BPX #0[CXY_/B!IRHC&5=(4T419UPC0Y5$62ZSU$G&
MI 8&(+!L<;S-%D/C4]]8BR$G*F.6:J\!,3C16O,T ZGTF0;#5?'&8GA,Q'@W
MCQA:6(65$4@:P1#/+$5*68$(38EQQ!K/!2 &)2W.%Q/V'L"KWKC4-XTI;[5+
M?7VF_!!I*8W;_0DXT;Z;1%MFO07VG.;8\-1;#43,.YMCQ27V:=J0Z$=3B5^7
MD&@B:*H$]8CGC ")SC*DK*'(<RDY)5G&,__L!<E:"B]N-=L>#MUXW3>60TN3
M<DMY:ADEG#.OM-3PAY0F;*3/6,.A'Q,P%C@T]<9JD>4(IBU'7$BPOSEVB%K.
MJ<FTRQAP:-7"Z>*^^>WUN=_)W;R95&A%-<+^*)QB=:]NYCN5B;I'U\,UM58W
M&E*_/_5!I2DS.#5$99Q[J5+C=4HM6+F"YD(W'.S1(/5J"0?#E&G!K40Y3AGB
MV ADX ,D,J^Y-I(8G#][D8I6)A7PL">0'[SNRMPB/^>V@LUW\S='I-0RY8X
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M7 ON$E.A>\"LX86WH-1L4M0>A]^*">CZT7G?K?8J/>[HQ19_;X_@<78-*3P
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MF5UC]><F_W6;4S9E2$JVN4L=YU@Q:17Q0 \X-T(+[Z)KEU2NW<5$#%$Y>GL
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M4W;2*:(0 SK6&(F18S6B0S8&K35%9FU"K\&8J _DN_- W24?B):910B0O6-
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ME<GDA$U)2S ^>4 O&;P-%H1.6JE8L%C9^NUHY$J8;AYUPDS /.H%MA-&S+C
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M\L%F]*7^$873/6@]U8/R]8*@M8BR8%5YP)N6#>R3KHIP+A!]?;$Y26&+;K5
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M;+A8H3.P,_#.&=C3C38-PG%O%64]4M' TBK $ IX0@52!O*DFRW4?*6#<W)
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M8OU@I?8)=/+;0^,?-R[\ZG[^6NQH/W0T!XZ6E_![G^@AC<ERD.U("<J -(U
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M%JWS+)TFKBUHHHZPD%T1@F,7;,!14H8U%SSRJ.ZXK)VZM;BF_F5WQ#^QDS\
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M<9.,WYDS(OWLJ_OK5Y!KI #4OGS.>BW(HKZ?&D1-_FVWD#QM!S,L\+F0N6U
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MZXN:RB#3_ZP<M2\B6(#5B3%M7]LJ%(NLJ$209HT\^]'KIR8&>SO8XOX#_47
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M[V@G."==T-(JQSBG,CJL*!@,PD?%->RZP\VRW2$F:*[!,,/_/H#NAH7*M"X
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MLXB<'UG(^42]41@A1=+#]*Z;B!(H9"+'9@UG8F:D^9E%<%7Q)G,#(PKI:C9
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M<?,(4.:/QL'>UXOZWNDE_)V=<Q30!7Y_>BB-D\(YBS"L6&Z_B9$U,2(I>>#
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M!.:+X?99T 9@,@YP-A_L-7/B8>%**$^_;,A<MWPJ*-?S9N'Y2=U.J^:;@,[
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MFKAIHPS +M:WU@%-EPVRLU$.8K%((Y$YZ_0'L>EPS5%L%Y[XR=3 XJ0U>YJ
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MLKE/N,YJ!W\_XZ:?;HA'#>5<BHB"9!)QJT$=6)604LG"CK6"":"J5*XQ(=9
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MH\\1\0XC8FD,*@'\>/SF+9W-K/FOFFV'.XJ;L=IX)U.T#(Q<(@VU@FJ9P&@
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M0XQ4II*U%RUK5QN'B:E P;I + <&\1@DTLQ%I"6L>V)!N>C?O!6/H^Z52#*
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M(' D3'/I76740D(QZI4QZA?UN.^/$Q1KG<U:QY=@8JFET@=$*,X%^T1$QG%
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ML-<0VU[\<?H[D96"E+,@)9X0/%%6,$DP12J$@, $A=)RJ)'#E"OGE53 -K9
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M=Q@[00,*@N:P'E'(*.D0APA42^<5\YDG:R+;8I;B.@74&F7P!=26#6J%5;\
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M@G1 I*Q2 =N*X;;B,]>)*D>5GY?UU171*V7\:<I2/OF4S4HC&W9&>DT!J#=
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M^],%49J'*!2'Z+EF($@ 3[CV:=XY1FQ(4T[;^>M1%.=D&6!2"]KQZ+%A%)
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MW7V^O_OQ6S,?[6Q]/&YLM=O-JZ_\/U<?AD<WO<;NV\O&[N?++UAHJ3VG*-%
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MQ"/Q#DP8%KR$O=*9)/W"*'_A1L]$@%%NE!C5S'J-F ^Y&(*A2(O D58>=#\
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MR]EG>52 49Y%H*B$:2>9C!8D2DPR>@J?6!@^$8U.8#_BA(F ?2892@CW!,O
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M"D%8/I_$@N=>.*=((,DX#+0!]F_E[5QNMAX*=FHJ#1/2(6FX1IP2!Z:/T<@
MP6GJH\=.9N\%KC'UX&!GQ=?+R]=<>>\$4UI&+K6S(E@E2%0T"*SCH@^65GS]
M0+X>%-?44.V,2X@&ZA"/7"%C02]G.7Y-#8G:J[4-(DR-B>'NT$^'KQ\[AO$<
ML,(H)K1PEF.CN "CSCM,DY54*:TEJ0Y8+2U,C AV"NI!UGN%.*<A]Y.CR"5'
MD4\\Q0B8D<+,!SLJH'C>0!&R0N%T,EIX[HAR+AC&G+>.,T%-=9AAV=%B*-BI
M.8LV!K /B+2(YY,,!FNP&13FB9N$E<EJ!:X!6M2X8$\8,)X7<X\,=L[&WU6P
M\Y&X=RC8F9C$*46,1. 1<1,9<I8EY*F6W$O*+/%EL'.X=^P"&K@^NV#GTSW:
M*<M@IZ[.=MZI#D4?A/*.NT03EP";R0)(:L(CB\&05*E#2PRH^\/!3B.,Y<E3
M1+P!98AF98A1C *Q3%H=DC4)>*,&FUK3#_>R5(E?R\O9&O1A3[2*H/HH8\&B
M=EQP;+Q,T<E%'Q6I./N!G#WH/<WG]@*.^=0VUHA[K9"-/B'.520Z",VT7MO@
M-:Q(Q=5/EJM=H#9(8X17ADLFC1/::9,8YS8P4<GKY>;JH5BGXV"G)A]0E,D@
M+JA%5BN-+'761$DD<6YM@PE2XU16?/UD^5HG%K0B$0NI>2#.&.P,==(H&W%(
MBW9+5O&+V5EZZ&"GE%PJJ1%E0B#.-$'&4HI , N17 IN]K)4J\32U5&M!1S5
M(B1XJB.GVG!"HW:@VVLF?;+*!LTJF%A6F!@1YG0R!0U_$ 7+'/$D,8A]HI"2
M/)E("0^>5$!1 <4L0)&4XX'YJ(UA/%#NF+8T6*Z"B  954[DLJ/%<)C3I]S1
M*2'B,*@5B1H$"B-'.M*$#5?,N]*SQY2J,5X5@7DJO#TRRCD;>U=1SD=BWJ$H
M)Q.P'QXL@2 X0SEA 9E (F)@XYEH@J.Z=Z1S7GQ;13F?QY%.4T8Y":G.=-ZM
M#E$;"08F$Q+SH(EVDE,J24XF9#0LVFZJU*&'(*H?#G-JB54@V")1UKE4"O!4
M68>L$SZJ2%R2/ =#-*&@##VXTF65\K6TG$V)=4J"ZH.QY* 0Z^BHQ8P$2Y-U
MTE0>D:5EZJ$()S544"V1\\#/G!F''(X"*:\$=@#4VHOGD/;]W%G:!9VB U:&
M#>=*"$,L9]AQYYP51*M*6"\U7P_%.(64AD<N$&P;1SG5##G".&*)1DY%"HSE
MVG6T)E25G/UTV1J[(!VE3$?*.?=88ZEBI#$0;6)0M)+42\O1@Y*:6"*=BQQ)
M82/BTDEDF8LH*4.4E(F[@)^#I*X.:"T@Q&F4)P8H"7/%$QAUT?F$@_*)4F5Y
MU4YX:6%B1(B3BIQJ*CVRU !0Z&C!1 ?1CT.TP5$7#0D54%1 ,5LN!!"1%E0%
M%K@!4Y]@S8P6#I0*0E25"KGL:#$4XJ01ET$L9"4)B >MD#$$T"(1S!TC)N3N
M-;RF*:\9\N"^5$N,%\^+MT=7K9V)O:L0YR,Q[U"(TY*DJ$L1Y1@TXCXIY##'
MB+ H8C21^<C+$.>\O/%5B/.!!SDG7HW0^';YXOXC>B^097CTURS7+@SV*NY9
M7*[=7 <BUND$0WEYUNHT,AF_:,>F[3:^Q9?=UMD+1-?S1 :7%+ H/V!MXS?Z
M^]6&P_H^^S27$6Y@SE+BV#!*!&="6R.#398F3!0+N-+OEEE$' [';"4%TP]S
MBECP+K<=#<@:IY#2*3*CDB!)K&V(FB*DQGG5=?3I<C9PLX6]=#@9Q36S!CNB
MI60NA_^PJPZ[+"]3#WJ"!?$XL$20I;E45_ 164<2RA8;$XPQK><7LZU8>FE9
M6CC'-$O":D6YC-):+&/R@@9#,1-5OOER\_50S!9[YQQ-'#F:>X0'HG/"JD&,
M8R^\2%*H7#1?UJA^<,RV8NOE96MK-+7*:"()CP1;G@R)H,<%2H4SE0Z^Y&P]
M**Z99"'%W&642A#70FFD/?PS6.4B@VLLMQ9B7-2D>,IE)*HC9PNHK,EUPMS3
MR+'C$JP]0L!PQ]ZZ(+$0B\[OJ+#B@:K]B*:CPC&7A$"*$YJCMPEIK0D2(21B
M8&<!--8VB-8U+!]<GJ]"B^>%%CI@;9B1"0=.5;1:.AV\\\(I)K"NT&+)T6(H
M>LL\ 83P$BEI'.@642)#O4$J4!^-5";E%L6RQCBI\2>M73POWAY=AG<F]JZB
MMX_$O$/16VR >8V-2*2<>N%S.6VM+%+>)VN\T8Z5T5M:'5!=D@.JR[$::N1J
M[+6ZMCEC/#\'3\GXF8\$RV6CAG\M:.ZK*2!&N)6P<=2!0N #Y=H[0S#U%!OC
M0\R61:7\+;'\^#HBM"M52H831' @N8@[1T8HBK 5R<.NBI#"VH:@-94S]^B\
M3OE,QC6_.*>O@KT*]BY+,G.K;"+8$2ZX#-Y@Y;D+3$4>I*95[YDEA[U!;[H/
MQGJJ%%))1\3!R$$:)X^"](1K!6!GS=H&41+LW7DUM*LPK\*\7S[I:7IN>ZV5
M45H83KETVAF1I+$J4L(B#K;"O*7&O*'$@) $*' N(*8=1=PK@DP"X"/$TL"]
MT5;IM0V3B]#)!Q>LKC"OPKQEF?0TQ;RQID+;D'(D-&*JI3#!4*LD4=B32L];
M<LP;U/,BYBEQL&=3B!IQ[3G2R2?D?& Z6)9P2F#>8E'#^,%QC57"O$5$2"L<
MK7"TCZ.6"F]]XB%0SH''M$Z1*NVCR85C<.4F7&X<'9%1$F%' R,,.9.[/2I-
MD8M$(4Z8B<KHZ*5?VV!:U Q^5E[""DDK)%VD1BI<Y$H0$P$Y<T\AEW PUA'F
M-;95;M[2(^E0MHU30AE+$^*&8<2YT\@RKQ"CAA&3HHL1D%3PFI*F)OGS!-,)
MRB@\  17!Q!&INC,A@E5BLXC<?Q0BHZ,RC'&):*YWAHWWB =!$$D1*F=M];D
M=C'SJ"$_48&%!R#!LFD/(Y-W+L?0OY.5"#,&H"9)VYE X^L_I[<4=ZXXC*8(
MK7/7C/-^237<:KBS#'=^F?'5$JSN$DPVW/LERD23&9EER>G@8/+S%EX*Q]Q^
MQO%YI]M(%[VO&F FG79?(#/_6CD3E*BALY>H(;\OI*[.O4*99J%<;)_ZYGF
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MQ#T0!1T@DO(MY47R$G"F&TNX;YSV/(WY5250PJ#Z#XHI1=_-XQJY3*W+Z9P
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M$@A@O7?Q?V-,$=[>/K_(3>C[ES^W6N%J"'^L_[5>U%OMP_R,ZS>4/__TZN/
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M"4/<*CYCXIRG6R_IYVQ</KT/!*R\84%I''.89&_31[[E!GW!+(K0.G?->)O
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M/GYZ]7%[:WOSP_:;C[>7Y*Z='+-OC"2NYS*A(9]S;]\:I\!'#=LL/G:!CTZ
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MJ:AG9^OK@1'4L:@P2LQ+Q(7FR'$I4.34:QJE2\;.))3>C1=*V9L#@FEJR:0
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MNO J'L6BTQ[%6O[$K"IO]?[0U0,5^7OK"U?G#^8DF]@(Q9UZH ,=02*17+9
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M@-,/K'W-;M*=OR;G"9.<6M?I)7F9:58;C>K74^M3]=M!L_K5JE<;U2^U.A@
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MNSO'G N9%$Z@P))COH^H[TK$7$(0![QW'=NS(\FT.4<]P/;7$)XJNS)N5@+
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M8K[P)WK=AWM2[4ISY%-5ZMI/TTB@Q,/UX>'IG/B69U./T@"Y6+NE"(]02(A
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MA]K8BQC;V7-\4G'\;38$YS?DWY9RODT&GDTTYDK@V33@F;'P%.QSZ/((<1$
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M"JA?/4C']'X81243E/!.-2GN1MKDD$"NV,VX7F_@&D8Y,?I)V@(U%H"Z=ZW
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MR+)?%K^D8G+7!@SVH*^*5)E>JL9\DX"U,(Z"*/K+3NY+O/Q$]"#R#_-<G6@
M5!\QK4J9#)5,4<Y9\/ONR>Z8:KNU1%)P(:C,6A<;,P9RXM!\7>1R:'>O_CL"
M%NWE&Z\Y6\>&IS=P8OORU==*T0/6=@(N8)M 2/32#)FF!JPKNE1B$/\NDH61
M 19F4G\HK]K:^5.9(N!*+J&[O2ZZGX3,5/*T((UW',9>/SG.<#W-Q(W6='7^
MR5#L9$(A6S:8AP:?3/N"UTH%N_;?04[[V8)?YVJAT=-@YW_'(E-0LC0VPP*P
M+%K+U$NHT]-$+^VG&9#KRS/%Q^BD[1M][^0:W+7>V4)'EJZPTU))@[]F<1W<
M+P;=2\;55$U:<=N\/9>JAHS&DQ8R[;A0?'4N+MS;2=<B)L8(9%Q8).IWK(Q^
MJV\?/C>S83HFIT5/([O9S'^@Y;#YSAA+0.LIR_,UC+6E:5VG(T^IZ!6=<X2&
M>K\<:*L0IJZ-PLHPF5D_,LMGOIE2R3.2TDE0 Y.+H:V.-"WLM6R U[!]K2SE
M03.IV8]TM"$%74X.JUB8;)G +H_!9"X6A&5LFY-+8@@IU<BQ]3@'2@@H2VF&
M;G$B44:C!6/D:E(R0:^_M2XQ2$>))8;<]$:,YV49JBZ<)Q.:R01[#1<U+;(&
MT?"3^6&TWS!@3=2@O&2'YQ6IW"-V2*<Y0'7AA4:UZW5YCR6RV-FQC9Y6= WZ
MCI8D>VTVIE2-OR";F1JC199?/0K]#37O%IC@_=9X\LZ0F J1HE/9V[$9@V$E
M=@5_"J.YMMEUMDZ).A^TBZ45-UR#I\'=S)4TW)J<5_3G,.+SA'7R=2ZNU@H#
MW*PU8 V^1@Q$<9YWF645/'>0<=E8E_],I6W'&5%_TV30' .Z30Q_B"+\X1XV
MVVU=S5G_>?#G].+4_O7EN'78E'&]*6X:MT?X]&>='GZIT<9T9>?%I7OX\T>K
MT:G#?9_CQL7QY:\O-;?A', [#TAC_T?K]/:<GC;/[7]O#ZC.L/!"AQ$I?$28
MSK 0H4 \<ATD"8-E%[:0-M\I:%')JDY4\;D;N:%MP\X0Z@K.L!\H+ASF^R(2
MD5HI7%+&1K8]-H)WK>/:UVJSMF]]JQXW3ZWF<;5Q4OW4/#AL;$E1W-.)<_/$
M#SJH$8LE!/PG0"7C\<CLAX,L> #&_2@[OZDK,;I#SU!])$RKA1MO&U6;PZ[U
M6?%DH$,J.$OCM"?=.<:#:0($_5[FJYE:G&+ZUCM]6YZ7/[V$PT4J,O5'(8;/
M(#-!1<Q6-)DHYF"1SM\U_KE\:R8OWK6^#9)TP+K](JRU\+V3DS*#-EH7$R9[
MWM)F3OZ.L4-/+9U;;\H%,J? @G$,O0J3'P^UF7G5+: DZ4439D3:#BFB"W$R
M;OGVKKM:U;MC;8<KJO4V'>8R/GR6MB;C6_>DXRWH=21!H\!*!DI*27TOXJ$,
M_(C[+% JE$YP=F#2\D -6%"H5^@$3=719FUR4S,K>JPD?*!'\4T[^$9OWY16
M1\^N&'RWZ]4SY@7Z<#X/<=^-$%6V0J$K'.1A'H2VB(@,LBX/L^5X[W6@=6X,
M3]R);EK#M_X9='.G*['G@4#.)7*<3<:B:&-ANP4,\BXK;>L7?2'@JMP;H:,>
MG8ZV5DWDI*MK7<'2?%^9CL]E-K-Q/L- #+>PKBG62XPNCC(#IZC.FP"KJ6]W
MK6I_?&DJ9EY D.W>C5HX!]W@0D=;IR_+QY<97T5DS?AI^KG04-E$JITL?5Y/
M[%B9I$8Y5Y*8P&IW,HXZ7CRW:(%S@)CWR"%*Y/=G%1L33^[VP,#LZH==L1M=
MXC%F,48J*T3N:7"*.QQ@5Z5%%%FO1&4=\#PUIVL&""A-15%5"-4ND.PS#.8=
MT]%+,!-'E4KSIOU^>4.LS*S,,RO=Q9F598[D*\B1+-R!AI<RW\%]IN6VJ+/?
M=/BV )O[Y-XLXE1R5_(B-)FNTS6AZ<&5=K^EA:&0J7>YF: O^*C=9Q4CZ+1>
MIW4R;7AK;>U=_#Y[1E%Q7+%&&1[Z57F>22YJBWCVXLCQ*+KR-SP<GJZ+KSI:
M[!@O6SM/BOIM7M\Q$BQ/_K(29F('YCZX<3BMW-$WDYM?!'_-0(NHI_'[&CW@
M[ZP$)/[]WI(LZQK!;B8DRJ";%_QEBD=SCE:M96CN8=2!$ITDD853BM'U\DRP
ML>?FSM!TY(>.1Q6P9C:]N1,:4V=&7EA3ZGAUE?2N$FV&Y$,],(6#)O%@N"=S
M1C"I0EVQ>*[@9MJEVM?9<)/BMK)(TL\CI,SMK&>7^2:[JIVGU&FW\822LC*+
MC (H<N5)F,%I%^V\#=*Z7J'N:4,K2R#"?V&G7Y31PT9W]*^:44#K=4W/B9.Q
M;BK_GY79$TOK ];@2K]EE=*DT.7Z5&S;EZ%/78(#GV,NHL!WPB@B$1G:0),5
M2?YX OGXF+,19PWPOJ=*'G3W5:8IPE;4LW4<C1V4G>6JU<(W9S(=W#::W\^"
M*.3<#FW$*7,0%3Q$G(#-9+M<$8;#B <VV$S^KA,LZ(W'BV*F#+* UE9L:Q.P
MR'/=4+@AII+YS*8>IC:3C@\TXQ2U:T @:!ZET'%"F;?_XXUN9@GI\+=*JM_
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MJ#BI71M1,EF1&#*'^ &FB!+E(BIEB#A7!'F$28%#GQ AMZ];VU.H[NN4-\5
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M,Q<8OAY]7Q7F]'AM:,RU\K9^G1[%I!NB2[PNK/B<F*,@E/7/KO6Q]SL6K<U
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MP0'"BWMQ_,5[\@;^:?4[[;W_'U!+ P04    "  'A%!6M=N5J?0C   ?L $
M$    &YL>2TR,#(R,3(S,2YX<V3M/5ESX[C1[_LK\/DEFZIH?,WEJ9U-T;+L
M42)+BD1[9I]2- G9_)8BM#P\=GY]&@!/\0!(46-LZ'V8M21TX^@&T#=^^?O3
MVD&/V/-MXGX^.'YS=("P:Q++=N\_']SHEX./!W__]:>??OF_P>#;^6*"+H@9
MKK$;H*&'C0!;Z+L=/*"O%O9_1RN/K-%7XOUN/QJ#P:\,:$@VSYY]_Q"@DZ.3
MT^U?O4\?3SZ>KDZ,X\%;"UOPS]GQX,Q\?S;X>&:8=T<?W[[_\/'=W^X_?3#>
MO_OP[M0:')^=&8.W'XVCP=WIQ[/!.^/TP[N[DX\KZ\,I0_KD?_+-![PV$$S,
M]3\]^9\/'H)@\^GP\/OW[V^^G[XAWOWAR='1\>&WZ\F2-3V(VCJV^WNN]=.=
MY\3M3P_ISW>&C^/FKO.<M#9<UW">WYAD#6U/3HY/3H_C9A2)78/6=OW <,T$
MK15X@^!Y@_UR&/CYD/Y,^SD:'!T/3G(]64$"ENWFW2'_\0 90>#9=V& +XFW
MOL K(W0 )'3_" W'7MG8 @9P,"5QKD'FY\#P[G$P-=;8WQ@FKEV#7W]"B-+$
M7F^(%R"W +0R_#LV2-\+&-@!XO2;$-,(&%/2EGX\GT+[0^P$/OTTH)_>//G6
MP:%\KZ$_N#>,3:.>LS"\]^B;)B/(,".P]-GA$^6N\A&4<@UK/Z!_#HY/!J?'
M#;JM8C_YON'3((;K8@SISFHVAAANQS&4;JDJ7A!!LL^^Y##*MZCD(L0 =/;O
MFG3H8_/-/7D\M+ MP_C;S>D?35@]A\0/-EZ33I/V[*^2;N'4(0'#0+^)OMML
M;'=%^!?P%>633S&S+/ J/B\+!W[)CF3_^V1XID<<P?8]W'AD@[W QG[VLF (
M'CR\^GP 5\8@/AO_[1AW;V @<8L"_CS#TY\/ 00[DW0B,2SEN<\'/I# P7QI
M%)[WQL--YPT@/MQ(C,Q_]NF;AM-T^@!BAL[_Q.PMO&HZ>P"Q7;O%Y"FT#K\C
MV_I\,)S=CA9S[6IT@.CW-XMQF>#".DR;QOABC.E0?CUB_QVC02H2#Q"#1!3T
ME\-M@"U4H8^MF?LK^WN;O2/@J$D-X!9C2,/EE[04+/HR7L.:E=5N+L;Z>'HY
M6UQK^G@V%2]P 4*XSB?Y=68(4 9#CY9[.)LN9Y/QA::/+I8Z_'L]FNK+V>7E
M>*I-AV-M @WH\LH0H@$N(8E.@2Y+6%2<[(44-TJ1H]DE2M"C!/\K 4L6?6YX
M,,T''-@P\"ZIF4<L).W;G4B+?LYU]]=74E\.9]?SQ>C+:+H<WX[&4_@XFLR6
MR_8DKD(H).T[>=+F^D"\$_0S[>:5I+/+I3X;_O/+;'(Q6BQ'_[H9Z[^UIV8)
M+B$AW\L3,HO^+XAW\$K!RZ&V_'(YF7W=91LF*(3T^M!@XP%6Q-#VB$H7H^5P
M,9[3"V1V>7ZS'$]',@=D.9B0&A^I?&G[ID/\T,/T0XJ'DB#&U","G&O+,; T
M'/E+8$1)R;X,2+CX9]N+S[#09<_BZ='2+\=7T_'E>*C!U(?#V<T4E*6K.9P.
MP_%(8@_4@XO(<7RT38X,/I0B1#'&'A$FD6['TZ6^N&$GM)@>I5!",AQODR$5
MK3-X>K3XR]$05EF7VP)I6^%"GQ3X/0'NT>I.9MI48F%Y,^&:GFZO*8/KT7)>
MSQ;ZE78%U]?B%D[)Z=5B?/5%YK"H A0N^=OM)8\QH005XKAZ1(9;;3'6SB>@
M$NLCD"5T.#(E3Y!*2"$AWFT3(D:%8EPH1M8C2BRUR8C9*:Y'"WJ)+4;P!=-S
MY(5["1Q"ZKPOG/: (S)O1&@1Q8LXXCY*_GR9K\<7%Y/1M;;XYTB?C*873(9<
MZ)<@]<UD256+0TBJ#U6DXF@1QXLBQ"C!W"-278P6XUM0CZC1KX%$6@XF)$B)
MEASCZ:E,>JF-%[?:Y&9T/=*6-XN1K$90"B9<_X*B3/$@A@AE,?6( %>SV<77
M\62BT3- UZ978[AHM>5R)$.&.F 1,4X*:G*,#0$ZE.)#'&&/:,+TI]%%I*].
MKR35M2R$</4+VG&$ B4X>K3@0VT^UK4)L^M+&*^SK84+7=".(W#N1>C1(D]F
MTRL0WZ_9O,?3(97A;T=S.#QDM.9*6"$!2E3IZ=6 8N,D0 D^1!'VB"*Q.L5=
MD?P0Y[K:M_EHNI2(]!%B$%*GH'4G.E[D((TN@TCOXVA[1*/I2$_=T7/0KT#+
MFDV77[2%!'GJ@(64*:CA@"WOM4: $G&<B"'M$5WX0NC:-QE;2+:Q<-T+"G:T
MY@R\1RN\&"__>:U-M2LFDXL7>:N]<)T+VC%%@%(,?5KJT82ZS>?:0O]-7VC3
MI3:D'D,)SJZ$%"Y_01>.4"&&"V61]8@25'T:T2-UK#--%&Z_X8RY"T=3.>>E
M$(.0,@4MF:%$&9SL4LYA[1&)EC?G-*@(UF%T*V>M*$"(2'!:="$G*!#'T:<%
MKW/'SXECFS;V=_3J)VB$I"DJSO7>??1SC+M/47ZE842Z<>?(4*H.6$B?@KY=
M$8F$?N88^T25LD *6:+4P II4E#!2T,Q^DB1-%1"E@X%".'J%U3L%$4?EYQ%
M4LBN=K:Q<*$+&C.#[N,:5P1AR*YZ/;B0#@4-NC*2HX^TJ0K,D"6. %Y(G8+>
M71W>T4?RE+J6Y26G:F A822]TWTD2JF_65IRJ@$6$D769=U'JM2XGV5I(T8A
MHM#;AG[L/A)JVSW=2-8MP@E)(G9N]Y$*6;^U+ 5*8(2K7^_Q[N/*B]RDLM20
MQ".D4$$?EW&Z]I%P-0Y469J)40C)55#@Q9[8/A)+Y/F0UOGE\ C)5C0'B/TH
M?:1;J;GW @>&[;0U%L?00AH53 65UN((99\(4Y*,*DV6&E@A40H6@M)\UEZ2
MI-:)-34\#\;WB*6IU R=D' %"X+(-P976=Q)+\E9YE19ANNUX3V3U?#!\ PS
MP)[M![;ID]6E[1JN:1O.V/4#C]5R\J5)W5U70C8HVBQ*W3W 'KQ_1%9H:P3T
MJV0,*#.(7K))ZK!IL<6K846$?%<,0T@]1WW?NNE2)+MH@7W;@AD!RRZQ&7HV
M+>IGN-;P^EQ>GFF)5TC+<IM(3,O,3LSTAM+N$/2':(<])_:<>,&*.#9I0= "
MK)!H-:GU\"'!UW.:#,EZ0UR8"5EI]]@UGZ]A8>Z->WQNF+]C*V7B9,'NGL>^
M']KN/6\_)*X)X!Z;40O"[F< 0NXHF'%RW)$,BFYJW@V*QS7@ \ON[Y29[IY1
M-+@8+#>\GC/;5TRK\6-+>\0>K.3$7K6YBVNP",E>%\\Q0#%F%*%&%'?/:7;C
M>MAP[/]@:T)\V(2^W7*CUR,24JY@$<I1+D6.*'84H^\Y\1;1HEP9MDO7I079
MJE ("58L=I E6(P64;SH9XKYK[TD%HMS:JZ:E(,)B5(P#_$PJ[XK)&P5QNXC
M]@.J*4^(X6HFK(8=/#>C2#T.(7D*1J"8/"E>1!&C&'-_J75IV-ZMX808E*L;
M=V/8UMRS7=/>&$Y.ZXO%-KILS160[KH2TKZ8.A+1GG:/6/],D>0C0,D0MO7.
M>!2<4?JMY[ E3"UU(-5[^ &[/IQS8Q>(C!M=BHVPB>C]OF @BNF=M>QE^T"\
MD]Y?EE>8W'O&YL$V<[J5?VX 5N)N[=!SPZ%/!36D\FY]"&E?,"C%M$_[S2N.
M/F(](Y!H"_L_[KV_'*%9%L-'3>XKXJW9F(P[$@85IW-#;FB/7\@)!2M5S EI
MGRC3*6*]5I_W_62"BICW>6929!6+3 OLT,<# W*]7$BSP<X]"!FA8)"J#KP?
MH&R_S$05BX-1UR@@"#I_98:45&,WP#"OP'9A81;$<6!/?3<\:U<6$.$5$EZ^
M=B;3 WAO")1F2N!,A[TD=E5"17.%6AJ3D* -:G#V7O&N6G7Z.*H5.IBL@@><
MZ%]D-3O_IGNA'_A#6%TLOWD[ZD=(^X+1JY;V<>_T"(?^LYH>? -C0'P0B(_B
ME4.RE(O?K\@$7(#(S(4FLKH=C_P%7CG8A.O0=N$7'[1@BUZ.":1?!KH[2^UY
M8$(>;)(DEGT')!<VDG1+OZ9C1LF@Z=V3'7:*PJ_"T4?&%1<,;A&0TARGD%V*
M@6=R18E[?W>)RPPWI*L,*B$Y"V9$R<+%O21A:<YG\VTIAT9$N@\%BV!%$FG?
M-U[I<B=VV42*V[;57&#/?F2KIOD^#F@4V,0V[FR'!7'L1NRN>A?R2,%R6,DC
M&3-R1JXLVI+2@2$^,N9ER(SME<?$,;^Q7KX 26CYW=ATQ4[R'0DYIZ2XCYAS
M2D*+$Q,$'0)B8WCED +AZ+HPP_TL#/P =I3MWG?$$W6HA5Q0,#/*<$'2(\IT
M^4IT\6[5S[7T>-W;F5#>BY 5"H;'E@<"=)^Y1%X/@Q**80]6Q"UFBH0!K+R_
M!Q9IW*&06PI632ENX>,HS5#A0WGEG#)"SE8KD,0".&7):I]B:_-^A'Q2DA5:
MP2=IYY0?7L50:>X8K5;8#$ID05)I3MPU].4'C4/(707;9B5W\<%5":RDUH3Y
M&G;3@ MGP0/VTMT+RQK0LQZ8 'ZHXH/9!D>!+307:Y_,N??A"7E6MC98EF?9
MJ+-G8C)NRKK45U3#ONGH>>;9*S?G$X?+:HJ-0#!9T[5,##@[)PUWTHV0NZ2+
MG %[Q9UG#$*OV<)BWM@VY2WM>]=>V:;A!C<NN?.Q]T@+CXS=#6C'-] S-%_0
M[# /9)N$T-?8H!1B:PL-)O@1.Z?7RT5$ZI8,]6/&)N+"CP73=347%BV0F3&C
M[* 1'S6BPT8 A)*!9RV:V;&S5FSTZ)3&QR1,W'L>+CEX8*TTQTGV?K74W]U9
M)]^ED..*3Y0W//<HJ\!@,H=?O=[1)Q:J*>W8W#O6!)F0[ 4KMJ!B9-]]936+
MGUB+QF[4)4UPN61_3&"]+%"<#/?>AI.8[XPN*-ZZ4R%G%"S;0L[(&*K2T;#M
MS\<S8 -"Z8CB$Z*/C+1=3[1E-94Z#$(2EV=OYVJ3]GV_;R_R F]"SWPP?*S=
M>YA+20N\-J!']_[:"*(2!D/BT,!QSW H)GHE;V794]M):TKO8Q!"9BE/&-]B
MEG1D*!T:^SX:'4J']S>4#A"Q$;*SHE T@)F97GEO>I6<]5<>\7UM34)8W.A_
MW/@+ZS?%0?05S:4L\ FT6( \[_FXY,?6#/G#1B;DTO(L^2TNS5Q4;, H&M??
MXC\B6SKC1QAV\C5+#2UR.&L7#;Z\01_9-UNO.8T+'Y+UFKC+@)B_2[.;-"8A
M>Q3LW?EZT/D0<MX!8CWTGH+-Y9-::"&E"E;>;4KU6RXIWQ)S#Z^PYU'C^^[[
MJQR9D' % VK=%DOZ>-UE?/7CB_3"?J09J1:L9.#9=R'MJW$)C=:8140^*]@G
M"T1.K]BX0Y3ML>\5-ZK>D&]3N48:EY"L)7GT=>_3]_X4%CV"D-2]BUSUAOOL
MQ^YS[C@$R3'^8O2TP:XO3_A]=B[DE(+=4.K9ADPEP"0P (;U%S\-*HC\J52B
M3KZ+!M=+%JMYLR&]JD%'21WI&^PM'PP/U"B3N*;MV&P&TFS5=8="5BH8&B6>
ME,A+$51%R_OA84B(C0GE!_7*0GF*-K]NFB 3DK[-:R*O=PY='EW[UB8KOPY8
M2*V"!3"B%$/7>[HL1A--'UW,M87^F[Z@56Z&]&F(%D22QB2D6,$:%J%&##?*
M(N\]_41/[;20S)MB%-*S6&Y2XAF?5\+6DV$9;C8.-T$[$VSXV53#SF@MTXF0
M_,5REE+DS_:-6.>YH*%7GBB2*UH2LDK=563%EJY-KD"GO0FYI%CX4HI+(OQ4
MGDZ'03]QCNE[YD"7-/SW\8_E&>COE6M>QH5[<[X<_>L&EF]T2]=0WL-: 2B@
MX_%1\9V<!!/BJ/[7"?'+X9/_R=AL;+CCZ#?\L^L2/G;V%7R#^97(R.0ZS_^.
MK4USP[9&3Z83TJ3<[)<SMY"8<X",.Y_E$7P^6!F.CP^0:ZPQ*&FMD+FVX]!
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M-C;OEEM\*R<M!;LG.2H&DC GVO[OUX8+IQV[\@0B857K%Q8'J;6)K!ASS5;
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M"/%XT%^I[Z/:9+./OA252\I-^TQ*YM8^)AS[MK\$T<ZHMI8WQJ.">Z#>K['
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M0V9 '(^>,H_BD+A,LC;X+Q:!L1AE#H0+7ON =%.,!W&]I'O2553D'NB&UKO
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M_ RG:^+I4R%9C_A\K[CC)51?IVQH;>0_H[= R2V@HY-83N0-9OUE)NW]J:#
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M>1U9,L(+6[OO[Q-0#C._W8$]-52RIG-=?+_\X7&L?_[E_P-02P,$%     @
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M])Z 3--%1$:_Q7$E>$.,ZYZ^.^;/SV(9"UR,Y@T1WWYV4[R3<QBV%/"M1S=
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MG61F'NI1!'V-"E( 'MMI^FK@8]/SEB)=$S/9*2+V!:;%'G,V?36=?!R.$PZ
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M.R:8KAGT:'2\O2C7J':GB-42SYMS&(V>7,QH>K/9H$C:4S0&AC%EIFDK(7<
M-,U-%9>=\L&:!JK]8M"C4>WVHERCVIW"6$L\S\YQ^HXVCU^FDS_G[Y].SC_
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M'-Z#3&1G<Z#5C%<;1#LO64ADNPJ!*@:R2?*]S4*V\WH/AQ#]:/#6"7X3\?=
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MP/%Z WT(M%\[\KNR% 0)>#+9QMA?5=1>RN9Z4NX.8CR44KDU:]JB&L0;M"0
MP6@^9&EQ6UA0%IC)Q6>A$@9L'76_ \J^R^1:*/?AC6-C(?<0+%W<>5G(?*\'
M"ZO#Y+.R;INK-U3/UO_I,@NWRUQZ*JQK.8_'*<EK0I#)@6GWT!DKC,=":SSS
MOAY5F)H+8Z0FCU+*:*),LMS7-_,XF?I ^>#!$W43I?9 T"\=@"N3?QG0>O+I
MMS>_3#[B=%PAO_DP&<\F9!<^JRV$/TR',W(@EB4%5ID82BZ,\[+H0UI30E)A
MRGD;-7BA1>O$J#;(]V^O/QY[)H^N^A[RMQ^:Q:OI\"/91;=Q)\-E5MHQ'VO%
M7A2*A2R1>1.%-<B5N/>V^3XH>Q?6[R3M5[T]K*NO<39<W/H*H]44+H$5M(M\
M-B9=KK=FI,1\*)SI4**RR:B@6Q_'W GF&R96&P4U+KJL9PGD\%W#5),F+W&Y
M&)PK/K$L*QHE(@N:9U:X0\>C=BG>J$)96TEYWQC?(!^:BKUAP',VG1,NVG1'
MPUP3#Q;-K&HLMEJO:()RM6\D2"3?WJB:ADLF+"(:'7Q6$#NE!=$@U]8/^NEJ
M[;AO_*\XPM%,K W?_+LPK<J%.Z#:)%"QA=(?(]303E,/J'X',3<T'!Y !\I8
M8P')MN9(YDPQ+'):BI(0!9W@X*&3U7!@RK_#>]^W[C>1;@_&XN\P'=85;7$U
M#\[FEWW%I\-SF'YZ@F,2-FU.TT\KT]9&D;0W+(O:HM+ZS&@;$O6R\4);8+0A
MM8X#;89P?V9$2[U.]J:4'MS@5R/,[VHR:[W":]D>2WGR=')@UM?V6++>SE=;
MY17NZ2^T=0;3NGSI%HBOV%!H(]@>3L"_ +1J7-<!4D]G&6O@/,Z1Q(Z*ND_M
M.TBYCY*!-="DBYCK+4#@="8G!>KJ(P*KG>9MLHX\H-:YX'M3_ ,1_O[UOHEP
M^^A#4%-R+G&=S*Z:)OQS.'\_N9B_'KY[/U_%8K, "2XQ5:^%TAHD828'6-(2
MIP$$QN8TZ(YN_\&%G96YKG-)>TTT- >^M(=(N(N<D<5;8:T6WB3+7*ZYR;Q6
M+4@PK&34WGNE0'>R&CM[$-='_XH-@48B;9@4M1[1);^[8.HE6O ECL>,%6RO
MHWM5OH. >XL3W, &G!@>!*^=W4*]=L@P'Y1F)DOBMQ#.8Z=&10>E]$XQ@GYU
MOHE<^]3UL]'P?#A>?+LZY]+%.:-X9$66NM%XSSPB9V!U,2Y$Y56G?F2;J/PV
MC,?R^'?1TUV*WU'(=^[F/7=,?//V[.E__./LQ<_/7K]Y]O_^=OKVO[Y$M%.3
MQ#4/[Z4OXD.3N-$*T6<M@&=AO7 :@O,%T$59;\R,7LIR9RO$->,T[WYH17+*
MELQ$YIHLS219E$JQ6$#JJ%TP-[LT'V#WP]-QFB+,\&=<_O=T?+N,ZC49PL\G
MTS]AF@<^<U2UU@F#(_,:R N# (6\L'HA U@4KG4MT880#R)#?Q-NW/1"^E1)
M#Y')V^!H J.+6A[W:C)=2'X^GP[CQ;R:Z&\G+R?CFCI. J8GOEM%7P>TI1-<
M7T]@M6<ZT51B\N3&R0#2@Q4V]=]591OD^^=;KP1YL!%+[]KMJYO/,J7HYXMI
MQ;ZX$6Q1\?02_US\938P0@:.]?YE:R+3@KZ *(9ACC&@ESXT+ZGO!.P;8%A3
MW?101+D ^1H_7$S3>Y)'K:1[C?/A= WF@748M/*"B9"A7A7 ZQW!A1GK,0G%
MLU*MM\@-X'T#9.I!3SV<\YSD_W,QFR\SGR8G.2^T *-7,,RGXZ?P83B'T:+@
M/-:)U%O%R6%>>"VOD60V&\YQF5"%RTF]QC1YM]3E<G[D#B5CDF,A *VY!19M
MZ N3M3>\YB%:;%U$U_><CIN\!\6(7HH\%R]GO;L \]GT*8Q&Z]Y+LA-2Y(DS
M;G.-X&MD'NJU@2%Z8V5$*5LGT'9#=MSLZT$[/;1 N<]:^'GXL:;\$N^'XX^X
M?)->C6 \B-&[XC&P8!0RC=*SH#--(?"%_5F@>9>U;7!^ _SJ4W,]]%=9%,O7
MA7:*[VNX^B/6R]_/\;<QB6M4FT+]@T1%<_F%I/UB,IN=C:]U59C2DCQ^=WVR
M+W%^5M["7P/GZGL"R(1&$I]PBGGZEA5GLO5 XA2M78V^YG+<K#T(!MQFMNN+
MV74*9#?42XV&99@6UL657?*<='%R]O3TLJ_S6;F:Z]7$$MG-J.H%VS7T%<C+
MCQP4 ] R.R>,\JUS%'J;S+?)[?URX#:Y_:[D)AQ7,QGDPH-QRK"2G"&K-T@6
M0""+BH,OVOJH6Q/R"P#'3:+M97U;\6'GFSHN[8C9E]U?:X.N07$6(9.W$Q62
M*>%R9#[DPE"FY(V*26'K?-E[X!PW*5KI84TH>.?SBL_8KC7V6P$K .39.+2!
M/!L+U;.Q+$<C0_$)8VD=+[D+RS?"CETTL(8:.Q\3?+&6=3K70 !G)(E!>91D
MQ>E4"Y#3HFV6"JH4'5K?%K<QR.,F4[\Z6\.RG<\2?AV.)]/%0=H2T$I*U;#Z
M>3A;SJ FI]PU@W\LY3@ X7A)QC"24&T^ZAT+5@EFI#!.!IF4;GW0T K[<7/R
M432\AJJ[7X_5Z/372K2U5T/D&,DJC('Y(I%Q$[5)+CN)K5?)/L[V=\@:6J8G
MVZ@+%$-6CR2=ZMKD+V@21K69>;(B*]/;?:F/W=9PEXR8'<1X*&T-/T]A2<;J
M=4_&BV[!-:%5APP:>&%2UL8&J6CFT=&,E"RV.!-D;)_\<@^@ TGGWTC1=W%F
M9X'WD(]R ]-E=FL74#U5^:T%]#AU?@T5-^E+ZGNC!.=11.">H45'5DA)+(*-
M3$9M704HFM\UMD<J/%#YMV\F;"+LWJ^*NLQ,][BX]UTQ[42L+C$M@3X6ECTH
MR6TATZKU8?@Z'/NWUQNHZ-X;H;:0;Q^WDU]%0"X!\13!.>/JW11D)^4B6/2H
M&'H=HC+:$;K&"K\%XABTO9MD^RCS79_0<PE..>T-UX9Q(0+3D7@8%PB+=J Q
M%J5;-[B_%] Q4*"=Q'O(*#U)Z>+\HA88Y[O.X2Z!HO)@$TV<IY08;7NYEKM'
M9HVA_2X63+QU[]7.X(Z")KUHHH>,T=<XI[EB?@;3<;VT8;6%%9-4YLA<D!55
M,<Q;2>ZU#47ZA)PWSR59C^08R-! QCUD3KZ"*4UOA<4"9NV(>\G0/B;0,E\2
MF2P"3 2TG%:NUB;AM?&/0<M;R[.'C,;UD<?5)N6C38&<'%#1TR;E@ 4AR$85
M@;8M'S0VOT;X/CS'H/MF\FZ8;[BH45YN0K3G/"NTD\R7^6)GY21//BQDO.B-
MIS,BAL@2"DGNB@H,!"$544$,M:0J0!<^/%0-W@'+5QPC[$7<K1N&/H!OU=6R
M \*6[4 ZH7J$YB#-M;D!57901>MF$MV02G#*J<!94K'>2$@^<<@.&;U(CEM=
M,)M.&7$'3);[FHH< %<VT<">.7*5Z7FY)QJ5E8P>F52UR6:]) ZBU\PZU%$:
MQ87N=-GCKGO.#5Q[;DG2@UXWV8UV44KK_F.=L&)^ B,8IY7O3.Z3$)J$8JT3
MU;+R+)H +)%YS6UR26,G+[4)BVZ ^P:IM(MZ[ER0&G7 >7/ZR\O3YZ=/3UZ^
M/7GZ].RWEV]/7_[RZNS%Z=/39V]>PG2ZF-W/U5,?S;X$U:D)SF;/WZD/S@Y3
MN=$*)Q07P$L'014MP4<T1ELIP3B0O,!@LZ%VS*'%Q;4LB_C8YTL:3L;Y'YC?
MD5-UDNA/RS[-PUG-LK@@%^O%YU20)$Q4P0L6"3XYW)$S;Z1B1A')':(IH74Y
MWDZ =T[X@RD-\C-^F,R&\T6/29*!5E[&5#T65Z^3%_6^51=94<5H@:12Z.3(
M;9*[=QO&_OWY_3'G5E+>CEKHX?1O&V$LO5[MC=.Z6!8CVGK[D63!+PIL5(G@
M$G>R]9G UF#WE73V>-3:CQX/)95MW6Q?#V=_+/PF("."6Y<8>$YVA#&EQLXT
MDRX(-,$5L*USDN_#\UA!JCTQH@,/M]),#\??5]B>UN@KI'F][VG5U[$#MIXR
MW^[#]3@)<.VT>"<]&JE@WS3)"7V 5,CI%8Y<(O)40D;/0)$QK+0OP3<OX=L[
M/1Y(BGL<=FPB^1Y8L3JE>0US?/,G?+AT6C,&+)$C,XY'IEUM0R*%8L+PPJ6(
MD831F _KD3RF';VKMFYUG]Q9U'UWR'U^^O+DY=/3DQ>G+]^\??W;HN7KFXOS
M>F_/I#Q]#U4:))[9?)AFD_7W"6X=.V@W]DYQA9Y$<"/FP&W*UH3,A9*:M PI
M1/262S*(BXMET [&]N'(R_'.RNGGUC&S11[/V_<POO:[T_%K7"3YO()IM;Q>
MDR<X753__ QSN'($<J;)9N>9JW7L9(Y)%@, 2U%Y9YT$;3NU]7T@4-D8=I-+
M2,@+BC;9>J%*D)Y>\\PSBZ)D%D!K<+(DV;P+Z[XC$8_-F;67CFPF^1Y"$2^&
M$(>CA4LRB+H&&(MFSA >[1,R;VFM3Z%X#X+'+%O?/W=M^&^7"=OJH/$!X;8B
M6?JO/''ME0&FA*_ >6!DBP*Y/09KL-I:WRECJ:?E<R\1J4,AUGZU>2CQJ35F
MQL(YRCP$##8R,F(XTUPY%C-Y2(Z[G(L(EG<[Q]Y@6;L#RKZC4GOFP:2]/GKP
M*9O>3-YE+CT%L%K.XW$"7DT(,CDP[1XZ8[W4*F1+[[$&RS2J4"/.@2F5E"N*
MHX#6/1D.GZD/Q-X.GJB;*+6/$K>/Y,O7_:),IC,8X55GP%6J??*8:\IVS=.N
MR;J%!6]K\_5@R*P-+C4O57D(T_Y#=X^G\9N>9TMU-?1)QZ-/@Y-W.$Z??B53
M^!V\PR>0_L!\A>^RL_G_8'[[?CJY>/?^[IHM(V(J7@(KUE3D)C&@]Y&IBK]@
MRM;>2+2X%?-KB6?_=&NKY<DCJZCAJK7%'&Y6A3G4($UF(F(%#HK11J 8ER(C
ME"2SE^VY]=A%=X="J!V4T;!6HP)_.L4\7)S"K=;V6S))LF0KM62VGIIHY2V+
M/"-3B%H!0M+PT-%#MY&.B ^-Q=JP(K>B>TDRO9>PEQ"A.) %,S,63,WCS<P+
M],S%$KGQ6EB>.FB^XW!'I/X^!-RP-G?!T,GY.4ZK9?8:8?1L5DO3?L8XOXJG
M=%^_LM<&E2S,EV!J0WC-8HB:F,"A:(<I:=]EA6@'Z8BX]%B*:E@OW&T:'=9,
M+5/6"0(SM5A20R9SJRBD?=,5*2U)$%43HGU;F]6^5=/#=2=+/Q/I!<#AQRJD
M%2YG1"$;RC*A5+VL C4+60H6A1<ZF\05M.Y.<Q>6;]A?;Z*>Q@[4:YS57MYS
MFNQJFWXQ@<\7:P>:3^'9L%1T9#IEQ[SALN:U%J)T=OYFU=?:M>;^4?9/B3::
MF/0BQOTH^)] OOSD8H;/(=4SZT\K 0@;,D=:M[3QM()%0NH%?1%*BL+1)E.V
M5_@=HQXO 5J(N;6S.YE^F$PO=[=_X"@_GTRO-KE5'PUK9, @F J1Q.#J?FIU
MJ F)68-1 +%+U*W+6$>@_.8B;>SJ+E.45OO@M%X/^&J$^1U9R).5#?,_BVN"
M+K$6Z9V2O# C/)E.CO/E-3#<R)A N^AR%Y]WTW&_0=N@=_4T7CV>_95P-GOS
M88J03]Y-<9'Z\:#+%=!E'0M)1F5>TP^0 2_(E!<E6X,RJRZ[RE:#[X]4_>MR
MLD]%-#9$5MMB?"@N_$ 3/Z5LRDI%QA%H"I8</!]$8>"\1EMLP6 Z<*D1G"-E
MUV,HJ_%*=9=)OI!A%Q$^>&"14*8B%=-:U[AEO1$A&L%*]A"DE4YSOH-OU KG
MD3+TH-3;2[/0#Q?3]!YF>+6ZKPY-C$!A,K H$]D9 8$%;S1+1BGGDB\.6^=W
MWXWF&[39&JNH!_(L5N7JC-R*4.8@,Q2O&2^B]AVJ5\A#<LPX:3Q$F\K-<\PV
MM[NN _,-4Z>-@AJ?AGU>'S%7:&?EZ60\FXR&N:83_W[Z; 51J.(3)XB0ZI*M
M>281T$(9/;$Z0;V[(7?8^#H.]PVRI"]E]-#]=I%EGH8?:$L=OUMMQ)^W4(@^
M\R)9\K7H-'M3[V 3+(%3O)  LFQ][' ?GF^02<W5U/#4:F$NKH[S+F^COEH.
MQ2HF)TU2Q<AZB2CQ.RSZ/%M@25GCL[+!W:P17Q^*>FB@;Y <[15PFQVN;6>Y
M9T_ISV\;M9&[^V&[]8SK"/)&L;935KCB H;"M:17$KR.J&2617(>8'#/<W>\
MVRZ]QWQ1KX*_FPTO/A>R>=!!D4E2VW:32Z^0MAX5)%-FT;P[21M:+^H; =QE
M.?I<4/46SVM$?_KI]/P##*>+JQ GL]F7%MM-,&)@$*-TM)*2U5^/=5)FP97"
MK,_9&4Z_Y5U2,W:$L?^EK#\&75^K]JF=QNGP=Z7 O9F,\E-ZFS_1TO\[C"YP
MH&TN-GG+N,V":8Z.^2@ELV"+44$D 5WVN\X#'BM9^I%X+QV3[F/MLGP3LY$\
MDC\H=+TO012"2/L"(]JFA*E@AO8=-Q^$M;?;:'LG3%^Z./22ZF2BRSH#@]JY
M0D>%#')(1'T>M>0Y2]^I5\K75U+=F\8[%D]O(OE#+T7M,I?OQ=-W$+ )0?JL
M2=U&NX?.V-KP(")/S(,SM%&8R((QY-@6+3SD*+)M?8)R^$S=LGCZ8(BZB5)[
M(.A5 OD#]2ZI:&ZR4BQ*<CYT<HD%7BP+187(@P 4?=P0VP7;5QX$VX@!:^Z;
M;:Z^OCLI7H6$/G?MNW8N?@4=QOGIKT_>M(B5;310HSC:]I.[$6-3*9D"4L=Z
M+31P%:UWPGD>#%<@(0RV''/[P,#]]N>55T/>B](R:Z9DO4VD:%IET0BF;-9!
M*QU,ZI)!UW&X74(=]P_Q>C(:T;=_PC0/%/AHL6;%Q]J4*!;/O->*)=(*6.&]
MTKO/Z=J ^\V$Z4.SUP,<_<BYEUL2[@/Z[*\TNLB+GNJ)/.&\ZE\[D-$91"-K
MY99BVI1 *ZXE_!F3K3DYO'DKR^V0'A*MME;[1H&0)CIKG%[Z"CXM3('YY"3]
M]\5PBG=,X;)N\/,4?H?IL/Y^-8=GM-+//PVLTD8'X,R5FJUOP=%;:0LK9-M:
M!Z $Q@YK4UM4Q\2T1]99XV335]-)0LRS*L$JG4G9;2K1YY*ET0S)O:)-@2Q-
MFH1BP>M(<XS*A]"%?FUA'1W_'E%K/63]K:;S_'(ZY%+]"O,ZET_WA<X'L>8J
M%F'(3Q*+JY1\;6+LF#"F1!\UF<BM6\EM"?68"+A/K35.%*S;/B[D?DZ^\F4^
M]=E=+\\E]$%,RF@M(TNZWM"4I&-1!&#T[&(R#RA3E[3!K08_)N+L1P,]Y K>
M52M2S^[O)OK5U:DO<7Y6WL)? TBJR*"!24=^D^:&7@*; O.D6!]]$ BMP[>M
ML!\3$1]5KSVTS]C2Z8F2VU(@L;PHZ7> S&M:DH, +ZTK),;6?:E;.*K]9"K8
MF"QX \RCJ(VFR?J)G%2H;$2+-DF\&=,YADR%ON,]?6G@T/,3(!70UF5F9*W!
M<M(SD!:92E& 5=+#]_R$#37>,3]A$\D?^FEOE[E\ST_8\-AW(X+T>>R[C78/
MG;$J6YZ$U0Q=H3?:)GJW!4TQ65V$M8E'S-\<4[?,3S@8HFZBU#Z:NR]Z<=[N
ME^=0)VLXLV*1%)T=@\7IML,BP1H(H;7!MA[)5YY[L)%V;S9RWUTU/9S;K:FP
MOR,EPB7,2EK);+#U%;.+!$G'K)>"'$>#QK?V@#J#^X9IU8\"'S-U*D:-P1(P
M;FN"#U>11:%)&I UVAQ5OED<\3UUJG^>]:*^.P_HFJ=.O2+093(:3EJD1]UZ
M6*,4J/M!WDASDLYK%T"[8K06RH%UF)W)4A:I-+^>YG3KN>UKG#X/<14#<0 Q
M>.Y9Q-KVG>3(0FURX"!J'Z/P$KMD_G0?<?<+K%?=_,[^'&-^ J/:0?#5=#BN
M1=6CD_/)Q7@^"!:]RLZR5+O[:2UM#:)FQJ-57%LA,$#CY:D3L/T&G7OBP>V+
MKENKI''-W_UGR:^Q"I)6[%=3/!]>G ^\+R;;8)B(T=(>+#P+]28J'<GRBPZ4
M#%WZQV\VZE$QHV>A-TY8ZHCTY^$L+9@<N<@J!<U,SN0-T+<,4KW1,5GAI T!
M.V4D;3CLMTJ0K<3>,*FH6_SW\O07\]/);'[7L<])H?^>C$:3/^L"2?]RV<B^
MGLX-B/HDL$"6/CA73]PXBTIK%BUWT@G'=?/&\/W.Z*CX>H DZ"%MZ>9\;LPV
MI8OSB\6-MK],">UOXRG"J$[W%]+.D_KB8CT[SCP S_7J=0N%:>"&@72))95R
M!$/>C6W-Y"; CY*P^U=IPPRG72=1WZFK2003<M2ERJV*L=0.J"0Y9B7HR)TV
MIGU\M07P[[QLHM(>TJBV3%/A&$7"!,P5289,48F!435?T)5@!?@,^@#35(Z$
M>7M06N/6; \*YK(Y@HVIH$U,57GH!)*%A;GL7#3HI F\RTT1W4;;1Q[/'GR0
M'D1[*)D\OXUI\%%MKK-HQ/QT!+/9LDS<2R)LTHQ;8Y=^5(A9,A)5;;,,,?/6
M]ME=6/:=R].7RB<]B+Z'TYUUN%:])3H@ZRDSYVY4CY-GTT9['2BQ@^CW2PXA
M"Y0D#(L9D.EZ*S#(E%DAZU](KHV6_BLGQ0,I+?OFQ"82[^^:LJO _NK<$ OW
MWO)03PO)$92QWA'@-5L<:^4".O -;Z&[-<;^CV];Z6']G0B[";&';)([<ERR
MY3R&$IC.9M&R UFT4E0F)Y=B$2:W+N5X[/2CMIKJEDJTB9C[>[.7,<=KX.Y/
M%S"<2UY;X6=7\Y^2R2S*>F5O<5!D5I"+W.RUWPS 5TZ)_0F_AW./SCDEG'PL
MY51A!@W1.V3+H@FJMJ=61G*POK0N7CW<E*#&>TJORNC!F/SB-O#).,/TTU.8
MX[O)]+)"<F$\&; V)!^82AJ8MEHS<$8Q&7B4/@?0O'5122=@1^J6ME=*#\O-
MM17WR:<[<*Z:C'5 VI//VAWEX_BP/:CZ3C+UHJ=>UZ0'$9<HLP'@K*A(6ZXO
MBD6%CA'>8A&=\=H=&:,><( /BE";J*>Q#?U\^!?FUP3J%6WHE]?5W;5TWSQ;
M6-W\65L5)Y69]_4DP=!B[@W-(T21>!):H]4=C.G=D>S?*NI+QY-'4U#C3,5E
M*7Z%M-L4G$M)1*7)Z,NY]K^)RV1+5,+F'+E6I<N-F(W@'"71'D-5O51\C.HY
M^W1YO+["?A9'PW<+*7TN3(DY:RLBLZ7F@: 0S,LB&/<R ;G$6IO6%Q]TA'9T
M[.I3-8V[K:V.Q\_HAPUY#\6)K(UG:%UB6AERB"W]Z*STY.,4]+'+]2K;(S@Z
MWNQ1(0V3#Q?.+UG^PP+GPXU!<VV<B4XR:VK'!5=HUW8YL62S YFC+;*+,;4U
M@*,DT7[4T;@5VFO\B-,9;DIZS"FZFLRC:0'5VG,&27@6O3!%IN#US62(.R+;
M6PQ^E-SI7PT-$_DJX&4T_O5P]L>JC'-#[,D&H)4SL5("&7 A" 8(DB'7PBB5
M37"I X5VQ7&4;-JK<EK?J#J:PZ;+I]!.>X5D_-,;H'-V+$HG6$FT_VHMO+.N
MB]NV\<A'29Z>%7#G%:O;-BX>GF^Z;,:D7%)2U IQ7VLJD?G@D-5\?)T+6?^V
M2_7N%D,?)6'Z5L%MQOB=;HF_B!^V0&R1UD*7D(D@+'%<%1:!%Y:1*PA): Y=
M\H2W&_TH>;,'1=RF3MB%.B\_C%Y_N/,,^:Y(%?F%1;G,7*KB41E8C#8SJU.,
MQF/1H@MQMAG[*&G3NQ+6A MWBDXOUL?_Y^(\3GZ98HU,U2N SZ;/_OL"1F\G
M;_^<O'T_N:@W\KS%\>\D=YK5IOLOQBA#C*R8&GJ7Y )X 9HE#*EDFT#?;(!^
M]X;6)]"CY.-AJ7<->7<ZN;L6U+@>)+O$_&EU]A/(W",[C]4V.TP+D<E?2(4Y
M6I!=,2H"=$EP[33849*HO9C7$&&GF/7V/N4]$^+<U.Y,ACD%AFG4M"PKDEE!
M<-I(#3+W&P3XQFCVZ$I<P\J=0N"+Q7>%;;)Y]-X%69)6G.7,";NVG 5'9F6R
M7A/#A().QMF.,(Z2:_M4S1I:[105WV)/W^$(B3N>5,E(+HRL+U!*+'J;F"@R
M95N$-*7+:<Q>01\O90]2[6L(;GIJ)U@OPIB,2<R3LBS&>##'-GXZG<TN:M+V
MXO-/)^-$_WRZU$B#GH3](&K4V' /XKK1'3'Z;&QRNDC-M4C>QQ0Q*1>MS;)$
M.^@;W%Y:+-)+8(D*B9D0ZWV,G-Z.H#0#[P4W21DG1!>78F\M%M<U)UUT]EM!
MN%&Q<C+.BR*'6ZO%_#D,I[_#Z ('0DF32  LIF1)"+1.1/(!6!$A&Q$]\-RZ
MCWH/TSC8AAB;<*S#Q1-[57?C%,J.A10YYX0\*"86'JCVA@7O2&*9VV*CRR%W
M*6G[*KME;,.6GD1[\-TR''@KHT0F!9(%%F-B7EG%#*\Y=DY(:67CA>LK[):Q
MD<J[=LO81/3[;8C0!=FWWBUC(^UU[XRPC>CWW$H%3-11)5;(M&5:1& ^:'K3
M$H\!N.'9?JO=,GKBQ"82;UP/=+\S\CFN6#*Y,X*!B)SIDCV+.0A6K#")W"$C
ML$MLKLM8!U7IO)%>)CT*M8<N&E=!G'JEPX+=*F-P"$B(G*S5;\BBXY$)H3WJ
M%)T3K0O@;Z,X4B-A1W'W6JA<$7T9O;ND:!>$O1<HWX7NL0N3M]/CO;1HIH1>
MJX_O1 H63*J7OGB9Z\V_HI#['#7+N7:8S-I([*\=PGYITKG:>%\LV43V/;#C
M.>9:Y_5R >FJN0?MJ),T7/SR*4[GPS*D!V&]9NA:%=CSE[^>K.XI0Q.+R;3-
M<BQ,YVA94$8S1%=#K<#!M#8]VR!_S$.8-IRX&53;OT)[,'(N9_&/Q17B,%[-
MXNED^F$R?6@6_WCQZ]-5N@=D&TU&IFH/&FU%8K'0R\N!.VLC5SJTOBVL$?1C
M)>9>5=K#@OG+Y"-.QXL[Z[=YQ7ZY>L5X*9E<ALPD<GK%7# ,7(@D5IYL<*;Z
M$XVYV0S\T;'S<=2ZOQON_HG#=^_GF$]HFC2I%\."+<Z5[WELH\/AKL!OG/!J
MYU().I*SKW4V+B@MI(]:B1@L)C_H-,)>CFG1<4Z&)/%4%Z*)#*5NNI&IPKUT
M]3*!TJ4>O?]CVOM&>3:;#\_KM0EKI/GY=.XDSN932/.!A&*\$,B\49K>C*)9
M1,D9)Z9DDXUV6>TPY8W '.S1ZB:\Z')8UI^*6O>BN9'L<S6%>H7"L[\^8"+T
M%?99>8&U_0F,S\;X7PC3JX/@Z(IR-2'(RII2*;5DD%Q@J*%$+DWTIDM"?PLL
MA\&P'M4_>43=M0ZK=\9_/;]MC&0.K*;S?/AQ,9_9U82,3 F5=ZRHVH 7%6<^
M*\,">5D\.TWO=9<EOA=PW]FY3^TV;H.SU83J%*[-Z"V.;TP(:Q*< D'F,Z]-
M$6H8(%MDH5AOZVR2[]3$JP]PW^FZ3^TV;K?3?4*+RPIO8[>R]A&.D45ZS0A[
M(A=/0F00G2#'*A#X+EU3=L7QG80]Z:R'._SZR#*4M=<H&,ZR!Z 5'VOKO""8
M5<E[56PP>&.!_)Y4^G@L/A0F-.X?M(U O[@H]K-08Y&U>Q;9VXDV RVY9L%R
M9-9#"L*KK*#+O>/- !T&,1_9)=]=58_F&MUR[;Z8RT"'HD'(R,C@2$QGK&UN
ME6#"0O$6JL'<LVO^!9[#8%O/5&CCHF^OQP-VT[^<5#91*E2*2:'H%3?DQY&U
M@DQHJ>N5FQIOUHOT[JI_9^NC:_J W?8O)R7)A[.I.+*SD>PCS0L#F0.+)G*;
MDG+*=VDCT1O [_1]#$T?AAO_)?ZB4M%26"8"R5'7<]L :)AU$)3G69G8Y0RH
M!9;OI.Q9?SVX]???IOT%U+NNUEY,[F0TFOQ);F']E\O>'O6F]T&)QGF4DJ6R
MF)U6##CG3%87,TBNM&E=-MKOC+XECA\@1_;D^]](?"<,)99ZC8BH_1%4R@Q\
M5(P[ 9 +MSQT:BKU-=::MO;5=Q#MP=>:AD*O5)2<>2>)R<E9%A5W3(  GE-R
MQ;>^8^,KK#7=2.5=:TTW$?U^RPF[(/O6:TTWTE[WNL)M1+]?<NAH X]1LNA+
M[3Y,'K0O#NNE"[1=6YNQ><G(UU)KVA,G-I'X/F]F+S:;Z&OC:5VS;A.YH&27
M$4+D*B25=88NN2U?S<WL&^FAZ\WLFPCQSFR[YDG#OXVGN+P#JMJ[KR:S8:M^
M5/<_N5'J\ ;P;V0/DV^;A0Q9:4!=#_6<-SX%2W8^T+O-!UT'V=W"CS=LDM/Q
M4S(.A^.+R<5L_=A7)K"6)3E$QV(*O-XG*%GP@GPG)$M%^)#%S:O3[C7_=X#2
MK[=_E_,VB"D::<GHQY3"\HJ[H$UD)8#0P29+K]Q>O?B[D#Z.=[XO;FWFES?1
M9@\U:3=QWIA%2A?G%_7:O/S+E"3VI?R>8)E,\2W\-8BE)&M(9-Z8PK0/GD'
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MF7=PA(>Z>L5:%7.=>)H$+5[1GAU*#F2/<"^*RE:%U@T/7U@%_#;JT8.%?5?
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M;5T,^1#!BV9Y"V$V#ATL#K5W%PO-N\7VZ>SKM\O9J3:H0G0<BBNL^B3DX?/
M(=A2F.(I"^,&.&+/ONA%$MI>A W#"8MUGEQ^P^GU8D]IIW!DK20HG-?B!VO
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M;<CR@Q<=,=.;"[3#+O]Q,KN6Z[S=HE,B>I4A^1H>S+) (&P@G(JH133%MQX
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M$Y,L#^ 26D@I%DZN8+ N#["/CG,\U2B^!HRG&B/LG>>$9:F5,,E!D#J 2E:
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M\T+1>R6AFO-B>-5\4:>2.B;!D2L T1I#WB,*';IU*=\0<X>>W+,EIE8ANYM
M'+Q(F78'\"*[6L21R)UR!H15C-SP$)QOW3)O6\Q[O.W8A68.:.O=C^(>930K
M\)_\^P+SF\GTK\ET/OL\7CX8=:X9EXDL$O(A:I? *, %@^1CE!20_L#:ULVV
M1H/<@Q+N5 \&*&$[$GO$HIZ2UKV3ZVF1Z>CI$*TIT[S.;)%90PS& IEMW@<7
M@M7=QH]O _S7%MF9[ X:>]=F]_TD7-0V:I\GY_E/LNBFK[Y.\;IHX,OD$_YU
M-4W?P@QO17YO,+M!5TR2'F0.)$HF"@3,M8NK=((S5:)H76G1 O>![:9]5.91
M4Z0=\]U!9T\NO^%TOA!R&*ZE1^(Y#8I$D74$3?\!1=*@DX;\4,XP\Q(=<Z%U
M1NUJ)#^C7C7@I&\.W:JE7T=TA"N,<25!>2-KL1R"]XD!8UZ:8),7MEOY_1.X
M=MX":2]G:&N"#KNWT3RT>%.A:4O$%"$706L2VD)4]$N>8@Z^"&/;CZ]Z&M+>
MH[7-5&!0;Z+-J.C1^'DRG8OYSHM9<>0NKEH'0.W5$7PXS+UG3VY/\W+_Z,X<
M]4R+O -8M^M7WVL9S.WHJU**J4,"R1=GH+"F-6@106J4V3D>M>@VL_P)7/M.
M5VRN/\W)V/,^E%5A/K "69E<0SX&8B)70$:?"L\8N6]=E[2G_6?D/40S?K?8
M@,:0TV,>4YA.?]3\-_R+0&.^%L(3<%/B5B@$HZK7,>]5D6M6E>58M$*GFX^J
M&PEQ#XWR>]&]/'RI(U<=MJA%F/"D#) ++RS/IT3II&N0FS%PK'@HT2;G,$J=
M6E\'C,%WO$K5C:6^%P1/]=/1VF0KBZ03W]#6K41M$RXU%!Z2$SYE3,WCE2^C
MV]H.G+96Q.R]:]H0L+^ZIK5D?*O65IO0M?>N:2ZXI%0.H$V0=2B:@,@-@G1*
M""%K17.W;)27WC5M=ZHUAJ4==TTK3BJ+7!"T6M\0="9Q, 6T<0OO%<%LWA?K
M!7=-&T7DB*YI8UCHV83V'C2QJ(232EN='$3'Z]%N/;A2&_"RX-&2*8?8;8=Y
M#.=G4Y!-6%B[@S1*NOW'R<EO__GN_?M7'WY[]^'+JP__>/?Z_=M7GS^__?+Y
M SF8U],TYKF:LPW2:<<\?:M$V8V7L90"R[7%$,DWELDI&>D'%VT)MI3HBPCL
M=,R+MLY'.KO$]_2\_.[B,EQ\/2.[_#IKZRY^EZ4M"FT&)F.L$_CHV-.D2BE:
MDX/*1<?F._X 7 URL>@=YZO>\2K]U]79%#,_C=GFR(. @J'4)E"27)2ZSQK-
M>9 Q!->\C?8 7'O)(&BK*2NRI=K2T>'8^YR^8;XZQ_F,ZG7BN/9M0PB"?-L
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M CXPJA5S4L+16,S59__;O5''0_U.BM=MI:AM(IFND\DB5$ZYXB"R)T*A4*0
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MI4_)<4%M",FK##(J,5CWT)89(;=A"O^]13/S[#M^>;2@O0,AD2G"M4!;B:=
MK)*>I"@0*;['L5F1EEV2/M9@:>L^_3$<^5$LK<@@PO![,07/?L3KVU3NT!>'
MK^3MS& "T]E)QN\GU]?COTOALC_&D],)I.&L>(D#$%3[<G"8H[2D-$TF0=%
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M,J\_269.#T"Z^<=9N48_'9;+P",TADK%M_+4Z:Q!-8 =I%\&G#Z*OPR]6XV
M"E-XJ!C0[L59M#O^-/.S13G?@&:DC[5WQ76CM' 'WL)D^'U>?O9/U.]RF7L\
M>OSL'- B7EX'_^O35;G)>SL9 CK.W$=GT"1.JM0"H[&T#164H,Y2D_ M"30V
M< KV&[W_U6"+>)\:_3T0VL'"?X_U8O3)E]X(;VZGN%I-IY45>.TPQRK1IORL
M36A?LS@O/RY?@I_"__W/_P-02P,$%     @ !X105IPC"5B05 $ Y(\! !,
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M0W*! C=Z)>PHZ$_B,4$"I/$8[BA7[4CYV(@/U0AY0J<1-A#A)62$JP")1!(
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MPF21J%?"<^JB-$A MGH8[ 00IY*%%J=10J;X:7(W4ZKW)A!C#.5C7CBHB&I
MGQ;6D$-ZGP>V5$<;E ,Y'#ZV0</'=%(YS\( .9#=3::;<;-#P5$+]?Z$!U&Q
MZ<IP3*Z W3 5A!-PE.P!980H@DI$1O/YU JOBI![];LO/)("A7)G,$$7194N
MP!_SN^5H%1=\$'<#ZCBD(LQ$*4'X<BW?+%>3Z3*,0;:GI#PV88N &:. 3"O#
M8 ]$M-5F$_ F+;*HA)E(F:Q$WJ &@: E E@(][)""CO#QQ#XDJJ(7!R%#3QU
M(I!4VIQZ5M".1"&;2H92T7C<0[B!#<#EU:4()$F18UIK2!>"$D*+P:9-I:)H
M4ATT*(VP.21R>,A"B1@5$$<,.H4,^H0I,QQ F%1:2*D4F40LM4X"Q:G!)%M+
MH567(D&)T@3CEC B4[/D J'-IZ529>R8AIMBPB8W0D:U3#U9[E 2>N(RC28F
M']?2:%ICG.=RQ2)>GP3CBOANB=R%IU*_!5@9#4)M2K(8CD9C4M2O).J+D$/,
M"_NH L0II@4M9+]1%XY%J3QS6&YVT_R(BJY0.KSJ %,#!ZD23 02<2<2]\2J
M"TX\11@_AQRA4:D,KP:DXP*K5>TF*X0X$& :Z.J@/A;T>0UHP)!B^XGJ7DQ+
M!F".Q^6,QLAP,, A:GJV%%3@/E>R^D50"#!(00,C0-89PEHY6P 'B$,G#_#R
M%+ T$HEXPC:N1,41:_P&=X07#041LB$>923X[BC#17%ZHSP53Q1V)YPXQUG]
MBD"KDMF#L$#E]XHT5B3%\"F(C,:!D91&HZ=% EZJ0*(#("F';&%:L(A,%HZ[
MH=^##U89?! 3CI!5/#!FKLXI85R'P1*!30XF9&:?A:CI7&0+%@1<82CEJ:I'
M8CXPSI41]HY#+BYQ_H-!MPL7@T$\"/I#]%@RA& !U W H6J6H]2(+Q%'C(B0
MS0RYS1+0%6,(B0.^!-/%R *<+@")Q*1T,LA$%K01:2 0HSOI1B;- CB91A!C
M6D +((RGB$,]-5;]0I(*&R@TP*BG:WTRBE@))P$_1E-#(:8(B !$,)"X;9A1
M&8PHC4PAV<?4DND,6U1NT2=1!2#2N8QB)($:,$#_>SRDVR(Q1([1**!6*0+U
M6- (<:&H$[:APH2.!L$HU2C'E0D)T\@V)FP:)1>%8GZ!EBG#: (JF! R+4R5
MG@;Z8TQI-<L*+ +ZJ4*0)4)]%M#J IT !1=30T$ "V&@5Z<$Q#PF%Q0* ;$R
MI(S;L* 22M&ARG>Q:CQHBP6($C>A$ )<)U#][LO-=<8 "94<@Z4 <5PR$ALE
M!^@QXA@):HV0E@XE*"!L JD8)V+1 U*ZQ!RR>8T18]P65(J5X9!9D=##>MA/
M+% =#RV$L"6P4NK%#&#"FU(&,1T@#""8VDH&0[B4&<0IJ#)A0Z-4H2PH%-+,
MH"^BIJ$B.T.J3'& &.@/*NDA %<(Q=5*,8!Q)E,+A(DJC6&$0C2B" E8(< M
M">N-9$"J((0.H%I"Z :,YG: \0#HMC(5()]NA*Q,(1K0X DDR+!A<-1 K6;9
M%T^BXC@0<H1H43G!OX6!:3$OE9X"G%(E/<6T,C%R(@6R>&ZZ$(J%(G0J@91*
M$@=$IH)I@SQ$>F17?EM &&QU*1(1$ >+$)$K0HDH2);2B>.K2TKWR@$/%@2Y
M=#<])L=T,!9!(V38ACE#$"")FG5193P":'4*H8L"!XR 30EQG=4'<(SF!Q-.
MT$D$5*(ZIRM -4Y7!HPT"8)1<:&7S+2B$:553$=!&BH W42]@]M%A(&+4B!7
M"05 1 #2 J *#,F9U<420.R(+@?58!#P*2,$2DSJ3H#1"."UAQ4!6HP6K8+1
MVZ4!HK+C4"L/!EX+!"8#PLK7,!AF4")&+(#187%UT4[U@WX@!N&0-DG#(GJF
M-N"C$"=)+L@E[%AA9&,&:@SS,)@28H>0T@M65F%1-5-'F!== 40AFAR,21.@
ME4XDFBI JSX >LT.LR2,:1$I*$S:?'((0KFHA2C@51C-$<,0+48C@UI<1KA@
MB) *T^A-" 41E$H4!SY(HJ.DE E ; S0JI4"2-T:FI4:I3"%E<:ILZD!)R$&
M(2Y$<4A)Q[6@!(R"B;@&T8;B8KY=(9980Z#7@-%U3E!#!2184$AHCVD#JM_;
MV "^G0Z!-*O;DTA D;A?R85H.$45$[H4<H5<'K1+S &J#-5C1$YU*X-"@#@)
M\F* ,*;1TJF D_ $2.NENW5 N%K+$8!)'%\@@,M0,@QF@R_*)+2@H(2D26H4
M]V%P9?$N(>PI)08=;E  TC5$&"(XT&-D,VC7"YE$>.*ZDP%F*.:KCMA>&KTJ
MDEC"=B/="B28$KJ<#M+%$65("+DAH@2&E"'<#QHL9,*TJ)@>I"J5"9K5' K8
MJ&*.+"DQFH(@2%'EY/SQC7[UU_7O75+X#RZ-_.TMB.RJ^T=9(CP<L> V5,3M
M30QDNESV+ MDLS)1%,JPV#!:!@VA43,0*F3/L,,VQ&JE0 Q"LU7 ?R5_#YKK
MMT4KKUW]!FW_#Z'_1/X>M"+D<E3>I?G3G&B4P(>Y%#+"I-"85#:?RX8@)D1C
M(3"3S*5",!GA(+]C?X#^O374*&YW55XZXW@MX7#O0,COQRHO&_V.\4_/WV<?
M#;EBJ)T?\OO^S>LDV547N[)<?\BTBBDFDVRA6C X@V*Q$4*CH$B&Q0XS,JQV
M>N6W-4P:$9*RP?=H/P1M?U\E5(N=8D,8M@P:E4G)8-!IE PFE6[/0&THQ$"I
M$!.FV7Y'MW](7'^@^_^/M?*W]!]:)O2WBOG@\W_RAK]JYGVU"5WAB#^4_,!]
M(0T:_+]S7ZCJVEV6Q5:YQ]YA"[&5RJW_:>SOB5P?<%>FA5 4:LU@6@C=$3X%
M9UA1FST#AFDPTT*G6!ATY'?\OS./OZP1=Z)X]14N,B4#HFDA<A8%SJ) &947
MN<B_0U7-^GN0L!^+Q"TAE.4@%/GOW>7Z$.'?+V!S6G ':N\-_D[X^\"_%RW_
M']'=OQ4/_X]T]^'K=_^_T%WUZ%_=\7???M]]L_]T\S1+$[&$(M& ,N3'7%ZT
MMS+DPB/9X+^8\2<<(L1D$</VJ T-_285)9??P>NRABRA9 <(SJR4\%]F_94Z
M\?M513T:"E?:"@7*)&=6T[SWK-Z?>?W3%>CJ^]7@;Q>L>]<C&/_]<O>')/Y_
MO_UWD?\N\M]%_KO(?Q?Y[R+_7>3_J47J_?'?PX@S4$['>,<^O=^=(7%('U7^
MC\8:E3\_JFRU:E;^K%VK5LU:=6K7J5/UJ?O)Q\2G;ITZ']?_^)-ZE8WH-:A?
MKT'E'Y4@U:0?U:Y9LW:]NG7JUON/V[NMI+2/:[#JVFO62"-]E%:C9EJ-=SM)
M[4@U2!]]5)/8VO_\C[M/ZM7]N%;M.C4_JGSN:T*J49/8<<W:=8GM-/BD5DUB
M?DWB<=V/TS[Y]/-Z3:'/.K)4EF:=*,Q@;'7SUE2$;3#&O\E;TZ)E*P9';9WT
M_=RCQSK3-411-^P?4P^7=Z7! EMXQ+P5*U>5=>':)T^95KCM2#?M\/G?_KB=
M6*Y-C4KX/VV&1")V4JMNU5ZX:35(A!AJ-JA;E]A/U99K5.XE[7.HSJ=-B5T$
MOYDT=\7ASSK2U*%M]YLUIU!A]L5.&BMGV,K)\[8?>="YRZ5WITD-*CE(JYE&
MZD.:O;/6/[<TU>F.ESPS3B>G-*H 9<E)N2/!9^(^T0>#'Y;UN^%Q5M0?VWV1
M+9\1WEJ1?JIST@^\,#7?G2>HZ3U[7N=INGEG_R(I?^'H4X>R7Z:=?,W3S_MB
M7G1?HT"K2X=G36LHT;@,6M/N1%G>(,_!_7"\;%K2TV-AYC<_W?Y6*[^>\V#_
M\;R/SUZJ57"AZ]F#C<Z>JZ.PDL]/LDXO=)U):]W1-C^OY7)C\;7-C38<+;+B
M4]OV_%LS_+;DL*.)]-F.K$6K*R9VH<:;7/3HFZY4GP7[:]8EG0L6;= V!7KM
M^3S<[]KNNH%KM(+A/X;77K"";?+W+7]BZ?KFM'51,=9)ZBIOF_U2A;QZ<K2?
M2GIC8&:CLZE[QJ(FIU>O*/E)<[69[A%E2KUK&2:/Y$I.*UD@_J5DP@&?8,+=
MMM=>S:C3X%;X 8\Z:ONN ZM?7]ZW:M*]3\;G%R7#_AX#RIE=/[SI7W-+CN]K
MN'+>H^2R87D3\NH>TNETY E?6 =D#CS_K&W^\:]%W>;4O\TMS^KD6K$,F3;V
M68/7W5+YNV/'^8VBW$89R77']AB:__I=+*].;T:TW<CN/4+>(Z61LD7W'PR8
M*6\'RY3/^R9^OK]KHVY,5J[=PL\>EBPNR&[PCG1^,GWB]?Z.+@>L?7H,G"C:
M<>CNA!.>5SU?P^](#7O6?IOO?SEMXHI'?6Z7GWQ5@0Q-]5*<<EQ<]MPU 'Q\
M=.BQV;9K0T\M7OYX9I]-;8MNK[I_XC5M>8N7KBTW%=4D*7G[\Q../C4]][QM
M;:S_AG;A2;>3+V8_==_.Z=;XGL#UEV6FW!YTZ!4<:S=EY+/YJ]_D#6G]CC0B
M[Z-W)!GCC>AI;\>;_(V-13M>'3X]9%^?AD-W2&H,+?SA[8^OVE/?'L@=^>/%
M-S?N!$I^ZI]PG%I4IL-6D?N>[M?FS>A^%>>V/%NQ8C<^JQ>HFG)MJGRQ^D5%
M\QQBKJ!U9HL)G\\W3O>'8FV.ZB9>)R_;8L6VG)YUCWHD\/8Q=:W&T55[_7C]
MX5#( _4\.6^WIM/\,176]0+-)Y.VU*-<:[IJQ.78K/F#1YE;>+_:<?9\;J$U
MV24_?U$)[6B6Y5;S;H<)[ZSS_8-SY4^SCS3_=K'?I!A]=95U7/]1W9>_*;G%
M [O(FG:>8"K*_S1KQ:4OVK?\+FJ96E*KUU29O260.#N(]_-1&51HVW'KA?MR
MYH$?6MN\\P:.')F>H[GQJ!T+/S#3-WA_ORU+9GO6C'D3&:S+[1#L?(B7O;.4
M,4PRCOLL%*T%[Q2>&8)^=Q%:^_C,J,+-W4>5GTB[O*:5K4WHV(WBR/:MR58%
M&SP+;R]>>5VON#1J6<MP$_68L5'[@&%]CS$GN&[N:?FK\5J3C\/"WO4++JR(
M-XSY^HUOQL;SYY5:BV.2TST5[(\^U!I L[+>'([E+U-?''3_V-JT'<_<@=U:
M4S&^?_+:)K^>H&W.SW29-GZ5_LF LVU?-[_6/G/7)=<%\SIJ>BD<NVTK?E+<
MC:?C9G?IT^I\2ZKXYU9+^L'[GY'J7RQV7AA<.N5CTD!1W_95*KI.F.FK7^Z^
M(Z&S1VRYN.#K+4=E[TCJ!]5&TGYPI6EY7@C*/"/>1.W:2.F1?8<['QE!.S1J
M_OBOIRR_-O"I1[!D,DFTEXI,W$/8[MC60]-CF\#;HP/O2*^9#\/O2#..+[M5
MO\6I#=.>NM^1"@=-%*ZXM]O;?F67'>](]Z_O.?368=ZRI-M_]AB9UKMSO]Z^
MSR@GCMT:WKU_.B=.F4:^LTHXA"^@SKSW7>V;,U=!,PYO+7]'DLZ:9#L_X63D
MPLI#._K?/[*U?T7A.]*B@7\V]#Y_X7OPQ!GO2%C)CDJSC96*)U!_(ENFWN]C
M7.^9,:%#'D=[<?.K2,=//WXZ;-.;T?GO2.Z!LRN=C].CXI'!["C/+2Y\4#3S
M]G+K^ANSVO1MN')YJXH1KVIVSCPMW'9KU<Q?&L^/+AJ][=+R5?.>-%6<R-PE
MSE3UOUC0,W_-K/<R1]HWI],OH=.S;#OR<GJX7K74GGR =2>B?]H%WY3I-Y<>
M/Q@7I"M_OI#%[#II,O[TNVLKV\VVGS4S&%//E!GT'6^["@M435<ZGK]8#3T?
MO4:JD=[**PU\>FE3_O.A2IJ9?VR(\URP3NM=JY*]FR_;<F*?+F?E[<OWE'11
M_=GGY()82_F!J?L[39OQ^LC N7M[EH^8R<NW]BC"QYMMSSV_!G7WGF==EQ>,
MWJOEKO_Z_3:\\?7CI8\'%K8I6I]\LO!L]Q%W^?0^9\><^2&W7\M[PQ[)VM/F
M%@W>,99TYDK?Z8/J,)K)?]!?LTWCEYP;%SVW#A_L&F6[<&K!Q?!SZ\4M5];,
M_F7IQ!54_QU%>'>ELOI@T_YQZ.+8$>](DX\/9<^V8A=.S[I<J:I>KQEEBI&-
M>N9]L;2T?-_T EK.Y9PC.Y<?_II^/W-ASX:]=ZQXVC.*,@O22@[DJJB_OJIH
M3GO[Q9W4F)RX,W6QOOL&/&6JAGLIB4XDWREQ/:B[<';)SB8KY#7;ME[?8TO%
M[&X+-[JC9:K3=_LN;MCSI[KKU.M)PQBU;#W:CGI'NK2LW>@Q;\_E3GZRN6CJ
MRS?1TWU?=UG>^/KXQH\7W9B^[$[YJ:XO9VF>G'#Y[^=M[3.+UN=(T3SKEG4&
M^P\WD[F:-=OF[6J:7KII[],-/XZ$3GV#UTK[9?RX6Q?F7$XLU1'6NSGPO>M,
MVY*&AB:#:QV1WW2?PZ\V4"^__?SJ_L5]^S4Z\[S5R\A7\S/W=X5-B]_.>)C\
MX:G-ISK3F)%;YA]9>_-:<[VEKJL5DUOD;3CV?$+W^9V'/'DP#;Y\NM&^SFBK
MF;NFKS+8KO]H?#9_S1%ML.#B\ ;+OGE9MJ/?_F"ME:V+&CX[,[?)=X+5S>[=
MEIYXI3G[HC);I<^$=]4=,0'8^5D".[ DN_M5W=&UK8.ZSL<.3UM_F[D@GPX-
M'_+#AFV#%G<]\$6A^P?-HJ=0\ZX1GO*4/F<*6=1F1_[%C?VR1M9N5=)EQN,O
MJQKK>K@3E?+JBX /MUXK8:RUG&FXEOSRU:9K:[Y_?']8+/U0DO3I)5*[SM_5
M5:\TKPD]"?+6'Z66-9ZBU;1&ESU)=R0&[ !^';(B<(*:SNHY8M&.P4]O<#NG
MW:DM'%SMG-,KPQ=GJO/R)SLRGW;^K/6^;?OO/KWV<.]HU[,+@]?>,Y[W-]KH
M7[=@T,P?:$6^&3D==V]JN\R$7P+GU%^0W4R;?W[O5^8\6EGZAK%>^_ ??-_8
M"AMY2I^GE>Y@XK:F\[R5\>5%#N]5TU?SU[;=>J+YF-%7\64/US\Y66-Z\W-[
MWI$N+VLW?,+;\OZ/#TTY\8D_KVW1K9(C%RYF?#TTVSETP5>#FS9[4[JQR[/!
MBNXO;ZU>]UPRH/VAUNTK-(>A_F<6KY0]R2ZIO=M4FK-:>C+S]-)];E,Z<_K>
MF5&_I=-Q9N%-1OW; U9,67DN=\H5_XT)#$WD4MJ<?=T3I9Z^W7_M.;'@<"_(
M5W"QW?+#O:_O*-PV<-Q&\F(TO]*01V_"Z.5MES\PX.37%.\12NMSJ*7NM/';
MYN>[OWDA#:YOO'?5+DG^P?5KP-Y3;.='MILV[D*#K-)1%:XGHT?4O!)P4E86
MTS\:C$<ZT :*^@_9><!*NZ].R=L-C= [U;D\J-6,EE]-;(V>SUS;?\FSC_?=
MR'S:]]NH=DW/6L-N7!VW86+ZM@/G?EQX^D9)>5@6G&<;,VC&/*M-VFO!U=^L
MX;?&VK%LV;I32Q_EXFN6'U4?95>X>W3[#IH$S8\S#_8BD=I,-IP</>-PS;[W
M!EF?H\;,\N;F-S8+0Z;XW#YAWF3WJ#UO&TSBWSB?LS2HUE[9L$!;,5:]K8+>
MZ1GGA>]REQV?5FA/]R!*-OW/]V-1P=#ZV3G@Y*ZKAZ@W'Y3D<SUK<H@P<_T9
MYT+?Z).YGF-MGZPRMU(H#Z^#QI+O%/EV_9IVX7'O[6NN@[N/%OMT5=HO.Z/S
M%O?*?4?ZLVZ-;ZIU>^OO==MVA_$E=]6(-FN+*9>FS?QNAV;"%YT:G=F-NU)W
M2E^U[&F_382(*;EINVYZUKPCS;D5V3[KZM)!/Q9]MQJA#-J]9OFD&SF.^P]N
M;MJ5.UV^#QYZM+>B:6J_O'3^FJN9V>;UGC,=\]T%S@&">@%)&?RK5'X^>^[7
MCUXQXQ=^6;E+,:/\[=3<B;.FV"Y,.*%[1?LI<VB#?HS7>:M>5CK[F=^=O54?
M1?[>(P<7]S6\/+_J3&/KAH6=/CVA,M_:MJAHW"Q5IXM#>XYWY=3(J+D#73QZ
MF_5^/N+N6I"]Y/M^Z\+WY7D:\S+K!XN:RM:H]!UI\*J+?;M\U7EGBX]=7V0\
M7JD]H3MX9T8M:/6FA\A+DK/SU*?Y6/&Z%:M/%@]9 W^>*C]8'-PU#U1+WE;X
M5Q[PCW#@-U-=?<UZ]KGRY<\S[ER]<*3T>-WZ+;.[-+>-Z?7\5?GB9XAG5=^V
M%P>)!F];/_G<./*F(VZ@H+BT];ZHM_'504UWWG]^Q=6N=HFSPZOFY9&CN52>
MJMA84>PJ@':NF34^VL)97CB-W'O>DB43Z)<6-]#I(O=7C]#H5D\OGNNG7QFA
MI3BW7=CV34@::QU(E-X^=&?6W<P[GZX\4Y+9=\S\\=_G+>[P@:18V8:M3@^O
M:%\N:.8]N_[CMDU&7,;G>]+?^I>;;US,?%JW>0O?ZRY''[9F;) MK'@P=6#;
M.[IH NXN7=.4LW7LN"WE@^B#&[O7-8/7&3M]=K)FB[,WWY$NUEC?8.VQG.NW
MM[:=]]WL[$:W7[PNN-J^SQ[&%&1)MOO-X?1^#P[L.[,W?YOUV<N,$^M&9[IG
M36[RH68Y$'>5W%K2L-/E\8@1VK\>7_79Z1D-,\[3UX^Z,L%YS1NJ<:SL\XFE
MWS4\%'OF_>3&.G++A=ML7VRA58PJ*#AWOJ?!=W_MM?%9M#GG'YPZ>ND?WD%W
MYNWKR0BF98\Z)QCG:MV5=&?CP!/D;RH>;= ]+#AR5><KMA6KFDZS=IIT\<&T
MFB7=3[9NH>OW>%IX\;@6MV_!#\]]=3WTCO31K 7W7M1P=CNVZO!LE-%-=_[D
M] <CF-NL\Y\^VU$?*YGX)'=2!+LZ,Q_?C6#C6C0&-UG<Q:GPOLNKEPVPG#FZ
M*N_)3+S1V\7QCHY\RXC%+1:>T%%VW?)]6Q5?\A[V9[T\<$RV$K@KKIC2VEK?
M>ZCAB'L"RW15SOFYZOLG-W68W:MH@:O_?C+B7MUO0UIV?O2ISZL:N2E\_VC&
ML.V#9WW5??IWN^\6BD_=]@TY4WIGW-*[5RX,35/T+'JQJ?>FIQ.616;HV@ S
M;HQ^<<,QKD['V$ZVZ3GM_L'])6U,NC&!:VZL@/" 6%G<V./JG!6M9+6WE([?
M?YZQ?U=OP4](&%E1T&G R3NE1=>3"Y8<?$+%"]*DP3O?SVK1&$G1I!5'SM6N
M=[I29]P3[LTE"S90O]<V+-C^"<3;\Y#?]MJ&.T6CX)VIK0/7OGV^.'9E2^_;
MCP1C&-39%9HC_ZB=8J]K^NVT9C.#.XIHN=C.\WU3^](YRL.CE[]6AWN/OVZY
M^GA\\*3T^/B9!X?I)VA6>/WVKL'O^^Y?ZBK2!5<.T1SX]?QV:^'.&[.WK\C+
MO=;UXP-+TCS[QZW;^7C:XH8W)ZW1;UQ0:^;]8]OO+@WWZRT;]:#NW)L;UNR+
MGBIQEM"DOF^O2'6M+1=Z^C]XUOFXZ_%UCGW]G^_33-\-44KO.7?3O9+!BTK5
M7Y6L'Y.5NE/TW9YSVI4#+@QR,#)OGRLAI>W;TLF_ONWAJ\<LKGGK\[%._%'C
MS1O26MQG+-X(<RN.;#-.^=K?;!!3UL5UM&7)&++DP,869G3(F3M'^O1H''M;
MN/J5_DV;N7N!=R2-0/N"+*_9-#WWMF[B>G>PQKX>R9L/9DT(?]K:[7L]KV1:
M?:V.T[)M_7'?P;<;5ES>?+[=\G49UV9$3SW!CYZ97S9F";UCP>I#8^L=5Q[O
MZ[XR9[U:5.O^3RN-CG$K;@=N</)3PV\#J:Y=:3MJ[=QY8]JV5+)2<ZF?%O]\
M]L8AR;[E=\57,SN73=U/VB,:<7O*\<W0K< _)EQMER/?-F#3J!4CQS/<8VRS
M(HF5*GSCE)N[\LH&?%5GD 9ZW<Z$'YFZ_4+C0LF=NQ>^O/B.]."0\E2?FPOW
M/KI=>/;6AJ)Y78?(Q@20&6^67K[8;.ME8ZFF?/QP3?+J^"6)V+!M#?MV7FZ\
M6U*\9$.K15>^Y73WU,H8&1_=>-9#J>V Z_/M=9%#RXT_==%G</<?'!]N/;\_
MGG>W1>W8@0-O-">GE2E$HS[^:T.B3YZ^@C=[EAY?V]IM=N9F\+@/ZU"ZTO#K
MS-T#2#5#XE=IU*P..D?_5'[)\4;+@W?G%.5K!(,V_]QSTH'[<]=Q5M/&=8C4
M8J4/O/.LW^XCI0=S_S&N>;VQV<'6+QW^U+I1&[:?SY]>N"^UT;+Q0->.R_MU
M^;%D73FE<$Q)P>N5+&IZ^N[5$^O"6YL,]N"NPE)LQJF>$+5I8?.B7PH+?:>W
M'='7.L:K/[]9RV&[VRQK\B7)RVBY9T0QF=$+7K7[BS9/KEX%IMCNKQJ^RX E
MB@R"%J$#[BNY:YH)VI"7TEDUWFNU>@0[__K)4NFU\CSFH=?C=QKC34\]&'Q3
M\B-M7:^CBSR+VG=W#>[U[=*[^SIU'I'6S7BZSM;;S<X YQK5V=5H+,-J=8UO
M0]NMR >:?K,Q=+M<NFOM MOY.C^I'SYL:@@>*=A^F10[,'G;P'4G-IQORPW(
M*W)ZY]6F^GOOQ6]OF%_8-=O&42]IU'7VZ6VM%BPX(+$/'[C_RM&[-,(5'WVR
MHD[+XA_'331&5JSY<2"K[]-@HN\[TK10CQO3\^HM.3<_5[MO6T;AYU4LU!TZ
M;8-IQHL-0['/]L[<L/G2P!]GV]99;G'+IVR\,J'YAO-;V&6Q)XMI]TIT:>F/
MYD[.!Y;=WY6W]5=Y@WZ*1ZWF'F_8]I(YP']U 5NPYG96"N@Z]MF.HGTW>V1=
MBT_M>R:6M?K0MY+L 0^H*V?7D6_?-/-\M_BM\6W;W@,#Y6/JC<G;G9.[N_E1
MX6E]"Z\]410I"7]Y:U7-B2O<AM)^Q=,+FDF?* [D46X]RGK<S2!X4;__@CN4
M 9OZG%U1CG4MWIZ'+'1L.I%S]DFF*_/4W)UYW/.X\*3BAS;&G#;%C1A-6R[1
MQ:T%;2J.SK^UI8"*C[^:)B\8-^_W4W7K@ETUV<G1.QFB%?:U.EO]P;->>,IH
M)_9"\<BX!2401_-)T=0'([-RREB)>*>?GG_=P;^_RTKO]O-]QUW,Y$^??GBQ
MUWOB[/$RTP]/UZW(:E*6/ZCV\SDH6NN$H^*VM;6P<4%F\\WJX\*+&TAK:W0H
M>'5GBW#/K5L&3]\Y>Y?)Q[\=?7WTA#>CBI>W')-8O4:0/B ]FF?,*ZJ#\>MO
MM+PJ:[.OQQW#XLCJ-63DTX\CH1$;B@*I)@ONG%T7FUX\>O0$GT^\L'CT8:TS
M<@O86GVXIE74''EW\9K#H["5%2< -QY9':K3[U[YY'H>WR<Y7^;-?<68C<^C
M/Q(*E$=60QLF-*TA_Z'<.4O.O/ER1-G,G#/O2".:/MK>:^2(C(M[BCPC=+9!
MQ[ NI><?U+Q;?OC,Y8%?9-PC[VX1)TUQK%_/K__CYS^=J;&7&8]G'Z3VH&9+
M#;*LCIT$V8^+R,>[EFVZ?3#OU!=Y6_]Z]M]ZT]:M[<+!.3;OJ(F?'L*0'?4-
MYISR;Q;<+7PXJGV+/IF7"^;_L#B>?J SSCCGV/'58Z^L1<1U?K]\PL@Q%1<.
MTQYN_^EER:\#=]87K>V;1]^,%M![[&B^_?JQ2PW:]NMQ)OW+IN<WSQQQ#)K3
M\.SE%L#@S-PV=6>C)_?.F[YXH/:!O.3-J%[KVSR]+!\/[3_6C'ZDJK1)]5RS
M5WKT8#_N_D[?FWQ#REJ(>C?<V-B,+9D^L7]G6?#,W%N_+C^WR5W6Z]94'G0H
MJ]47\S9.F3?]R&EIC:V:,?H^ZP2)B?*.AQ14YGS&:Y%_P92'VQV4Y:_:;9V'
MXR-[K,M"9#EIU(<^S=<[R]?2.M<<KJC5[]EA;&ZCPFC[<4ON'U>=<CMO)^(-
MSBV8L<NTU3YQ<7#\B@W#>EM/;DM<RTAVV,4HN9Z\V[[MR%][[KQ5$,X^._YL
MUT:+F]V[^7U1CV+NEW_76/-_&@I+[R"!IULL S-VL@;O'S/"LC@P07FJC0SH
M]_(4,]9Y^=&50L6(77,W#:I1</9ITR/A'N[IY?S-FS/?#)9)?0<;-\Y>M:A?
M^9'RB[5^>=H/5F8^IZ;?N-#D;(V%J[7C9"/F)[L<+)R6UWK][CGPY#'Q;RK@
M3]NSY]]=]@F4VW+Z^-*B7;T'CYY9>C>_Z^A++U]62/*+?GS_FX_JUFSL9=:#
MN8[V!['!S6L?6ZDXLC0RJ/RL?_6Q\B<]RX=<GO0@9V59I_QK&V,;BJR-EZ3&
M/"*_*NF2=;;A^KU4==[B(9.B.:/RJ9\.:W>O?O^;C<'R+K3@O7/B>^](R3:M
MXW'YD^%#EC7.G'/]5+=YY<C8M)ORDU?>9C>=GMTO=_S5H6/+NKE++GRPWFW2
M9-#Y7=(=Z>,:>48<=-U,;]I/.%'>/;L^!=2V;'XO/]^^]?CK]C..:>\M+/QQ
MU=:]?8=T" N@88FOTW937XXX>#[W_.!'T]MA)U?.?$=*^W9#\WL'7TX8'&Z;
M?O;<^)[\>F-7[S_:NL>7S?:>"ZPZVVUUKG-!X>(%,WXY=E31RO[=ST?W7F,6
M+>PP[.,<5FZCKCW&DX=-SW=PU]\Z\_/7P[#GC0/QO;?R=*>CZXH'-:[]\O*@
M^/<#LJ'$@D]5AP\/7Y79E'MQ'VUED]PV7S%;M?06]'LZ_<:K.0=+RDYMOWCS
M<-KS0OK^AQ'!A)(9,YM_.GU>IJ'U=6NN<1=[6[JWH8=_P'FC=;,^_?;*?G_U
MTF33XGMW#)W;[(\QTEGK'_O/$<'A>$FO2:_CI9VNC=O_CE3["]00(0\?E(""
MB2W.7NEE4UKMZ _C:FO]D3G.JY')%V].N]W03OHH-^W4IMM?1FL6S)_>Y.73
M^!3-]+X7?;N?=-K,S"Y:/(_SR=@?8'^/U[WKU[DX4S82VIP^K^PD_XDHO.9L
M1:=%Z\Y^X6[3$U9NFKM_,F/U[:?KO:P+UA;,DC$+BUW%-&G72[DKG[_\FR^F
MMI;NN7AH0</PQ:RQS1-7%P!W5W+V<<;ZOEM9?TW]KS\?D37A*P?-_[0[<WZO
M)Y9>S;8,V_]@>KUGQXO+]Y3E]%?OB)4M/G:CN-F>$T/&A9NR3G^WR?6*_./#
MM8?SCIV\)QVY<<(M_Y0AUQ8L[?QPR@K/F0U7![8[=_#,K*G3+B_%6AHW"?J%
M%!WKO!FSI-_Y?0V7/EW_]?!0@G+_H".MP>O%/Y [+RK<M[_YS^X5VM4'>TXN
M%:4/'-/RPK.N<E']LUEKQL7., _T:-SK0.\#.W8]>E"^ZL"F;W?P7JXN7]F\
MX]Z?YNQ+'[_UL<DQY7FC4R.]]!L[NOMB^?P=35,U]G-2&ZX/D)S;.#,U67SM
MF3]W2[\3H:74[/"3U^Q8OFL>C>M.31W_^/U@43@H!O/?4.[?*_.MZO=J[+6L
M@>0U,U??OM_#_$C]CF0\/77*!,NOUU<=_^PXZ]MQ>E0^O5RQ-*=OK\=P<!H"
M-(761@&\-%3:8?KY?1.*N<>0>_S$F%^9<P<&Y2U&W[UI'EB:.KGMP<DT\?W#
MKUXHEJKCAF\/TZRNYPXB1NP91\0([.SCPK8:]; /U?V-?SBY9[IMTC<' J<.
MY'"&>4:W;K%SRS<E!4^"W^#(H<_)O-DU,1\M,_]"7^<"7T;#<Y?#9W4[VNVO
M?>5VCYJ<;2?7;YH#*ZXFGW:K&^J^D:I+?WDM*WLM[0'2*[YHQJC#??KJ'I49
M^Z<-&*0(;IM>>BBG]):S)&_,=99V^QY7<<>D?=)/[8G2<5@+7F&II[!'863G
MG,*N,PYG;K(GB #A&_KQVS8M)G0J'3ZMX5>+B^^L;U&?TPRG;3Q"BR^8&$Q3
M;1=^ODIJZM HI_7/5V(',QI&Z.%\OFG$47GIS?*T1S=Q"_GMI*\V35ICW3_N
MZ$%1Q>(:1Z\6<JZ.+ZIWJOO75^>M43]LU:]UW63/D?$#G[>C"*]GO^QGH.^T
M^B_ALK@[OVCV+0<E-<8UK^"S7:,&3OW'C3^I<WRTQ8*VO6X>K;WE(W?[[CV?
MSSIOYO5:7+'[^\/3FDCF+,2.'%W_\.O<IOG"-FVWG]IA?8!D/7OJF3Z[W?13
M.?YF9^9=S>HQ_@O=I8&GWNQ_ _3%31<6I/:-H&_53MH\K\*53WZU:<+G&\)G
M6Y**OQF^:-*<G.&A:Z$51X#-NM)>Q@UCC1/UF[M?FMW]Y9E%34=OU0F6^ON%
M@O,'F].JM%N_GW-@=\KESI$ITV8,G*HO3O7-H7\Z)[^[ZV*#AQO08<S.BX;>
M^W'J70HRZ\>-QUITW'U^PZA=AMP])PJ'OCBV^DQA?D89[39:MO#I>XZ^U)!^
M@/EK+BW8K&RZ(Z/GL;4;N[P<,^&-R#UO[.0>W8[M&GCCY(4ZJ_?O^:KU!7AI
MPDDBM9#]##$@DP\V9&&T7;-RVS1I>2MR>%1!>NKTUX6GV1\UXI6>ZQ]?-NR$
M9VY^87$A5B:3*=(&3?[Y\M[C\-*;ET2D&L>F7L(ZT@[N7CAZAD30L.3 DR&9
M:\X\&MG_J/YTA:/AK+$9=XX^TX$3=[:N.!T?'KS<8*"0D7YH_-856FK.45Y3
M^OW\=Z1]8XN1EPZ#V-!XVLZ7)P9^>GW*BU932@=M3QN0/GE?K\SFJW:Q/FLN
M&=C!5G#QX,-?ZI];=PZ9UEZD?77BGA6X<*[8/2M20#LJR^H^OLE3H/XO5=55
M^DV_)@G_F#U[P_4)@R[]?(<..!N>31X]+K_SJM2=>-D*';(;J[F\S915YDMT
M\GK/\WT/W,=<,UX>[9-[KP50>*ZI3K/HLQ9ONP_JNW[^9<^LCRYN^!Y.]/E$
MO=>Z\*<C/-(B6V/]"]W>(J?KQX"?:AN>IVC2MMN8=9KOK[S0I7U%7_JDWRQ5
MZ^O+#&S&D:!QQF&,)@#697^&'+5EWOKL_V/EK:/:>M=NT50II4 I!8J70HL[
MP:4M5KP40G"*N[NWM$4+%/= <0($#1#<W0,$""[!W?VP]_?M?<[W^W7?<>\9
M=_V]1L:;=SWO?.:<SUQK<?OU@\KX^"Y&K3>&>NM/\#!LRSM"OZ=C(?6?:;V/
M=Z=.+QSI*M>' D9WAX]6XQ$H/N!1-86&TQ;>;@67X:;&3^B!Y8./8K75(-6Q
MKB!&H6QG]IAA?S"2.\Y[Z>"%X#:XFM;1O2A/WLY9<>"V39U! KH.-T411QF5
M9[8!3^K9$BA;+=J _M.V_%H<K-'IEO7XA07/3DIV2G(S?_DG+&#9Z!<[>37R
M4[:DW$DT&O]96LB]H2Q$O\Q:*\HT\PIHO62]$&CU5V'[B/EJ4FZ4N2Q)\]"=
MP B!;36A8_8\DC,2BV.:Z=N;/+MQ-[A?XBO!S56=#1HGUEY]_B=/IE/@ TX6
MX<E'OQUQDC9*I%\)$260O>R_Y#GZ<$6^87C'- 6DE5ZN/(V6#GI+'J#%],XO
M<ZMJJI0O@8SO5!DN;1*OI-"(LN!='462S9?YUS3I!5?%)AA.<-^/J!6 D<-;
M<NVT,[1EV_]30WQ9H$>&'XK#?^W(O5K,EA7I$V.9@8$M>F=G%^69Y'Y+,*[3
MY1A=B'LZOY&E@.N-*\?$D&_^QLD!V=V!Q24EDDDLD'GWD9!?+4@>3$A(9J";
M;D(OSX+=9!ARE*3-ST;A/X"3!22V4F=X(=1%-<;W7$5J5A#ZYO"N"["F[^DA
M(3,6O9#!BCM&@1\GF37W^I8:H?N&NB:ZLEVQ@T,.=RPNE8]N "-^3 =._XG5
M:H6)DN**1WC)E23'RAGF69\.0Y*>?Y+:P>I2I9A,N',8 &K[M*-/YT$B/W7\
MRG;9R1RMF.C)ZVKVUC WF)-PH#!;UC[SY=)D(1R<GP5,#ZKI W_LU,=RK)F:
M&Q3T5,IP7L@+-C#17>!#IA-O]Q3@&W1?-I085[SXWF'=,A:L95W-6G__J<1X
M!C4[,T#;9;D;-@5%H+FSS (#0Y_N@ .&_ML$>']<[ N7#[\!O## OQ3R0-A(
M[\W< &S[2!.N'W_LAG7JW[D?L2NQR*B5B=YZ$P=D#UQGXNI>^41J4*,J7#MO
M$42-*@J/J.MPK3SA<]^B-,++7T'09ZOP;4H7D1O.7'M]<A,V.1@I,D4Y># R
MK;'Q1*@-J9::F7SVXI::P]1EVCRB_7V?S9>34W@M[O7?+8K_6J+:<8;3D55K
MM4?C>4+E8#N;F]XS<J#7IFGJ:UPC)4_WZ;4GB0_]O\TOLZ&M^X_KN@U,DA5<
MZ(V5<V!B0=O2)FJ'D\%GHF8BX)&77_Q\:[@UO&5^G'J #:E?&5K8BW[69M)3
M[A;(#'Z1EF,H@^7]+2/JL\NI=([.@-"T9%<15[ [8WAR3NFYD_Z"^R>6?.OY
M/ZP/QR7A2.8\SV*A*QM-V0*9B*WX?/'=6NB>$\S*H0MQKW\YQYJ!TD-@'R_%
MM6%;"[OI,^9(&8;8#E^1)>>L(=(.I@TB"Q[^^=3$AMH#4C@T4V)'E38/45/6
ML+4RWN?_\D;+:JY%K2_P)00C\VBVJ2GG-Z#P20?VBRDB%S<,T&DK[+B=:N>!
M!]."9J1_==B&-%'[-(AB5XG<R,]-EV*"3&J^[W:+G>^S*7'6C3+31M?_>8CQ
M>/,X:)]K.NI2>KLJL4>:@B?^ N_C B$%ZYUT5]?HLI2 :4%9L*RWR2=OYHQM
M6P*^TLYL%R0WM1CD.[&^U/%U_*)9<''YK4 BW)B(ZGE,\3K-LMY =(P6UE:U
M7PI6LUY14%!XPB'1G^HP\>#=O;$3#Y3PM,)$$6<P?U[@5HJ/S&9]? Y^3NPG
MT7R%_[G#]]_;Y\]92[MG55ML2)QR5U=)SXP9RF-9!VZI8[-'E@9SSK^<BFL<
M*@M(;NJKT;/K+%L+^BG*Y&P/$B7<3[W.X(P7.4[<:J_G%Q=/U)33QKLXPFHE
M<A478UZ]A9=2\-T466[E2X%=+6;+BXWZAY;%A=,P6A?WE[91U&8\8=GK/JM"
M;8X4%SBKB!@/7M"&M.[,%3,QW@J. <1:H?MCX>^_EL(#5R%I]4B_L]:%(ZL,
MUWJ-W9CTL/RB[V%?1O @X5PN3CK4CJJ]QO;"9:)Z=%3ZG"U'/ +JR@OXA4"@
MI+&$4_0O40UC-R-EJ1E3D8XT #YA@X+? 3<!F?$ZK6*N$M_]?ES>%!9]2Y]<
M(/=W_=S>C6B%Q#ZSHI\B59I8 .E$:5D4'LS^XND!><D*?>H*8E2]&M,6=$1K
M=3';$3:"(<0F-O356]B5D2VH_/Y?8O:I>Q*LX]+3K6!DJ9VZ%>Z$X(YU[.\8
M&1K </DQ:CT_BCC  ZNJR9.-G]ALA43_DE!Z<V3Z;>I:N1E$/5K4$2SXBO<@
MW0(9VKKC:RVFLX8]EOUI8>N5F=;3!6_\%=P.QM7]EH>J8Y,<?5%XD\RLH]Z-
M7+4CC]<%H)3,+=I"[;W34^ZS,Y0GL#F;H9\=2$6FE$N4X!L3$WJ]-T&!0WT9
MI>0H\R07$^O^4(+>MDLN9N<-F [AT#HSE3UE6ZSGU36T@EQ!)(/=KB-BD,PC
MX?.,B8R-X[I[3?%6$IV0;:4>$3Q12N]+AT(BBT2K&3(;>M@?C]RQV#%HL4,5
MM#EJKZV&TR,#4(2X$GIP>,BIQ88/TCBWP\U&ME*]Q-LO]'!(9S$HW3OK2TJB
MGOP>B^UGL^WV?EN^Y)V$,'! SATI/IP<=T&>UHVAG-0<U?J)!M69)-"6?^5>
MWOR5SF^O]E+[]X.+.C^F;5M_=05MN>0*?*Y0JT-+:Q "EJR%!V9(TT5M>0H!
M!,Q?HCH/J)4J^2G4ZCCSE2@<G-K',98+F[M R0N/<FN9XR!GZ<]CNK%V-ID<
MR[3F6D&L[V7/[]"X1HRUKXBK $1D+-^$O1UV83,S?VD#K=I\[<:BXV(:[%E5
M$TD,0[I,@2FLBN$:?S$PJ(2$'5UQC*@4#9(WVQT<)NVR@J%K6F4M\C_]Z&6F
MBVNVI[M?#*TY?L%A#0$NL",M4N#RTI9]($F>WH%G.>XY\:<9_-S<3TW:@87[
M(>VOZT Z;([46"-*S)GN5+]KPEH&>7%@$W#))%5TCI%4X+J:)=0&!%0B3].(
M;[U/K#KW%9H!A5"=OE]T@^WLC+,&X.B%I*P(RDIQO*.MCI1;2U%<4 I!H-@'
M[" !\:,$I46:@L<G:]OJNW'\6@3"]E"M+[_1K_X#?K7MI9T.EH6O<(N&W%W7
MH%]3JQ:UV.:;M+ XC[4(?"3DA1/&Z:-A**2F/_?D'<B\;L)RH;!\:C5S*38Q
MG0^K5"I5_251V'(UVQ /F,S 65X$"5(%$:D(CM'/WVOS?&2/VW/G6TF? FLE
ML'B+1)2N7*)_7>C[G2G(J@KN]1TVLXBDBZDP]&>4E!)OOT/P/KIFW1F=DCR%
MW,<HS=MS^D#<;$J_6_^5C_WW12,.UXD+K\1@E$W*-!]5S_>D9"W=PR3*!F:3
M'X[?6X:ABW3!3JM%Y)&([#ZT5Q0AFKJ9GCO4J?M-3-.SEUV3S$WV)J(E7#GL
M*VM$&UPLT2HU-2O+89JGZBO$?GQW,E,)ALP7\^>*P<Q+V:8(2*MMD0K%+4==
MLF3XUQ27QE-=;#);^@;PDQ/KFK).NY+V=,>W\M^.B1''[3UJ;L_MXTU40)J'
M8.B4VO@N7**N_5';"5,&'")-T"/^\80R279Q6 #[[C-WG1VC%WD7:5TFFXK,
M^%25% X''6+L[(H35L3L4B'. ]*1-J/_,9P[LLT[_DRX;=XUB7=(JLLXK4QE
M^K-C/';@\-B[CRL\Y_BNY.USIP(SH@^U7B&:,!4YBA-#:$)<+Q"G&E4N1LW>
M^;75VW?&,P_'W@6<JBT3X2W.LL8]3@6B0S'5:@IKY#L[*=)IAY0D; /061.4
M*428QJA9Z@17WI%W6H+W[U8?E2W0D1K7Z%C3@&*\W5G1?\B?)0:LE?SSG@L2
MV7IFM#SUM8$9;]I+34X-6N>2Y+25,$1I&\4I;QZC>-##9R_JL\+&V+]I<ER]
M$<)^Y*HYUX(I.>A>PR%?-W1'O#T$W-VH\GRNOWE[P*);I0U*'! (!TL(7Y3&
M^.TY$9^3A$9 \:A?Z";N.>[L/;QCWXSZM<*77)%0R!-IW<")E^6%BQ'#WNM:
M9XY?.562Z(4.D4&/,HIL?2!9(5BN/TH(.\B2TG]K_3F'^4AC2TO_$4,9SNN]
M$VY/=$KBB:W=^#:Y I B=!8V [0Y9*Y?RD?:;%'<EEI.%V%">[7']8<(\/,/
MMW70I_W<+J@IF77?IQ_CD& %)%JR;9"%KB>F>7F+[#+'KL3L'&B5#624OB*6
M9^54I(+XC_[54?_B]]SMQ,XSLZ=2V[DGJY=IW$I%9M:$F*129;/'*TS$A@-8
M=Y^-?E8=JZYF@,HRM<MUZMB9STG?MK\!+5R+W)=8M"LA:%:F%#5+^.>*OOD*
MB0JN90Q7P*BC3O>W)ZUH$Q7\T,)EPH_6V KL]QF#:/LL?T:^W:J@NNZ@^@GJ
M&YJC)_DVSQ"N&>JM[6-.\6 ;#[/OHA3<@I/RYJ^6+R65</NI+4NQR 879TKC
M)XWBJ^SL%9=\U^\\@U)K1KZ5,3]?>U;:Y%>^"G;N[0]<\TH(-I2'AD.M+EH%
MTT=,>$:HZ/&-U5A:B8BV<CQ[:A-)A,P^WX\:YO]N'U;_!*=PGN-PGF-$(^>X
M/5QTU.*HGW@3)6SE4Q$O04@S<3U/83TT"=_+DV>:_[BMF5Q:#)806:MGK>YN
M&>%//:D2O3?KLD$80^NDT9_"+T>XI]0S4!;#_;5YQ_!'D>TS?:)_A\C;!;O:
M*ZW@P\06F-?^67O@<8>9,X?T6-JR!!;BLV7#@')B_$^335HA53U.BEW0^*VX
MD!A;UC[M7X.0'EVUB8)JN8Z)UO&);<C+CGJ,[)7_0F)8&$D[W][%:Z-I4<G/
MTSJ3T'9EVV!&)%JLE<=AW8"E=[_'H2K32WL"?5I6<T6Z3L)XI3C01L5:*[T$
M'F(EFG=L'5"8?#;/_&W;?<BR?2<6<N0:G!!;BV7OS&JU4Y@7\ZO%+O;-QWK%
MCZYFJ2Z;6^U;0HJ8"5UZCGZF$ ]>Z>U03BAO>XK(Y*2;E60-O_JL^>("1%<G
MW+[%5,(CJ&_+=8&*G2RK;%@_(\2<4N4+1R'E)-G:#TH%.CL5!9X2$@[.:)H2
M>$T HA]C%QX-G#S+%L(U9<]A+Q%T;0AV,D,19GM>PTO5R[1GDT;;0X5H$-4[
M/4E45F8U0(>+IT.2R@KVC7QO9\[2 C'&W$O^R@@JQ]>&=/<A869,)'=<K!8+
M410@Z? HBV5.G;QLMR&Y)I) 9Y.$\E#7'MGS1Y:&YW4%^9G[\9F^CA31T9]+
M:HO,<%<LIRMFV)G0D.6AX'9)3Q'UO=BPNY@0,OH8/J:POP9;I&S-DU13\\(B
MK3RL2J9PV!*B/';86"S]M^"#U0)&6$7<[NNX#%A-S0+OR[;UL)L7WQQNI@.=
M!O9R$+_C=68T9CK(L,#OWMVV&[K\,@%H1HQ'1>T:] ;@P (W :753W40=*,+
M"?58O)4"A!]FU>&#>6E*UN!:SB\42;!)%JT)I\7ZOT-T7#T=S"!B1;#O1TQW
MC?Z#Z@53L3202CE[W0!@-X#ZZ@JE<^-4?Z(IT_(15 S=Z#\F6#^3^H6[D=<F
M&@<!#)S6H"@"]?P'DA6+'[:2._!^P+ RQC&1*,Y&>)^]^7TBOZL0]205FR7S
M; T&A$YU.M2E(*!Y,:A=<X^RJ\PK(RRQ)VPSHE18_SM:&?'C.AAJM]A_;H[_
M541]:]%>"$LH 8, 394>AY8K=ITIB86-!N 'YA!(Q:,[</.4Y1?^#(\I6V!U
MX1RZ_2@B6^IC8J:J8=SKISMK&;Y*4C-[J'UFER7H4&"-$H_;#8!AJE\L2_[@
M-U#W5SKNEWF-=P]Z H]E5?I7'E9R%D;Z(4^4>U&5^S9##252)@<9+#6[/998
M9/8\A0R(3ZW_:GF!NF/XQWD1-X#%)^]N  &V8-;.:Z'9K;,,;K$F65+0Q)-_
MW)0@>E_86,>5V!IWO8&84'T&\XUU3])T>W%.VBKOU]7L-WWW/:IC)3YZ(+U8
M%U^UO;K;"E34_F!+_G.)Y\X:JC*(@RDQ^L]S(P-OA\G0"PE$D\$V)5_,LLW+
M@!K]]6M+:W&7*0^/S8I=PKH.S?S+O#U#!/F&(\4PE&P#6O7%#RG,P7&PB\*K
MC:R4^?B::SDFL2B>S_J')"T][F4*IB?*!"ZI$;-V V#<3L'AI=YG7/7WU'S2
M_/>M7MFB7_]B-!-D[O"FRXY@NNS]8;>,.E8R:_2/J)$JRG-;]B@IJ6DMYM$H
MQQ>*U-1\IL8$LX(9*R*A%-[3RZ$[3 "4Q-O VXK6*S.$9D1I#A9V,E_U5)>9
M_,A$OD5U=;?K,(IC<EQU(4XFV:RU<IFF>6I\2M_F=SD]XE$2)XJSD7)LB+H:
M'B4R7["HPG_@9C< N*?<O0(!<FT,(8MS?.A/>_H,;;0Y[>GD[ *8LDNIT$.4
M.I&=.UPM&IA?37%;_I9LU,>!5HG/NCPE:#+?Q?"[_^@UI1<X$4QUM<+//!(!
MT_9:)):<F%Y"]V(@O;;6*A1#<[UR"M%_.42--9K6<1O&DHD'[QZ *%7Q_:"Q
M4 (Z%8E=S6.1,'(!V'T__/<DXPG93NU("\24N9NQFAF.V$.&GAZK@1X64^&R
M^:#S*BTF/DSL-(UHK&T?J=AC+L'(CJUA!^%A[B>BQPV].;9B8JF".*3^<S:V
M>:&?AN'"@T^?>K^*U737$GY6S=<^AQ'Y[C>,-^<GC ]WGSPBY&1FW#5$U0#G
M,YF]9Y]/)[$)-DV/)I%S7$6Z:PZX%0I%54%X#P@'234X   2SO[2&T#97M3S
MCCRUJK,.L/^/ !S?@#)"(3>TQ]\(_*.:+::-2);\SA";4 [)*:X;0#C"DI/A
M^^:Y)0N7>X$(GVVT8N/#CCD5V6%>C_)MPSM\)81!4*!*6<YI.)61C[ZGN^VW
MT+(YOR/?=X%\/5\[<!*.6I);^,L<\;LW"YN<-_D>=O8E>%?Q8)5^S3QMGT;3
M73@OL9J*,]C!5B8*/K/8N:R<Q[A*L\>)O1=_X#^?/SM:*C1&FIF96?E)4E)2
MOE/_Q]=?+>3BFNU?BP%X7P"(WM[>@QR*Z']Q1.:/"+/+Y4X6VZC=WO'9X.(?
MW?T=/94,0)[2MSB56/8K1U-$2;BN7UN5':?C(5WNT)0C;OF]#/+2LY304OW-
MD:%L-L=<VUBKMU/O;H\RN>RV"5=P27V#A]?SII9K\+):RJ@Z$E2K(+A@*-TO
M;$P=!TIGJA0RT%INH^D+">!U$>@WH\[+&K?Q-DF88W@"%;N.20T6UHH/[RQ*
MUZQI)E%T-\P/PZH(%3,9K0)-%!V1=-(Y\NZ8Y9 P!4@J$UPD&/JRA,X.\[[\
M5AK=;\]GYWXX72GXAL=-"E;W\X4F(^);L,6$H)>N[??Z7$<<R80=U[FC0O+-
MISHLH-GKZ 6RA$Z_%07&E; P >IBUE]/3^^L4ZS1" D4?.Y)FK<V+-Z+G\]0
MO698@NB)HGJ!SIHP*[#@HJFPM[>%=1&1]=OY*^#N=>^4KWON3]6Q^<0DUE@2
MX7M 9RN;[.\\U '=1EP1%YU3WH]I&5M&@WNMARBJ3=.!%9Q$NRX6>3D4=WBH
MO]G7^_FJ]DZ4CV%S\O)4J6E0DK@,GC,LYF3A'8PO'ENX7R59(X=-*L7CP;8<
M,UJW:I(0"7-W?T,VCJ/)<6X:RA2<_==9NEI/6'LN7G95T,+JEO-V8M>7,[O"
M>*=Q,K!8MP[R]TSA$;D0; OW^ Z23^S[H79%BI#%44Z1J<MW/-X=;!_#*' J
MBEOQ^:+$[?%=<W#E*5&4QK23]<OC?Z2IU;=<9AV;/.%S.1F4G2"CP ^1,;OO
M\8[F<YU)R+$%7*TKE+(@=B/)N4VYM0)/QF3F^4!M:HL TH_)LT>1H02IPX#M
M9F_D*$7U8D&88KI'6^3^4P3E!G!^!V21BR+\;1*<#C4P-*IS:#W\LZK*#R?6
M^YDA6.^+\IW5T:*_XAIH>;S-/6EAV1UI\8\A@<AQPA%SDL>'?D]>SR4(+>_&
M5JS!:L]$'ZX\&[F,$K?H-GVE"Z).D++I_EV@O;H6?P^AQ:9YT/E(C\6RFN7L
MI](XO)F7&M*M?+2,!]+L4')ICS0"E44*3I::/O,"1Q_LJTOV9?LPO1I+EU6,
M2"A&(%;'D[75SGDC:$*X!%,\42?U*O20ET"Z[(\ 3"L$I[?Z'??>[<W!:VX%
M!5'K3^^>U\=VO"Y=TA5C#$V]@ X@9%++F</W4E](8_0B;G4!A<Z#AR_';0CU
M2*5D+V\ OV])2(9C.)+=BVNRZ4*!69KM4\F_T1T%C[D!/-4[S+\!T(,5.GV+
MKF<O(P1R-C?.:$9U"/X!5/A3#J+T%>J9CMHH&Q3/YKNC<&5=$VKGUASVKW&D
M+A8/T=9#,WGV'"^V_5(1S6[I\RHH@N;9Q^[)BV,EH:LHYYU)P8M%F<B 5"-(
M*'=0"57F5IBB3SA>:)2;L!X.>7?%Z6V/E *I_C%>_8UZO69+J[<AGB\UK;>"
M S)JNQ!.DMCP!*I6<Q?Z\B4\'&\VY 9 *T88;W@(XEIRCUL'US/5&INT7$M2
M$LSU6BK$_YV<:<,&B7/"?I\&&#QA-8=Q33@L),2;?/UB)9S]2D]]J\[GXQGM
M[#"-Q9I02O,YKXZ"2D6#5@_B03BBH2&=/_%MSN3MCN"=L'+C/%]^8S#NJ')?
M&_?U"NX,(\P%^HMO>_UE3&G[SB^!+UMKN^HVZ/0C:.$H63:/DM8TD0+1;6W#
MKR'<13@60K3%V=Z?,^"5Q.IY,-6A@P-!O*.O_4$=^C6+KMSX\"P'887@7=1Z
MF=JDZ?L!!64= E6KN"IUW>]_BN,0D$Y658IJWXL\4698]C_P#"RSR:PGX[.]
M 1RE+H)QNY2.;#IXO(82DGT5$U;>[]?2W/X*<?/@RJ1*U T@>$KLG#?%@<*W
M4N<4NJ=I?:WMQ!4YZODWBB1BOL;,!B_+$1;/2>X*Y()LX8N4+HVW9%:@.&P?
MJ/HV&PXHSV'B.#8IU,:P2!WO!64?46AKEW10:UNY6JMX!&6[,*U!W)GC!9WZ
M-B4C27.,G1_< )Y,T_VN:D)%(P(R?]+;F,W,@$M:,N*/(Q:JX2''>[SF-39.
MK1MJV\H@*":Q"B)CQ1GXB#?JNUIM?CEN_H:48-U4E@E.JW"%EZ/\=(_D\W *
M^+NT9WKWSHSOXQFT=S:Z_,K]N<C^LP6+I]5C" :!*-:%UKZ^?KA=%P4WL2!;
M%RJD ),[JSHV"5M'8L^[.1J9DP?PA'TG&'F*\&H_42U@^W3Z/PZAL+^+Z<.[
MR&,5 XJ-WHW*"'6./ICF1<K;\9J:T)K]8NH VK ^0Y^U_GNM!;$L4ZVZV:,$
M,%/Q/I#D\SZ54B+CT>T<SOX2('DPG"C^$_'8@E!$[..WUR8?A\L?JB"Y3SE;
MQ[A]91YTY#$7?"ZNV%6WL!HJ%5H) ]6@3(ZZH.I#-AREBI'E+?'G[2-X%,@Q
M\*< [9VCKY&CW<,&:=FV*4#5&C=I"OU^T:ABLZE?Q!!N$LL'_M"COHC9KB=C
MUB"/)64<\;4D10WKS,WPEH0'T14#KTOG)XF;R#M/NO.4-"R,11/H?'G"UA:V
M_!L!"#5F0E<2GWP4O?:5V;H&0WJ24QMG:V?(O<%_VQ?DIY5K?&+\GI9D22&*
MH87?)TT19R8\Z?Y\790/G#HB756+*:=EP+WN4WB],?WKS:LQ _3M^F4L3Y9/
M4VJU]]HR($*+A:1!E3HAM2+U%<-&+NE5+O;5/18L8O&N./FV,RL5+.]BN#$B
M8Q.]&,C1]KZF8-4KA 2* U'F:NOXUI;/Q6N(T!<WP0AL8C;1IG9,7V]@(LAS
M7&$&:^<*]4XT7=<XD;\4XX%GG&>P)7.$T;3P]$=*UR.I/NLQ60]_./:OEU96
M59-17.,UHUS,P) [B=P-;\/PUUKY:AKXHA4AXX&Q6B[6FI><L^PDK;:*4UQ[
MV^25*P$$S+AA9,*<2BS$/:,]3]70&%Q[? XIAIPPS1R;8:VGS_B?;;];H3PP
MCO\Y/.IHB<6=75B23E^D+2_MV'?APISC[1CTO#+($2<4+Z/X.)SGFWZ;NB,-
MQVO7Z HO&5]8M8QMCL]0?76ZY@3&+F*HO$/A QVKR3;NO413'&].6]H64%"K
MO,(DXA6M$H]9X$8*-9U3[R*;9+78?6_[$WHM!H?4^TL^ZNH.WU@+MM**YVM4
M>2] +#H"-$%?TZI"$1 7C&.M]LHSC\A<DB+M!I?\F/Z$!"2CAWDP8V! CBZU
MQ/_ DQ>F>F31.<-4X27':;.JG1LL:J0B[?B6'[R;/]%DVO2OSL]V$2\6)>)+
MUL3->_.12T(84[PIO'O!,,E\1]4]IA(=#;!#0>R\WL>S'(BT#$\IY=1)U?;*
M,R\9NI@Q@U>T$LPJW-S9>@_6EL\=M5O*0VFSKZ33PH\H41TYR][N3Y\JGI@8
M@DQYG/*]D&]H$ EL"&N7G2W.+@:,,Q0^$%%H=JI(,,+K/?#E6>OL1^T+9WY%
M'!*%U5!0>WW\-8^+K"M[#5!S9H#$3R%&O_[_C@H\XIH)<8Y+3B09T#)Q7YI>
M'AJ0GR>:&>+Y_FEZM>NAK,:D('$5;DNM^ARJTI2'*"NL2;UC'C/:N0KAAZB;
MEGG4$.WD:6A)5 ]V7;DLB50*._@O[CA3';B5#C!3@LP*;*8.#X#U$8/P&7Q]
MRR^ 30%_L7N^[*T*^2DJ/3BX^>6Z&=YRG'^,JM^Y;^N2FIL.G=\*,(GI?YC$
MRSI<?&]!H7ZIO[X/XB4BQ,RV;"IE#&X1Y1CLI56D+KP3\COM._F[)M_%]UT#
MR0/G+.OT0E=,.])]<+_C1#4G;;C!O]!=O,B2^?IEPQKX6A&6].L&H'?5</;*
M46D"M2\.K7[US^J@"'%NKQ_2>S",T@$"03Q]L8G9D$]=KR)R$HHLDT8SGSZB
MS65N;94W2PE7YGZ66O]86]\Z<:1YY-QE!/?\L=5$N4I-Y[KV?:O6PXBR^/Z^
M:G<Y,@KC0+Q"6X^A8K=PR J"9<YROJ#C<*7:"T%8):^JF^,)7O@0#..3^&NW
M^X?@T!+4?-TUI=D!SZ3@UGXD>M]=.(0U?" G6UB/WB ]I 3J=Q='RXSXVU0?
MCA&\_(/>TH1" "T^*SJ>=T)Q^BHD D.80^WBVUU$JK'9'J+:P<.UCS3^NRFP
M9;1.ALS"95U,D="E)#V/;4&.*DNRJPVHOPU+)!SQ$IA][KM,!/=K 86T#9F(
M.9W8UVK#6-&)*T&JGEN8C2!;8'SPA<YKD+.W:@PPABMEEJ64'[$C.KP@HV.3
M:)[^BM:(&0@"*B8LVI-4?OW'P\6X& #5.(^3]T2C.7&1B8M?8) U=8/8CW*%
M,>&.D':><]J\9_RIN.OQN4)YS79N4'L",F@H(9+*?BZY!V9;:$L?Q/@8^NN/
M!H=$AP7J^'?7;+*K7D9C(3KR\J*.X$ *HQ=#*4;'R#S\_)846;'B>6<)B)T6
MMMP ,LQ1-!T7SK/!1439L\L=XHRLX)*_U:+J\:\J5Y\\A./#ZM+29DJ?9M6^
MS(Z/G]H'+:W?0F1;*L&B*1TQ'0:>.=L?K.YHGG GV/&98CLX@T[=<Z**.K(H
MPTL:,K[G6+G1/-#[Z'?W+O;ZYJKEM<*[M7WO-R:L2WTA7/UA8O:9"<O#8'7$
M=WO*+A'S*4RC%R!T9.ZNJ_:)4X)KAH'WJ\ C2W2?6/_,R/;=2VUX;4K)T25=
MGIK6_S"U'AEN<6PLGS"/5KY%V'J(*HE/31]@[PJ'N4_=6V/006YK2HI_H2.D
M$WWPG1FVO'_UO)^M"@U-3;ZL47;_<0,XS"A\NHX)>*HN_<47CWK,-^<W).&W
MP5,,E<&0I#*/P]<9S<+[6$TR&X8S[B;1MHO3Q5]69;07G4A3LQ?<F!W7E6>%
M'??#ES\WS9^2>YA:9>*"D_S^O3*\^BUSN $Y2#+XPM:OU+\4JP4LHX)C%.P&
M&:8F'Y?JM_SZTH^7QCL[+]NI/>\KN6#MYKC10],%P>3N837#L65GC(S0L0:N
M$'3KO9ZVD$C9)YMW]#'#P)K-=AXKHB2L:B^%1+[X8->]GE*OG)JLWZYW;!"S
MRD(3!E^;,\H)ON'R$C0+B[>!"ALE*>6XU?;)I<D_X$[)*?4WBB@?.)%[$J],
MHE.*%$#J0V*XHCXL/N%AH<IZ7F="\C6;Z!4;FT47PVL:LK$J XLOQV<2Q(^[
M\W^ Y+RTD7IV=X9P;P!+E%57:[ILVXEM29Z]KU-V% .WP_DF[8C @C:HK#?5
M]D@V27-NUKS25*4)1_$ EO*5E+U/Q=6:"=Y< \PGD>[X 4)=0H"'C0_ ;09%
M"]N[<5"DF): 8-+QUI!-RA9G.BF!9=U?HEVOL."T4+&7+:=8TBXX_@-%,:<9
M!.W3E=OJ>DH2S>^FX /[.;^\.3F.#K5=&;\C==P2PLSV4B.YN6K2XRN/CI;\
M8US%N7@CN? VH"(*<]:B$Q=C#40+LA9D"?,VVSG9['BY2;9G_%IT >-M^:&M
M4H0X.FM7)2*U.IMCUKN5!A#57\>_3GV-KQ7FY:M'*CY\AEJR)OK'/B'UJ!R4
M+E?F>J&]X95:ST8@S:,8@=XF?43O75E@8\J)\*B)9>M/2-44]?'.HVANXY0'
MRUN-+@7]L)=X](BWQP^2+Z9I^U2>/)#MY U2G=-H5H4_8EB6E-Q\?::]C38(
MRZ3CXZ0[]M4&Y<A=6?\!.TA"')B ; U%J=<>BWF\@N4C0/^I5RZ>Y3\,BZOV
MC$^[N?-7KEROCD9+?9$LEQRP19'L[-J\-_DLJ_FR+S*T!&X XCE6N#Z9E;JP
MX_Q029C'G&? @((TJYR!.Z7ZA!!,T3N<G?>"LD)0?=/XQ1/A&1A/J[SY1LJ3
M8ZN^\Y,2=MQ$4KUX4N9X$JN"/F%&L&$KL6"EB@ZK\]!^UY/0:U.>T!!M;,O$
M=_?]'@]8;-4<+RPCD,_V=(B459&JENY'"3]O@0E2Y6EYP<_OOI(L4!0[_!BM
M8ZBA$%P\*O%=93KW["L+?9$KLT>UP-OIS)032PA*"J/AG-R#WX2J#'9_71;0
MH$95QUD6:JS N>Y(#_\:I99\U#GU$1T3MD'5RO]025K(98<QYR?A='?S6T>O
M1S2-L0B8< ?1C[IO#;RP]J#P0LZCF6)E'3Z&X+P)EI_PF;].Q_XAOE"35K\A
M90&2]>G/9F2U>RODV%8,N\WS-9!CKFZ7P1T(]Z$$I1:Q-[&B//,Y>7I'0Q_O
MXJ;-->S]-EKI-[TB=B9,N8YQS<!,-GDJ, NR:?Z_EN5/!O(I\4V)(PJK:(D7
M@PE _@>$V(.S=A4OL_2WZ8T.AY1><U>>$KXWMM2>_3#1DN$_^4+8^Z<12D$L
M."@^?F,H)UV+K_AH(C!A0MB*HW*R^1:,D \76<!Q;K#I,#O>5P7ENM9$$:.3
MV['G 9(B+)NNW'2&Z%'8_;N/U#?20\H5B-KC4XI/%$#*:O&3Q3< +!]6?M-
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MQ&+3%\/3'#VSY"4E&<A/L13(7[A<Q/$S^6L%)U,)ADPI"Y[3JV:Q:\U;*U!
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M<=%%S.,VA.^H&%KL#41L(B>_3?=H*&;OX:"=WNE@J>,*]W6(8%#_#4"V9NC
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ML9$LGL_CGW/R7]/6@'V3O#!?^2IX)6Q'VVE?KFI_=S_WUCWM&-]]R?LW D*
M@-";RYL;VREKNQ3.R[-9 .5@7APY0IR#:$B[>34__AOZD\%3(7=TT@OI3C<,
MTYDY@TUM&'GUB>5>!EM_0Q2EZ^V#N5/>'M0DR=>-QX]($+H3MIH]LDQ,UN8V
MZOOB3YQ7O$.!VN/1.7&O43P2ULP9HSA/"+D$GYKC$^IB?1W"C$-6O[BR#P)$
M2NNY=?*H)-:'5_&9J_(LN$9C$M)(B'OG>M"^K7%S3%8"1(*6]SOR-U:W][6_
M5YJTY^?%1%5 &+__7_9H_.,,10]3YP=+6!(UL;%4H9+L<>WBEJB5P)Z)2\S[
M%7VV'0JDT+F/-:R>=\87=!S9PIS^!;B]=+1EM0QS<&.0GAPM)MID.@]H3\]D
MY<$-6%PT:4_2LW#V[/.Z**$'9I(./AJ<8N+=]4I,IC-M'1+^-M<PR#U+S3S"
MQ0CF58$.-FFIMGZL:EY<SM3S>D1L\UI<7U1,T,PM_3QL2?^-5>49J4+[Q^2L
MF0593,]NV_?/S_G'9+C3&H/[QD:J1,*/TRI!%K;4Q>8#*Z2"\UA^%N&NY>G*
MW.CH%,.3!V,J\"H"'%&T!JW0'8%T!0<DD%J9&:CON6&*-G+$3A#@@R$_YN^B
MK2S;"ZZ>EFZ$B2)]%:\Q9E>1.SL)$8_YE/X,IV)C,S6U+2\3#3[L2-C;+(65
M)/BE6"S&8-@_1O*X?-?]#"S+P_6/E*?[B4*NJ0QNRSXR@K_RX5J8:/%6%&%^
MQZ94BHW-SR=D5GMFES'H\2T8$@=Y_$9#7HW,QUEZL6=- #;#3^!&>UY<PD4,
MOA^$YEB]<.,PG/BJ8-3O]>2+3*:]A/JQ+X[X@$_;]/YR[C9B<[#G[LIT?:+'
MN]^BX[^9ZO0!+!?LE4_H;C=6-U>1$LOL:91[&Y,+,?1FTG<_A3[SH\P3Q((<
M5"G,%1CQW#?.\^FWWCX=_9N;/D_APBKU^I-=2GD]W) =AC['W1H%]9V?*,_G
M-]N-EXUVHPT]UE>C1=-+SUF,+ET')8 :3YG^[14:M1.TL4EC/')X^V/A)6N0
MW?S;NF';GRCF6X"G-[H(HZ"*$K]!+8GRB'SF +S<A2(I':-V"H:OWW(3+:H(
ME.E2<'!" 2\AU&<V(GA ?=EC%+G0P1=TC'7#1\%SO[+]Y9).@]-JT-_S_?T;
MJ-%T!,.MS:QH[(/Z79E#MN/. #KN:66C;F+KN7 "W3>?%%LJ-UO]Z:V!6P8L
M4;UU-JS>#82=V%%1UU% B=4G]9+F[B8BFSK??Z+$*DOR$LIP86/3Q42M8]4:
MO%_439??G,;K)+72L3RKUK,R 6 RYKY'JW,//E'Y[CU];8CEXD/'4FJJ,[H
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M<G%,XB3-?+/BSP(87T<I,R[4"&M3LTZO4 H!;84S@O+"U*Y]HSG8S)>AXZ8
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M:2-?>0@/TF$+FY9 YJ.A^:]RXY4*%S&8U'R1H5@0S]>*"1X#&QM*LS)FJ0!
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M4EB4XZMX!0VEL F8#*D=:?)>B+1M>!U_0>TJC [R>9'B.DCT+?91%)X*"N9
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M+&0)7>P*8\&@A(S.$+F+U%M<#7>7Z@PT-A"=K7,VU.;"-8?SROOJ:E<J.$E
MZ?>GR<_GK5%Z8UU0:FB9!<DNS/,A42\K)Y6G: 8F+W@1B--^.F4"6<,I)0I
MD_ &O_@*0$SYB=ZC)6&N,(:\RL;<3\49GSKK<Y(#FUKS?)0/Q'!=F8O><W!$
M-@][)PJ=7XU!3\^9*U3;(UP_O!:G$P'=:/IEZ_86PY&WZ[,Z9=+PE>-^YP]
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MP]%F4'E'X:,1$[:Y#N,%CN)98P7EXH#X2-H3GJ6X0K*[\XI-U-[H!UJ=.MT
MI"9R/2V$ML57U8]/BZ7XGXH$Y&JC"5F\7 9M@IMTDD TKQJ]$G/@*4="=)NQ
M#+_VHU$3>KTGW)]>CA><_U'PEZD(YO._B21@T"KN"B17RI#W] OCDC M$94M
MXN,#$></R;-,CB_> (YB4!RC5UO[0:>G\F=9G#/MJ6G1M&>J4;\G3%A6\])-
M68S\(8NA\3A$K9-6=*7E&KM6SPU$]B=59H5'<:I]%-70B>>=[ELLEP8QEW#6
MQL[,#,(3)LGJ^X0>7.#K/^\7D1U?)P6ZEF6&(FL,G9SU9/).?;K$Z.1QUCO4
MW8I-T^9H@:0"!>1HHK6-:Y46"LE&\=7F#LVY)RP@<P0TV\6ON/GV40\3%!+/
M_"(3(HU[NF$M!$\M) (VQC7,*P>J>X/54LY]*]U?(^%Z#^!F5#[HF%@;:CL3
M2<XT"EQE4<'KZ=FPA)&B&8SPYPF.S08,B6>9WTJ6)?T3,HCTU+^-87]-+X_G
MWSXW2=5)^HR7@JQ,&3LY$)YDK(Z=64IW G:Z7CKMYQ%92/*M#I*Z3)JG:_TV
MVK-P[)\_J&0+;#UZTC[ N'FLD5!^!:CXN;<..09LKU)<7F9XD0'U,'H0+Q4J
MK?QZZ.+G?R^>OUWBH^:8*A)$)N4X X[^E23"Q!"^D ,:AOS&PGOXUJ2;8'(N
MDEVG79B()RB_<XXOEJD9N)V"VT_9YT/#>?O"*LB?%ZHMOO'U/!7<TVL/)ZGD
M(YXHFGX]3WJU\'1J#1J[99R796K)(VQE\>:I7!&IJ,9,-YGS#F#,$@%?T9"B
MX88'02L#H;R**25'Z(_H&:<I@H(SM/?Y)#9R2IM.N0QFEDK%!I[K5JD7;"M/
M3UPH]M$B3KW+>#)D UYS*(HO>^))2-M9'AZO1RVL+>/DAEBOZ#!.I?**83F<
MM'7JU T4W=G/7M&AV ]RJ.Z?$=]'+8=XF\QIO..05#570]W<UXQ")O^TS5=7
M?S3=<BM(X;:9K/*"*V!IGAW0.>%HP$.L[I"XY:S^UA>8,?SO74W*JS^&<FLH
MX)L\,A0U4ZM)\R3$$+)D1QG!9**;.?4Y4ESBF*FJ,BCW>G/VJZ%WK <K0"D;
MDBAN "Q?KR,-+S*#KY=$=M+,QA>C3?;41D8T(!<JNG!4%COHG!]-',[ Y#:'
M]D9&HN;:5X</9=B/3'%3U_JEN[JW/_G6JYITLA/:;;*A@)74:@4KZ\I+.4!W
M1EV>YZMLV6WL^M1CC@4V,QKTY1(S$207GU/_X\=%4#"R6ZZE\;-I&DT')89Z
MLW)*C?!7N^09]%4-/Z<%P][XU326%#E6BCNCOF71&/97HR[%9ZY_ P JI">C
M^X6R<8X8)Q/(?\YBTL(J1WRD5%SL1=:]S"?]G'4#0()U%Q8X%L.[L\YQ!_>C
MG["^__CX/U?+_#W2017)3N%1GMV\:A#,*.KGY.?(3)13V&P%(^#I+-M+7E?W
M/(7SWDWVRWHINTU!&2%-H_K>%FOA0=<>2L0QM022MC]""*PD;^,R+@:<Y "2
MQ)%>]<4PR?LQ*J \L-QVS>.PJ0T/UOW@8N&?)U)?*"XZC)L:\T=(?9^J;L,5
M%#11<2YG'Y+L.FP<P?S,[//3WRWL"':.5M(N,G2W[F03K<7R4#&S' 38O)QU
M.^=+T$#G54!.*)U[A23(2A*_%9%";G?&A=^:H++SYJPOL(P@M;):I$@=JZ E
MWA^V(JP@5(Y]_'*Y<6:VZ!N[.PFA=I-Z%E9 ^K#0BT _XZV.:COS5+X0+>:_
MEK'0Y3>_KY?.)E^TN$DV$Z(L\L_/;)=3!$L_&9G*'I/O?C?SSA"Z["IV04H@
M[:@N<DV1+"ED-BR"MR3Z0KMJ.Q@ZM;>A^#(]\Z^#P7\CQ]3\M'CN ,3BY;,O
M6Y4Y-] 3K6XE0X8:D@*!,HP)@VBZ#:3TW,1^4:#O3>+NXW;A>O(G"7J)-O+P
M1_HY<6'69FP8DJ3SP;)3S8TJN'8G[ZW.6!VZR?DFG15(/;S:!0]V[-JY:DEN
MW?DRU$MY?U/*@-U]9UUI)(#.2>(N]N<C_6A"D&S9E,O=$X&?6-VJKB\(?:2@
M9^C7^_73YHS#"TTW],0?* ES3 "SL;)P"PK;:*4$S4%%V(+A_@%P!'J,1_!=
M,>B2ZRC3X%%UMSQNDCKU: *Q== :FQKI,(UYOK,LNL!<CA]2<[G2(PEW'D=B
MV-X]=J-$^XZ(9Q*]/1[&W52G_FL22<;4DNY_ S#-*09_>3*@IER'$1]$)<I7
M6M:S5K2.<:&@+-_<AK>8LULMF$V%M.JS;BV+JY_?F%F%93ZH$AM@6HL@LC:Z
M'B2'4+*:IO[;X $\UW%0]=NNK-"!8FRKZS22 > SFI[%J$\\U>[.09/7DA)(
M"WE]RS[N4^C^3&=J=!YCXJL_G+,<;=537:,"7(^O#DJ2,J;=[EA"=1E%<F-2
M;5X&DF\UT3VY>J]]].T1DW4[D*7BT(EM+??8H$E*_I6]<&@= XXB=1B9A^S"
M"C9P65'<V&CE3H-!96R/W*=P$,Q2YFO2?.7K^P'5I*CGV9:[#"1Q=CD*C2ES
MO!:":\ZJE<+=1U(/)M""F>5"NIDW]?^_JS %8&-3"P";030+W1X$79;-3QL[
M/<!^1MDXJ>-OI>::!DYIQ^*7QNSM/OULKXW*T;T_.6YYM:0Y[P1D=LW:U,W"
ME3HG)<I(^/48$ QN$5V:CJ4M(Y-6+< T]KJ9RH.BSYG;)@036?.P[OV;DP;B
M0_,UR@&[O,0( WF0G7_PJ-G7Q/(5#8X#JJP@?QE:)Z03A$1&)SL]-T:2NQ4Q
M)+^NBJ<Z?N8Y3/]MK_S+WN/(DOEN265=LB?U\8/*B&;QA]>19-3\;44?'+OI
M*9+IGX9P7X_= ';,2]P6D0B>_:+YB7^1-9;U-D9135/2V H^# N$ZT7SCR"W
M6V]- ^6I;&3=%2GJ>TYE0N&TUQFFJN3#>GRG;K;XK56.P%=GP& 02W5Z3H6P
MVV!P=H[M7T#^&DXY=2-DQ6<7?#\,U7HZW%7[ I;#NF\ ]()O; H"E?Z'[$._
MEF X)J@Z5KF4_:UHFT-->-30ZB8+AKYPV6U!]P6DKM]3YT;.++[8ZIF9M9<U
M.TDW6%G DG<DO10^@(!D'#)=;E\Y-3BA!@YMK7D)*>HQ8;?"_JYZ--2'NRV<
M[OHN R)SZ#YU0*F;M+^E@93<QF$-ICE1I10X>RG'FJ6PEOI:'=U^Z+\9/_AC
MAT?D0EKPZY7$(;V=?X?NU#27U/:DEH2@V-0JIDFN#=4II4O@^>0;U1![=45*
M]CD&(]PLN*-TFK(<N;-O43IO;Z;'J-3/:%Q0?WX7<V"@#F_E+%)LG&6>E!E7
MSJ->EQ$)%+=^$H<V23/65H.XC& Q(%IYW)92;J8T=MF%&:<57*"(C"35XF4_
MX<#CD+->JV81G'' \M1Q-5*FH^DU!#%]GA \)S/5J@>^>S-8U8V=HJ**7)X(
M+5\.<Y38.,IS&[VX-++>GXPXXKX8]SEAW#[PO.!<J44=*=K0W=F+J>^R$AL:
MW#'&G,JM[OY_\ *.GXE1@7;H>\&95&(EYF2D%L_ <D-%YW,RYV.+NM;U76&'
MV[=Q)F YS?@U73!M\*'MZ@7_M@9A:KRIEO7(CPXT?SUF'O8::[+==D$9TH /
M>_<?_VS_&N]4'AQZ)QSGT%P*GX#WN$_$[UFR!Z*)E">75.";58NRAWO,CJ8Y
MV*1<)RX\<M]DL+!^L%M]RLF5$DZ1%9,?5"3%A*,**U<E$:TBMM2>A4MJA[PS
MFA9N<LV)&Q'N:R@+SRF9%Q+AZ1U\H]5I!,T.*I':BOC [,(4B:Q0S?TLJ:5O
MS)#[MN>.\DUHZ9?)Q?^D66#F1>A\'BK3E$4+)[#EY&N+C0V6\K>N8,;/\\LJ
M^!;8(#K<<:"IG]QY*%TKRL1+"0YV>Y:FXL[^Q^W^A']U5X]85]EY!/K9)H]#
MS^2S<KB-7Q6%DMFG--&JA%0*Q7GG*/JMJ<_=_<@HZAI#XAG,#*S -*WC/C;N
M@WT@I>)8LA6>]-'SC0/))Y74=QTETK6&@)">C9<N$\*QO2'YDL9O=7/E8)K/
M.+L"UM,*]RM_7M>GQ3[FJ)NU+[3WH?Q%+^GX5$XW@7RO8TE$ZPF1, A%:*(>
MQZ>ATNL&8-!23B*LY&]5>G2\$4/KJ$(P]!F=.OO#)DZXE$"6"4\/RZ^"20HJ
MJMS#,#T^/%)PXC\X;K)26GVT+!O=+;;-/(5[@Y8"OK+0.AP[@!,9Y,U4C;E5
MO[;II&KECV^=CA2?7(+=KPA4OE1(GTMZ<BQ@;=9/&.0;+/7@_89V00-N:5Y/
M:8@=&*\=!JJNV(E%.D.%<8FA$V[7KY/4#M_XF N].&C<S.EEU&.2#VU6BQ/Y
MT.3D^^#G^Q&/T>];;XIF2B&M5S17TX@4EM)B0, .EN O?T)QF+$13N.I2P>J
M:8F1+%V18V7QY.%G33$U?Y$F'[E77>.3N;"MN-CV;*;:=C)#>Q>Z;S%?4[Y]
M7.NT8F%GW]:3&]PD19VBI0>><GV_%PY:D(."C2G(<DMFF,L&E)"6COU/Y12$
M#<NZ;40_29_7B(.ID9UL6L&K*1Q"CPF45 D4>"P=-IB^OW_O^\+T!@!R;4D7
MWB\W:973N<^'03X/KQC:7M=*H2G_32D)!Z)-LOQIV8>[Z#>EI*QRAECBS6EX
MB_NZFMJ/WHI]75UB<HGD,TD'".U2.+/$NT2;.Z4DUIVL:  ZZ;8&_50Q7_9D
M-ED;Y8?:.-TD9\&L8(.-HG=E3B%#UCG&+=\Z?P5YFY@IY5L_20CY^<$8]I"V
MIXEKX^ID_!77U>"^^+)8&CG:M1JMB\^DIDF%ZKC#3-RQ^;%_GXP/RQM9DJW+
M8Z7FP:+#(\P(?2AC"TCX8+YL\%1G[=T?Q7I,34Q-5#* YP"$T5;LRI2NO2 B
M%N/UV-4W2YQQ2%I%IC]]()G8\9>L"H&/A\FM?V15=W$-!\ONL$87!'+I!)9B
M9M=1"82 XC2]BI1$1JJ,571V^()+@!*603N+!IF?>'KIVKS4. K<?<DD7D,"
M(]J,B2RJID!N3IN!DV+@L!!^MST"^;=3P59=BA5(%%U0JH9*Q^N#!(+.Q>/P
MN@"2ISN#8_C,VR4H6:H$SJ[E"RR(#/";\RL(1=GU#8!8Z[)\X4I!]/A=;6=U
MS8Q7-V)'_+]R J+_[UV06- 8-Q\EL_DLGG*FQ)Q6F[AB;^ =^J;ZNCELY!W_
M:FZQ\ P#2W6+"C=(55"U-XS$A,5+<J6.U*CN1(+,OO7<M;GT*'H?!3DD3K5&
M:S5VM"I^&Y^.<G\0\VU5;U,/*<^2!XX$F8'+P,$G91Q5D[>!E;LGWXH3[:".
MY]RCBT::Q'KTF36XTDMP8;:%'0HM*\VV3J^3T-A^61'OB^:Y]3*US@P)EMS/
MYHL@,KEW1M<"30(9[S<38GQ9*4 FS;R)D!1H-E;UA-F\15&]M=2FBQ"KM!U2
M#:Y 8!Z?@C>(R2VO2J(W78"3_F>4PO\%?>E_@H'H$86T&G$9CT:_VRLE] RR
M%KR1P".1JUZ09'/0!-!6OB:1CM 5UW+!3'[*B_2(D0YIF7 >64Y55R5V'+XK
M*;->17L\DU,-.<BEZ"'&>S-IH8*_P^' DBJ[1GMO.JPF5=1WA.^0T7@C]XBY
MG\Q];?= ;BGR="5C.6%85O:_OZO?%E/)!,DPX?H-H!EC)6Y$*\#=L(O)G?V*
MR8 A<KCZI*Q@['-)<\%C_K"*?:7]U A$#4/&4K_VUF_LR)C5%Y/3STV#"S.:
MG])M'JY%+Z+B)$GQU4ZXAXP83=$V\RA&L7S#M_J)D7=G3<_/Q_@&\#&FQUDZ
M^#"TU>R.?*A.]$H.^^$,JC[WWH:UVP?+W^^7&E)&F.D_+PQO$&QH.IXUWT6:
M-8V%OYZ02Y%\ V;A#A>]%]E+:W(R''89N]6I?U(!:>JCJ%P+JRV:#>NV7*L@
M:'N"3["&<6O*TE)[H+E)R1,LN>U"1S]$CV).#.0>64TFC%1EB9J;6->MQ(HK
M4P9(M9&LN$,;;?BWG]*HVLZ0>KU-^PZ>&9_>:Y0:MJSZ2QON[R03J4IV4',K
M:VVZ.JJV9]LZ?!=\]9UG$%&O0^K9Z#=B3#A^(='M\;^\C0B*USGB_QATM.9^
M^U8Y(">I)=_Q-<'OLP2-1.)Q9-%]BH^/([GP>JGBPG8>FB.YIK<%"P<?$K)U
M!8]73TD'K.K3SN5,.7%R9'AO\E5N\U[@"G][:!?IU5Y2V:),Y'ZPL0>LO3S]
M6A0OLIP4NP BL_-&ZU7[]NXN I'EI]C[E#=0>QT@JQG3;-<3.ZK9*X>U#?>\
MSERG=7XC5_-\>J':_^+5BL!"1EJMKF@'#:'\/+-T :G!]+7'6Q=A7=1U4$G3
M*9#\O^4^Z;OC/N%<_/)+6+#->CUAY;V 7K]'5DU'Z4^@>0,@JQJ.7*I"ILZ$
M0=B\6T;K^U5E,1V\OX$&*=BGNZZ@@B.BVOW"_W;]G1Y2['D%,PDX;<*Y <Q-
M$3 XSH3W7=3)))?LJL1E*LC\Z4!PHX;NH%X\1.QJ(\:CGIK+DDT5#X1+;X]E
M-)=V6\O*3#F9IF18K9NXB6RM?([I5^>47\ZK6WG@Y)TE,K5WL#59 23T"SE<
MBV@NZ*5K4@]YJ,^X21.2Y^C4E5\,E]4*JZI#E13AWK2%+$2& \H:OON@@9\D
MYL#C80F#3S[ $M(=%$=UBH5O;X@K]0//4K*VF'UO!&]Q;Y5LB,..(7\6ELP;
M#:!K.C:R7^SKHT]6\G;OY:TVA@AY^L?#=4TXFGJJCO\!ZB@\6@M+AC":R:F,
MB^=U1Y6:3,OJ2EJFKC>.OXO_H"S^%EG=J>G_DSM"W6G*2OP!W,Q>>Y1"+Z1Q
M^OM,$I^!MO-!8X/5$I]I<,Y81R[XKG H#B#/8A;;YL,54NCJE$_=,/(KSZN(
ML]HQ[SP5\*S7F[G,_%'!HG;!$K\(\Z!^DQ"WTB;=JS24US[WH+K8X#BU49?7
M5#2"9"'N!B *3]C37# 89 ;^P=IBG!R'\RB<(R"Y1Q1%8*$-"I"F!L305H6P
MV4K9OT^#B@++9AJ-3-@Y<V.=',^>'RC]W>8SR4:*B!),U'[D8S>K]8ZU*^YQ
M7N#<@X\7 IH6 73<]X")?$+NU#7&1LN0FH&C)ZZ/7@V^?;4C-7W"W3/9KWR&
MRH]D9;1>%B:S2.=VW$ICS?1%L7;59XC3_%G5M?+W4QV<.O0PAC1T7PS=? 5[
MTC=WU[)YO B_2$HNQ0KFM%N[\IU7\$.GB'&1%A]3R+0^4U/W>JZV0UNR"TT)
MJ=:&K;:MQP^?@D#QVQS^VLFR3(TK5U+5%<LSGU/'KGQC,3+@7O<&6"/JUN"L
M/9N'BI2OCL4CIM<*DQ\*LK9V7AI8=RJ/W=I2TFG^UXWY%1__E+?C&DU +]3M
MNE8V9\0CM?CHMD"BE(E\7)?Q:^*-=<]>_<\4AGY=-@5/@TFOTJ$=3N_E9#04
M3QGU:=^?3@^,\D';LIFV>!2X\,B 45F-F^M?;DV%<37#S 34Q3N4_09P3=[P
MUAE\NGD#J%Y,Z!)[(..F,A3_MZ/K9.858LR:FH-.O$,4-(_KTC#TUA-7<U;H
MTF%?N$RIIAP?RH3:1NPTCC7JK1 &I_>(53FXGD!<$-I:Z>:I=&_VC%_4+80J
MV[?&0Q?HC'IW;!++ES1>'&2E:CR*>NUIB&B&(R3Q)Z$OL@S-U1@3<V'&8+OV
M_>,)NP[WX_2#'51#*1)62V.69H?8]B73&83%0%E!] 51XTJ:@5HYXQ6_A8BS
MB1$'UUB/>?C3164RB,'L%,.[[RY2PQ\*,VNC8[MXJC P+9E-;+&$.0(7WHFV
M\GQAE00[:L/-<RWRBDAHE"ON&/M_6T1=($W/8O-<^?@9(.$<6@C^W-GJVCH#
M0VQB;K1@JGTAP_2RA1UVP"Q+,@5]'CUC2/^%"3#-OJ63>@E/?@\6&<P^?/!0
M7RL<I_EXS71;+7$M>YO;GLND01C('!E.X3/*[5.%Y%&VBX?SRI:H<BDH/]D8
MD?YP[^'2+NVPWB#J8P\N21=$L/M#4;/&$[BS:YBCQ(29X<8/R[?MFN 3YLCK
MXB\'EPR92\/R4E6>INN34]/?D;,[S;:*F5$@+N!?PH._H<@)9!YLX)W#ZO(K
M!PXI^Y PJW*X-AGTD'O*D9_QF4V.(8Q=2;BT:L6>:]B49.$ )<R'E/G_M"/@
MM>/,E8E=H( B+-@OJKR'PZ6JA>5WJKR_D*H\V[27N8];A'FW%^NR3-][\6B3
M;2>RM>"M4P*?DL!JLJL5L8Q(T6/E651./E%].J*/6?R _RWUK7M%E"LEV\OV
M@^S6P>_3:>O25_TK7>0>_9BAC38ZM;BY#13!G6%W)T .YZ=P+LLNF2U-NF$O
M)@L7*VG..(!^U6!A6?N*Q01& OH-P+TR)2-F1E\4$N$D'IR6MIC,FJP:>%3O
M8'='J<**K#8J5*^E'"S([> U#X^]^TX5,7X4C227S%# O<"-]RC?<9Z[;:J)
M4:<&JFY?6X(Y#R!<I([5(O4D(SHW@) "[W18]-/5&\#K JBP7FW<A;QCG@<B
MW>7?Q<')@PSW-02XMKF>L4 *$1"^-02AYU7JATO9F*K5B%7OZAL ?IU&,;P@
M43^&XR_*1&%P7@^2?+?BIN&)Y$$UXO!'_>6#)W$0!2;-UOE$IWN5DTV=8S/O
M;P!(P**SSLM)5LF47NSL(B_O+"$&Y#4)40VM3MB56$@+"B&IHV=ZG3MXP-_<
M'&:6<IO3OI*,DJ0!,L4O5^>^IO+!>0/Z.2@HC*,(G8.#5?!X__:GQQ6)DV7L
ME0-8'1^9^#=76-"Y<C2$VF2L8QK WU-\EEXU>N5>'7GAICU8K:.B9A8SWKUI
M;:*J5.PJ%F0Y5T2@M[Z\H,%$S37#Y,@24QZZTA&JI>#>5%%E=1Y>G+PI3HGQ
M@G2!+%2HK-NIY9N%!R%'L][VG%5/;E&ZGIBDPZCB>4J$1=$=Y(D*6$9)YJL;
M+_JRJ=/.ZT.^4YN^Y,@Z4!?K/&(!C&*7E@7:Z_-[KMT%Q"&G,!U5^VCJ@QSG
MN #JL25Q4TJ'V7;= -) \J?YMD5KL0S]_ZSAHOH-&3O,U0H8BK+U6:@OGSW$
M+U35AAJD=<T0Q6NW?Q@[Z_-F0LVK9#Z%$.C;XFMF62I_7:Y*#Z;/F5>Y8.<8
MH>N^=+WK=]E%%>\$L@X3,F5JPUD=AO':UVA=:;=E[(/ 3L-5+%K!+X9Q29ZI
MPW/@.3 7)&?[[E$"<71\B&A)$H8A](DI'[-&H.D6MY5S@\%*3%% ]=#(@3W>
M^H-WS3I9./JYOZJ3]/,Q!;NJ=7;5H/KO%[#EN>KYFB(53)IBW2!&T.3J^!8%
M()Y>6'7:$Z+OA,^J[7(KZ*O*N[O[=,H2J5\$!CIW-?W.8^9+L1[R;'<;>K@3
M6HQ"\!!#6"-@W51HC885_T D]8 ?I;GMN:'OQ/>2.0X"/5MNG:SCWC1XUF_*
M?O*./D6L6@:07K"!D&$T* 1K(!WIF)'P310CGM;!3DI\'<W]-=@)V6DU&;PV
M>L=K'YQSQVL?-,0<\=-/6-VSDK"&S.MG1,;!1_;[OQJ]5/MEGB,<L\Q/.[=&
M;TS<>:I<^D+EJ??'P[RJ?%QXFJ9@^0E?(9^+T!Z9<HZAW^^5IO_[N2#:"R1M
M1,QVK ;9BL DHE<HRM-D!&0<J,K378\Y./N_X&-]&*O?N$'/(]J[GWU+%G'
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M@-E J5*#7RSIF>5 L9>SLL<^%$812E,="[-6^#8KAS3VNXDYF!ULCN5-5S2
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MG/ 3,Z?1J*7RX1+)LSAG!0N=5H_G:<U9M9#E@C68RY.Y3+XUQ3*BK9F:OLB
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M%8[R:AU0:.<*!\'859J>$$TEL?JCY47HM8-&_^2K;H=^,,0/4+VKY:;:-G*
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M]%:+-'?M8<+[.%)[(21G=GVQVK3CAC.7WP+(U5YCW+R*4Q&^(_MNW<XCZ(P
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MN@PK[R5Y^Y"THJZP:T_KN]5K6VM<%<R= J']2@KT^-Z=&%BU2.,7@HP*.:;
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MVVUY'Y0[Q.R-S3KR)G7GF4G+BPY+.L#Y%<]ALBL&G@<-/WBEE)KFW3\50M>
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M(9='2"#9F!G9Y)VX-=)*S(8T>='WZ3W63'"9$D*(!Y)24GY]!]] D)5XN_%
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M:XS**&DRIH (E&O >CH-C_Q- RO>VMU6>SCT?8602>JC>EI)G@&Q+;$W56&
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M&^'J V\ZO>ACRC.7MD$X,$B&%MRLZJ2B9ST=S;XJ.FD%K8OBYUP=OR6+;ET
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M,$J54.0L:/IZVK!Y_&O-[SYY_M]M8><3WSN!)S:F%NSG1_&>M?T/ KP&*FA
MC,[SJOJJYJHGA-X?6F\S3^/Z#T5#KZD(\[4R^1PLE,.#"'KT+W\<-HK!788G
MF5';83AS,(_[652[PPD,C\<H:?WJR[NV[M^MC"]H:L"F:V8-ZR;?]PZ"5VE
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M;J.5LQ :X!7C.OCP7-"X]@!?9.F'H"<I<$[J)QK0:P_#*>T;T>-[)^CRORS
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M8(@GD)T8XDE$ES5Z)@^-,^^N']$&P_T4M66P#5^=35T=*,-!GDBEJPFY]VE
MWVT5GY>)Z++[@3R7H]6C14H'^2YF*PP#;_R !R6F8,B'H;M'AK8;9#U+/-]:
ME924S+&)FQ<PF%O<>P\ #"T'WJ'.G1]0UOIQTB+3/%_PCF[(:<1E-'1LJ,=_
MH<Y3OCI&WFY^YWG69BAF,1'^IQG(^=/HWX['\USN_M]F#_RGB:N6?</Y3[,"
M_YD94:<IQ33@%FIBC#!"A/CC$N;R8Q255C%^F5YO!3\K;C<DWKII^U%W?&Z8
MV2JDN#@WGO!0SETXGF@S6*)_526AWD/_A:#;]1+3MNSZX'=AO#;VU"DTSJNF
M>Y$L-]<7O"%)9L$KOC-M)/@T6HY9S_>P22<HZ)HY9]^^9I:?QN $&8=-),QY
MKV[]L21)KO_+DN14M?5J/B!44QO[^DMOG<CU\6BF(CG)X3F>5G0473%9VT.A
M6*$N&+,5,:8]\VM9C/G0SL$:Z821TU+,$E=%[ R=;XD8'A$EPRAO:( 3:LJ$
MRD4E+FFNV9%$5\:F3Q$U"^V.>=1[XMP<H_EI@,*[?%''1U:Q*+.3EI[Y#J'E
MH?.NC^8"94?<T\[?)41YRY KME9VCV]QGRD53\4&81N\3X6]GML+@U=A<!%+
MH*VM8!KPV-. ?&3?@$R>IMN.+30)W@H&S^2 *S;( M>Q%XDD+#>*8'J[2PUV
MB'B1ZDQZ@%"6$.8,2E9F=>K5J!7>LU)1:AYKF\5EO.(^9J',>_^5768P:@6O
MDQ;U\$RF<<E)>R67_X-V_E3_3^V]_LTX2]QLF-,04CT>\JMV]T(F$GA&4?]=
M%WFAR6%3L.J:5MBXZHSE6_S G&59^4%?;D3.5"W)LBS0XGG58XCEF1['S>SP
M_D=R$$(EI3B,,ZP3R:3NC8")D_7E_9+4-6RG]*+K1KPR0(JCW]DDG4IU6V8
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M-+;Y;H.QZ0YV]A7_TB\<Z!+7+E<HPGEP)ER+R2*5B" =H\M_ >WA33P&[BJ
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M14^'Z-G_[/^[C[3<V+&S-?E2V9?D?7.D9'6UY*A;Z?KZ#ZO9:'41UX#;!PJ
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M2!)DK1J\ZQH8_XSP==CSLJC,$Y0?1:KM;E$-27\8\OC62S,:X*[U[OJ")MZ
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MUM+Q9?]0^S;,*_^YD/?&>1T;%*O8RQ'_Z4,,D@^;8!,QKY!+-(#SWJY-.EG
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MTJ*=(W;D\&ZLCRA",5C02'K:@H!YE'66CN^XQC9W[KCUBW+5"B2 T^[S *O
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M]MDK,B"H5C/V"804]2I=C/&0[LWN^CV0)4:5SGH"/;A<$BB9?.U)\"N#!5#
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M[GS/D/9ONRT<;:1H '"K@_;8-UZ\U7FJ!0<DN,@!<=^E3Z]_1[FIKSUB%G)
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M-_[I;36V?CGZL_RN C)E$+;_%X[B>%XID%5&>;4K#*MP,5:#;.2;SPU#"&4
MM9;R.-NT(Y6J%>N]CI2?8B*'A'^YA, $Z;/HSNCLGDZVM8>[D2[1L>%NWJ8U
M[)7I9*5]3SV,*8:B!8^<I>$DO>W.K=*P E\#.2#DQ&K>$*#U/J#*?Q;'HFEQ
MP^_<1OT:=5&RD"/QX)+P*KANTBGF+;ZYTP]1Z1XA1@K$29R0&H;-+;93L;RK
MW%&)FX+2HD9;=#! N,4<,C0:#3C& 0WF^'P88ALR=<;/LI(8)G2^C;"+OJ63
M/1C&S\LN[K=S=-LY('%A:Z,OZ<S!.:AFGP]*J!+\(8,%-7M?EZ+N.%+U12AI
M?D!T,PQ:7@[<M)@"^Y>^Z8-_+L_MI:Q9KI&<.5Q79NS&2NKB@+:DRCF@%C>V
M5M0_K[1/ZISZC"H#Y&5,*(PN@.I"_^/W1_]^&O85Q-=_ZKPCZ[DVE-<S_D9%
M8\.8MG;.S9K4<76A%RG5]ER0\(2VB#64.:T/?<C9@7X-OKY-.I!T(/'!V ;#
M;EYDZNG1RRJQ/QX=CA8RVW#Y>%*A_\L/:2.U?-VUU<V'1LQ2/'4*=SDZU2,:
MFU02]V3<4#E(;=P>%L=*+:V#)$.DD6+,?91B>CNI)MDWN/ABVM[>J8]U@4P1
MDSHOJ8F++0N$O3[S_I,9;'ZNCW2AL6U3NORG7]MS]TW$C91'R(TYRH@ 1_F'
M B_8F^3;J:F"<.ZU <;YO^^8;#:.@%-DE:FRQ:Z$EQ\Z<B%4 <LE[T+>?D?;
MBD<";FE+Y9]YD*2!N!O;1SWB*]KO $!2FX@=#0# G -*@ISJSD-ZX=:G;!;+
M&N\6DY#YZ<.[G7X<T.]U(S]GI&/XW.4JUGN(U\:D)IL/2GJ)W,/DH<05>Q%V
MVOF;A+Y=3U^YOM[]LLB*YQ;A)*A%XHJ%6&C.:>Y&=B^.<A4?!Q%076,:4\<L
M8*+> :=?:"G?5/KHZ/8^LT578NM.T8]WJ[ +"'$69@LVL=UZG<Y--(Y[^?&6
M25C_Z@.\]DAM:Y;7K:S,KR#WA)8])H=!^AO_:- O_71:OK14'QR9/1HPX\A6
M82X9CC(4%_O'XE[(BL3>OM2U= AX#CP]\'=RZ'##G_+[;U)2LEYZ''GS<:+3
MWW_?7;UCT6<2)/<\^I3W"$388ST&^=$(^(^+#>K, Y!YTW]>P-Y43S48#<AE
MIOW[P:D5]^#&+8 <J3C6 < 82G! *>!_7H#^SR:?G(2/'FY8K;YXH4?A!T'X
MVR,=3ZP(/8_AC^P#F)\Y0F]@>"&4* M?*+3Z[B25MZ\Q%P^9RZ"_[!O_!CL,
M(9"P=/F:=F&=&=P#"_!!YV[,%I2?#KG1.,=>:Q/9PP'A,H<MN)-*F/H/D0DO
M\"*7,)U:S9X,%,FC __7'3>#5S@@,:/3\/KNBY3UF+O;K[K*BJQ.1H_M.^IQ
M'_*,2RX=M.^9,A7*/C'' 26S.:!T  TD5CF@8S@Z0&P)X[OX'8$_'% /;&=I
MKA\+T!:A D=QFDO$46Q@8MAVR-Z!0GH8\4!*L/S0%F^F:^V8FGC^XN^N_@^I
MB-K+&MWC\JFFK2&THS"AH11N%<?&#]5D#HC[MU&D3,XWVYN>Y^7'<4PN1C#=
M@ZI)Y("Z8/&[IIW06*1:V7CC>>RM_)_HSUX5"<?J'W?9CL8O7&S==_#"L<1I
M[,(&F_>O1P2H+3J-W4GI8^BPNRC=\SP(A\*B0:9(T?*AE2[EL<7<+@GG>Z8!
M1B&WB]T";Z>,;O>R1^<H8; ._^QV<$7,LHG58<S^95I#)*J/&2\+2)/35*J!
MH6.L7=.'PQ'GSGM&: 5YAW@5]"CL3MQF];W'">*(?V>QS6-$PZG<'5QO/[R!
MD'R)_)9YA1P06EY%?P_>J&D9H%)'5.L01E3(X 901G%][I?;:*8JV7S<WW\G
M?DI'/S<78[[$[LD'HP]!%S9V)5G(/+HG_N=GY,*P1RZ_IR/IY[U4K:-AH:!3
M?^2VL.WW 0X(@A J70R!UL$!.3I9 +"]&C0_)[+B',$!8:]N?D>EF8&9DGNH
M,5V:JN.=,+J2=)@&5]84(3)I"%HQ@'RQ,DU@G<MC0%31G8FP4]5@IRY(7,Q.
M)7H"(\H>Q%6,Q^BBVERI\ZVOK/ X5@$IZ:H.*^SKV1%DR-*L/%#'N7^W(6T\
MYF!PF1&)D(DV9GP73I!TZST?U?&BQFVJ"ND%CV0+$.C:OC5L4?P4M&,;-\O^
M1AEH*D7FS-X.+5UMQU$\3=? 'WVS8?09JJE-X/:SU2,'NR)"G61F<9VSZ.)[
M:;.-F ^^._'5_;DCZ7^R=\ .\&PV?P700U(H;]T^(:?9![/]86LC]4WD7",\
M_Q(%"Z$J,J7_CB('?'=([Z;EC(2$VD1KS>WQX7H]'Z/]^0[K8F>@RU_I<0M'
M>.$H.T>&[*?'W^J&D=7%9]4VL!.3ZD,-&X*HUGH(Q=R??[\.I-PD-J"]>,7E
MQ)C?MG3("9\N\".)]Q/[(D90=#[^G^6_]F_G^I"@]//*;%Z/=P?T7=!4"X<6
M@E>S2(WE="C#>!IFY8-OM "B.Q[9:9>/(PJSLI&GY@A,S*2I927>D'9[(-6H
MBN81AR.D0"A6&#XQ?=C:14J<<\%)AD7K&9=M/,13&-/5Q 4X#?^U)L+W8J+P
MA!OQP/.#KB8YE'&K&"Z)^7LGJV3G3J:.?&2Y^W\US+J_722VC.Z#'D2U+KH<
M%:;Y[T.U&FDK3TB3GZZ 146Y,H87T= ,@_GDS54'#/7P!OG/_#I2&-6J=H7!
M 8TB=DOSTT90A35)!O=Q'I7"\<-P2P,<O]?D@1>U73,0TZLF$ +(#O,O>#Q>
M7LC4@S4_=/US.V@6-W,8>8 9"L0'$(^M@2A?'ZDHW;_Z_)RRG(!1=XD#4Y:J
MX>)4&GZE/O*QA VFOK<O-[ S4K=U(PE,N>G_& 9:K[+4;>& 1(P$2GKV>C9:
M$J_ZEZB4"IN)^-V%MY7I05;>E,6D"B*[_E5\"+U[!\^S*\NQ&/4/GLKQ>?KJ
M?))/D@RU-_F,[7-*2RJ/@>1N<@':VYWN7SC>?JE4K,FKEQS1V?"[>4#U3]4?
M X&^)T7S/BR_S'";#M4"*<5?<LWRJSO@)^P#]'R@]4S9HTBE48-SE'A:WI#V
M^2@C*)U>EM.V:V-@*I'F>L8TJ-*OU??#WK.UU-P:MDP:< >4:<8!I>6Q^02"
MA34W4)T33553& 8WT-.%<G&.# SM"5 G+O"*]ETB?8!Q$IX0[!SZS29(-M8K
M>&P>9>WKKKA]A0/"ZQP7NKK?M->!<1ZH34NF<P']*4**5?(=[N]4^=S)J"[\
MHT1V_Z^DPI8#1PP0*SI!Z0<?1C7ZV5S6:K,X0WS:]OD$5M^*?\IF)ZJ6%LA\
M,+%(#-+_(6#>NO3M>LZ0]F%,.0:_AE.D>R)T.:"#ZZA6/X.(, 2@0J++>/LV
MU9FWH:+>#H:HQ7KC7.!I%+(@="W%>=.4#P[-:JA6"_;WCF@&0B0("1W\.')R
MC5N/J8>=+#Y M2IR%\K_",=8UE77IMR+)O'4?'AJ<EF9*YIG0<3F7UMM9Q4?
MI'?>N'#7&)5&LU!N-7/^R/9GXKOQ0!_,P>TMN<0!M;DR_.#5],>;'-!]NM78
ML$'HG-8/EL\F@\VO"71T;7H)\+V!*HCK4-_G_2H^N5ETY?<''2.E5Z/&7=G!
MILR(.14W[ZQS9WM!9OJNMWPA(XK_#-Y;L$-&AYP0[G^/<U>F%^4OO]J.#UD5
MKQC3BK* ;O[EF*-'H3]Y6O?MY3DF.<[?X1![>L76?4"VV'C;P<\8D<>K;Z4U
MKKS\!Y(L'(<28!\#<GK\ :%,MR=*D2,['/_\=EC>-<K9DQY9-$V\<1-Y[S5H
MC]PC7NQR//OO-ID'ZI%=$'[DOEO3[%F4< 9)L</WFNI8X1=Z(GNLW1B0@-VO
M]P[!GS""-OL4R/U&%SZ=VT;1%<',@QLTP%%$>S$O4 %F?%)CZD@]TA"NX:7?
M_=2WHV(YPNUUDE0H>7DS:@=T/6 /]QKT'^*L7M/O6-%3[URQVN[F 8 \F/T!
M1Z^=*HWXI3L5C'X1#*$?!S-%U=O[2UP9 G 3RX*3Y*&9F3"\4?  ION7<RJ@
M'_9E 9]]!PX_]07XB60>R_!L880]4E%K<,/H*PQ$^O^;8LU%H.Q%G;\U]"?>
MUI6RZJE>)ZT6SQ!D=\I*N/L+(KMQ_,&D@M,/D&"O+X0E@P=/PHZ6=E^F&U/R
MVO>8QK$EX)%0OC/ONXVC50)3=8Z1.QW^G7<*/D=O%JDNS/4/7A*9D *!SNP7
M0]/4I3B@[WZ OMJ#IH^+4)-HCRG0%L/SC,LD7">+W_QNSKMR>'*VC3#M^+6O
M[=67"&$G*MM= _4F>U-EA8(B3WV<VK*PT:<G2CA:E7@5=OI-F:GG&!H5PK,[
MC8Y2[J?H/FV$D:14U:$UM_&1A3-R9TT,9[YR;6)C#0 ]LM^&WD=5=_$'L7L
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M]%\>" ,$E@DBP?S;-T1A5?  UMW"X#=2<":Q)>O:TZZXHG)GV_/K NM<,,U
M]-U$?RG/CR(:-TMT4LFH5UB2'7C?@8+&-XR7+UC;WTD3"[#AN7E<XQ'K?5VS
M=V#%'P3"E'2]"M8:FAQ>?U'_GF#4^T-U?+W6&RV)=$:^QM1R_\L,CFQ[OW#7
MK$0SN&58I?CL>T'2]015ZJ#!%;]O8;8FI][8=5V<',DO<I B2F&)"OH,9.#B
M@];G U/V\]\5VO9RNIO !"P@.TX39*6,ST QSAFUA1*:OB%R+#C?Z(_;WO$R
MI2JKW -6)WS^WDX#GV0+YX)3BP+N4[I8-VL=D& <U.Y?BL=&\/]>_W(SSMU
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M@3%C?C 86VS!5YM >]3BX\P..8.NZ)S'B&YDC2Q1H8P&!U#4<XB19%&AG+(
MH=EN1D]7BTA-@+SO,8U:I]BG45%_YT7FCCO#8B32L$OI3P:LU(^/2?*V5 UO
M'!2[Z-Q8X3KW.@)48RCM.()\H4Z'_>&>5.M"UB!;D=/8;G U-U$V. OX[ E>
MVL#3^7NF]!(IAF7)AXWL8<J/TZ/$8;52OV?M!L.1:J?8?R'GLL$U]3VHR;=M
M&2)D:'LI1\?SY;V>F*U^X?LMHTZI-A\L%O0.=AWX7,"FV)SK 5WW3MRRA:>Q
MH)+5@HG>)"3]/1-T@@E:6BS/UY8"-G0 *(GZ"$C$NW*Z3AU.]"ZT>T^=?:!8
M$\-1=-J _>N95YKU4&"8[(<4A-]J J!9/>7ZV;.N+<*DN##5B=)UE3H443C%
MYR=/PW27Q.@7.'_]FD_8H6^"!# /Q!4"G.->LR>KM;W<()I[SRF(T#3)Y5&E
M6W*K&([E%*$4=:Z9-FW3 WHR!A4BM.FW1[[U*MIBC1@_9@^-:X/A?(/*Y<+=
MPIW"RY=*\7"?=#.*96,C:/N"3*HN5-=<G"UZDPF*F3U>1R]EJ $VN#7%HTW"
MI(ZNRT!$U\M7)XUFW&;$UEX^=<[9=;JOU7/O2SBD:9V'78<23<^A&>-0L;/L
M]*06[K1#Y)0XQFB@SV<W"Z*FJ&3BLYAA6^7;WQSC>S]DF[7Y_ZEL)[JTB"%^
M(11)&*(YDBH.AXU>W)8P([0OXR&'@.2AOC7,5+*=@XY6$_FPHTUDKEEKOB#A
M%/%F@7^\V]B.*;+-K^;K=M.N&>T0<NT)_6K+NZM0Y'8N/7@96^/5U, :U0.(
M@7NNH(U:D@5&-=>RMM%Z)GN=LGF9XZL VQ*DSI,H3R;,*71A0B6%2$YO<)6X
M<DF:T3!<X_.*FH^Q"LDPUVQ5W,;L:E6V[JRUSJ^P^\-C"&T@!5\>KBVTH@9E
MAY]W+P':%QW+(YYM<[4/>D@_;O'M.R_V.-;?@!;2IEKV, F,9HW^ O3?>T@G
M)/5J+/?^@JV20G;6J(F#"&'FJM @&@C+H_DPB*INUSF5GISNG+^LNO<[Q3_%
MTE]Q6N>X 57P0U/Q:+B (A'Z;+FH4+_ IJ=X0* >=N!8T>.8;,T/8M%%TI\3
M/QVXR^%C)TC^:M*U,0W!1;1)TQ?2YHJ-T& @3FGGSO>&'B.=.,:+>B50T-2;
MJ>:__QH"=S<8G%"J/NT%/0GI2/0D^+<%LW?XR^?65MG]7JV^LP'*6-#P=<F,
MO?E-YW:$_)G7;_[6W][C:]DW:AQ']BHQI)@@3 YR&=_[2CN&K/9VGE3048P5
M-\R9<3.;6%;P:_ -\4A=UT5YA2O^:JP3O$&X*/<'.B5'0-$$Y2B6I*?H6C74
M180(;)9[V.-,2B>#[==<@TVS>J^AH)+$-.%GO-HYY^D:/BN]!^+!'[.8H&]"
M XQF!U;2T TH)[[-_,T84C>A*::$R3[6U!L;!JCW0\DY+K#+\=WK(?BESL=1
MW!IWJEZ\?<=M3=I!T53PD @_B$#IAO9 #G:ITJW(^X5JH-_ D0]*3)#_D>?!
MEV'?FB#X\JE5O'[K )<;^D39"W<-.W*(+>S^*N/\<-,W34C^@&+JSW[WQXHU
M.W*>%Q5I:P(BCJXBE0_<,5-Q[?T, 1=,=7WX*1M30K_U</LO&QM:R]V/E7F8
MZ;@'E]">+SX'*=[X;5FP*O2R[9=3!2EV.QD=<&K206OFC<G!XU</91M*7<JA
M9HVO7@=K_,\ Y"R6)J!#20;(5,4 I0Y).< \$_"PA5B1,SYFK_A/E0P;^7#^
M_M;Z(=/\P9R,6DUL'_WG%3B58DR&$L$D,&6''+'6037$NB NI/7L:0"86V1*
M?"X] 9;W.F'"NE]$]HF^*-%@1RVEQA[=_VV*U0&ZD=^_ !!&+Q,4@=SR^<4Q
M9HY_R=*_Z+?50#'^[&([_8362RVA36,2)O3%^;HN3^_2&J1+4V.&5]C8[+GU
MTHZY=(S#IW.7KI>; 2A",S<.V4'TP9M$Y9XO<!$U[LYZ:;D1>*][Z+)D;MBI
M$W^B%Y%.G@=6T=PM1UU2+=\2CN&/;:58D+6O_2P*DIN9>?7R/;_QF?+LSW&@
M+A!\D,Q.2=S?7LWH!O/#A<L8HY:2!\BHC@%1(!5[LZ61A/CH[>J3.?.;?YY'
M^LG3MVRH_B\5,3$Y@C-K3%"-)1&,]SP.]R"!U_)(\ F%F"9_2G%?^GT6_9C[
MM97VU"EU.=M"YV+<@RZ^Y&.8LW'",&>:$\FQGNA)QK1CN>TCC><PX9+G(SJU
MY49 O7:K%DM8AV$I+7#?E8_KZF&=BO1%KPR;8IL975;RF!I:'-N<-R(),D&5
M;[?P>]=QP4S06.+V3B:W+>!.O0'T['M6F+,(GC>Y_$'UB*\1ZEA!)$T8;V.D
M4,4$N3T,C#U.V>P\^=[C3+S1@0^6,6]J.=,G,/\3\#: <<$%^K(N*8.>D3G$
MAH7-E2+<#<IA?K6-NC/$A<?<S^5@#,Y )N@L!\69":J._,4$45Z"*$S05 ]A
MOGRMF7H-J"?,C(7L%="D7II^B3#1GZ9$?1R[^J[NQ.@5]?5GXI?NGE"TLR4'
M$2)ZH)-]<Y@(C"N8#V[PJ\FY .N6>DM]_76^R\W9DW.8C',ZRPD78T\_59(K
M3.J5UO7\8F"_@JF%1#.X F0ION24**2+S=5UN/#A,'4@?,A@)^V#>"#B]JL;
ME]9ZHT).4![QCL#9<1N<<!94A/BN(D_ ':C& (()ZD*#NC_7VX&'%;;U&M&X
M='H?2XBI?.,L?FZOQRE>9#"3JWCP>8L+QS)1(+IW14*$1^\&1\AYEW^E%19-
M8I'[1"$"7&_2AIVDR'-T> 5HX,4;!M)?)AIK9RE,/$MU+WB>ZW5@Z*:79KL?
M^L,+[1SR3A<3) 17P]G8@N<LPVJ(][M2YX&J(:Q-PJWA&O)\4X+MS(?N3;X+
M/(+:SOZQ;&)ON3GHE9CYLTQ0E24='C#,!!E[68X]8"./Q5)O,Z;1U;)$HSG/
M$&B=& #I0@@!Z,"S$1%-YC@N;1O#%_0;U\^<?/+\QLV''&5B7CZ5"2T1]'Q-
M?SR4C2;=A&2;+<5$U38VVG*W;RK+R286VOU()M\U?6UI=2?<[R!OE=# R;+#
MU+9D5K]3(QKC,-'&/(EMX"/YS8RNAN[[UN3CQ7^,I)&S(8."B0&X,HE6)LC,
M9SB@FG%)C>B *S^B,%! T_ZU0););;X^XGFP3A5$P1\:%8G+_(#*RCR.BFM
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MH:>K0CB!--X19!,9;3!U_6-!FFF\6!+LXP>1-K90WJRK5][?XYS2[QF(0M=
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MB4[\G6BZRT3J]ZS*.5SSKZG*39&'TV?5S_A5O!6S_\QIHI*TQ0J9)"1_NRK
M-4](TX$(PUSMR >@Z.!MV1D"_0*9V232:U15.,683V5Z#??F@,[/N'JR\TD]
M-XYO8WS&NO/K.361VXMI9C -PJU:R&I>$%.QP7Q^!0'KWW(N_KBE9M8!KNO=
MH% TNUV_8 41>H"=PWAJBR._RHT)E[S%KL89YOW/?BP-)_FK_0J9T!T0!^'"
MSF.P$L';B85:HT$R%D-Q%QS/.JYI)>3<"YDL*"HL]4%U^*Y:QQV I+"> ?C
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M=L<XM4@6@\\<S06.K>;HI)[9+K2N%4]5U#R9(\&@U93VW[U!4_U[UWEH$Y[
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MTP:@[46BUQ7&'P_(OADOYH=FA87JYOYVTVS^9=2?VE?T(A=:SK+XT L"?*8
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M_%E6MB[U>#10,<[,]'J[J/?SPGJ.BO_W[>;_QK_Q;_Q?@_MHZK\ 4$L#!!0
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M_>H :>Y+MWVWKD$<F:S41"M2+TLSG8VT-)%MVK>31.Z.K%M-]^3UN?N8H A
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M.0G G;)C/P* 5CFZF(XWA:/3C[T7S?%=)\T$H"9=2'<TC>=/CS&1[*NO;1$
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M*-]F4TVOC#_79)D$577APB98]Z\F$  PUGYVQW&N"]]<=L)G_?4I_"T!Z"0
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MTP6E#%IU]:2W.<?!-=B!@6PC:+.XM7T)F<Y$E/@1%V)\? RSLBV,!#&@O(K
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MW2TV> 9:L&!\H/J!/.XA ;C?K$P @'70 <;T+_1T<ZU#[C^"+=7?+L6JGT$
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M3CB3-? <H"[6 5:/@Q@\:-?TF**/ .1&0%ME_G*VP^A/9SOF6L,)P+;D# %
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MOV&XI3YIJ?3F)(@T5(95':)^]D^-9-;K[QZ&]D^<4QQ%Z"+N52: S86+"R_
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ML7[>\/?V-C:)I/5SDO/<=]\$7-N,,K1<_QDE&,/M]=E?'/@E,Q--&6E16=^
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M?J>NV;Q?7C\T4X$:W?J1X1='S,IR+?-VIMF$5IA(MZ1[ZI,W#RP"T765'X\
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ML@DZ,RY#.BN"P<<!]9+MHJKO3]#QXSX^'F*QKO2_<M_"5!.C93-6:1',F!'
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M)FJ)NX<$Y:T]$7$6_RW#17WEX\([AA&!YW<?+9M;U4R[LK_9SX>EV;I< F1
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M3M_53$*$+-/IQ]@:>)''$1<+N>C5>P+>K9.3Z#HF[3-Z2\C+$8+'+O3[)>
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MW>[WLRK)N(;6W-(HTO7Q;K^M?>+JYLI"OM%[WP &W2MD,WR49Y7W&Q#C\$L
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M+,R8-U"=:Y>R9M\$=QM]4:H_^BNLYO,\=^_=E!FJ 69 0U$DRY?LC*%4X99
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MFG$&WQ(\6N6$R%_@V@)G:W%(,G!CV%3AU:AEK4#IE"PLK4KGC*\_> G9Z1V
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M5Q+52)>>][_SV)N3UY5/(2%OI:_)M3 D/_K"SBNH@CK%WPO*S JNL[ XHLU
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MW9YR[0RYQ>6Z*]_6CWMK9&88GD/VP)V9"DRIQ +_.+#>4K;A@OB$/;<A:1P
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MC&G%)CCW\=_T*RZ9S]:MKX0"49X*;NZO#-+*I73]A"Y_SA8\^IE@'%S;CFC
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MW@JFV8O\\FYCL%$C660>V\'39C!9J @S8LD5+X"KJK-NVG[[46;^^%:V)3D
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M^X>A28QI7LQNT>NRZH;X&L6B7-KN1;_&##3UQM,-)GGL+G8.:Q9U.X=R^%Z
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MP5V]\?QO#2<* _@.+ME#BXSF'&K,)2H$OL=6T<8U 4.?0^O?!J\JKC[H)Q+
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M_D+[/*6#&YJPJ.-*-XMS^[BF2C']1>J;5N#>CZ+88QP(%S(5>$9[<FQ._WM
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M%OF1"LI48IX6UZC[+'9,J?T?H\VMQ#Y<-(P[??#:H>;TNCK1E,-6I6XY;DF
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M(V,M=A/J JE1OG_$V2,$QFUBC*36=4MC\<O*XOG*X@%?_D/&B.Z),.K^]=;
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M">X)\@M<*ZX33N"TZL%;0V/]:RO576Q1Q1'&<ESCEPI?@[!.OR^O_T V5$%
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M.$6/IW.JJW1C<(^E*@>U'?RK'F:#U/DJ*"/(1NJD7HGX5BQ6E@RLVM<MOOW
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M(C%GWOV9%./Q?3F4JHID#.I3/+3?^_E70T[02UHK1NT;EDC]ATL;C_VK):1
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M1?WKXTHT.;FY<I,KQ1>0U(G30"=.D.,X&.Z-;-NH._C9#LK4"NX'.-KT5CZ
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M5.ZM1&XHR0[<YX<G&XI(Z3TDYAB:[R%P9?0.)-= #1S?UF5YG*C7V_9ZAYT
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MK.\XN!T3N'1(%BCY:_^^3W+@G5PJ!%'4*;I>=%$3Z8@+[*(Y.R]7:?(YXDQ
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MLJ1,S6M>#KF[V<2'(\A>C \^S*/(P<)4H-"M"[-T(%%Y:P7?\CN66J1?PQU
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MY8R;!<Z"LQG4ZS6<G*#$B/8IHI:;'0%KI$YZU'^PWI%(Q2(L&IJ<IJ=OPV_
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M7AMGB=RD 5/7=07\72$G>U&SP)6<<-W/A:?<= A]8IQ^L'EIN\@\4?4K'-"
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MT88H-O+P>%LH&U6+C&0 OOC[/E\A.GOE$^B;=W;]]GV?5"('I/0B%V&RE@I
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MQ^E?B96C5.4U6=XA$X)#LZ1M9(LT7^ELR06/& N<@]^(X3.-M-.6]&-'6%+
M8ZQ5ZRRS%L^%GLA_SW:63DXWG0569GW6-^ 0U9@,:F23Y$WG$-&LS9Q;3.@?
MKVB]%HIT_?7@/+H@ WY=Y_LOZ4PF\QGQ$K8V+5;F/5?%)F[]C,':VIWU&$$K
MM];=H^!$PLF'=U,\Z,KDMJ#O]%A3\XNE0YTV&'116&2();P#\>!9LH M(?CF
MJ.1)!P:?<9+-)>D.TE!I52I2<T- _9W1(O4 M]05NI9\!F_UH0-[$)F) 5W%
M;38:)W.HEXS<KL',.WVK7#7>(;D.W H:L2*CFB6UD:0:_4<9T,[JQ!HL(2TE
MU<LU&1AP71N1.[5ZLKBBY6>M[WK3GG5J7XB!$V1XVWR.[FYJ=&\-B139/+^V
M5>76:0%,/&:D;=@-7B<KJL;>]\7VLZT]Q8NU,+:/ [EB1.MZ</3$\84DZ(F+
MP%Y5Q)T7P7Z% %4]]1>JKAPB?8_/BI2I@W<2Q(B./I#<7'=/A@RH7'>!L*JD
M3 NIRHU2>^OK'[?5Z8FTV4[53NCI*Q*7QA94UJR0DIAGW\];_/3<*16OW>T-
M*3,0;T@&Z*O0+WT@"J?OZZW*R:E#1]J^?41IOOG/*6N[]K/SCUAOADS,18ZX
MVG6O#%'B^_E_G>2TW1,;XNB4]? 'TL%P*W)_C9"'D&9"L/^65JI%OP_JE,X9
M,S+2-NAT:H=9-&^P=Z ;ABZ' ?$,A<G6F9T)GVXG//'  [@=S1):'!$=;IQ3
M/Y[KS"#\BB6W4:+&*'RROV%>W-,Z_BAAVK#0\8]WAEA(19Z5<Y!,'!2B*7T$
M3'?2 O<Z\,"JR@W4_+W16,=%X&XGP[M>Z_0HD1*SM5H2JOBGF 6A>E/&*D'H
MWC71H0<*-/WX!2-G'I+F>54:NFLV7P#7_8MKHHM_@N(3S%X*0EGXU4XUP.&Z
M<,\/=>=_8J*HRQY4@6,;JEHJ;SG,VL5%B97OB8L78H)E>!B,AP#CO*K&UVV2
MNU.PRMR0HO-R.R<>/HM3LC0?X-@*M<@T*29M?YK/7Z\?WOJ3W_63HT"5,1^;
M0/,;=58D=P+2JQ%#*5<A?JY2V"OF4^WO7#^J'LDAJZAQ6^H)3?LFVZ%BL,)*
M5&55\%C-65N ]L0^W>CV/HXRM7:]F_\GH,[VNTM,BHSMH<2G1!4L=MGAFWW^
MBAR?FHPWY1!81.*G7(_^XW09OX29 RBTO47GV7U6+9]XP"D[^O.Y49%?VB)?
MI;Q?P;TP=F%^;?:DV[9JQ@N'/R-L1 1TQH0E;=ZN\W#7B*WF2[(W1]I[18SC
M&,G9RZ_;>)0MF]U(MHZ-9:CQJ4,)?4FC%?^?\BN_3)X+6Y4/"[C2J:0\50(P
M,3%6_2!GEWZ$,S8U[K1GEZ9DX^\1'/9(T[7\\SA^ F(]TA=JY?D&IQQ?/&OZ
M_&E7L\K<#PD&OMC<I+!;&[=DQ^T@7I0[[_.]Y6X.&1E/KS,SBZ[+B@S!^,$?
MJ#C2%E:2&3Y<2S:[27*3])J2QA4)Z/RCC LPZY/=F\,ATH!'TSRY,>@6&J2(
M"O]9E/#1(Q.VF$4-2743C86C]I4!Z(69@+X\[83\!'&,Y_=)>Q!R<SXP9:PE
M* ,JNU27BKX\&A$Z.!(Z0W]P\JB\(EENWPL^L"YJ7BYL:J"9[:2*%LC:<4$S
M2>QM]-LZ <+VE]X1ZQ#Q\3_SJ4-7*<I.]"O%#MZ7__PAMM=Q3.#[X]E%NS6N
M/A.>Y34#":B3MD^PADOE1SP/XC&I8KUMH6&OA]7@H,M5+"MDA2U^7X(IY;>/
MNQPS9+K:')'-\Y NB<:,]V%%GN*^Y(+25.^DF]'=.4AV!RFVH?BIG]VMN_@X
M.>)J0TAU\,W T#94Q(G*##6Y]:G:NV3V3* 5_%,QEF%>%_=?NSO#6323[HK]
M9J)*@)/'<KCS%ST=,.220CWA[1 <%()K62UT;/>U91: :-0@KBU//M))S0#V
ME/7*1'IJNSZ(:'"7 B;P"@^._$0U_=]-W-M;VF FZ^UO%&SQ]ZF_1ZEJO23,
M1:?EX>'L;W0<$(B_LUM?ZF>I.V5_9K#%/FS (?M7%4;8>3AM4O!:3)G,G#7P
M _WF&GD;!/;M%<F7\X\2#0(J>7/X5CH5NCZ7%<<WAIROGBXYODD(YKAUNXS5
M];!9K]/D(S^R7T#W3B8,Y@Y<@Z @'Z+X;KH\1]Q6?"TC&2KC&[IHP%O/H$RQ
M!U59\_#)NMT@.F^VQ).PV0K_SN\YSR]0[( D1GE[!?MJM_K7#C)1-C8QQQJV
M[!O^+^K>,RK*(&H3;!44!)2<44*#DG-00(*DIB5GFIQ3DZ-(%) ,W4 C("!(
MAB;3#4U2DF2DR=T$07(4$)"\?C-G=W[,F=WY=O:<.?OC_5>GWGKK5MWW>>K>
M>NX%!_*#5N0BJ$2I>Z&^L0?^.B/)QH*8-72/QO/SO<14$'"A"I12\A?\!NL
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ME5\E?'$ASK*<X&U?0J4KQO+T3:KF;V7_J*^?8VV/TLC5]&UH">P@'7-T!+L
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M &NJ1084JV0[2Q^4@XJ:PN].=<H=$^QF^AZ<AZ7"G+.GOXC7;_>-6]5E.(A
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MQQ('NC]&5!/Q2;<VYOV'ZM4V(R]O\5)H)X<W%G)M:8QI&Q= 6J'SOFND,R6
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MSS4F$_%&/M)\N[J.@CC799:_#1<76_KUCRO? DS7D!,;%RS4F*M.O9&;E[>
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MWPR/":,?KYH%L7ON/86?W1=D?Y%0KI^T:N1M9%/K.^_#_V%P7'/B.X+J5:$
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M2?4^-Y^8JK^?:KE)XC<N3-30[)!3XKCBYU1//:AU=T@J\3/JRI$ECO2ZL/N
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M8COL*WQRB9>L2*NHKQF9E<].7T@+HA-9TGHRF>,.KQT>/ZXV @_U;.$*!<\
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MAFRE6S5^0&,K:[H@=$7F;/)_ 5!+ P04    "  'A%!6CP<74>F8 0# <!
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MGZY^ JW"0#4:ZPDZ#,"35KJ>PF_J@EB6]T@MT#X^P_K#<.!)\[>K#7@K5<^
M5A88;7M$&1Y!SGY:\X?@2#/5023]3 9VF!S@]R,-C$;9=H9T6=CRB7Y[9/6-
MN/F3GM3K6W+OYK2JZM!^$<<LR](8TD#_@T+-J"PF$JI((1K&,L'"Z0Q_GZ#)
MD>I:SR8O):@U[75A8B^V=MM0/A ;FD)[@>6\HW0,"4^[0WO%C+K3<\S8Y[LV
M1[_?\^2NW0KX*KG,'RDSM=BX:4%L$@'4PM;;0-WOKC9<!4Y(0J6 ,6$<HB0F
M$*<T@4@)SJE*0YRY!2GZT&IJE-,,FDW(G1Y-&Y7['@%ZZ3[+,\*Q.V7HW933
M^L/]+-$G?KX.&[WH-.YII$\87QQ7>FV\'R6OT[Q=:'=0_DV: L92G#_J3V_J
M8U1S=&J6WE]D:0K S1"FBC&B8"I-2;:(QI"8Z(I,A(QEC/$@<,J$Z:K U(BV
MU1C01F4@5CK7FU=N!.O<&79<.B3$ ]/F6G50ZWX&UG"OU >M_O5N\QE8F>"/
M2/N"YXDSG<6/2H]]P7G.A+W;Z4=Z[XJ[>[FHFEJ6326'=T75!K";ZP?U[8.9
M1)()Q3&4.)0084P@R2B%010(A*(H0)%3?(:EW*E17'W_"+S5/2- UP0W<K,%
MW8[3!H!R\/.TC<:@K?%2ZSS.!1A'Q#SQEZW446G+$8KG;.7Z>-_$N0674E0?
MM?I?Y?WZ<N"ER>%X42QNKF5Y9](?S-*0ARB-")2AB77%#$."503#C 9*99B$
M 7&Z,6PK>6I$99)@WI>Y]I/OZ1R4QE.^7U;@36M"G>7Q;I4>QMPN?C)^M&N"
M7=MNL2.R0< >F,I:G9O"K6\V:NL%[H^@UAP8U:'1'1CE?>;@=<3+6S9>6[DC
MY^5UA.-EAE[7!MQ/6YMD>6TH6"G%9?FE"2>X+JZV"J&NSK72C*,,I2EDG&40
MJ0A#FO$4XH D3$C]L[0Z*.@C?&JDUM0-H$T^R>7&#(W^.BAC69Q>4-:YDXX?
MVPX)_< 4M\K?V=$=7)9@I3VX+L"V_CV.=IWQMC_L'1+WD8Y_O>/O=#+<%\ #
M9\7.38YV>MS7V.YY<N\V^E<9EW7VU8?M[*O+3O95DSPC;W)+GS_2?&Y\O1F)
M4A;PA$.1, 91QA#$ B,8(Y[%,J4)1I%K"?)>FDQMFODJS6ZRV6GC5'\E7S[M
M"]QSK_O<KZN.SR^C=<# D\W&#IN$T4VZGI4Y8&W/6-WB7JM[\.X9N9#W,-W4
MJ]+W2=!:E 'OU_[H-<)/@F%7 ?'3&NRWX7,A]20JZQWP][+B97YO7N?K>M E
M)(SCB"0P3@(!D40!9"22D$1!G/!0Q50X[40?D#6UB:E1]:P] .JH"_ZH%7:,
M8C@$L]V6C2?P!IY43L#->5/& A%/VS"')(VZ\6)A\O.M%IM'^E%'YU[ZI\7]
MP])<I6OO&&<JD"Q)((VSR)QA*8@CIG]%BN$@B&B*G/)2[Q<U->+H7M:O505&
MUYZQ3P<0MB,-/[@-S!E](7,FC.-H>.*+ X)&I8OC!C]G"XLG>F986RQSD<\?
M3*GOC;_SX3N?/P@IS#ZP.>!Z:+SI2_6!EF996'V195V_K<FF,&.(XY"*#.+0
M9,=F&8>,:@=%)BCB2<#3,+2Z!>M5JZE1T.5]D\=6+PS6Z^AN+MNMFH_U7;IO
MQ8->63#SM465ZTXUD44:&MABT[\TI)]^MV.[T7MSZ.W@CCV@LPYL+6I.PCHV
MF<V3UBH3E-34I3P#C64><]+Y!-I7!CLO.HV;[\XGC"^RXWEMW(WTA<QG[U?;
M(Y\6JBCO:BD7ZSIL-%(*\4Q!H5>8$ F"("99 B.]THRB@&(2,1L>/R9H:M3<
MZ@HZRMJ58G/#]S!?^D1M8 KL#Y@UJ=FBL8.G*LE_NBD>?]9--!2E?]@PT]&&
M1R$;6_-:_K#^?L_0;W/";YBGE+=2.QN/LJG\;2HD?97<Q)WG*N>US'/Q7P]-
M/+JAJ_/+=Y\^%N45G<M+M6&TSW)YJ:[I]YDD 8D"4\D;80Y1P!"D"8X@090%
M2@4HHWRVD#<F<LK..QQ,5ZL!1IH!UM5XR(.8;7, 7=M3)T=8R"5X4Y?Z_1$T
MY>Y OEAY(=HU-'_.:VR::GB.3N)P+T7,:9"2*(-,<051E 40<_UZJ%BD 9$X
MH8RU+\6UP_V!";T9UZ.<TQU_/9X5@OYO\7K8K2M>M[='NO-0Q\]M&0D^K;JL
MKE5]!EZ\!.>=E\"L1(RU]>M@[#5KD8W%9\"$2>J/M-4>KTD,W3&^[E,,IN>X
M%R^&AOO%#8W!!?9S8NH5TN98[DM9W)3T;K4S*V6FXH CR' :0!32".)4(I,)
MF 4210FA3D6^#PF;VOJFUK6;L6NE;<_][X,XVW&W+_2&#L;H#9PS:=H@XHGW
M#HH:E;ILC'[./E;/G'+JOGT![2*G+)_GRZ>V)-/[!UGGI#(I4CYJ[INA*"09
MURL<&5'-+ $W1=IDI'_-..,B0ZE;H:1>6DR-<BY,5J@Z391C@:1^?>!R6#\@
MLB,=X[^X";LVXLP<+S!9USUI<^K5Z::,);[/^'L"Z?7TWU6'5X@+Z G3[HB!
MOHWUK+KRCP?=N''UBH5NOG6E*,51EF20QDROWM,TA#24(60ABGE,,[V&=SKN
MVREE:H36* G66O;TG78C:D=?)^,T,#VY0^1>9^40!+YJK.R4,6Y]E4-FOJBM
M<O#+/2I?KRY%OJ7\3RDZAU1M&N9G=_(O<F7.I<IE_L_F\NLYJ^H2+S.B8I6$
M&3/;OABB#&&(*94PBP/M(+%,H32TKIKM2ZNI$<M:R?H"N$/1:6_==)A]7@W\
M@=FJM0DV1FV=Y*\3CK](,6(L ]M=!OYHK7,I&>ZM]QS*C;]&+XY5JGS,WG0K
M>^X;]4,ET[W)&J_<NF]XMDJU>V^\Y\[D ZOD/Q[T,/CPJ/_I!(SB@$M,PPPR
M:=*@"I1"'(<*"LQ%A*7,*';;EMPG:6K3WD914&MZ2D#N?G@M=R-]@#;T5F0_
MO-SW(8]AX6L3<J^<<7<@CYG[8OOQZ -^PO:[F:[:2]]4*&'6W5P*[5,SG)CD
MR1)BA62<RB0*B5.ZO>,BIT8:[_OGT[/ UXXL_*(VM)/[/(C_;#M)W@"E4.WQ
M&2BL?X? 5PWOWP_ L3#_ T^Z+^M_IV5NKA>U-30^+)9FX[!-D?3N0:E+I=XV
MM5]FG&&:Q)&$L0@H1 EF$$LLH$J0=CAIPF-J=57(6?+4*.?=PQ(62C5E<#8)
MI58U<NP7?&[P'U^2#P;JP(S4ZKTI#=5H?@;6N@.C/-3:@[?#HFR_=!X,[9&6
MQUY1=UK^]D+NP!+7K;W1EK&]S.PN5?LUT,_7_"JUZ_I0)YB^6>3FS6NESE*.
MF<0L@1D/N5Z/<@EIFF$3J)G*E :9HDYG._M%38WHUR.C"69R\RX/(&KG5?K!
M:6#N7BD).EJ>;1AET(REQ_'QY$T>$#2J%WG<X.?>H\43/;./KA,!KC//USE.
M9PE.F @3"C.DB'8260@IE@@F) Y2E*11%"FWV/Y]HJP&P:BA^2M-3?"LD*NL
M9.ORIH!;'^4<!=F./TX";J1,H9O$H)W*%[66'E."'L'!5P;0?6+&3?AYQ-@7
M^3V/?=]GLIJ+];4W(640T)! A@B#""<2LB35:TF%2(B"1 9NI;Z.R)N:8W$H
M^<J%ZQU#6\SM6,,CD@.3QZD@>DIC\P*:05/97(Q[)]'1=+N4-B\?ZUDOK*WT
MVMDD:QS.YT4#XB@AF%,!S;H1HDQQB(7Q3Z3BF?910B;=:H+92IX:\6P*;8..
MZDWI=5/GN?/W)CF%8PDPZQZQ(Z-!<!Z8EG9#/$X1!V>\?)7NLI8[;GDN5SA>
ME.!R;J ?DYD$ZIM0A!G.%,$XX3#%FJE0'"209"&"4210&K @2)!5D-SNYJ?&
M24:[3G".&^,\0\Z.5OKC,3!WV$+A3 R[+?8T^I\U/NH0WVW8\W&\YUL]$V2U
M"3U7UQ8W#3][&3-$*>8)AC0RE4A)I" ) PI3GL:2*ZYBXI8#RU+PU ;X)MIN
M,S<ZYJ:RA=QN_ \!Y+C,<+;)& Q544)CA<>L48[X^$H,92MVW-Q/CF"\2._D
M^GS?>,+[^WGMH-#Y.UK=?IP7WSI98=:QP:$(0QDHO0KB.(!(J0 2'!&3BT4I
MR3A.A%,U*$NY4^.DKMIU3<YY81P\LQ')M15 :3- OK'#-?K0KC/LZ&H B =F
MJRUTC<K Z+R=&LIC3'5/H+R%+=I)'3F(T0F*ER&-;H^[QQY=T^]U1>,/GZY-
M_&0N<EH^K:+NDHPR&IN"3G&@(,H$@828#*+:<0JB+&4H#&PCC0[(F1HGK50%
M1E>P4=8^U.40IH>IQB-2 U/+'I!Z5%@ZA)9]&) GU$8*^NF-GE. CP4F!\)Y
M#CT]6O".A0G=4!V;K[MS9'M8WX2?F)H2LN0YG7^5=*X757I)95S(\X7X4J[.
MFYN+GS.D0B%H&$"F3%;W4+,H13&"2(0XHR++(FZU\CQ%B:FQZT9S[=<]RE4Z
MK/NB7*IBGA?VO-&[5XY3\!A8#\S/SV*F0 =V8P5HS*BK?@)M"%A; AI31N@'
M>W(?HS]&8OYUOZS2^_%-OY2F7V33+\+TBSD-NE_WBZQ-^LG/U' JH@?FC=Y-
MCS:IG&I\=\8YN2WWZ>BBH(OKHMZ^^Z*%F7?V1LYX*#D)LP0*AC*(,$DAH3B&
M0J5(JBQ.,;':4-@K86H3B5$2+@OX6)_QF=0K!:!+,-<?:RCSFWSAL&.P']?C
ML\7): T\%1C]3"W.YC!TH^*IR-CS]\D(C43.SD@Y<>Y!% X0ZN[G1F/+@VIW
MJ?#P%T]UN\]OY((_K?9IGXRL:J9B&JJ8*RAHG$(4IR'$H0AAEB9(22F%9L%^
M_O4.:5/COT9%YQ-;.V1=?>03\1K9&=Z&[@G4^OJ$KZ]K>R*,8_NPO> \P4\]
M (^U0[JKC5?R/ ^8L]_%//10STL$NG,_Z^Y>)68@"8V$P H&J=".)&,"4FY2
MRF4"X91DF!*GO!?;S4^-18UVP*C7,\'%,_#L3I+Z0S(P43J@X1[_O]-H7U'_
MVXV/&^N_T[ 7$?Z[O^5>)ZBY?G@NA.[XZLJL,"_++V7QF)M[LZ%4/#*5&Y@T
MA=-)'$$2A<JL!S/M*>$DS)1MG:!#@J8VC!M=P4K9,U"KJR$%K<+V=8(.XGMX
M?/M$;>"1WA\PISI!-FCTJA-TL.'1Z@39F->M$V3U_;ZSN!0W4IA&'ZKS[WDU
MHSA00<P0#!F-(<HH@Y@D! 9!J-=-0M(D<:I&_4+"U$A@I2!H- 1_&!V=I_/G
M*-K.Z"=@,_BD[@)+CWE]C^G>IO;G[8\\N^\Q[^4$O^^+_@M_M64YOL@R+X3^
MO&SN]C3_7<<U92H($JYB2%-.M0^0IN;\46JG/E"I##E+L5.0V>DJ38TRFBH^
M?*N*ST"%ERS[S(YOQNV)@0G*HI32IAC2(!%K_N <H0"2I4*3J73D!J!+22/'
MEGM&],KR,3<7LL^K2B[/E^O+2*M2RTIF,959 D,5"HA,?5;*M)O%)29QFH8H
M5FIV7VNHYX9R:4>U1Z2ZC-[GLH<;R/6]@OH\[@PP>9,O3(5<,VX;%1R#=X_@
MCB*ILB06D!,2:MPC :F(,IA*&4=9+!D18H7[AX5ED@OOJ+>2Q\%<+L10:*>*
MBUBO'$PU2(TVEA+B)(QA@.(DD$F0)9E5+.@ 2(_A)[3IBD'5Z@U*DY_8\9K<
M,93M)G^/V T\LZ\U!;6JYGQ^<_?(?YEU2V!\!9P?D39NH+F=Z2\"S"T?ZWE%
M[QLMA<G#V^Q'H(Q'"C.8A5$"$5(2,I0$4,4\)HFD*19.27*W6I\:8=3*K3)!
M]]B'V$;.CA9ZXS$P"=A#X7Y#;I?)OJ[!;;4][EVW76:]N-"V\TO]!NJGNWL]
M\,W1\:7ZM%CJWLO97-:<\#%?Y$MYH?WN>FM#ME\R/OCE+L?\P_>E^54__V'Q
M<%?7Q"H6LR1*TP1E#*89)WKP!PEDG#)(,YX*EG"",J=,0X-K/#5"V1A<)_9;
M&=S,JV>@L1G61J\V\]L<:*N5=+%GA?W'QGK0,=^1KX9_@>PX<%*OQ<"\.IDW
MPIFV1^LE3U/!\/J..KV,!O_S*6L\P3W/T,J"2RDJ4Q#[?6XNI^3+AU)>JK</
M5;XP2;2J64PSFK# 9,LC&*)$11 C_2OF<1R&(DXR'#N=JAV7.;6IJ+Y)?+_2
MV_%\S0)ARQ,WO[@-?0:WTA:8T0@Z^AH^WFCL\53.'AY?YW06$L<]N;.'X,59
MGL.C[H'-'_/O4IC*$5]H55W?EL7#S>V^>EC/TU:L+L8R)2(A1&:J49G-3Q5#
MHB+]:Z87V#%*LTA:7\T^79VI$51M$2SKNA#:)KALC+*/\/700X=9;'S<!R:X
MVIBF<(TQ!ZSL >N-TY?5_]8V 6T4,%;UN#WNH:?L@[7'[;&1HKE'ZCFGL&]_
M0!^("_<@9+3 <7^ ="/+/;9Z\O6>=='4D)-(20)#KE*($$,09S*#@:0T"%'$
M@\BZO-%N$5.;K9Y=">Y]#\6^:/#IN R]M?'LADF?.K[[WJ^^5W.F6V&W!UJG
M7,*Q+WJ[Y\'7NFYSH!SMD6_V3(S=IO+_*KG,'PUYGL_GQ3=3)TBSZ+M2BGQI
MXE@^?.?S!V%.X3@O'Z185Z@)5"!D:(JS2TDA4@1#EB()><;2($E1PJA;PNQ3
M-9H:=ZZU!TI[(O7=;Q.VYY@N^^1^LMNR&!7]P?W]MDS(QI@SL-T=C4' 6'0&
MUC:!E5'K\D0>\V[[ MA7/NZ3]1DW3[<O^%[D[_;6L+N;6>\N7Y=T437I-R[+
M5:#V:O47!Y@(SCB4&)G]7"H@HT%JJGXC$6<T8LIZ)^6(K,F19QV3T]&WOO_3
M:&SO9QT#^+@[ZA&V@5GO$&(]-B^.06?OJWJ$<"2GM=?+Y^2V6F)RP'\]UL)H
MCJRE*5V/UO81=T:]?/MW@]2GS[_'+8>&F=),*:$4)KL=#2)(4D&@DE$J6$!$
M%%NYJ3M;GQIK:@6!T1 :%>W'^DO4CA/C25@,3(5;,/3@OI=XV+/=2;B,Q&]V
MKXD3H>TU^P"%O7QF--+:JVZ7IO9_J8>K-U]2Q[W_ -%8*4)@EL4"HB")308A
M 4F$E P3GH0DLO;^G,5/C=JT!?#<P7UQQ]O"&1P4Q:']0P/@X&=>/7!W\"0'
MQ7\LYW*(?G!S/GO#>,@?=6]T/!>UM\%;7FO_5OKMT5[+N_NBI.53DY;SJQ3Z
M _-R?BES;O+87=W24LY(BJ+,'$C%$3<UA"C14P0/H.X@'.!()FG(7#9B[<1.
M;7YHE 7Y:E>F F_R!7BHA+EQ!BJCL>-]:4OT[;97_6,Z\&RQ5GB5<_D,;'0&
MM=(F!R6HU?:W2>H&DZ>=4$NAHVYWN@'Q?$_3\6EW;_9W6N:&[=H]T"9WS'O]
M<UU%_I]2U$O\JE-V2U"4$$DBR!)L\CU0"@FC&<0)81Q34VK(.A^FN_BIL557
M5U#U2)/9HP>.^[?#XCHP8[7*K\]N0*.^*?O< ;NQX*Q7;M(^K[VU<SLL^",Y
MM_X[P<FS[8_A <^V1Z.C>;;]#>YZMB>TTL^SW2WP<['4$]2=GK?>RH54.>]6
MVPF8T-U"8*8$AH@A/9&DYKZNP$BED4"AV]4&9PVF-H/\_NG#&=#Z@I7"H*.Q
MFZ/KWAEV/N^@$+_:9+('<H]+])/Q\^07N\L?U47N#<]S;[E_0_W([T)+R^>-
M>Q %%,E$\Q@51'O%,=$_10I!9>IBI)($$H>S9;&D<SM:Z[3M1%AK"0.N*(T,
M,-\HZ,927=3JU$4)XS!A:68*E$:0QI&$ 8XUEHHQ&CM-!GU1&Z.2B ^\[/BZ
M)PH#,[$- ,[4NL-43Z39;7E4.MQATG.BV_65GOD?[^M+K8N;"Y/,[&_2I!O2
M3N*C_O1&?I4FBW3[QVM9WH6S+"5!DD4(DI0%$&4QAE3I?W 8QS*F)$-)XI3M
MT5&!J0WK5F- &Y5!V>H,YD9IH)6X<\SOZ-HG=JPP)-(#4\=:=5"K=P;6J*_4
M!VO]FV^ ZT.HNV=N[ F=KSR-KN+'S<K8$YP7.1C[MM,SXZ+9.7VK&Q/FWK]<
M5$VQX[+4+UZ=&.#MT^8K7^B3^:C.AG.1+^2GI;RK9EF8D-3D!4PI)A!1I""+
M2 I3DL984(GC&#NEJSM9I:FQXT6QN(&FM\#5LN!_FKLC6F>3!L14*G#-:W=Z
MC]DQY;C],#!WUIK"6E70-0=T[ 'L"72_M[()-$FU_C!F@=HNG_7;O8'L*]/>
MZ0J-FXS/&X O\O7Y:[EGBA1:+O4Z_;Z>#MJ3^FJU9\63(&.1)) 3A2&2E$*:
MA3',@D Q'J6)7H [Y48Y(&QJ?-K1M5A4(*^J!]LH>BML[?C1%V(#,]^6FNLX
MG6J #3X;0'PE0#DD:MS,)Q9&OTAY8O-,3\XHJKRF*9/+$BN6,9D)O2S51(%4
M&NKU:IQ"D>(@H&&69I%3(N%NXY/CA)5N_4J1=%&S'/T]L1AZM%O"X#ZX=]CK
M:S!WFQYW\.XPZL5@W?6='@'3SR+J-F>/IFCUA^_WDNMUWD6NY*6ZD"9%!%U<
M+N1_2EJN$P7/N" XC5(*,QE'>M)'>M(/B( 4889#I20)K8-.?"@T-1(P>H+E
MK:E*K7WU)ZVJ0Z2OCPXZS!VO ?O ?+,)[E5M<&\G]->8!%J;@#'*Y&"K>\G8
M!;1AP%C6R50^<H<Y!&N/W'$C1;A<W^;:@]:K%5#*>]VPEFB&D.[/=;$#TV?"
M].0FL M\RY>W0/>@;#MWONK<^8LA:#XU#3(ZKZ^K5[=2+H$P29#H0H!OMSG7
M3942Z"E(WA1E'5&SD'E=J896X%;.A2D^?T>73<W;A7[3EB6M+[AO5/K)4S"Y
MQVX^%%[N0\QX ><>0=D*0??9;M_RGGIU?U<LZIVY>CU?73XLJZ5^-?7[-8NR
MA,0Q"F""5081RC!D,N(0Z_5UG*5!%'+'(I^'Q$UM/EU5KFQ4;C8OSYHML@IT
MU'8M^'D0\<-3J'\<!YX@3X6P1PE0&V1.* 1ZL/F1RX':F/JR**C54SWS$+6T
M]*NDU4-9[Q-6ZP__FLM2-WG[M"IAG<HXS7@F(9%8LXL4 :0T49"F<9AE2&6A
M<BK3X21]:F2S\0'!6M/:0_A\_GO/BN%NO6&W\!\,XX&)Z#1XW?,#]8')5RX@
M)]GCYOWI \N+'#^]&NE):%)_E\X_U\L0.F]W*\^KJN!Y_>$[62YSE1OOO3I?
MB$LVSV^:G?F/GW\]7VVITQ#A%*G4A,D$$!$N(%-AI']B,58L2DCJ5)/$CUK3
MH\#%(I?@5VJY#/;<298$.#KT0S-C8Q!H+=I<9N[8!+I&U;S9,0N\,8;].,"9
MBE^P??&K'Z7&)5ZO0+Y@9+^MNR]EWZ]VBTR1JAG',I!AED"!"8%(HP494R:Y
M;Q8'D4HR1D/;16NWX:G19:M;7?#,?A&ZA=7QY69?! 9F+3OCG9:/NRSMM5#<
M:FBT)>$N];N+OYU_/\DK^FM=')DNVO'^KBC-1>4CX_VO%[^^6V=$#$6(4 I3
M3AA$"#&(413I!6 8HR2-,BJL1JIGO:8VT#^64HC:,>*]'*.3^\G),QH3_9%<
M(V,2,#9M?*..5<=\(V/:@,Z1+[S]>D<G:_4:[I$O*/?X1]Z:[UM>GC^8](R/
MLER8N.I-KEPM]:I0Y?HOGQ9"?K_Z1N_-7]HEK RT%Y4F,%%Q"E&D"*0\0% (
M)(7*2,2RS*TL]PG:3(VA5\: M<Z@D[5::^U:N_N4CK(CZ]'@'YBBCR$/WEQ=
M?OSZ8^?OM3W &-1\P3\Q>\'66^GP4W09N;"X!]A>EAWWT:A[P--76>7"7'.@
M\R;I^.9P=U_6L=7XE6F,TRS43C%#&40X""!+4@P1Q2S-LD!Q8K57>)(64R/8
MCB& UY;81\KT[XK#5#H:P -3:!?;52&%3A#3@=2&[ODD^W>%?:32*%TR4GC2
M<%WC%!5T,J0'0H'ZMSU:_,_)YG>#?DYOK.]UFOJ*3G5=G/-_/.2E;*5=R?(Q
MKV=$,PM6OUY]G6$1"!Y2 M.,FTH5&$,68 EQI *62$58K&8+J5<H4MAY^P[2
MK88A:89A5X?A1F&K/-!K_7O=Z"VM]! K%-#:NMZ[L>\$.S_>-[!CW<I9(;HL
MP$KO#9NM-0>-ZN"-5GY_NL\>%W6<(?-V;\=>\LC7>)PA>7FKQ[V)?DS69"];
M'_B_SRL^+TP@P+KR'A%$H2@-892*$"*1"(B)"J!*:8QCIL(86^5:MY8X-7>Y
M4=B-FX[#:L=(7L$:F(?:S(6=Z*"-OEZK&SJCXXERCLL;E6BLS7].+_8/]JZ@
MF"_E1?Y8EP+3[TAN2H?50G^E_U64[^:TJC[K5VD5+<=8'&$F,AA%!)E47YIB
MM-<$"=9,DZ%4QIE3V@='^5,CG$9]6.L/-@:L4X/6-H#:"&"LZ!O1Z-A+E@=7
MPV$_] &5=]C[5$+L YZ_NH=.TL>N<M@'FATU#7LUTX\(W]+%GZ8LXD)<WY:Y
M6K9Y%-=>0!PRGE*1:&^*F8.@ $$<(V28+\!Q)F6,G-+U'1,X-:I;Z5L?]#8:
MGVWRBKJ6C[9&W8[)?&(Y,'6="J,S4=EBXXF9CHH;E8ILC7_./=;/N9^0_$H7
MM,DD<WY3ROJ'U5YOB(6B-$L@0T1!1#7-8&8J#$2)("S(0NU@V9Z [)4R-5K9
M* K6FMIOK.\'\_@9AA>(!F:+7>CT.'_8#Y/]^8(7N$8Z/^@'F]/9P%$X#NS]
M[W]VM+W]H^IW]^Z/?]F=!DU::KEOYW]/C;78<& 0(<@1HQ"E=>&5@$%),*5"
M)")-B2U!]I _->JL3; G@3Z('V?1@7$<>D/>:#]X.<$^R-L3\\ ],!)E#](3
M3HQ^ HX'N+Y/JZ/- B>8W)T?3FGFM%-=W>97V9Y-7JHONA_J6MSU+6_MO3<?
M2 U$_<DLUE.$$$I/&2%.(.(1AI3H?U*!.2$!)U($_4YX'369WFGOIKY:?<9[
MWQH *J-OO_->U^ZQ6^T/"?G(Y\ F?=+&!H/[VHI5UF"S3[ QI/G0_YEP3R@]
MGP^[:O$J9\4]H=IW;MRWN9XE#TQZI55LZ#HDM)II_SG*>!I!JG^ "$<"TE"%
M,"0H44)S)2)6^6X.BYF:_UQKV>22TL--M7HZ%BS8C:@=DYV.T\!$U4#4!IMO
M5/187N @!+Z*".P6,FZI@(.&OB@(</C;[NOMUB'[IQ0FR]:E>J<G^F*>FXQL
MXO=/']J 4X54D,0AAHI'&41)*B%+: CC6%-!HI?;";.ZF^@@<VJ\4.<O;-)+
MF^3P;;*Y?S:WWA[E;<[G+@4W;:$_OM@> -"!":2C<9,7\E*!KM+ :-UC26V+
MJ?TR>@!L1UHZ>\+8:;'LB-:!!;)M2Z,MBAU-ZRZ$71_U'K/SM9C/M4=IZA',
M*.,L(G$,$YD2S>19 @G+"!14KW))RF@46:4-=A,[-3+?$1VRD)8G3(Z V_E\
M_F$<F,(/!]N /XS68*7V. $V.W :/JZF*W0JX30[@'"(HMGUM+_\AW_+E[>_
M+0I6R?*Q*4QZ_Z!E2F-U/F_2XWPU?%EJS_8MK?*JUNH7FB\NBJKZM.#S!V&4
M_D!+4_RJ"F>*B%B&H4G&2A.(XBB&1'$%989$@$(I9&1U_C.NVE-C1*,J>#/7
MROX(\I6Z^@=#B^;WPO9,:>3.MV37R77IT.R\#N$^ QV;FU3=7:M!8S;8MOL,
MK"T'M>EG#:^?@>8UN:A?DT^=UZ0%8=BDD</UV8#9)@=0^M735 [7$3;Y+0>4
M[KZ%LKO$]GO],R]N%L;I;^;5JZT-@]]7^P4S'"8!IB2#81 &>O:2(<1QG,(8
M2T4XBVF&K-+^GJ[*U&:DKMZG;[><V$W'=V'& W_@N:,U9!. VIAR!K9ZI%TW
M;=L#?A^[9^SW<L;KH9&V> ;N*:>M'S_@'M@1.E' :!M%?H#H[A]Y:M%GG:IW
MA=9A\5 \5+\M2DGG1@DSM;8%LJI?]*=:6U.DX_J;G#_*7_43M^W^:R1XEJ8J
M@BJ+*401IY#B",,0RR 0*9(465U)'5+)J4V'800:]73W@;NB]%(=Z<1^/#XK
M3J%W!IXO=X2@;:P\ QL[P<908"P%:U/UNJHQMBF%M>EJ]R.0P?K:1W6L\?I\
MI!GX5?O>4RTK/YW2J[[5B:(G4//*#WAV=; \R>JWF6M.KO:';UZ;GV<DQB(4
M::B7L;&)HU0I) @32&4@LD@2I8C3V9*%S*G-TO5):Y<"UEI#592PJ@.4:\T=
M[T3:X&^W&>H9U8%GUR. 7MD ZKSWZ "1IXU#&XFC[OHY0/!\R\[ET3ZY)!_-
M.':\.$%#E"@4(A@)F9A;E(E><7!3$('2D,9"Q8GU-ELO#:9&5"LCS$JB*3GN
MDK>P3P\<7RL,CNO 5-5".O3%H7[XN^2,'+@?1LL7.4A_.":+/ '+@XDB^[0[
M8I+($\S>3A!Y2D/]7=T=";^PBK,P20(8A%*[N(QDD' >PS",,$ZY2K+(J3['
M;C%3FR=J_\LM#9@+J/8NZZ13I_5 J9=3.GB&M#U"1G<][7.A'?FVNX.Y/G%N
MCI7?%=7RNFCR-LH9U4M8JE\'& 0JTMZC-/5:%88!B=,T3")$";/U(P\)FAH-
M&.5,?M*J4<_>63F(YG&?T!=& X__3LK$54!-#=AUL<K?Z@LP>R?.%W C^6HU
M@(\U@'D#(-]^XW[RXX_9P'+ [3KX^&C>E8T172?*ZOO^+P]M=BG;R!M-GU&<
M(11!%9AM0LXHI#+&D,LX#5D62<:LDQFYBY\:J7;.!&ZTBE43?RFK'TUN;6%<
MBELYKV\;+6_S4H![6AJGU]]]F!T]=)R2A\5]8**VN15SUCVLZ00\#HJ[ORM)
MI^$_H=M)SOW@]:[2?AA/N+:TH]')W&#:;[#+9:8#K9QRKVF^ZZK"*K>Z"&<B
M%(@*FL HS01$2$\I-(P3B+4_+I.4$L*I^ZVFPT*G-IMT+N'0YA(.7:G:YU[3
M$<#MUNV^81S:BS]\I^G\&)P];S/9X>/U+M,1D:]PD\D.A-WWF"R?[9&5\V&^
MS!6]R^=/;?#=I?Y\Q8%/;0(ZC&24Q1$D$=-.;:H() %#4!$D:$R3%"56>3*L
M)4Z->3I*KT-1H5&[W6I_<DA*:07Y<2_5.Y #<\]Q#/MD^+0"TR';IV]0Q\K\
MV?\%=4O_Z8+/H52@5NV,EQ;4Q:RM%*%.#_;S#S_+Y3M:W7XIB\=<2/'VZ;?*
M3 ;K]"CG?)D_UH=%,Q3':6SH648H@DC)!#*58!CQ (F0,E-^?;8LEG1NYR7:
MBW9B[+4"PPT(K3G@6G5PO]+=;#*\>:CJRWP_;K(>:1>R-<'-B73H%3M7<ABL
M!R9U [/1&GSIPOQ;"_.F.._Y<9B=G4MWQ#RYF Z"1W4TW0%Y[F[V:*%G52_.
MBP<3[7GS1:^MN3GI;D],-5%18;(PL4R8^*4$09Q1!3&-5(H"R2+D5'I\OZBI
MN9D;34&K:N_CZ , V_&1']@&YI^>B+G7\3H*AJ\"7OL%C5NYZZC!+TIV'7^B
M'U5<Y MYJ9KJJ2N'/B"8)52E4/^_@@B) &+&(AA%-"4939C(K((=]XN8&C48
M#4V>U'<.U; / &A' :?!,O#0WT;$8U3;<>L]C?4= D8=X_L-?#ZV#WRS1_A)
MZTQ\E5SF=7Z#\_F\^*8_-%%NC92+^IRP9I(G_>%O"U[,YU)['^;;=X9HJK#Y
MZ[7\OGP[-VF4(Q0002F%B"H&D13,. X,9E(&,HGBA"&KVQE#*CDU7ED;5>=D
M;@QR".48JBN/;W]-H8.&WZU?K9XV-IZ![1Y;L5]CZ%GC!#W5?]DR%K36@C]6
M7S$&@]IBA^VVP?K;(>QG OT^5LC0 /WO*<AHX$XX%* TE.CQ@IL&!F\K,&IH
M6?U<^O;D_')A8MHOU=N'2GL8)D@$JYCP.(,B"3A$2H00RS2!H40T02K"/'!*
M=;=/T-2FX58O(/)'62WSY4,I82GG=:3(=NB4F^^_%VG">)HA'$"9$F:"_?5B
M*L,QQ"E/8I$('$K>E@2Y'@GP[<(?UZ^-^YL:^!_!W,$K.HJ[W<K+QWL[L'?2
M3917+,S=@/O5-6VS*FL5]K<<.P:)IT797C&C+LV.&?M\@7;T^_UXNJZ]<5O,
M]1/5AW\\Y,NG]29B$+- 1K&"49(1B#(60Q;0!&(<8T6)IA8I7)AZOZBI<757
MT__U+S@*L_\7R%IC-XHX *X=2?B!;&":Z"KY_X!&37"^7)8Y>UC6%Q.7!?A"
MR[I4Y0 [M\=!\D0<!P2-2AW'#7Y.'A9/N-%'52YG[Q[N'O0TJJ?5#TII9_*+
M+/-"7*IS4=35MIKJY3.&B79 %(8X0B:N,9.0I C#",<*TR!B<6 56F0O<FIT
MLM$:-&KK55RMN)E&6]7!'XWREFMUAPXX3#7#P#HPY7A"U)IJW$$Z1#FZM0[=
MZ-\V5.,@:!3*<3>\I9X>3_:LF%@67$I1?=1*-Z[17^5<7!>_TF4=H;.Y:3V3
M,1)Z391 )5C49/BA(N4P59ASQ2*J4J?D/O:BIT9)K>; =#4P*7WJVHCS@BX<
MET$.\-OY/,. .C A;>-9)V'0<!K%X;* K>J=M T>*QTZX^6KN*&]X''K&3H#
M\J*$H7L+[H=DFP7=M2SO\D6]U7RIVB##KW0IK[[1^VJ6I9*Q())Z"4811(28
MO#\JACCF7 B%&5=J]BA+5M@<>]F*=1E<7>'#C;&OW7M45;,QL;IHV#'%C+MU
M+F%C#:C- 6]"A\MOUGUS_!1K"+Q'W/>YW ;W<B>X P!K?UPT!, C'?_40!=E
MO?UH7N/EK5XK;[_*>8MV:="NM"& WI12-E5V.QFRQ4-=ZL(T<5^[69YNF[O"
M>^!@Q[JIT0YJ7(WK'KPX/]O7O>W6S7V?FZC-A:BT*WUU2TOY7O*Y_H^82<JR
M(. ,TI3I62*,!:0)"V'$B)"((J7LBC XRIV>8[NN[JU'@:RW_1O-@5BI#-[H
M42>*N?ZE,F,%5,8@QU,7VVZQ]7F]@SVXP[M5S?L,K)4V*W%0JVUR^#>*^_1V
MG9#RYNK:21W9SW6"XJ63Z_:XNX=;E_I]KX?A8[T'L#JIIO-/BVI9UO-K=9%3
MEL]K5WJ=X6.3"6F64!0$,J"0*40A8EA"C&(&51P'&<XP#Q-N&^]ULC93H[JF
MA+586^3@AIW>,\<=WU'Q'ICM&J@WQH"U-:!C#NC8 SKIE#8FC=E#]A[TJ#TU
MDFM]?9M70,Z;DG&EO-=MUUUD_&.U2=2D/>S-  +S3O_IB4C>%&7M6U/MG==O
M *UWR4P;C,[K"*WJ5LHE,)DC//G;WCKC@"-^NHS1/'1O<'1==W^-]O/IOS;A
M)U]HN7RZ+NFB,E<4B\5%OI"?EO*NFF'&&>6)A &C J(LQ!"'7/^:ID((*N)8
M6!67L14XM:EMI2^H%08=C<$?1F=0*^UX7>HHZ':NND\H!YZU3D31V3>WA<:3
M4WY4W*C>N*WQS]UPZ^?Z4DUE_/JE9K=]"8A7%X9226F$$8<QB1%$J3#;S(&"
M/&)9JE+M>P=.N8&M)4^/?-:*M\'7%N<V)Z)O2SX#8#HX"VW@;)6&+].8^[_=
MY0R6-UZRE3LR03G"\9*I7!OH&9+(;Z5X,*=N!TJ\UR4X-K=+8AP'/!;:36)*
M081Y $D4"QBI+*$B4IPQMUA%=QVF1F.M"6;%<C@KF&-08X_NL6.W@4$?F.?L
M\5X5^[&ZH.4>#=D?1%]ADCTT&#=^LC]$+P(K3VBJ'SM^6IAK#&:->OEM(<7;
M9A_B2YGK%>P]G3>W>69Q'!#$L5X[8O-/R)2Y]H%@*D,I)!<)"F*[F $GN=,+
M&E@K"'X&GPOC6=.Y&]_9 6['<-Y!')C3-OJ"6N$SL%+Y#&R ;;3VQV!.('GB
M+#N9H[*4$PS/><GMX9Y9;=M]L;=/J_:OS&;H+V7Q<)\O;C:S/^4LSC),89:(
M$"(24DC2A$".:,B(]L]0FCAEMK44/&6/[$.US._JW9G.08&YU'L^GW=.%U8.
M UV([N&"8S)<VWZRX[ AT!^8QC80GYGL92NU0:TW:!4?U"MS!<U7IEQ;L>-F
MRW4$XT7&7-?G^];0:@\(3-5:<UGF6C>TNE21RC2(!*-0)GK565^NQ5D20DI2
M@HG$2L9.._2'A$V-QSKGH*VRCK=7K""VHR-?P U,0;TPZU%?ZS@8WJIL'1 U
M<JVMXT:_K+AE\4P_VGA+J[RZ5)MD:3/&@RQ(PPQ2%L9Z118(B&F:040IICB5
M+%!.F?U?2)@:0;P]O_IT!2X_@B]?/UQ]^'Q]?OWI\K,;,[Q$T8X.3L)F8 ZH
M=:MOJ&UR&OXQB+NQ%P5/@_]E^Z..^+WF/1_F^[_H-K:%S&<?= /+IZ_R)C<W
M9Q?+S[JG9VG*51@E"8P#)2 *3(!:E%+($\Y4P#/.@]AF:.\3,+61W>@(-DH"
MHZ7=T-X+XN&1[0.:@0>V(RK6P_F8Z3M&<R7Y3S?%X\_ZT68@ZQ\VXW=O@Z,,
MWV/FM*/WZ/=.2'7Q50IS>4)<EN_H?"[%^_K:1',QM5Y3S!2F$<-8._51Q+5G
M+ZEVZI, LA@)P>-8AJGJD3;'3KK52SU^$AVC]]U]>R?E?A-C;XSJD1/C>"]8
MGACY W7$7!F@U=C<_6ET!HW2JUOL9\UFA><4&=8X^4R7<5SH^*DSK('8F4;#
M_NF>-/7 *OF/![E8?G@TD8B;_3E%%$%4KQY0G$F($A) +"(%1:9(%C*B/W&*
MT-DK:6I>Q]5O;Z\^_,=O>B4!/ORN_[URI)R]B%JRC ^<AB:6M8Z@47*@E<51
M+'R1QUXYX_+%,7-?4,31!WQEN3#7H3]42^T"F,OIJM LU)[YS B/(A*S ,8Q
MH=J1H0B2" <PHQ1E)$R9B)V2+#I)GQI[[,EU86H\ EF;<&K&BT-=84<Q@P$\
M,.WLSGMA= >-\DT.#*T^W.@_9.X+"]@&2W]Q2/8K9\"P@.5X$@R;1GH72'V>
MQ/;#=SY_$'5!&EX^U$$U];WJ<Z7_NSO#[8R&C*9($IC%<6B*8V%(@Q!!KK@*
M&(W" #G1GA^UIL:'%R;)SQE8R*6Y"6W,T81XKSW9F_JJ4WW@K ?Q_PS/TB0^
M0RFJCY__9Z1_C,ZR+#W3U%G=F^S!CW+^Y'AOVE=/IR))4!1#28,,H@"ED"@4
MZG_T!VDH(H2C69,'X6I)R^54^_NYB@-N/LN;?+$P:\SVZMK_H8L'6CZ!\ P8
M<GN5?N0)U3V%]1J&)*E>U_ $XIBF4 89#RDCE*?!JA\_+,2T>[%5<,A]1M'M
MP/?:/A-O#>+7[$+M3$::7B.()8X@PB2$E"$, SU F0@0BQ"::;*97.>MM]&&
M'GH?]<>;^Z:;PH3EVL17Z3@[SW3\T32PR[J[YL+:)K R:IWGZ Q08]?^J@Q>
M:VE[Q-I?M6T?2HU=C]LCD#LJ=OMLO9_+?*F4]M3,F683(WBQOL>:T#3&F;D&
M$V.]^%>:E7' 3>:X6&0X1BS&S,4+WBMI:H[M1M'U18N+OK>%]\-K1YM>0!N8
M"7OBY4QK1['PQ%3[Y8Q*/D?-?<XGQQ]P3\[=WM"K%WN7B\W2?9V!/C(9!L(@
MABFB1/MM$D%"8_VKS (>(YH&RCHO]U%I4Z.*JP_O0!N.?0;""$;D;&O;ZEUQ
M=T\7N:FXU+D$D2_65UA!;:O)VM=]S+66JUU7':8<[QTP]%'%ZV'OE/#;&M,3
M<GT?ES%:FF]K<[L9ONT?ZED95M*J4]<X31!E613"("/:OZ%202PR"7D0,Q)G
M22RD53ZPW<U/C:0:[7K7AWZ&G9W?TA^1@5G#'@SW,K [;?95 G:[\7'+O^XT
M[$7IU]W?\E5/Z--BM33ZHKDB+Q;=RC#7Q6=MB8G +N:ZT9MVV33#:18$H5G#
MI)%>PX140AIC F-)$$/::PGB<+8LEG1N-]#]J.5$$&OEAAL3UT:&I\I$O;H)
MT9@D*98PHBR&2)KPUX0Q&$A.2(9");0/Z;P-/WYGO<8VO FDJ\6^2L_Q,*(B
M50P*3(C9)*"0Q7I.C3,<9#C,XE0EKAOOK]5OHVR\OW)_V<W>X_? T&N%';7%
MS*J@W:Q=6?6BW-BV8>N]W"&+CIV"]& %RGHI]<K%S$X!\GCALY-:[^<3O2L6
M53'/19WR]$5)^U"&&2$"9H$Y/HM%#%F2*IBH5'&:)E&&G"Z2'A(VM07.*A_!
M*B!K2W,WDCV(L!UU^L)M8$+<4G-=#=REY+LSU=D@XXG #HH:E99LC'Y.-E;/
MG)AKH]DA_E4OV1Y**<R."W\H30!Z?=7MMT7!*EG61U*?%O</2_UG;6\^SVN=
MWC[5C[^;TZI:7;*6- QE'""(D$PA"N(,LE!22+03R /.2)PZQ90/I>C4J*O6
M#]0*]KS[/EB76I[K3Z"C!N9*IS[JG])C( !]IP#QK>;KI P9".R]*4:&DN=>
M36.3LD [J7?%0BYI^=2F-&L2.GV1>N0LEO1&SE"*N>(R@2(,.$2I5)"I((2A
M( AG:<9DA&TK9SA)GAI1=U0&BY7.@-9*GYD%_4IM^\H,;OUPF(P'17=@=MWH
M?0:Z(+>JK_+"U95Y!P;9OM3%8&"/5-;")^A.92EZ 7>@!(5;>Z.5F^AE9K>T
M1+\&>L1WY(O\[N%NE3V<*RP)CE(893*&*$PC2 +]3QHE21)P$B$96,=R=%N>
M&INOE',(KMC"R2*0HJ_U [/M2B^/:=+W6GM*.,-6>^.%+NPR8RM,8><7W'VP
M\_2G)+BJ"PO^\C'_+L6R^#@OJ G=,O4>-_7.FTOBQBW<+K.V>@\#FF#): 09
M"?72FV4<TH!P*!*4Q3*D29I8I8WQJ-/41KJQZO\&C5W@%U!;9FIIM[8UY6<W
MUH&->>!9<4)[M\-7_Q[W^EZAUP9F*(\==ISE!NLY>U?R%7IP)"=SU)YT\D(]
M8W[ /_4E:33/U3,T79_6=]/N\Z[VI<]OY((_':FB@X,T5I02F H20D0Y@CA"
M"124QW$B@T#*U'9>M90YM7E3JPUIK3>X:ZOML*;:3N58Q<@%^>,SW@!X#CRC
M&2@;E4\J7-0;4_NY: !L1YIK/&'L-(LXHG5@EK!M:;19P-&T+LN[/MHW@^:'
M.UG>Z*GCE[+XMKQM8OV?](HH3%4:*,AB1B&*HP@2$L10I&&&,D20B!P3:>Z4
M,S6V7F6.;'4%C;*K&Q"6,9W'H#U,S1X!&YB.>V+5(]OF021.2+JYN]V1<V\>
M-.YE"L[#7^\;$'5W5RQJU_ ++2_+*W-CI$F>UY:?GQ'*B90X@:E*%$0DH";9
M'8-$Q5C&:8H5LMK2=) Y-7)H5&Z2;)Z!>]H6K7Z3+X HYG-:5N8$"U1&><<\
M+#9=8!=(X!G8@4EDA>E5@ZE6V.3@;%1>%6'12H-::Y\15-80>0ND.BYQY'@J
M:PA>AE79/WIZ<KU/5?5@[NI?JMKSD>*]9,M9*B.FE%Y.DH AB%3 39[O!(9,
MI$BDD@:A4WW)HQ*GQD7;B=[RE<IUW&:[K/RG'D)"J]X_F]YN[.UHR"NB Y/0
M-IBMM@;+E;[@_2$<3TJ3=Q"; 5+C[9;W:NGP#II_* 7>X0?=M[3:V/(O-!?K
M["'=#R\7[6]FD^WJ&[VO9HK%,N$R@T@8IT@A34,\CJ'D""&9""295261O@I,
MC95:!;5SE OP1JZ3^.1;?] 3_OJ#TNQ=5\882X^I=V<=WQ(;N@L&IK$U^D;5
M3@:E[<\O%YL/ZH.#VHR!L;??.ANZ#T;:1[N^E:NH-C.-<%K=KE_]I?Z3R)72
M-IA9ALGE-RD70)F=_#JUXR,M\_KPIAX;+T>*;NGIKLXI+9HL]:;%YB[<3WYV
MY$[IA /;<[V:'6VO[A2CNQMW)[73(P;"'"OD_ZS?Y]5DV#A_9D+\4LJ[_.&N
M.E^(]WE55]VI/LOEC"0X" G%4"3U+:<T@R01,0P#F>FYBXDXB=JB&A8A#SU4
ML!JSVY4U!IZ\NE;L\J--G8W:DGJ0BM:6YK?VE'6339 7E6TI]][=:!'7,%37
MC'1EH-LGEPIT#*A]<M": +0-8&T$T%8,#+U#8,+ 73#2C#9$5[@%&YR XZ'(
M@C[-CA=&<(+16S$#I[1SXATYT^:\,!<V.J4^(DPRSHB$BL@Z506#%.$4<CT7
MT12E0A+9ZZ+;+FE36R=]//_T%?Q^?O';!_#KA_.KW[Y^^-6]C,IA?.UV:;RA
M-O \T"G*W=%TH)HJ5J#XO@ZV4];KW.DZ9/;>BUD''W(_F[XNJ7&;KY[N6#&?
MH2S6SJ"IV$I-Q5:A(DBPXE )QD.DJ8(E5K>G7K0\-6)8*0<:[>S/F[?A.G["
MW!N$@<>YI?U.9\@[;>UU:KS=TFCGQ#L-Z)X,[_Y"WX"0C_E<?GZH(Y["3*0,
M(0PQSQA$G"60(2$@Q4ID,D22$*OXO5V-3VWHK<(9C(*@T= UW*,#W/$1> H<
M P]"!R1Z!'.\-/F$"(Y.8R.';;PTXV6LQH[O] [0N"_EK5Q4^:/\M.#%G=3^
M^:6ZIM^MLE5E(<V2.")0=[W)*H$B2)E0,*1A@M-(")XXY>D\49^I#?TM<T!>
MVP/>:&^F^A'09YFL%MN9K-K=6<N='E\=:N?=C]A- U/2=@]]6O602=O_XYG9
M83#[==JJL_$3CWG"V%^<R4G:C!V#X@.Z'?$I7IIUWXK?(=F\HMM2.^$S?VT2
MH<UBSB4)0@X#&9NZ$ G7;A9FD D12XDY%4K89%<]00<G2AXAE:H+)?-.7-XJ
MMYS]YF_?/CN^]3Y"3[P&ZQH;MFGVN@#=,#[PU['ZP'X/?H2^&&D;_L2!X>F
M^$0\#VS']VUYM!WY$TWO;LJ?VI3[#'7Y]N\&\<__\2M976J*0IGQF$00L<C$
M=0L$B<Q2F'(JE2+ZS\AJ:;"S]:DY^EK!NC ?-"K:\]-+U(ZS_TE8#,SK6S#T
MN##W$@][)CX)EY$XUNXU<2+,O68?H,*7SXQ&<GO5[=+7_B^Y$].%K"HI+^]E
M6=]C;FH@7#W<W\]EW>'S3PM5E'=UQU_7Q+@^Z<J0%)1C!;E0IF9I%$+&!(-A
MEI*,!)F*[6+!3U-C:E3751K4=H".[O9C_82..4Z2X\ ],)LV1IR!M1D-W-49
MV.J#CBG@C^O&<;8XO?39(?8L/4['C$3GPW:0TS1P.JX'YHL3&A]M8CD=@.X,
MY*&U?AORF[1RU?/TYCA->,I# 97*ZL 6#AEA&:0DY$K)6++(*8/S?E%3FW(V
MFNJQ5"W+>FP[;HP? -9NS]L/7 -/&1TEQ\D9?QP53QO0!P2-NK=\W.#GV\86
M3_2_551]6K1I'*YD^9C7U8KSF]MEFUM$(232($,PD()#A)F"!&4,LC!+$$HB
MGG&KLA,N0J?&'VN]Z]J25U_=[Z0<A?FX2SH$> .SR0:W3YV:G&NM0:-VCW6^
M-:SNUWM\PCN2&VD'L]\+.+8P65RZ.=K4Z!=M;(W;=;G&^MG>)8),3N"R?J6^
MYM6?;Y_>R@6_O:/EG^??\VJ6!8PFG"<P$RB#B,D4$I:&, J9#!.I4A4AQS)!
M!P5.C:NW] 5&8;#6%_QA-'8LOW$4<=N0!W\X#GZZUA_"/D6#K'#Q5SCHL+BQ
MBP=9&;^C@)#=<WU)9CZG>K#2N;F(T=+9)9OG-[7$=G8-*)(A)P&,J$P@4MI+
MQ%(B&.I5)I:)$H0P-ZZQDCLYROGUTI52[/"U91;OJ U.,%V--RY+1V>/F?QZ
MXN2-<.RDCLP[3E"\I!^WQ_LO3YNSYZ^RRH7FNYS.M^K(SU*JB083#K,4Q1 %
M0A-00@D,4(8)HS*E@7.:B\,BI\8]'3W7:5S!W&CJOIHZ K;]$M4?A",M4-L0
MHBZ::U:Z& 1-]Y6I/U1'7I>VP4#EWG?5<W8(.Z0LEJ9'&AI]86IGV*YEJ>63
M_?S%*WXKQ<-<7JK?5QE"6K'U=8-<5O49QRS, BFQ9)!FD8"(9@32(-;_*!5$
M*HW"5&0N_J*EW*EQ=JNVB0UO%=^DOFE57QWU.:Y6;;O"SK4< ."!&=T3MNYE
MOMV0\E7'VU+JN(6ZW:!X48G;\7%/^VB;8EOAC/(D2U+-4XHG$B+!4\BRB,,P
MQ1+3*,:!<#HI/21L:N3TBRQN2GI_FW/ NVK7&1SWS^ G[JEUT>^YG]83T]'W
MTOR6W'.!8Z@MM*ZHU]T^VV'TT:VS7<_TN6%3WA<F$=H7/2Q4,<^+*WEC?.SV
M&!6C!/&,0I3PV/R30)I@!056@ND5;)QF5EFJ+61-C5'6ZAY.5NH,Z?'UJ$>@
M!J>)%J.UJF"E:X_CT6/(N5Q/\8;@:-=03D#2\:J)%38'KY0<;F'$JR-6IFQ?
M$;%[I)][II>KI8F9>R^;_WY:G/,F_=,7^F3<O_.%T)^4#U)<:!\QG]>.X2RB
M! 62IE &26(<MPBR-(YABAD3@E."I=5^X&EJ3(V +Y>WL@3SC8)NSEK/OK!S
MXX9'>/ MQ$9Q\*8UX4<3)=1: 59FU,D85X: "XNN</8 3T/2DV_84XE1O<;3
M@'KN3Y[8VJE1OITVSUFEW5J^G(E $HQB A.$,40Q-]%Z$L&4"A9D)$[U@K9?
MH.\.:5,C.YNQU0-30D4<*D3-'43MOYOC)JP2#!F),BQ2)?2_LT=9LF)T5+M2
MA\.U$T/=>R8Y#+'=A.$-MH'GA0Y>K:)/X(]6T4$BJ \ XCV(>I>L5XJC/F#V
M_E#J0P_U=EF+.WE-OV\2#FZN"% 5TX@E$8P#)31]4 9IC .(<"1%FF:9BHBC
M8[I7V-08^=/G=Y>_?@#7YW__X)A(]""DUOZE%Z"&]R+-":G6LY-&=* LHC:0
M^',']XL:V^D[:O0.U^[X,WT=.+;\FS1AP5*<ZPF<WJQ/.4SJ_1FF(<.$4!@G
M1$$480:)4 K*$(48\8PQ9%7ETE+>U"BC3MO];:4OH(W"VP4G7#V/PWC;^A[>
M4!S<^V#+,]#J"E;*;M=7\>F"6.'BS0DY+&UD-\3*])>.B-UC[@<17\K\3OZ?
MASM6_*+7H[K)ZUNZN"P__..!SJ^+ZV_%]6WQ4-&%N):+W_/ZW*.5?*F?WU?3
M]_R1YG.SG/U8E%=T+MMC#8:35,84!I1%$"F*(.:!@$&L6!@J%=#,*EGZZ)I/
MC?%JX\%_&>O7/ <+;9;]KO^X/7_\]&6R_3DP]S9=61L.5I8#8SJX+$%MO,E+
MILT'K?U  P!6"&PF.=/YFR#$EZ7.USB CZ8RJ4:BQTG1N.^,_;G39-^=D4ZQ
MNG1PLWJ'EN8=TETMZW=H68"E?H>6[3NTU._0X\YW:!VHP9IWJ-J\0W3]#BG=
M<*41\12)^2K]=^"D;5Q]1CNW>Q68NZ> KZ- OS77!UHN\L5-U=8"?DNKG,\0
MY8)D2D(29P%$E$0F'#6$F5Z "9EIWR9UNB^Y4\K4O(U:*2_EP7>#:K><.AFJ
M@2?R5K]-I>\S4.OH;^5T$ )/ZZ7=,D9=)1TT\_G:Z/"7>]0A%/_U4-4Y*\W2
MZ@NMJNO;LGBXN77T7K)88,8#!"4+L<F$@2&6-(0Q1S@.".(46Z=S\Z33U'AE
M8Q:L0W#NM6%PV5CF4/;.4X<=7Z*\0C<,S%D;BYH:NL8FL#)J\-6$KXYS*&$X
M?@>.5=5PQ(YTJW;H%_)#!1 ]21JO)J)?:+;*)'INNI\+W3DUO53O\^J^T&O&
M7[0>]Y\6JWK"=9W&Q3)?/$BQRG^GQ[!"F%"A$B@2E4$493'$:<!@S&B<!)B)
M%#N=?_959&H39L<.<[]"K"S1:WYM"KB5<[%>F;OYY;U[RLYU'P/_H8](6JQK
MM<_ 6G'0U1RL53\;)FSO5"0]+1)ZJS'J.N)4L)XO-4YNK\=JY!DO;QC;G E]
M^'XON:DHGBO9V5'YF#^:.$*35=3\>BT7_RGUJGU=XW(F-:6F1"]+TH!SS:]A
M!%F0,:@4E5(O3% 0)]9KDR$TG!KQ_M+=5%4F2NO)Z M6BY5Z.[7^Q,'[':1G
M+18QK]U?0R]IMC:I:X^VX^_6H0*MD<!8N7WH8@RM@Z^-J<U'YKBEMA9LJO>^
M=C<[+'E>N[M'6@!=W^85R)?R#I3R7C=L4O;JX:G? M-ICW7)9>,RF?[O'&E\
MRY>WNK^!;%^)N7DE]!=O]HQX\V[,S;M1_V$][H&9?6IYC&J]N 35K91+(,QB
MS#SS[3;G6E(I@9[BY4U1UKF,%C*O;UO0JO;>X+* =W1IE'L""_WZ+E=U9#<:
M>SIQ&?2U.+1(&T3N>$NV(6';6L -*JA_%-K^%>.Y.3@T+_6[HM(*KORAU5V&
M]A3G7.G_GL_GQ3<S1O23[THI\J6I%C03L201Q@',5$9,*DH**24<IBA)A8A9
MDB9.1RO#JCLU#V5M#S &N8>[#=BQ*.:94J&$B(<)1(1(2 D*(<\PYYR)+,/,
MIBS@!#MVA J"$^Y8N\7_=+IKZ"T"XUML+#W;;*Y"[8I"8ZW^;*L[S\#:Y/5U
MO];H,T"-V6!M=^W0-I;7U0O]1F0.WT4> SH'5';T>-#A@=\53CJ"5#<O8U-N
MO)9!N;EW\YXNZ;N'LM3>_"RDG(:1E#!.8PP1Q0A2%,=0<A22+,0)CJS2QQX3
M-+69?57&OJ,L,-J"E;IV,\)1= ]SN4_,!F;AOG!9DZ8M%COH3B_C?KHI'G_6
M331,IW_8$-S1AD>A)EOS6E*Q_GZ_1<=Z\?+VZ6VSLKXR"^MZUU734I.>#J$@
M)0D34-(0Z:4#TDN'5,4P2I'(0B%%S)TR<-D(G1I-;#:GS@![ BN]0:TX:#7O
MER70J@_LG$'?R Y,)GY =?;'7%#RY%59B1S5-W(!X;F'X_2L^ZG,5WFOW[!;
M6LGSFU+6-=JJ9P[2C,4HHEA2*!2G$&&.(%$<PYCI_PDA*%%6:14LY4V-CFK_
M4J]F5+[0\-=QD68;=.M2'JB^T?L*0,#7&<+K;5"]\EFMA=JOV^^WVW3-\4,2
MSX /S%(;;<%&W1?K2;\8VI] >,9RM/,$^>(M--OTA=JWRZ__TCE8N)]+<6-N
MHU;=MWMY2Y?FN"%?5-IC>JBS/)J*]KK=!6#RELY5DSASW:%TC9FGG7^'[CBP
MCV_3RFB[\@XF=??871[KY[Q^H7HES?/[NJKG5@KMSE^*13>[Q)U)!C0C69HJ
M2A+(A5[P(L(#[="2&"J192E-,0\2IYP\?169VJRRI6T%\JK2G>7FS/;N$SL'
M=PRD!YY.MDQX5MC@#&R9T0URJO<V'WRLL'UAZ<DU[JW&J.[RJ6 ]=Z%/;L_=
MK3Y<G)$*QH*$("A2A2$*DQ@R&1*((B;C+,V"R"[)Q5%)4R,]]QJ-CL@>]X?_
MNY00]5DUU%>IT/]N]4%/P-#)$3VU(.A$JH ZE_X<LM[GR_22ZZ+R[^A]OJ3S
M=?Z\-.6)8+&$<1)RB/3_04;C$$I*<<@2R=/LQ.2W^T1/C5\_ZQ6<7@8LZJOP
MIR:[W8NWG?LX#(H#L^Z>I+9KS<%*]4$2&KHC-ECRVKV"7SEA[3% CB>I/=J"
MN[-W^?;O!M+/__$K:J?40-(LHQC&9K,4!6D$&8XC2&6B$$5A++#5*<[.UJ=&
M.EI!8#2$1D5[I^0E:L>=MY.P&)@ZMF#HX:3M>(NL';.3<!G)&;-[39S\KKUF
M'_"U7CXSFG^U5]VN3[7_2STW[DP(3+$X7ZX/DM8_;+([MB]<2A%!*(69"F*3
M$B2&5$D&LR") X150I%3W*J#[*F1VDIU0)>=NQ+@5SV':)5[5"?ITQV6VW3#
M@#STSMSI^+IOPKDCY6O?S4'RN%MM[I"\V%WKT40_*EN']ZFBK+9N$JP&3$A"
MBJ(@A:%B#*)$$DBS,((J)%D4BRR(J%-9]F,"IT9:UR:(NW-TYT9-1^&UXR.?
MH U,0B^CFKL7[/P3D"TTGECGJ+A1J<;6^.?\8OU<KY2Q"[/[/_]"G^HST\O%
MKI/4&96"94B&D&@*@2A3!&+$B<ED3V3&"$J)FBWD#347F8XN8BRE6HT3THR3
MKNPA3],:?<T)_\YS_3HNIJBO 5;/@V:<4G-:]<KQY:)/I$=+H=IH#.Z/@>T?
M4*<LI;Z!'3,8IC[=,]$I]_9P^\L/ZH+<X<R>5BV-F9/3Q;1GV32='G6G^E]H
MOC!7.BX7GQ:/LEK6[9G;(^<+L2F.4LVR.$@5$Q@2B21$*DD@I0&'6,1Z#E A
MYQ&RIWI+J=.C>G.0\.9&:U_]"+0'7\EZ8.0;(VJJ%QL3[-G(MB>.T[M/=,>A
M=Z,Q>&-T_A%<+D!'[3/05"[0JH/W0\)J3_(#P#L2R?N#V8G;'0$[P.VV+8W&
M[8ZF=;G=]=%^>P/[LL%]JN/JWCY]J07)#R8:4L_ZU7I1B\(H51BE,$PS!)&4
M"I)0<9BE,6<D$21+K!((G:K(U/82/A<+>'XC%WR31QV^R*/NML'0NX_L-A[&
M0'[@^:$U ;Y(;WD&&C/,W9V5(:!CR0";%:?"Z6D3H[<:HVYNG K6\TV/D]OK
MQZ)UP>1WQ=U]*6_EHM*\W)0",_RM7<)+=4V_K_=[EV7.'NK,G-?%%UI?O14<
M,82QN:XH!42<2XAI$D J>!RG$0^B0+GDQSA1'R=.'2$!1E./FG?MT3YU70#O
MC?&R'5/0G]I;=K0Z8A\,S*X-_%NF@%7]P<99/ -FW5,H4X[P#+1'5%VK3/61
MQBY_1.L)8$]\>ZHVH]*N)^B>LZ^O9OM>M6GV0#X6Y683Y%)I?>Z*Q=72E  -
MA4J5J=V!0^.TI@1#D@01#% 2:ZI%0J3K#>EKE[LUQR3WV*FX'BGNL;N#5Q?T
MZ.SCN=ZK.=H!ED?S?O <ZZ[,"C^3FZ=S#U/38:,PJ#7V>2?&%AUOMU^."ASY
MGHLM "]OM%@_V8^#KI9ZZ!H1[^94+]U5W>;Y][R:X5!1Q(2YSQ>&T!01@B2B
M"JHDII0%62#<$IKOE32U!7&MGQD-M8;@#Z.C8_#/?E3M^,0+5@/3B!M,SJ1Q
M% )/7+%?SJ@4<=3<Y\QP_($3B[Q_*>8Y?]I4(P^R)-66F6I 2D&4* )9R%*8
M4HEDPK,P#'"O N_/!$V-#C:%RUVWP?9":4<"/@ :F ,VV)A5E-$2_+'Z[["%
MW?= XKNH^W,QKU/0?8^Q>XNY[_M^7P]!M]%L1[U_*//%S1=9YH58Q?T]YD(N
MQ%>Y.3'\HM^0F>*(18BD,,9A !%&,62$4A@BP?2?1,I8-'N4)2OLW0=W-5Q&
M2E>9X0;,^[R47"]AUF$'YG!UI;U>QFS4=_4W>O21K2LR+.X#,U3CG*RVU!L#
M0&/!69LDJ[4"=,T Q@Z?WDQ_%+TY.CU4&-D'Z@_22_?HA+9ZEHZ2527E^MK9
MA;F&]E4NY#<ZOY;EW2Q"H501X9 D6'.BU&LIC/4__S]W;]O<.(ZDB_X51)R-
MLST1PBQ?0)"XYY/+Y9KUV2J[KLL]LQ/]08%7FS.RY"7EZO;\^@N0HDA;;P %
MTHR[$UM==DE Y@,RD4AD/AFSD.,0X3B+G(HN3LPW-3_J]KD*LJY70&],&OV9
MJ;=T:$!B"[.=6?,(WL 6K)9TUBE-K82=@8VXP,CKL5N3'3"^FC*=F&W<WDMV
MJN^T6++\VGGY#A6-B<F6HXNKTIS]YFE"5!9&$AIF/HA2QB#)X@P*(J@D3&0H
M"OHD-.S,-#5+4@G8+R-A%T6WE(.SL!G:U;FZ!#_XHQ0OAK0]C&!$C)'0%J(6
MM;H0H\LZQZ!U=+05?LN79.+JG:_Y3S0X"*+G3(+=>3XD5>"@NH=R 0Y_H3\_
MT?O\ CUP_F1N;?XF#96'%!?Z &3FSE5;UK4E@D Q3X30QSE&E( H1A+2E&A[
M@\-,"!:1+(M<>8S.DFAJ)FDK?*^&6WX6Z;@E^Q#H![9XA[.H0+L@C4Y@HU3=
M0:U3BVK!\#'0BKD3,HVV<B,3-PV^@KUHGKR@;4$'==X\H]-&>8%E'[V4GX'=
M-LER_5S,OWR=IP&+,"<I9%(?T9%2(61QQB!B*4IIFD4IM=KB-N--;8/ZLE@5
MN:!V%J[!Y/B.TD/3@?>#+U]O[ZX_7YQO!-ZI=J0MAOED[9.:O[6^:#/"*"_G
M.W&;5^O]KWNVT-O7'K@T.?W=;L*E(VF8XZ@3>LCV]\ZNZZ3>=MPN!R$/ZXF<
MKTY6CK./VYJJ'S0[O:9Z#M/G=+9</RY>O]&EWM6,N_5%RN]2/ZC:\7J0FTM]
M0[:N=XBK_WG)UZ^W>@>\^%Y((?6N\90O]9Y8%;G^6AH&\$NZX"^+*@Q5442\
M&7@>I1+C6!_;)!4A1)G)UP[B$"J*HR@.8BJ4%6O&Z))/;3.],T]$55:\U;BB
MTN_H_.] 5EJ#9YH+L-*Z@^>N[IO:9)<3QYB/BLU9<J(/P.!GSDIOT,H'OICP
M?*L[N-WD1&VT![7ZP.@/+L ;!#;\X\!@ *Z7H(,"J$E>WLXSU>?%Y20[T>=F
MM!/O))\?Q_/Q!ZSAT7/TF/*,>-[^ )C?GLL_0@!W-\JD0VNQ<KIH8^:F\+B]
MY:A;?=[EY3_O"[HLE2QV2*]8P@4+S4T:9['VCD0*"<89Q$J*-$LP3J75=9HO
M@:;F]+0Z@<+<#LGZ4DF8#L)=O@@(>-WOM]#*@?5&.^=:8F_K>MJ5&7NU!O90
M.@O5O?VK6CVW*LV:MLQ&*]"HY42+-LQZV;L28Z_;2!Z"I_7SL]7[Q/C(#NYE
MFM$V9I^@=/=;K^/V:!&IAVVWY/:62F:$8"Y@$LL (H1-+J_*($W2B$8!C;@^
M -AVA=P[Q=2VNNJ5ZCC.?6X(#X!Y>C<Z'Z*!]Y<!T7'HT'@V2B-9\QYHN?5&
M/ K$L7:(^[\X7@?$HX*_:7IX_)/NAJYIE7CUQ[-<EO)-<[ ?^C@S#ZGD&8\1
MU'Y_!%&@,"2)*8!DBJM$TI 3:Y-W:K*I&;\S^A5:87O: OI$;&!;V(@*-K*^
M:S5HI/4(G;UY] GA2(9R"Z7<0)DOM6=CJ&5%7;9A>M@6\MG0,>B?GJM\?I.K
M^/P&\E)KYXG"TQ;$(T;VY!"CF5M;9;J&U_H[_6Z6[^2:FA#1%2V6IMOV!=</
MFHD/2?%9*CW3>LZ8]B\9XJ:$S'0DEQ)F.$N@8AQ)13/.F1-IV^DIIV:..Q("
M48OHEOIL@;+=E;U?[(9V4C?"@D9:\$L7R8W AWF8G*_E[='Q=!-O,>&HE^_V
M +R_;W?X9L\2UDU6_*WZDB_SM?R:_ZSZ9>L')F<+>5&6<EW>&V:?><8$S:)$
MP33$"40BT3Y@QA",.9:,9H)1M\X2]E-/S? TDIN;[5IV6 D/6NE!+3[XK5+
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M4WNY&^G ;[5\CN7_[["S\P/Z(S+TK9(U&,X[_7Z=/>WJ[P8?=0??K]C[W?K
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MCNI(Y=H>T'4CBW0"ZAA7I-U XU%%.BGVABG2[9M]J\IJPW^]Y*LG6=]OU&T
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M2.$D30/4).;<.W2.<!.C1X;._0CFJ]'"5*0UR0C5_4RYE=ZQQX3CZMB9MB'
M'JD/10/P>@4VLMO4*GEL3]$/.E\-*QQG'[>%13]H=II:]!RF!Y'8U67#GA)&
M$;F3='%5FO"5H6ZG2SW!]?*GK"G9KY=OF%-NE^VG+TS&>_ZO*AYZP7DAS5]N
MU7?M4N8O3_,LEG&H$F(NM:5I@L$AI2F'@:(X$ &CBE$'@SF:X!,UL;]TI?X3
M^ ] &\D=N*E&6?CCMGA:ZSB2>WIU"1J%9R",8$1FP.@!:D7 5F_#&]MH;AJX
MO2,FNUUVOS8#703 +UL,_F0XS38P3.WI<" UF]I3,E*^UR2?%C=JM#%7[AAK
MVBARC$>H-B:L;[C61IVX+[7RLEPM<E&-_E=:Y,9SNEZNI7XUUU?+M3Y(?M?_
MSE_G2F24AR*#(4<I1(1IQR0.">2(R83A*%;$*F/9>>:I!9T:64$C+*BD=3ZL
MV4-O=TP;!-"!M_@W,IOJB;W0OLY +3GX;?/?06)2S@!ZXVRVG7=D!F='.';Y
MG%T'<#^4W:\^R8OE<O6B51+M4<]$Z[_1XI]R7:= QFDLL4H89$$6UG02A.H?
MN6!ARE(2QLSJVLY^RJE9K>NGYT4N!:A%/)$6V1?FTV<8_^ -;*'N5^"3H4+>
MB-R)'-5D<8/B:>_U^\=U+)KB3Q==3"M^XJ<:TXJFV!/ML!L^1YQCRX%&\V[=
M%.NZIX[?[,%F]^F_#7PW_^^W<%-LI+W&),L0A9B;,EV&$T@CKB".,8ZS1+),
M65>][8P^-8NK!01&0FA$=& KVT'MM%4]"XN!#>@;&'I4K^WBX<#'=@XN8S&L
M63TF;B1IA]0^1GNV\YWQB,P.B?N&FNS@A_H=?+^NE@\-#T_"",%I#&E@BLDB
M3B'+(@Z)HEA*3..4.+6U;X>>FDGJ<&89(?M29G6P(T@*GF0<"AS'$&D!8)9F
MVJQS) B/A3#7%4Z%>/W0&Z?:[GO#Z=R3JJT#G-V9OA\8 UOTZM'Q3T&TJZNG
M\W5GX%$/T+L*O3\A[_F$FS43,F\XBU_#B-WGZX6<8T&TCY5&^H@K4H@R%4#"
M];&7!2A4F2 DRHB-/=LW^-0L6B6429FXHOP17"YH:?E*[D7N^$MY+AY#GU0;
M*,+H%_:GYE#EH3GO,;V/,!3IK]5OI_Y+^U+N'6R4U_*8&LV+>?0S9[1<D,(D
M'[24(Q7CR$_S?G1^MR48U__Z>;58T.)._UE>L++::^8JDW$:!BG4S@DV7=<S
MR&@F(8^PH(J',@ZLVH]YEVQJ1F&C0(>SIT/YWZ,)@Y?5L]OP/V1-!C9,&YVJ
MS*M9=U%J'J4C:U5]HE8.5-J!WQK]?.:B^L;<9VL&+W*-WY_!)YQ[FS1XG:"?
M96]N;#]5C0,.\V+OZ\N2AC$.$I1 Q+491RQ)(0V%TCY:H%VW1(E8.ITYSY!E
M:M;[XJ$J@#G0E\'YFO6<5;*SV2-A/["5;K2 M1K=H/QNANS@G7(\8.K)"I\C
MR:AVUP-D[RVMCR'=[PV.=QDP%ES_]7=:B#D-LU#%YI ;!2%$2<+T21>G,-7&
ME6']M]"N=-MIUJG9RR,)[5\VKROXS<@/-@HX!-_ME^+T)<4@  ]L%*>!K?V%
MQR 8CW01XA%KI]L29\R.W*+8CS7:[8JS>MU;%_<OGU=69@;>3M=$V_?U7ROE
M8C%/2<S30&"8X9!"1&($J60!5)0'*<Z08%2XL3[WDL/J71J5_[E;6%9L#MC%
M^1TI^ZV2G1,]'/(CEYHITVNR]9VW*ASH/6G4\%]OU@M%SU5G;C)\2.U9+Y@.
M5:#U&\S=/>[,U\QRJ^JL\89IZ<(0>%9RS(,0QQ*3%$JNS2-2H;:1$98PP4F8
MQF&4I$K:V4CGN:=M%]\4W%;-9\"C7(CJ_2V/%8&>N2"G'67_((]L K7@6[MG
MJF0JV6>@999KQ1\*97N7>3"T1W*;O:+NY#CW0NZ(\^PVWF@.="\UNTYTOP'<
M-X;CE<]7?QA>9VUB<V6FEV5I&CW>+N7?)2TV-4927*[*]3PF-(B36, TH %$
M6!!(4$Q@FC <QIG*N%VICT^AIA9U,;("TQ=5[R42O&IQ[4V9MX4ZO9=\!/P#
M;S-;E6I7VX0%.OYV%45H] )&,;._5ZME= -:.6"T UOU@-'O Q;/?HOZB$4<
M*_W_,2]!OI9/YGRJ!ZYV,F'6L.Q$@N@:<"W_#"QEQ3A+Q3]>ZKK)$CQ143\)
MV\I^_?E.R>0,K/;U,,ZWC6W-^$NAG3_QH"WQ#.1Z_.7K#/R>KPW!.)#-P[38
M/$R+G5??_%9/ AC5RG$)RD>I!16FZM@,_?MCSO50A01Z.Y4/JZ)Z[)8R-X(!
M6CN><+V"3W1=I9Z I=9G75!AMNT6"$^U$+X?IR-;NK>I1MOM?8/3=02\C^V/
MY_)O^EG\=;EBI2Q^UF5ZSR_K\DX:Q/)%7KU)=T9<TQ_I$RWSLJ+OO2^T%Z/T
M=GLCUW/*DAC'"8**8-/+$!%]U"0)I"G/L/ZG-./J7&Y,#W).S9/8RG8^7::/
M5;0+UTU@;09V,P[1G%;;0E=-4.L)WBIJ$ITVJH)*UUG#G;[5=P:TQL/R>WI<
MD@$Y07U(^>$\HAZAMN$>]3E=S\36%SVYX3]=7_W4?WS=,GXSD5&1B P&IL$=
M8@)#2G@"8RRB*$99B*D;/>F!B:9FR%LY027H&73J![&UL\X^$!O8O/8#RSVW
M\P02OE(U#TTS;N;E"65W$BE/?=X]!O4M%V(AZ_KAKW)I#C#?M>>J5HM\M:E\
M2DD:IH(P;1D0@BA4AA*4QI %*8L$B@,5!K;1I=/33<U(U!(WM $;F<%6:/LX
MA 72I\-#?O$;V&2<@*Y';;$%AO91&K]8CA1_Z?LX.@4<[)$Y$DJP&&2T((&]
M0MWCO\.W^GED6W:P+F78K3))F:N7.@M^PQK681XKYS@D2<0DAZ',*$0B4)!0
ME4&1B4A%BO&,6UX1GR?(].Z+WU#_K11XW@A=1?5$HXWYE[Q5HXI2NKE[/1?.
MSAD<<#%&"O@W"H!W;*X:]ZT6U9(T>G09'CU<=OI!TI.KV5.(41W1\X!Z[Z:>
M.5IOXIKKF[\VE".*F>9@$8-!K,^U* H9I&$:0)Y$F10DRK(D=22N:4>?FHNZ
M920Q(CH3M710.^U_GH7%P&;G#0S]B6LZ>#@3U_3#96SBFJ./21_BFEVU3Q/7
M=+XS-G'-KKA[B&OV?*A'ZI^&01:%%%6[CVT?M'OZAPD!WLGU2Z$-XR5]SM=T
M\5WJA5ZNYU@(1!*50B(4@8CJDS=-D?X#D3@QG0Y#96V[^@@P-?.VU0&41HF9
M=N0V:LS NE8$%)4FQL'@M2XS\%QKXY"PUF>Q3IO,H9=@8*O:HO^C1O]SB_Y&
M!U K87+8+AOTOX^"OD/6X,"K,%;RX#"KX99&> :4Q[()^PP[7E+A&4J_R2T\
M9YP>X=U-@HH>*5^)VZ7<>#9,R$C)6$'$9:3W&)I (C,!42KU]H)I+)"PCNGN
MGV-JVT@ ((BK[!^').9#^%E$:L]'9>CP;).\5(M89=KU",D>0,@A#GL^4F,%
M7_L@YA9Y/8[%L7#K@6^.%V,]+OJ;P.J)C_9DB,PIRQ=UX>-2[#;8VS+[!"BC
M08 59"A)(")(0D90#+EVK5F$2!0KI_MNVXFG9A$[<E?1N+(C^?_^7UD4IO\'
MR$H#1]9$VX6PBX<. >_ IO4]LIM6G4.0(;FBXXNCT7;:<1D<'<'8X7=T_7X_
M2W55KO,GNI:W:ILIM(>1HV%LS7#**<Y@%FA#A205D*:809I@E>$LHRBS<M7Z
M3#XUB]7F^+E9)"? [:S24# .;)D:L4VHI$,)U$V8],\4VP<K3W;*:>I1;54?
M4-[;JUYCG)F$7J4E&O/8,9:;QT?<MBF,^@,WJV7Q)J/QWIQQYQE'69*%&>1<
MIMJ@\1BR%*4P%50P$O&0$JM\(N^23=?:==_/LINI;)R+KC+@MTH3Q^Q%?VMK
M9SL_9,4&-JS=]/,SUJ=_%KDO+'WGC9\MU\=DBON"\V!NN+<)^M(<%S]S;B:H
MY5AO!?NZ35Z.62S3-% P"!(*4:HXS+B,H20RC%E(F*).+00MYIR:#=Z*7%>#
ME*:TL6.7S\@8M\#?SIIZ1G5@.^D#T!Z,P=80>>,"/CWCR"R_UA#L\O?:?[6?
M,6I]U5NUEPZXB1A%#$N:F![K)$$0Q2F!5)BFICC ">7:M4RM""1=)YZ:6?+
ME&Z-N9T5&@+)@4U1*[(Y#>\G-!\B9.<*E2>39#WMJ';)%8SWQLGY^^Z7J'7L
M[WII[F+SG_*[?H@TN$'3C2K%"4IB"F,IM$FBD81$1@0F2%"6")PH^W2=HS--
MS09M@MI;:8$1UV28!?:WA\>A/7W+Z@VPH<-N!['J<>5Z'#3[BU=OX(W&/2)K
MR/:C25_6CQ551UEQ>YBF[7)9UK4 ^H>G?+V6<LO\L:*%,#^(7)^MM+VNZ!T?
M"KI<@]5SU6-M5E^( ?K\K#]25^B"(G]X-"&8)@>MNB#[21<F<-K\VZJH*4Q
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MV>$1X![8\O9"N@_KS#DX^6.;Z27%V"PSYT"UAUWFK.'\$?LU["!*H%2%F,&
MF&!$EL:0$.W)QH0DG"(54>Q4N'UDKJF9M9JGSI)KQ@9+.ROE":&!+=%A8C\+
M5AHOQ'Y[R5@&(?8;E<+%064;8K_SZ%U,!LJ^(.EGR=;M34)+(7U75X[]2XK[
M1VW"'AZO:+'4!JS<O &$Q!*C0$%)6 (1EMBTKXX@B1,E<91@$@2V*7L>Y9J:
MY>E<)G0N:(#0VH&\<X$#P>6W3S_L<]=\+N5Q8_:!"S2PX=M_T0.,8IU[Z5F'
MZ]ZP4#3:@8UZH-&O!X67SU6TSU7\H-4<*:MQ]%5U2H0< /LC*9,^9QLMN7(
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MR<GOAZH/_<+T-FBKXP78:JG?JO4$U>#HZZ7Z!L#''9$ISLXO@@8[?J/;'E-
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M(V.=^94KN>W.DX[!;';P<PIT4Y7SWF(E02-CE5+1W;G)  J.#CB.]3+I2<2
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M;GXI'8?2PEC] FAY'8)GX0+@$,2I? ). M/.6\ 0G3[W@:$FIO,G,%1FQ\'
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MQZO?;CY^ )\^?[O\=O7YVZ_V1<S&YZ9T@)%G-JQ*DWE/+#F @\-:8V^>'')
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M<__0$/?S8<\0: [\IA\5!0-'X;6ZVVN(J<W=3/_8CA0,;=$D#9K5_LE2'E=
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M)"&.< 0QT??A4QG@U+C8F$%_4Z./ SW=K\O%^K%*$MJ9;AZ&F2!^/CCVC./
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M,?F3K'JF1;OA"6@2IDF,841#-3QIE$ L<\70&0TCF841LCL OFA<QLP$OG1
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MU.$GW5[M;\O%LMX#7_RH-]G;:[,B"DF.8@EY2/0&%(E@GI$,1@G!.$A30>/
MIO+NR9ZL7O31"O NUX]BI>8Z;2CX9;XL;3.S3B-K]LI[P6O@-[]K([AIL&K,
M]+@\/ N%)QXXW<^H='#6W7U6./\%-W+XG:P*O<]UKTBG*4HH. DRF6*8![&
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M)I$,A(0TRS.U:LUC]:\@A2CC61)BGF!F),W1W\W4)J!O8OUZJ;K38P2D+6\
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M029%AH.<(QQRX],5V]ZG]OJVPGAE781F63FA([&VD@\@6S^:>CY7C222Q<&
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MZ5+-I0;A_\./B_E&V50?FY&VX1X>137*S2/45"1^_20U!2.K!VK(9^EO?G8
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MI[S(Y!B-D!G!^L9]8!*MS6WU<;867^UD<:X:$4AEMS^:M$')$Q4:=3DJW=F
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MDI $7%=28 S2$!'(,.$18DQ%:U:5%'I[F]J[OC6V$L#>78TS>,P=H#8C V\
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M!IPGU=U_"A%)":0\1)"%2*VG4WWYQB@?IZ^3J<4D73M!:ZC5W>%>2/O#"%]
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M_6/E\88/-M %/YK9T,EQ>?=T^$B3*'%ELI:J__Q%2ZR_^WI7L-J(<!F%B*!
M!::4:0!QEG)(A,A@QBA)L!2<I$YW,#Z%F]NJ>@C^JQ+" .]HN "/M>SF.$ +
M[^CL^S2IY;;@C0PU]@:BD_[55:R; V;H^&B:F-%L4?\/-!J"FWYSNN] 1L#=
MUU[%IVC3[FI& /75_F>,.0:N /Q.BMU^._;NZ?V:EN4A#5ZE(0YP$D&6F.)D
MDB>0FGMVG*9Q3 BEF7 C]?[YYL;3K;B'@P3]PE<B.[+R&9@MB=8?>&-SYTG<
M7(K;N#.B'4"^2.[,;-/REIWJKZC(\C$W=BF+[?+]OEFWYK:JKT65F,!(F+"0
M9Y D7$(L(@ZI3 E,2"9Y3 ..*;<AE--3S(U#GDE9=ZMQRO/H ;.?-OQ -#)3
M#$#'FA;. ]#'!/KI#@OHWPX,T#/P)"_]><7:]]SBDR/$N;0Y]1]V\G\D+;[_
MMEE&&<Z0>=M5'"F($Q%#B@B#DL@PEB&50CDY$H[SSXT4]%<)>PQE.0*XG4LQ
M(HPC$X=-^,IV YC4F[*5WHL9#8!68:+ E=/831&R<F3V^02KG(;&*4RE9Q@_
MG7KT!$U9<DU/"*% 0IE0!#%'>C\D:02CC*LL341(W&^&CLXT-YJJ.O0\4,N"
M&^>!M+_,N1B>J2YL7O20T;)ZZLAS0.VR;CR#T'OC3CQ6*%[<A><5,HX=> [/
MOVGWG5=JG.N\\_J!RPFS_%6N;N^V4EP]:K:^E4UW'_//2QHD.#2^G^1*TR<+
M!,Q4'&M7$*4JD6%"$BO?SW'>N9%I*REH1-WWF_KJ6 ;?'GEWOO6$Y^3L6X(W
M@'<X,7N">2*:WD-+&VB;IGU5 P>@-L7A:KSZ2VDT]'S/[("< XWWC?9FI&ZA
M8A_%VSP^M%'2Z\6D\5$(HK&45$**%8$8$P(9C?1_LBC E& 2Q$X9+*>GFANM
M?W[UU3>R.EX0]" ;IZ$*>$J@"%4",4HY9$JOHTD614F0FA#Y=*DMS3;38MN=
M<G)T%X!N@:*K CS2]<Z2WBW MCLU\0/@F^Q0/+K5]FAXZSUU<J*)>TZ=4_AU
MKZFS3UP0P?-5/N@OS1TMY4VQN2WH?74YD"+"6$ 51&'&(,Z$)F--T3#D5!$>
MRH@AJ^KQYZ>:&R-7DH*#J*"1=5!YK1Z$+6]MO> V]H7M0,B&!:WTHN$S!.7X
M1-,'E/0J?#0\I/\)]_WZ3[OU=J7H_6K]]#RJ\'16=.O9:;:((ZQ=CY1G$&MO
M#F8(1Z80<9)PQ2*665?/&BS%W"BFHXC]UG*X#<[OXR=!=F02ZNCP*NJ]$Q"_
MUP-H14"5Y^-^XCK<%O:;_DEL,M$1P(BV<3H.N!C3GL.!X6-/=E1PL?K=@X/+
M!QOFM'[2^[:_F&U;>6B^5+ZC^OO&Y;<[*;=?S%= ?YW?/1T^\'Z35_5G34G*
M=T__)<7M*K_](,O5;5Y]M@HK6[*01U*84,4J"#U(&&0,8QC'B5!Q&.BUS*G9
M^WBBSFU%,YJ"6M5.2T"]T6ZT!96ZH-5W82+Z.EWM6IV;(JV5BHZ>]HA?"SM/
M?1[&'GF1G=3.SMN#\4W@:7LQHJ"3;D_&!_SE]F:"&0=$J^[N=^NZW+E2DF_K
MZ/IK=24VU6'-E?C;KJYJUWB!B*>*1$SH;P8SI0D0@AF7"13"%"LG:1JG5EUE
MATP^MZ7C(#^0E0(F[%OO77/M(JYRDP9I$AVKC*9BE?/5P[J^-&KRB=>;TKHB
M\"!;];/_V!88F<\[X->R+YI$(V.$5OX%.&C@T2&_!+I+0F]=IYPN*'<@&,_"
M=8>.,>!02%+3][;NUOVPVWZ0^H/_V)D<4W-2W;P^/$RY2%,)$:>)J<+"(:-$
M.]9$$$PB*FAF'?UF->/<^*TC9'4-Y7#*8 6PQ>F.;]C&/LDYR LJ@4W%Y .(
MU8W4@#,;*S0=SF=\HSK568P/=-U.75R0ZCMAL1IGNM,4%[6>G9PX/3CPE*0M
MLES';Q@'5_]D1A"'&LM-PM:U.O+IZHXJ1HHHR5)(<74@(@3,$ EAB'F021R*
M1#K%97B1:FX$7V<F:G_I4,W](/"@6T,_QK,\MIC:)&-[M)=8P_W$P2=ZO@X7
MO,@T[3F"3QA?'1EX'=S=3[[:;N_D/2W^+K?F$+RYD=U'OF4!"P6# 4$IQ%)Q
M2"/&8!02D1+*LR2Q=H_[)IH;:5YMH186UM+65SV-O/8>72^PY]UB7W"-3&BG
MD1K@!/="9N_[^H)N(I?W$@B=/%T;7'H<W-[')_-K;93HNK-6GQ_:Q*,]PMV?
M^YK^(NT?K\I2;I<LEBD-$P4Q(1QB9(*'DRB$*0ZSC$F.L' *5;.9=&YTVKEC
MH48^YZX=%CC;^9.^T1N973O 5:(MP+<=^YLYA=YNP$^TU,8#/\MM=?[<J;&S
M $RJ32'!M5+Z*9_=.^SA\]:WPV+*B3MVV(/PNE>'P[,C5"_XB6Y-],-3=:=T
MJ-$C*0T9#3A,$::F1FP$LQA'4#&9DBA%@:!.=>H'R# WSGJ1>W](O0?= D"M
M+A[K'9PPD1V_C0S\R'1G4_>@56+48DL7P#A%"803$LRG#$(_1$ZE$,X,Y<:1
M0JZ6'_.M'NY*B,)T_ZC_]V65RW I%4(HRR2DIBX_3H6$3$4Q%%(FA*>ID@3;
ML&#O+'/CN5I0T(BX:'\ 1EAPG5M>"/4#V\]=WN :F9T&(V5-/U9('"&84O(_
MW6X>_T,_7W.+_N% *?VC3D(:5HJUM&#W8?>3KFXGM"^;LKS..T$Z2R$R&284
MPP"G1+_\<0)I0 .(DI!0'C&:*JM]VMF9YD8 SQK]@1^,O)8M>LZ#>OZ8RQM4
M([_\QU "F[P;9N@+-/N#+F_@359OO@'QM@)QW8(H#E)[RJRW0J;GK*O_^<D.
MNZS4Z)YVV3W@'D/X;7=_3XNG9RUPK[=WLOA^1_/.WS[G7^6:;DUIW\+$V-<A
MREF8I*%(M3N5$M/"-HEAIM&&E*B(B#2F<6@5N7ZQ)'/CWF\?W^^WDPL0(AC&
M"_ Y+W=%%:YL2BC3O&K1VJAM]IP=)?56R:@.MEKW[M]-:&*C/FCT=XM;O]SF
M_=0_J25'7AKF9$2G\$8O!K@@UO&R^2<+?/0"4S<*TL^  T(BFT2H+QN:E_OS
M1]/?7*_$NT(N91!G/ Y"&&>8F5J %)*$,<A$$,4R(Y)AJYYT-I/-C8H_.1;<
ML (TP(HACC!,.0TA3N((9ID(8!IG3&:2$"X"N_HFOB&=IL))M\-6V] 'K(WX
M'D$^O\GP"=S(B\D^_[22%1PRFL!!7(_8.024>L1PJEC29]^X3DF=JD%5+;:G
M_88M.GWQH^>&F"YTU%*99U&CML\,N]1JPI^J0OY-7T^""0\83V&L61;BB.OM
M14PP1'&B%RJD0AY(ESNKUU/,;8G:!P]>TC'U"))V5TN7X3,R;;I"XWPC=%I[
M3Q<^1R:8]#[GM((OKVMZ/GE9Z;V/OYN&07I12C%))5<PHHA#3*(,$J'W53AF
MDL<H)2QV2G1_,?[<7NM],3-9RS>LX%L+'B>1",(P@S0(4PV9]N8SC/2F%&&6
M"!X0'JGE=K.EZ_'!V\\R'GC?S1R'$IU>(+3CPPN &9D,]U^HCV?0&%P.[X7.
MGFO@M:._2>&[%ZJ=JG;W\F/#F._C/W;FBEMN[S:=:._R9K->\:<E93B-4ZI@
M1DFDM^/:N2%$8IB)B";:Z5%$6/43LIIM;JQ8"PMJ:;O'8F[O=C_"=F^Z-]Q&
M?N]/0@;^6LLZ3K",%3R>**)_KDD)PTKME_1A]]" +(ZJ>>ZI2D<FH>0V-_="
MW^^*S>[VSIQ)%_).,]CJ4=:=>=N*O&&FV081**),^UXT8#!#-((AC7&J=U0L
MD5:U'WP*-3=J:CJ4MP=:L&E??6AHO3!%Q!OEP+;6#FRJ0W[>5;)IMNV0(.'+
MS.?/S-[">"/S8V.WTR7>%N"@%V@4 \\T:WO8#\AM\64ZASR8-S#A5#DS$YK2
M+<?&,^9]^3B^IIHN=\<S.,_R?'R/[;X('Z;[MEF+7W+]U-5M(:N4C/+[YE#V
M]NK>% TJZ^R,)>$DQ"E)81PK$W8:2Y@QF4 <!CRC-!0*!\M<WIJ;P/.+[C A
MK%YQ4K_B75%&?,-K\<"F/X7%EQ'.+X@C CM1G,*AE*G1 .R,"N"@@\DI.FBQ
M *T%SB01^;* _;HVOB6F6L6>?<=-O$=QJ%).6Y6 T-KFM]J1E."A*ICDZ=+J
M,AQ[5J:! T^V#EVF>'?5N7"DX3$<[,4"]SDW9017^6ZS*W_)BR8,T(0 WFS*
ME?D:?UGELNJ0NTQ2@>- 19 SI)>9*,D@U=L[B B-@C"D.$&I:YC'!?+,;7MW
M$!<8>4$KL"G[_)_N=^^76.K\JC0Q_B,O4:TV\'7U;5-L4>^>6YWTZK6WDHDC
M!@^ME?YJ%*N[;;O4W_)@+?=@BHFL-G&\Q>C6&Q2:X0%KB^B-2V:9/,## R3'
M8D!\##M@]]6$X%ZKDP7?JRWB>X./J;B[KZU[2++-.*4\(Q*2+-!;,9X)2+A$
M4+ X""0+9(BL;IX]R3.WE=%4**ZB+,X>OSCL%CR8S6+S-JTQQM[)=3/0>QI6
MU%9ZII-+VO0HMG+8YDUKLXD622W@;DV+3@BBL>(^.);1YU<)>AM8&9%WE?2U
M__,'<-]FT,,LT^T,_4'R;)OH<=AAD0;5UG3]M,IOJQHC50Q7$_XG4JP"TW4S
MD@F#&*L,DI#',"0BR&*4B(A:;0?/3S6W]>P@:5U>!]1AA,,"*WL0M@LS\(/;
MR$O/4,B<HPK.H^$II*!GHDGC"<XK_#*8P.()=S>Z2D3JE"FJ"T[2]>>\W!;5
M EE6LQU-)R T8"FA(40LC2$6:0(SH7\B<8P(#P6BV*HB[Z6"S(UHZ@0_,217
M_")[G'>,IT)Y9%JJ >Z42]LK CJ:U)1U<5;-12:Q]W^G,LU$CN_+=P"L]GJ
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MF>,-6GOI!H2B]J)D?\WE"ZVI JO<4'.Z-K*!HN?"J/?QR:Z*;)3H7A)9?7Y
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M^.F+=AU1[FBMKF.?._4%[.+_1?_TYS^T?]'_8;24?_[#_P%02P,$%     @
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M&[]]]3-\$(F?1^-T_:^+4:FAP\6TLD17JD/2?_T%)9!A-H/T8:6Y)QE=<KE
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M3Z?IS]%X/(3H1!)&D&",*W,S,K&%1>YEAJPI4[GVO5,3NCIJY=O"=E5="SU
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M)H2UJZ<>[&QW&!PRFX5,1I)@2SVB=*58FP62&<\TR2 %KYU/<8> 1@"RKQ9
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M6F9(JM&M\HXPZO+HL!WMOP!:6ZBBY^"ZS0Q86U\EDN#! N$"73RIDB$^E)I
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M-.#@/S72=9W:SPU'5%0IIWTH]XE+LC P"BYY"CHS(JP7.E;O@KF%F..Z]16
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M2U;]DYO?%K5?D$"$X=(!IZ57E2$6T+MV$)-,S$FME.ETR^J%_K4["3GN4CH
MMM9KYG[-U\!V_<2ZL SM(K$V6>7!^D1 $*[!1XSO--$QYG+YN?JUV VBC-=G
M>(] >,P:5<$J#8#KR=Y7IT_N124D7#S]JU6D:)C@-BK4HG#H@2=NBR]N@?/
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MS=/ 3K?ILGJ07D<1';BR:PO/$[AH RA'O& D1F9J3[.F."D&,WE']HD^^F\
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M5CA@&N-4023..Q4LF)BR\<;2Y&I?1:@E^S@<-?M;0$>Q<0/8WC+(](RHG%V
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M[TN]*-1XMUO'0,GF(_$*)AMYI3R<S;_/YNC0;!B*<%(8BJZ,=LR T(&##=R
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MT8!.U%JCM"&^$UW?2_'<_9>.;/1M3#:KH;^Q#>_^NB>XIB$3ZBRP*'#;LUZ
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M6EMT\V++)^CI!6 '*/I1T!PI]:X01,[Z9C]]I7]Y%85FV9,AX KHD!V0.2#
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M/K6)^ZB@L[C4)FD0?UV]'28>E-9> _V')*149<E(J,W)H[?6R3S$<']RD5X
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M%<[3=>'5K'D>]_X+CY&^?23['61M%\5ML=8 ZFA!.6TA6'(#8^:).>.*''%
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M,AZ9E@C>AE3#&1*\<Q%TI&\8D45BK6>DCLE/)[5RQZ)RC*K-)A#HP7(9,(5
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M#_CCNA&A*DF7C!ET?4A3PAH(P2 ('6S@H036?,KYGB1.[J6, Y7AD#Q:;QW
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MU1]0#M'I8D0!=U&?55/$\[).=7Z&,^&8+"I+2"IJ4**0V&JKCYAL=D*%0.Y
MXU-H*&W37GF-H3:J8KJ W([9XI=GN-:^9)D@:4>,,+( G&$,3#1<.Z>X2:4Q
MPAXAY06V6#G&AFJAD Y,J*]+G*]HY=6K>;KIDK<9ZO=@E/TFTV3WCZZV;DHE
ME< MR.#),[$U1D;H <YUE%YY[YKW\6U)_^03<8X'U*(3[4Z=GKLIHOD\6_WS
M6@(/;@!>HI$N1+IF1"0ONAC:^T:!YMDZDQ5*/:3P[OF5ID75= A8C*:.B<'U
M@31W:=:&F\<!6XPW/( )GBS8F"+XG!Q(8[UGM$N3&Q)8?_C)TUII78#G2'%/
MGFZ]FB62PI9)^GY!4KT._?(0DV0>+&/D@MN2 <GZ@&Q%]IDEAG)(U=+3JTQK
MF74!HH9JZ,!HVS-MW?%BK/$"8HBN/D=%0$?^=?$R2[(>#!VT4V11O7_!;91&
MS_L[3'T=@'-X7QYG)>/*"K)L,8/*L9"GGPW0II/<6\LCMLY,_6NV4=H+(0>W
M4=I'79/&3!XKN=E1(K$Z0XW"%N\AH/6@/!,0!'$5<TR)&>MT+H-NX&'KO8#4
MJ^-P-9KP^R]ZNAD3_K?E8K5Z]:,VM[G^S\=22/0X3Q_R^NI;B[)#3O0;G_.?
ME>(=/VQ7"74R4AN71TTCXG%KII0(-I.+"]F$5-MX*3(E,$%A-C@Z:GE6K6<U
MC%0S==E6HG[XEF2?DG;U"7ZKI6S+S_3GZD8D,K* R!&<**%V[ N 7"(8GC$)
M)A,OK5]OFQ'?9775/AC;:2&<7*W==/7Z?;%\@M/M<^C,".-#J+U5O;"@G#2
MY"4 CZ6VC.+1H1Q@2QRR]L2E4]- 9&=[KY'T]4+P>.<NK P&P<A0UZ+V)> L
M@I/((*80!)GQ]']#<C@/6GSBG*H7@\C#-7;LI.[&[O[3;)ZYDHHL28)BDOY(
M40 R[D%8CA&%ET(/&OEQD+?_-&T3/UU/"M51]7CXH;E8XWF;?E WQM#'7<[
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M\&FY^+;$'YN"-!0V*JTXL%JOHUC,= 1R"ZQ8R;VVW#5_*'F<FEY:QAZI\/M
M:B/];G%TW1O'ZFA%25!,KOWT_<8KC)"M-%QDSE7SUL1/T3,QEAKI?!"4#E#
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M/-W;J.2J<Y=#H9W)"FU4SL&[(( 5&S&%Y!-OW:1R##ZF/?R.@-5]XWQJ'7>
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MQJ3FR/*-DPFJ4;W':YS_D^!*$/_Z?3DKZ^NE;[+CR8-6J3 #.94(RE7<&F?
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MF3'C/*__Z&TK.8=5'*\_"_-5[V<+.E*MRV!,:S&<E)9X$RFA/)F8!$J:ZC=
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M6DR%))*H[];O0=^@*KGJ:+S.Q-/]2^'U7Y0? 0_&?_S;_P%02P$"% ,4
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M8FET,C,Q+FAT;5!+ 0(4 Q0    (  >$4%9&(X5L:0@  '<X   :
M      "  7Q@  !A,C R,C$P+6MN;'EE>&AI8FET,S$Q+FAT;5!+ 0(4 Q0
M   (  >$4%9P$&VZ00@   (W   :              "  1UI  !A,C R,C$P
M+6MN;'EE>&AI8FET,S$R+FAT;5!+ 0(4 Q0    (  >$4%:W*"J== 4  -4<
M   :              "  99Q  !A,C R,C$P+6MN;'EE>&AI8FET,S(Q+FAT
M;5!+ 0(4 Q0    (  >$4%8-)+"P804  *\<   :              "  4)W
M  !A,C R,C$P+6MN;'EE>&AI8FET,S(R+FAT;5!+ 0(4 Q0    (  >$4%94
M]BKCKMT  ,)W!0 :              "  =M\  !A,C R,C$P+6MN;'EE>&AI
M8FET-#$P+FAT;5!+ 0(4 Q0    (  >$4%8NV=2)O4\& -I&3  0
M      "  <%: 0!N;'DM,C R,C$R,S$N:'1M4$L! A0#%     @ !X105K7;
ME:GT(P  '[ ! !               ( !K*H' &YL>2TR,#(R,3(S,2YX<V10
M2P$"% ,4    "  'A%!6L@IV?%HN   DP $ %               @ '.S@<
M;FQY+3(P,C(Q,C,Q7V-A;"YX;6Q02P$"% ,4    "  'A%!6,6O$]8^S  !S
MV < %               @ %:_0< ;FQY+3(P,C(Q,C,Q7V1E9BYX;6Q02P$"
M% ,4    "  'A%!6G",)6)!4 0#DCP$ $P              @ $;L0@ ;FQY
M+3(P,C(Q,C,Q7V<Q+FIP9U!+ 0(4 Q0    (  >$4%8;R(KF5QL! $=[ 0 3
M              "  =P%"@!N;'DM,C R,C$R,S%?9S(N:G!G4$L! A0#%
M  @ !X105DF+.(J;+ ( #!\# !,              ( !9"$+ &YL>2TR,#(R
M,3(S,5]G,RYJ<&=02P$"% ,4    "  'A%!6CP<74>F8 0# <!  %
M        @ $P3@T ;FQY+3(P,C(Q,C,Q7VQA8BYX;6Q02P$"% ,4    "  '
MA%!6T$8*-4(# 0 *= L %               @ %+YPX ;FQY+3(P,C(Q,C,Q
>7W!R92YX;6Q02P4&     !( $@#1!   O^H/

end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
